[SPARK-11550][DOCS] Replace example code in mllib-optimization.md using include_example

Author: Pravin Gadakh <pravingadakh177@gmail.com>

Closes #9516 from pravingadakh/SPARK-11550.

1 files changed, 90 insertions, 0 deletions

diff --git a/examples/src/main/scala/org/apache/spark/examples/mllib/LBFGSExample.scala b/examples/src/main/scala/org/apache/spark/examples/mllib/LBFGSExample.scala
new file mode 100644
index 0000000000..61d2e7715f
--- /dev/null
+++ b/examples/src/main/scala/org/apache/spark/examples/mllib/LBFGSExample.scala
@@ -0,0 +1,90 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements.  See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License.  You may obtain a copy of the License at
+ *
+ *    http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+// scalastyle:off println
+package org.apache.spark.examples.mllib
+
+// $example on$
+import org.apache.spark.mllib.classification.LogisticRegressionModel
+import org.apache.spark.mllib.evaluation.BinaryClassificationMetrics
+import org.apache.spark.mllib.linalg.Vectors
+import org.apache.spark.mllib.optimization.{LBFGS, LogisticGradient, SquaredL2Updater}
+import org.apache.spark.mllib.util.MLUtils
+// $example off$
+
+import org.apache.spark.{SparkConf, SparkContext}
+
+object LBFGSExample {
+
+  def main(args: Array[String]): Unit = {
+
+    val conf = new SparkConf().setAppName("LBFGSExample")
+    val sc = new SparkContext(conf)
+
+    // $example on$
+    val data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_libsvm_data.txt")
+    val numFeatures = data.take(1)(0).features.size
+
+    // Split data into training (60%) and test (40%).
+    val splits = data.randomSplit(Array(0.6, 0.4), seed = 11L)
+
+    // Append 1 into the training data as intercept.
+    val training = splits(0).map(x => (x.label, MLUtils.appendBias(x.features))).cache()
+
+    val test = splits(1)
+
+    // Run training algorithm to build the model
+    val numCorrections = 10
+    val convergenceTol = 1e-4
+    val maxNumIterations = 20
+    val regParam = 0.1
+    val initialWeightsWithIntercept = Vectors.dense(new Array[Double](numFeatures + 1))
+
+    val (weightsWithIntercept, loss) = LBFGS.runLBFGS(
+      training,
+      new LogisticGradient(),
+      new SquaredL2Updater(),
+      numCorrections,
+      convergenceTol,
+      maxNumIterations,
+      regParam,
+      initialWeightsWithIntercept)
+
+    val model = new LogisticRegressionModel(
+      Vectors.dense(weightsWithIntercept.toArray.slice(0, weightsWithIntercept.size - 1)),
+      weightsWithIntercept(weightsWithIntercept.size - 1))
+
+    // Clear the default threshold.
+    model.clearThreshold()
+
+    // Compute raw scores on the test set.
+    val scoreAndLabels = test.map { point =>
+      val score = model.predict(point.features)
+      (score, point.label)
+    }
+
+    // Get evaluation metrics.
+    val metrics = new BinaryClassificationMetrics(scoreAndLabels)
+    val auROC = metrics.areaUnderROC()
+
+    println("Loss of each step in training process")
+    loss.foreach(println)
+    println("Area under ROC = " + auROC)
+    // $example off$
+  }
+}
+// scalastyle:on println