[SPARK-4486][MLLIB] Improve GradientBoosting APIs and doc

There are some inconsistencies in the gradient boosting APIs. The target is a general boosting meta-algorithm, but the implementation is attached to trees. This was partially due to the delay of SPARK-1856. But for the 1.2 release, we should make the APIs consistent.

1. WeightedEnsembleModel -> private[tree] TreeEnsembleModel and renamed members accordingly.
1. GradientBoosting -> GradientBoostedTrees
1. Add RandomForestModel and GradientBoostedTreesModel and hide CombiningStrategy
1. Slightly refactored TreeEnsembleModel (Vote takes weights into consideration.)
1. Remove `trainClassifier` and `trainRegressor` from `GradientBoostedTrees` because they are the same as `train`
1. Rename class `train` method to `run` because it hides the static methods with the same name in Java. Deprecated `DecisionTree.train` class method.
1. Simplify BoostingStrategy and make sure the input strategy is not modified. Users should put algo and numClasses in treeStrategy. We create ensembleStrategy inside boosting.
1. Fix a bug in GradientBoostedTreesSuite with AbsoluteError
1. doc updates

manishamde jkbradley

Author: Xiangrui Meng <meng@databricks.com>

Closes #3374 from mengxr/SPARK-4486 and squashes the following commits:

7097251 [Xiangrui Meng] address joseph's comments
98dea09 [Xiangrui Meng] address manish's comments
4aae3b7 [Xiangrui Meng] add RandomForestModel and GradientBoostedTreesModel, hide CombiningStrategy
ea4c467 [Xiangrui Meng] fix unit tests
751da4e [Xiangrui Meng] rename class method train -> run
19030a5 [Xiangrui Meng] update boosting public APIs

3 files changed, 22 insertions, 32 deletions

diff --git a/examples/src/main/java/org/apache/spark/examples/mllib/JavaGradientBoostedTrees.java b/examples/src/main/java/org/apache/spark/examples/mllib/JavaGradientBoostedTreesRunner.java
index 1af2067b2b..4a5ac404ea 100644
--- a/examples/src/main/java/org/apache/spark/examples/mllib/JavaGradientBoostedTrees.java
+++ b/examples/src/main/java/org/apache/spark/examples/mllib/JavaGradientBoostedTreesRunner.java
@@ -27,18 +27,18 @@ import org.apache.spark.api.java.function.Function;
 import org.apache.spark.api.java.function.Function2;
 import org.apache.spark.api.java.function.PairFunction;
 import org.apache.spark.mllib.regression.LabeledPoint;
-import org.apache.spark.mllib.tree.GradientBoosting;
+import org.apache.spark.mllib.tree.GradientBoostedTrees;
 import org.apache.spark.mllib.tree.configuration.BoostingStrategy;
-import org.apache.spark.mllib.tree.model.WeightedEnsembleModel;
+import org.apache.spark.mllib.tree.model.GradientBoostedTreesModel;
 import org.apache.spark.mllib.util.MLUtils;
 
 /**
  * Classification and regression using gradient-boosted decision trees.
  */
-public final class JavaGradientBoostedTrees {
+public final class JavaGradientBoostedTreesRunner {
 
   private static void usage() {
-    System.err.println("Usage: JavaGradientBoostedTrees <libsvm format data file>" +
+    System.err.println("Usage: JavaGradientBoostedTreesRunner <libsvm format data file>" +
         " <Classification/Regression>");
     System.exit(-1);
   }
@@ -55,7 +55,7 @@ public final class JavaGradientBoostedTrees {
     if (args.length > 2) {
       usage();
     }
-    SparkConf sparkConf = new SparkConf().setAppName("JavaGradientBoostedTrees");
+    SparkConf sparkConf = new SparkConf().setAppName("JavaGradientBoostedTreesRunner");
     JavaSparkContext sc = new JavaSparkContext(sparkConf);
 
     JavaRDD<LabeledPoint> data = MLUtils.loadLibSVMFile(sc.sc(), datapath).toJavaRDD().cache();
@@ -64,7 +64,7 @@ public final class JavaGradientBoostedTrees {
     //  Note: All features are treated as continuous.
     BoostingStrategy boostingStrategy = BoostingStrategy.defaultParams(algo);
     boostingStrategy.setNumIterations(10);
-    boostingStrategy.weakLearnerParams().setMaxDepth(5);
+    boostingStrategy.treeStrategy().setMaxDepth(5);
 
     if (algo.equals("Classification")) {
       // Compute the number of classes from the data.
@@ -73,10 +73,10 @@ public final class JavaGradientBoostedTrees {
           return p.label();
         }
       }).countByValue().size();
-      boostingStrategy.setNumClassesForClassification(numClasses); // ignored for Regression
+      boostingStrategy.treeStrategy().setNumClassesForClassification(numClasses);
 
       // Train a GradientBoosting model for classification.
-      final WeightedEnsembleModel model = GradientBoosting.trainClassifier(data, boostingStrategy);
+      final GradientBoostedTreesModel model = GradientBoostedTrees.train(data, boostingStrategy);
 
       // Evaluate model on training instances and compute training error
       JavaPairRDD<Double, Double> predictionAndLabel =
@@ -95,7 +95,7 @@ public final class JavaGradientBoostedTrees {
       System.out.println("Learned classification tree model:\n" + model);
     } else if (algo.equals("Regression")) {
       // Train a GradientBoosting model for classification.
-      final WeightedEnsembleModel model = GradientBoosting.trainRegressor(data, boostingStrategy);
+      final GradientBoostedTreesModel model = GradientBoostedTrees.train(data, boostingStrategy);
 
       // Evaluate model on training instances and compute training error
       JavaPairRDD<Double, Double> predictionAndLabel =
diff --git a/examples/src/main/scala/org/apache/spark/examples/mllib/DecisionTreeRunner.scala b/examples/src/main/scala/org/apache/spark/examples/mllib/DecisionTreeRunner.scala
index 63f02cf7b9..98f9d1689c 100644
--- a/examples/src/main/scala/org/apache/spark/examples/mllib/DecisionTreeRunner.scala
+++ b/examples/src/main/scala/org/apache/spark/examples/mllib/DecisionTreeRunner.scala
@@ -22,11 +22,11 @@ import scopt.OptionParser
 import org.apache.spark.{SparkConf, SparkContext}
 import org.apache.spark.SparkContext._
 import org.apache.spark.mllib.evaluation.MulticlassMetrics
+import org.apache.spark.mllib.linalg.Vector
 import org.apache.spark.mllib.regression.LabeledPoint
-import org.apache.spark.mllib.tree.{RandomForest, DecisionTree, impurity}
+import org.apache.spark.mllib.tree.{DecisionTree, RandomForest, impurity}
 import org.apache.spark.mllib.tree.configuration.{Algo, Strategy}
 import org.apache.spark.mllib.tree.configuration.Algo._
-import org.apache.spark.mllib.tree.model.{WeightedEnsembleModel, DecisionTreeModel}
 import org.apache.spark.mllib.util.MLUtils
 import org.apache.spark.rdd.RDD
 import org.apache.spark.util.Utils
@@ -352,21 +352,11 @@ object DecisionTreeRunner {
   /**
    * Calculates the mean squared error for regression.
    */
-  private def meanSquaredError(tree: DecisionTreeModel, data: RDD[LabeledPoint]): Double = {
-    data.map { y =>
-      val err = tree.predict(y.features) - y.label
-      err * err
-    }.mean()
-  }
-
-  /**
-   * Calculates the mean squared error for regression.
-   */
   private[mllib] def meanSquaredError(
-      tree: WeightedEnsembleModel,
+      model: { def predict(features: Vector): Double },
       data: RDD[LabeledPoint]): Double = {
     data.map { y =>
-      val err = tree.predict(y.features) - y.label
+      val err = model.predict(y.features) - y.label
       err * err
     }.mean()
   }
diff --git a/examples/src/main/scala/org/apache/spark/examples/mllib/GradientBoostedTrees.scala b/examples/src/main/scala/org/apache/spark/examples/mllib/GradientBoostedTreesRunner.scala
index 9b6db01448..1def8b45a2 100644
--- a/examples/src/main/scala/org/apache/spark/examples/mllib/GradientBoostedTrees.scala
+++ b/examples/src/main/scala/org/apache/spark/examples/mllib/GradientBoostedTreesRunner.scala
@@ -21,21 +21,21 @@ import scopt.OptionParser
 
 import org.apache.spark.{SparkConf, SparkContext}
 import org.apache.spark.mllib.evaluation.MulticlassMetrics
-import org.apache.spark.mllib.tree.GradientBoosting
+import org.apache.spark.mllib.tree.GradientBoostedTrees
 import org.apache.spark.mllib.tree.configuration.{BoostingStrategy, Algo}
 import org.apache.spark.util.Utils
 
 /**
  * An example runner for Gradient Boosting using decision trees as weak learners. Run with
  * {{{
- * ./bin/run-example org.apache.spark.examples.mllib.GradientBoostedTrees [options]
+ * ./bin/run-example mllib.GradientBoostedTreesRunner [options]
  * }}}
  * If you use it as a template to create your own app, please use `spark-submit` to submit your app.
  *
  * Note: This script treats all features as real-valued (not categorical).
  *       To include categorical features, modify categoricalFeaturesInfo.
  */
-object GradientBoostedTrees {
+object GradientBoostedTreesRunner {
 
   case class Params(
       input: String = null,
@@ -93,24 +93,24 @@ object GradientBoostedTrees {
 
   def run(params: Params) {
 
-    val conf = new SparkConf().setAppName(s"GradientBoostedTrees with $params")
+    val conf = new SparkConf().setAppName(s"GradientBoostedTreesRunner with $params")
     val sc = new SparkContext(conf)
 
-    println(s"GradientBoostedTrees with parameters:\n$params")
+    println(s"GradientBoostedTreesRunner with parameters:\n$params")
 
     // Load training and test data and cache it.
     val (training, test, numClasses) = DecisionTreeRunner.loadDatasets(sc, params.input,
       params.dataFormat, params.testInput, Algo.withName(params.algo), params.fracTest)
 
     val boostingStrategy = BoostingStrategy.defaultParams(params.algo)
-    boostingStrategy.numClassesForClassification = numClasses
+    boostingStrategy.treeStrategy.numClassesForClassification = numClasses
     boostingStrategy.numIterations = params.numIterations
-    boostingStrategy.weakLearnerParams.maxDepth = params.maxDepth
+    boostingStrategy.treeStrategy.maxDepth = params.maxDepth
 
     val randomSeed = Utils.random.nextInt()
     if (params.algo == "Classification") {
       val startTime = System.nanoTime()
-      val model = GradientBoosting.trainClassifier(training, boostingStrategy)
+      val model = GradientBoostedTrees.train(training, boostingStrategy)
       val elapsedTime = (System.nanoTime() - startTime) / 1e9
       println(s"Training time: $elapsedTime seconds")
       if (model.totalNumNodes < 30) {
@@ -127,7 +127,7 @@ object GradientBoostedTrees {
       println(s"Test accuracy = $testAccuracy")
     } else if (params.algo == "Regression") {
       val startTime = System.nanoTime()
-      val model = GradientBoosting.trainRegressor(training, boostingStrategy)
+      val model = GradientBoostedTrees.train(training, boostingStrategy)
       val elapsedTime = (System.nanoTime() - startTime) / 1e9
       println(s"Training time: $elapsedTime seconds")
       if (model.totalNumNodes < 30) {