[SPARK-8069] [ML] Add multiclass thresholds for ProbabilisticClassifier

This PR replaces the old "threshold" with a generalized "thresholds" Param.  We keep getThreshold,setThreshold for backwards compatibility for binary classification.

Note that the primary author of this PR is holdenk

Author: Holden Karau <holden@pigscanfly.ca>
Author: Joseph K. Bradley <joseph@databricks.com>

Closes #7909 from jkbradley/holdenk-SPARK-8069-add-cutoff-aka-threshold-to-random-forest and squashes the following commits:

3952977 [Joseph K. Bradley] fixed pyspark doc test
85febc8 [Joseph K. Bradley] made python unit tests a little more robust
7eb1d86 [Joseph K. Bradley] small cleanups
6cc2ed8 [Joseph K. Bradley] Fixed remaining merge issues.
0255e44 [Joseph K. Bradley] Many cleanups for thresholds, some more tests
7565a60 [Holden Karau] fix pep8 style checks, add a getThreshold method similar to our LogisticRegression.scala one for API compat
be87f26 [Holden Karau] Convert threshold to thresholds in the python code, add specialized support for Array[Double] to shared parems codegen, etc.
6747dad [Holden Karau] Override raw2prediction for ProbabilisticClassifier, fix some tests
25df168 [Holden Karau] Fix handling of thresholds in LogisticRegression
c02d6c0 [Holden Karau] No default for thresholds
5e43628 [Holden Karau] CR feedback and fixed the renamed test
f3fbbd1 [Holden Karau] revert the changes to random forest :(
51f581c [Holden Karau] Add explicit types to public methods, fix long line
f7032eb [Holden Karau] Fix a java test bug, remove some unecessary changes
adf15b4 [Holden Karau] rename the classifier suite test to ProbabilisticClassifierSuite now that we only have it in Probabilistic
398078a [Holden Karau] move the thresholding around a bunch based on the design doc
4893bdc [Holden Karau] Use numtrees of 3 since previous result was tied (one tree for each) and the switch from different max methods picked a different element (since they were equal I think this is ok)
638854c [Holden Karau] Add a scala RandomForestClassifierSuite test based on corresponding python test
e09919c [Holden Karau] Fix return type, I need more coffee....
8d92cac [Holden Karau] Use ClassifierParams as the head
3456ed3 [Holden Karau] Add explicit return types even though just test
a0f3b0c [Holden Karau] scala style fixes
6f14314 [Holden Karau] Since hasthreshold/hasthresholds is in root classifier now
ffc8dab [Holden Karau] Update the sharedParams
0420290 [Holden Karau] Allow us to override the get methods selectively
978e77a [Holden Karau] Move HasThreshold into classifier params and start defining the overloaded getThreshold/getThresholds functions
1433e52 [Holden Karau] Revert "try and hide threshold but chainges the API so no dice there"
1f09a2e [Holden Karau] try and hide threshold but chainges the API so no dice there
efb9084 [Holden Karau] move setThresholds only to where its used
6b34809 [Holden Karau] Add a test with thresholding for the RFCS
74f54c3 [Holden Karau] Fix creation of vote array
1986fa8 [Holden Karau] Setting the thresholds only makes sense if the underlying class hasn't overridden predict, so lets push it down.
2f44b18 [Holden Karau] Add a global default of null for thresholds param
f338cfc [Holden Karau] Wait that wasn't a good idea, Revert "Some progress towards unifying threshold and thresholds"
634b06f [Holden Karau] Some progress towards unifying threshold and thresholds
85c9e01 [Holden Karau] Test passes again... little fnur
099c0f3 [Holden Karau] Move thresholds around some more (set on model not trainer)
0f46836 [Holden Karau] Start adding a classifiersuite
f70eb5e [Holden Karau] Fix test compile issues
a7d59c8 [Holden Karau] Move thresholding into Classifier trait
5d999d2 [Holden Karau] Some more progress, start adding a test (maybe try and see if we can find a better thing to use for the base of the test)
1fed644 [Holden Karau] Use thresholds to scale scores in random forest classifcation
31d6bf2 [Holden Karau] Start threading the threshold info through
0ef228c [Holden Karau] Add hasthresholds

3 files changed, 4 insertions, 3 deletions

diff --git a/examples/src/main/java/org/apache/spark/examples/ml/JavaSimpleParamsExample.java b/examples/src/main/java/org/apache/spark/examples/ml/JavaSimpleParamsExample.java
index dac649d1d5..94beeced3d 100644
--- a/examples/src/main/java/org/apache/spark/examples/ml/JavaSimpleParamsExample.java
+++ b/examples/src/main/java/org/apache/spark/examples/ml/JavaSimpleParamsExample.java
@@ -77,7 +77,8 @@ public class JavaSimpleParamsExample {
     ParamMap paramMap = new ParamMap();
     paramMap.put(lr.maxIter().w(20)); // Specify 1 Param.
     paramMap.put(lr.maxIter(), 30); // This overwrites the original maxIter.
-    paramMap.put(lr.regParam().w(0.1), lr.threshold().w(0.55)); // Specify multiple Params.
+    double thresholds[] = {0.45, 0.55};
+    paramMap.put(lr.regParam().w(0.1), lr.thresholds().w(thresholds)); // Specify multiple Params.
 
     // One can also combine ParamMaps.
     ParamMap paramMap2 = new ParamMap();
diff --git a/examples/src/main/python/ml/simple_params_example.py b/examples/src/main/python/ml/simple_params_example.py
index a9f29dab2d..2d6d115d54 100644
--- a/examples/src/main/python/ml/simple_params_example.py
+++ b/examples/src/main/python/ml/simple_params_example.py
@@ -70,7 +70,7 @@ if __name__ == "__main__":
 
     # We may alternatively specify parameters using a parameter map.
     # paramMap overrides all lr parameters set earlier.
-    paramMap = {lr.maxIter: 20, lr.threshold: 0.55, lr.probabilityCol: "myProbability"}
+    paramMap = {lr.maxIter: 20, lr.thresholds: [0.45, 0.55], lr.probabilityCol: "myProbability"}
 
     # Now learn a new model using the new parameters.
     model2 = lr.fit(training, paramMap)
diff --git a/examples/src/main/scala/org/apache/spark/examples/ml/SimpleParamsExample.scala b/examples/src/main/scala/org/apache/spark/examples/ml/SimpleParamsExample.scala
index 58d7b67674..f4d1fe5785 100644
--- a/examples/src/main/scala/org/apache/spark/examples/ml/SimpleParamsExample.scala
+++ b/examples/src/main/scala/org/apache/spark/examples/ml/SimpleParamsExample.scala
@@ -70,7 +70,7 @@ object SimpleParamsExample {
     // which supports several methods for specifying parameters.
     val paramMap = ParamMap(lr.maxIter -> 20)
     paramMap.put(lr.maxIter, 30) // Specify 1 Param.  This overwrites the original maxIter.
-    paramMap.put(lr.regParam -> 0.1, lr.threshold -> 0.55) // Specify multiple Params.
+    paramMap.put(lr.regParam -> 0.1, lr.thresholds -> Array(0.45, 0.55)) // Specify multiple Params.
 
     // One can also combine ParamMaps.
     val paramMap2 = ParamMap(lr.probabilityCol -> "myProbability") // Change output column name