Streaming mllib [SPARK-2438][MLLIB]

This PR implements a streaming linear regression analysis, in which a linear regression model is trained online as new data arrive. The design is based on discussions with tdas and mengxr, in which we determined how to add this functionality in a general way, with minimal changes to existing libraries.

__Summary of additions:__

_StreamingLinearAlgorithm_
- An abstract class for fitting generalized linear models online to streaming data, including training on (and updating) a model, and making predictions.

_StreamingLinearRegressionWithSGD_
- Class and companion object for running streaming linear regression

_StreamingLinearRegressionTestSuite_
- Unit tests

_StreamingLinearRegression_
- Example use case: fitting a model online to data from one stream, and making predictions on other data

__Notes__
- If this looks good, I can use the StreamingLinearAlgorithm class to easily implement other analyses that follow the same logic (Ridge, Lasso, Logistic, SVM).

Author: Jeremy Freeman <the.freeman.lab@gmail.com>
Author: freeman <the.freeman.lab@gmail.com>

Closes #1361 from freeman-lab/streaming-mllib and squashes the following commits:

775ea29 [Jeremy Freeman] Throw error if user doesn't initialize weights
4086fee [Jeremy Freeman] Fixed current weight formatting
8b95b27 [Jeremy Freeman] Restored broadcasting
29f27ec [Jeremy Freeman] Formatting
8711c41 [Jeremy Freeman] Used return to avoid indentation
777b596 [Jeremy Freeman] Restored treeAggregate
74cf440 [Jeremy Freeman] Removed static methods
d28cf9a [Jeremy Freeman] Added usage notes
c3326e7 [Jeremy Freeman] Improved documentation
9541a41 [Jeremy Freeman] Merge remote-tracking branch 'upstream/master' into streaming-mllib
66eba5e [Jeremy Freeman] Fixed line lengths
2fe0720 [Jeremy Freeman] Minor cleanup
7d51378 [Jeremy Freeman] Moved streaming loader to MLUtils
b9b69f6 [Jeremy Freeman] Added setter methods
c3f8b5a [Jeremy Freeman] Modified logging
00aafdc [Jeremy Freeman] Add modifiers
14b801e [Jeremy Freeman] Name changes
c7d38a3 [Jeremy Freeman] Move check for empty data to GradientDescent
4b0a5d3 [Jeremy Freeman] Cleaned up tests
74188d6 [Jeremy Freeman] Eliminate dependency on commons
50dd237 [Jeremy Freeman] Removed experimental tag
6bfe1e6 [Jeremy Freeman] Fixed imports
a2a63ad [freeman] Makes convergence test more robust
86220bc [freeman] Streaming linear regression unit tests
fb4683a [freeman] Minor changes for scalastyle consistency
fd31e03 [freeman] Changed logging behavior
453974e [freeman] Fixed indentation
c4b1143 [freeman] Streaming linear regression
604f4d7 [freeman] Expanded private class to include mllib
d99aa85 [freeman] Helper methods for streaming MLlib apps
0898add [freeman] Added dependency on streaming

1 files changed, 73 insertions, 0 deletions

diff --git a/examples/src/main/scala/org/apache/spark/examples/mllib/StreamingLinearRegression.scala b/examples/src/main/scala/org/apache/spark/examples/mllib/StreamingLinearRegression.scala
new file mode 100644
index 0000000000..1fd37edfa7
--- /dev/null
+++ b/examples/src/main/scala/org/apache/spark/examples/mllib/StreamingLinearRegression.scala
@@ -0,0 +1,73 @@
+/*
+ * 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.
+ */
+
+package org.apache.spark.examples.mllib
+
+import org.apache.spark.mllib.linalg.Vectors
+import org.apache.spark.mllib.util.MLUtils
+import org.apache.spark.mllib.regression.StreamingLinearRegressionWithSGD
+import org.apache.spark.SparkConf
+import org.apache.spark.streaming.{Seconds, StreamingContext}
+
+/**
+ * Train a linear regression model on one stream of data and make predictions
+ * on another stream, where the data streams arrive as text files
+ * into two different directories.
+ *
+ * The rows of the text files must be labeled data points in the form
+ * `(y,[x1,x2,x3,...,xn])`
+ * Where n is the number of features. n must be the same for train and test.
+ *
+ * Usage: StreamingLinearRegression <trainingDir> <testDir> <batchDuration> <numFeatures>
+ *
+ * To run on your local machine using the two directories `trainingDir` and `testDir`,
+ * with updates every 5 seconds, and 2 features per data point, call:
+ *    $ bin/run-example \
+ *        org.apache.spark.examples.mllib.StreamingLinearRegression trainingDir testDir 5 2
+ *
+ * As you add text files to `trainingDir` the model will continuously update.
+ * Anytime you add text files to `testDir`, you'll see predictions from the current model.
+ *
+ */
+object StreamingLinearRegression {
+
+  def main(args: Array[String]) {
+
+    if (args.length != 4) {
+      System.err.println(
+        "Usage: StreamingLinearRegression <trainingDir> <testDir> <batchDuration> <numFeatures>")
+      System.exit(1)
+    }
+
+    val conf = new SparkConf().setMaster("local").setAppName("StreamingLinearRegression")
+    val ssc = new StreamingContext(conf, Seconds(args(2).toLong))
+
+    val trainingData = MLUtils.loadStreamingLabeledPoints(ssc, args(0))
+    val testData = MLUtils.loadStreamingLabeledPoints(ssc, args(1))
+
+    val model = new StreamingLinearRegressionWithSGD()
+      .setInitialWeights(Vectors.dense(Array.fill[Double](args(3).toInt)(0)))
+
+    model.trainOn(trainingData)
+    model.predictOn(testData).print()
+
+    ssc.start()
+    ssc.awaitTermination()
+
+  }
+
+}