[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.

2 files changed, 198 insertions, 0 deletions

diff --git a/examples/src/main/java/org/apache/spark/examples/mllib/JavaLBFGSExample.java b/examples/src/main/java/org/apache/spark/examples/mllib/JavaLBFGSExample.java
new file mode 100644
index 0000000000..355883f61b
--- /dev/null
+++ b/examples/src/main/java/org/apache/spark/examples/mllib/JavaLBFGSExample.java
@@ -0,0 +1,108 @@
+/*
+ * 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;
+
+// $example on$
+import java.util.Arrays;
+
+import scala.Tuple2;
+
+import org.apache.spark.api.java.*;
+import org.apache.spark.api.java.function.Function;
+import org.apache.spark.mllib.classification.LogisticRegressionModel;
+import org.apache.spark.mllib.evaluation.BinaryClassificationMetrics;
+import org.apache.spark.mllib.linalg.Vector;
+import org.apache.spark.mllib.linalg.Vectors;
+import org.apache.spark.mllib.optimization.*;
+import org.apache.spark.mllib.regression.LabeledPoint;
+import org.apache.spark.mllib.util.MLUtils;
+import org.apache.spark.SparkConf;
+import org.apache.spark.SparkContext;
+// $example off$
+
+public class JavaLBFGSExample {
+  public static void main(String[] args) {
+    SparkConf conf = new SparkConf().setAppName("L-BFGS Example");
+    SparkContext sc = new SparkContext(conf);
+
+    // $example on$
+    String path = "data/mllib/sample_libsvm_data.txt";
+    JavaRDD<LabeledPoint> data = MLUtils.loadLibSVMFile(sc, path).toJavaRDD();
+    int numFeatures = data.take(1).get(0).features().size();
+
+    // Split initial RDD into two... [60% training data, 40% testing data].
+    JavaRDD<LabeledPoint> trainingInit = data.sample(false, 0.6, 11L);
+    JavaRDD<LabeledPoint> test = data.subtract(trainingInit);
+
+    // Append 1 into the training data as intercept.
+    JavaRDD<Tuple2<Object, Vector>> training = data.map(
+      new Function<LabeledPoint, Tuple2<Object, Vector>>() {
+        public Tuple2<Object, Vector> call(LabeledPoint p) {
+          return new Tuple2<Object, Vector>(p.label(), MLUtils.appendBias(p.features()));
+        }
+      });
+    training.cache();
+
+    // Run training algorithm to build the model.
+    int numCorrections = 10;
+    double convergenceTol = 1e-4;
+    int maxNumIterations = 20;
+    double regParam = 0.1;
+    Vector initialWeightsWithIntercept = Vectors.dense(new double[numFeatures + 1]);
+
+    Tuple2<Vector, double[]> result = LBFGS.runLBFGS(
+      training.rdd(),
+      new LogisticGradient(),
+      new SquaredL2Updater(),
+      numCorrections,
+      convergenceTol,
+      maxNumIterations,
+      regParam,
+      initialWeightsWithIntercept);
+    Vector weightsWithIntercept = result._1();
+    double[] loss = result._2();
+
+    final LogisticRegressionModel model = new LogisticRegressionModel(
+      Vectors.dense(Arrays.copyOf(weightsWithIntercept.toArray(), weightsWithIntercept.size() - 1)),
+      (weightsWithIntercept.toArray())[weightsWithIntercept.size() - 1]);
+
+    // Clear the default threshold.
+    model.clearThreshold();
+
+    // Compute raw scores on the test set.
+    JavaRDD<Tuple2<Object, Object>> scoreAndLabels = test.map(
+      new Function<LabeledPoint, Tuple2<Object, Object>>() {
+        public Tuple2<Object, Object> call(LabeledPoint p) {
+          Double score = model.predict(p.features());
+          return new Tuple2<Object, Object>(score, p.label());
+        }
+      });
+
+    // Get evaluation metrics.
+    BinaryClassificationMetrics metrics =
+      new BinaryClassificationMetrics(scoreAndLabels.rdd());
+    double auROC = metrics.areaUnderROC();
+
+    System.out.println("Loss of each step in training process");
+    for (double l : loss)
+      System.out.println(l);
+    System.out.println("Area under ROC = " + auROC);
+    // $example off$
+  }
+}
+
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