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author | Davies Liu <davies.liu@gmail.com> | 2014-09-19 15:01:11 -0700 |
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committer | Xiangrui Meng <meng@databricks.com> | 2014-09-19 15:01:11 -0700 |
commit | fce5e251d636c788cda91345867e0294280c074d (patch) | |
tree | 4bded23a826bcfeb02deef73bd735cf0a05d4ee7 /python/pyspark/mllib/regression.py | |
parent | a03e5b81e91d9d792b6a2e01d1505394ea303dd8 (diff) | |
download | spark-fce5e251d636c788cda91345867e0294280c074d.tar.gz spark-fce5e251d636c788cda91345867e0294280c074d.tar.bz2 spark-fce5e251d636c788cda91345867e0294280c074d.zip |
[SPARK-3491] [MLlib] [PySpark] use pickle to serialize data in MLlib
Currently, we serialize the data between JVM and Python case by case manually, this cannot scale to support so many APIs in MLlib.
This patch will try to address this problem by serialize the data using pickle protocol, using Pyrolite library to serialize/deserialize in JVM. Pickle protocol can be easily extended to support customized class.
All the modules are refactored to use this protocol.
Known issues: There will be some performance regression (both CPU and memory, the serialized data increased)
Author: Davies Liu <davies.liu@gmail.com>
Closes #2378 from davies/pickle_mllib and squashes the following commits:
dffbba2 [Davies Liu] Merge branch 'master' of github.com:apache/spark into pickle_mllib
810f97f [Davies Liu] fix equal of matrix
032cd62 [Davies Liu] add more type check and conversion for user_product
bd738ab [Davies Liu] address comments
e431377 [Davies Liu] fix cache of rdd, refactor
19d0967 [Davies Liu] refactor Picklers
2511e76 [Davies Liu] cleanup
1fccf1a [Davies Liu] address comments
a2cc855 [Davies Liu] fix tests
9ceff73 [Davies Liu] test size of serialized Rating
44e0551 [Davies Liu] fix cache
a379a81 [Davies Liu] fix pickle array in python2.7
df625c7 [Davies Liu] Merge commit '154d141' into pickle_mllib
154d141 [Davies Liu] fix autobatchedpickler
44736d7 [Davies Liu] speed up pickling array in Python 2.7
e1d1bfc [Davies Liu] refactor
708dc02 [Davies Liu] fix tests
9dcfb63 [Davies Liu] fix style
88034f0 [Davies Liu] rafactor, address comments
46a501e [Davies Liu] choose batch size automatically
df19464 [Davies Liu] memorize the module and class name during pickleing
f3506c5 [Davies Liu] Merge branch 'master' into pickle_mllib
722dd96 [Davies Liu] cleanup _common.py
0ee1525 [Davies Liu] remove outdated tests
b02e34f [Davies Liu] remove _common.py
84c721d [Davies Liu] Merge branch 'master' into pickle_mllib
4d7963e [Davies Liu] remove muanlly serialization
6d26b03 [Davies Liu] fix tests
c383544 [Davies Liu] classification
f2a0856 [Davies Liu] mllib/regression
d9f691f [Davies Liu] mllib/util
cccb8b1 [Davies Liu] mllib/tree
8fe166a [Davies Liu] Merge branch 'pickle' into pickle_mllib
aa2287e [Davies Liu] random
f1544c4 [Davies Liu] refactor clustering
52d1350 [Davies Liu] use new protocol in mllib/stat
b30ef35 [Davies Liu] use pickle to serialize data for mllib/recommendation
f44f771 [Davies Liu] enable tests about array
3908f5c [Davies Liu] Merge branch 'master' into pickle
c77c87b [Davies Liu] cleanup debugging code
60e4e2f [Davies Liu] support unpickle array.array for Python 2.6
Diffstat (limited to 'python/pyspark/mllib/regression.py')
-rw-r--r-- | python/pyspark/mllib/regression.py | 105 |
1 files changed, 64 insertions, 41 deletions
diff --git a/python/pyspark/mllib/regression.py b/python/pyspark/mllib/regression.py index f572dcfb84..cbdbc09858 100644 --- a/python/pyspark/mllib/regression.py +++ b/python/pyspark/mllib/regression.py @@ -15,12 +15,12 @@ # limitations under the License. # -from numpy import array, ndarray -from pyspark import SparkContext -from pyspark.mllib._common import _dot, _regression_train_wrapper, \ - _linear_predictor_typecheck, _have_scipy, _scipy_issparse -from pyspark.mllib.linalg import SparseVector, Vectors +import numpy as np +from numpy import array +from pyspark import SparkContext +from pyspark.mllib.linalg import SparseVector, _convert_to_vector +from pyspark.serializers import PickleSerializer, AutoBatchedSerializer __all__ = ['LabeledPoint', 'LinearModel', 'LinearRegressionModel', 'RidgeRegressionModel' 'LinearRegressionWithSGD', 'LassoWithSGD', 'RidgeRegressionWithSGD'] @@ -38,16 +38,16 @@ class LabeledPoint(object): def __init__(self, label, features): self.label = label - if (type(features) == ndarray or type(features) == SparseVector - or (_have_scipy and _scipy_issparse(features))): - self.features = features - elif type(features) == list: - self.features = array(features) - else: - raise TypeError("Expected NumPy array, list, SparseVector, or scipy.sparse matrix") + self.features = _convert_to_vector(features) + + def __reduce__(self): + return (LabeledPoint, (self.label, self.features)) def __str__(self): - return "(" + ",".join((str(self.label), Vectors.stringify(self.features))) + ")" + return "(" + ",".join((str(self.label), str(self.features))) + ")" + + def __repr__(self): + return "LabeledPoint(" + ",".join((repr(self.label), repr(self.features))) + ")" class LinearModel(object): @@ -55,7 +55,7 @@ class LinearModel(object): """A linear model that has a vector of coefficients and an intercept.""" def __init__(self, weights, intercept): - self._coeff = weights + self._coeff = _convert_to_vector(weights) self._intercept = intercept @property @@ -71,18 +71,19 @@ class LinearRegressionModelBase(LinearModel): """A linear regression model. - >>> lrmb = LinearRegressionModelBase(array([1.0, 2.0]), 0.1) - >>> abs(lrmb.predict(array([-1.03, 7.777])) - 14.624) < 1e-6 + >>> lrmb = LinearRegressionModelBase(np.array([1.0, 2.0]), 0.1) + >>> abs(lrmb.predict(np.array([-1.03, 7.777])) - 14.624) < 1e-6 True >>> abs(lrmb.predict(SparseVector(2, {0: -1.03, 1: 7.777})) - 14.624) < 1e-6 True """ def predict(self, x): - """Predict the value of the dependent variable given a vector x""" - """containing values for the independent variables.""" - _linear_predictor_typecheck(x, self._coeff) - return _dot(x, self._coeff) + self._intercept + """ + Predict the value of the dependent variable given a vector x + containing values for the independent variables. + """ + return self.weights.dot(x) + self.intercept class LinearRegressionModel(LinearRegressionModelBase): @@ -96,10 +97,10 @@ class LinearRegressionModel(LinearRegressionModelBase): ... LabeledPoint(3.0, [2.0]), ... LabeledPoint(2.0, [3.0]) ... ] - >>> lrm = LinearRegressionWithSGD.train(sc.parallelize(data), initialWeights=array([1.0])) - >>> abs(lrm.predict(array([0.0])) - 0) < 0.5 + >>> lrm = LinearRegressionWithSGD.train(sc.parallelize(data), initialWeights=np.array([1.0])) + >>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5 True - >>> abs(lrm.predict(array([1.0])) - 1) < 0.5 + >>> abs(lrm.predict(np.array([1.0])) - 1) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True @@ -117,11 +118,27 @@ class LinearRegressionModel(LinearRegressionModelBase): """ +# train_func should take two parameters, namely data and initial_weights, and +# return the result of a call to the appropriate JVM stub. +# _regression_train_wrapper is responsible for setup and error checking. +def _regression_train_wrapper(sc, train_func, modelClass, data, initial_weights): + initial_weights = initial_weights or [0.0] * len(data.first().features) + ser = PickleSerializer() + initial_bytes = bytearray(ser.dumps(_convert_to_vector(initial_weights))) + # use AutoBatchedSerializer before cache to reduce the memory + # overhead in JVM + cached = data._reserialize(AutoBatchedSerializer(ser)).cache() + ans = train_func(cached._to_java_object_rdd(), initial_bytes) + assert len(ans) == 2, "JVM call result had unexpected length" + weights = ser.loads(str(ans[0])) + return modelClass(weights, ans[1]) + + class LinearRegressionWithSGD(object): @classmethod def train(cls, data, iterations=100, step=1.0, miniBatchFraction=1.0, - initialWeights=None, regParam=1.0, regType=None, intercept=False): + initialWeights=None, regParam=1.0, regType="none", intercept=False): """ Train a linear regression model on the given data. @@ -146,11 +163,12 @@ class LinearRegressionWithSGD(object): are activated or not). """ sc = data.context - if regType is None: - regType = "none" - train_f = lambda d, i: sc._jvm.PythonMLLibAPI().trainLinearRegressionModelWithSGD( - d._jrdd, iterations, step, miniBatchFraction, i, regParam, regType, intercept) - return _regression_train_wrapper(sc, train_f, LinearRegressionModel, data, initialWeights) + + def train(jrdd, i): + return sc._jvm.PythonMLLibAPI().trainLinearRegressionModelWithSGD( + jrdd, iterations, step, miniBatchFraction, i, regParam, regType, intercept) + + return _regression_train_wrapper(sc, train, LinearRegressionModel, data, initialWeights) class LassoModel(LinearRegressionModelBase): @@ -166,9 +184,9 @@ class LassoModel(LinearRegressionModelBase): ... LabeledPoint(2.0, [3.0]) ... ] >>> lrm = LassoWithSGD.train(sc.parallelize(data), initialWeights=array([1.0])) - >>> abs(lrm.predict(array([0.0])) - 0) < 0.5 + >>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5 True - >>> abs(lrm.predict(array([1.0])) - 1) < 0.5 + >>> abs(lrm.predict(np.array([1.0])) - 1) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True @@ -179,7 +197,7 @@ class LassoModel(LinearRegressionModelBase): ... LabeledPoint(2.0, SparseVector(1, {0: 3.0})) ... ] >>> lrm = LinearRegressionWithSGD.train(sc.parallelize(data), initialWeights=array([1.0])) - >>> abs(lrm.predict(array([0.0])) - 0) < 0.5 + >>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True @@ -193,9 +211,11 @@ class LassoWithSGD(object): miniBatchFraction=1.0, initialWeights=None): """Train a Lasso regression model on the given data.""" sc = data.context - train_f = lambda d, i: sc._jvm.PythonMLLibAPI().trainLassoModelWithSGD( - d._jrdd, iterations, step, regParam, miniBatchFraction, i) - return _regression_train_wrapper(sc, train_f, LassoModel, data, initialWeights) + + def train(jrdd, i): + return sc._jvm.PythonMLLibAPI().trainLassoModelWithSGD( + jrdd, iterations, step, regParam, miniBatchFraction, i) + return _regression_train_wrapper(sc, train, LassoModel, data, initialWeights) class RidgeRegressionModel(LinearRegressionModelBase): @@ -211,9 +231,9 @@ class RidgeRegressionModel(LinearRegressionModelBase): ... LabeledPoint(2.0, [3.0]) ... ] >>> lrm = RidgeRegressionWithSGD.train(sc.parallelize(data), initialWeights=array([1.0])) - >>> abs(lrm.predict(array([0.0])) - 0) < 0.5 + >>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5 True - >>> abs(lrm.predict(array([1.0])) - 1) < 0.5 + >>> abs(lrm.predict(np.array([1.0])) - 1) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True @@ -224,7 +244,7 @@ class RidgeRegressionModel(LinearRegressionModelBase): ... LabeledPoint(2.0, SparseVector(1, {0: 3.0})) ... ] >>> lrm = LinearRegressionWithSGD.train(sc.parallelize(data), initialWeights=array([1.0])) - >>> abs(lrm.predict(array([0.0])) - 0) < 0.5 + >>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True @@ -238,9 +258,12 @@ class RidgeRegressionWithSGD(object): miniBatchFraction=1.0, initialWeights=None): """Train a ridge regression model on the given data.""" sc = data.context - train_func = lambda d, i: sc._jvm.PythonMLLibAPI().trainRidgeModelWithSGD( - d._jrdd, iterations, step, regParam, miniBatchFraction, i) - return _regression_train_wrapper(sc, train_func, RidgeRegressionModel, data, initialWeights) + + def train(jrdd, i): + return sc._jvm.PythonMLLibAPI().trainRidgeModelWithSGD( + jrdd, iterations, step, regParam, miniBatchFraction, i) + + return _regression_train_wrapper(sc, train, RidgeRegressionModel, data, initialWeights) def _test(): |