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author | Tor Myklebust <tmyklebu@gmail.com> | 2013-12-25 00:08:05 -0500 |
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committer | Tor Myklebust <tmyklebu@gmail.com> | 2013-12-25 00:08:05 -0500 |
commit | 05163057a1810f0a32b722e8c93e5435240636d9 (patch) | |
tree | 861c55ac76964502cba2e7e330e3630a4d279e4b /python/pyspark/mllib | |
parent | 86e38c49420098da422a17e7c098efa34c94c35b (diff) | |
download | spark-05163057a1810f0a32b722e8c93e5435240636d9.tar.gz spark-05163057a1810f0a32b722e8c93e5435240636d9.tar.bz2 spark-05163057a1810f0a32b722e8c93e5435240636d9.zip |
Split the mllib bindings into a whole bunch of modules and rename some things.
Diffstat (limited to 'python/pyspark/mllib')
-rw-r--r-- | python/pyspark/mllib/__init__.py | 46 | ||||
-rw-r--r-- | python/pyspark/mllib/_common.py | 227 | ||||
-rw-r--r-- | python/pyspark/mllib/classification.py | 86 | ||||
-rw-r--r-- | python/pyspark/mllib/clustering.py | 79 | ||||
-rw-r--r-- | python/pyspark/mllib/recommendation.py | 74 | ||||
-rw-r--r-- | python/pyspark/mllib/regression.py | 110 |
6 files changed, 622 insertions, 0 deletions
diff --git a/python/pyspark/mllib/__init__.py b/python/pyspark/mllib/__init__.py new file mode 100644 index 0000000000..6037a3aa63 --- /dev/null +++ b/python/pyspark/mllib/__init__.py @@ -0,0 +1,46 @@ +# +# 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. +# + +""" +PySpark is the Python API for Spark. + +Public classes: + + - L{SparkContext<pyspark.context.SparkContext>} + Main entry point for Spark functionality. + - L{RDD<pyspark.rdd.RDD>} + A Resilient Distributed Dataset (RDD), the basic abstraction in Spark. + - L{Broadcast<pyspark.broadcast.Broadcast>} + A broadcast variable that gets reused across tasks. + - L{Accumulator<pyspark.accumulators.Accumulator>} + An "add-only" shared variable that tasks can only add values to. + - L{SparkFiles<pyspark.files.SparkFiles>} + Access files shipped with jobs. + - L{StorageLevel<pyspark.storagelevel.StorageLevel>} + Finer-grained cache persistence levels. +""" +import sys +import os +sys.path.insert(0, os.path.join(os.environ["SPARK_HOME"], "python/lib/py4j0.7.egg")) + +from pyspark.mllib.regression import LinearRegressionModel, LassoModel, RidgeRegressionModel, LinearRegressionWithSGD, LassoWithSGD, RidgeRegressionWithSGD +from pyspark.mllib.classification import LogisticRegressionModel, SVMModel, LogisticRegressionWithSGD, SVMWithSGD +from pyspark.mllib.recommendation import MatrixFactorizationModel, ALS +from pyspark.mllib.clustering import KMeansModel, KMeans + + +__all__ = ["LinearRegressionModel", "LassoModel", "RidgeRegressionModel", "LinearRegressionWithSGD", "LassoWithSGD", "RidgeRegressionWithSGD", "LogisticRegressionModel", "SVMModel", "LogisticRegressionWithSGD", "SVMWithSGD", "MatrixFactorizationModel", "ALS", "KMeansModel", "KMeans"] diff --git a/python/pyspark/mllib/_common.py b/python/pyspark/mllib/_common.py new file mode 100644 index 0000000000..e68bd8a9db --- /dev/null +++ b/python/pyspark/mllib/_common.py @@ -0,0 +1,227 @@ +# +# 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. +# + +from numpy import ndarray, copyto, float64, int64, int32, zeros, array_equal, array, dot, shape +from pyspark import SparkContext + +# Double vector format: +# +# [8-byte 1] [8-byte length] [length*8 bytes of data] +# +# Double matrix format: +# +# [8-byte 2] [8-byte rows] [8-byte cols] [rows*cols*8 bytes of data] +# +# This is all in machine-endian. That means that the Java interpreter and the +# Python interpreter must agree on what endian the machine is. + +def _deserialize_byte_array(shape, ba, offset): + """Wrapper around ndarray aliasing hack. + + >>> x = array([1.0, 2.0, 3.0, 4.0, 5.0]) + >>> array_equal(x, _deserialize_byte_array(x.shape, x.data, 0)) + True + >>> x = array([1.0, 2.0, 3.0, 4.0]).reshape(2,2) + >>> array_equal(x, _deserialize_byte_array(x.shape, x.data, 0)) + True + """ + ar = ndarray(shape=shape, buffer=ba, offset=offset, dtype="float64", + order='C') + return ar.copy() + +def _serialize_double_vector(v): + """Serialize a double vector into a mutually understood format.""" + if type(v) != ndarray: + raise TypeError("_serialize_double_vector called on a %s; " + "wanted ndarray" % type(v)) + if v.dtype != float64: + raise TypeError("_serialize_double_vector called on an ndarray of %s; " + "wanted ndarray of float64" % v.dtype) + if v.ndim != 1: + raise TypeError("_serialize_double_vector called on a %ddarray; " + "wanted a 1darray" % v.ndim) + length = v.shape[0] + ba = bytearray(16 + 8*length) + header = ndarray(shape=[2], buffer=ba, dtype="int64") + header[0] = 1 + header[1] = length + copyto(ndarray(shape=[length], buffer=ba, offset=16, + dtype="float64"), v) + return ba + +def _deserialize_double_vector(ba): + """Deserialize a double vector from a mutually understood format. + + >>> x = array([1.0, 2.0, 3.0, 4.0, -1.0, 0.0, -0.0]) + >>> array_equal(x, _deserialize_double_vector(_serialize_double_vector(x))) + True + """ + if type(ba) != bytearray: + raise TypeError("_deserialize_double_vector called on a %s; " + "wanted bytearray" % type(ba)) + if len(ba) < 16: + raise TypeError("_deserialize_double_vector called on a %d-byte array, " + "which is too short" % len(ba)) + if (len(ba) & 7) != 0: + raise TypeError("_deserialize_double_vector called on a %d-byte array, " + "which is not a multiple of 8" % len(ba)) + header = ndarray(shape=[2], buffer=ba, dtype="int64") + if header[0] != 1: + raise TypeError("_deserialize_double_vector called on bytearray " + "with wrong magic") + length = header[1] + if len(ba) != 8*length + 16: + raise TypeError("_deserialize_double_vector called on bytearray " + "with wrong length") + return _deserialize_byte_array([length], ba, 16) + +def _serialize_double_matrix(m): + """Serialize a double matrix into a mutually understood format.""" + if (type(m) == ndarray and m.dtype == float64 and m.ndim == 2): + rows = m.shape[0] + cols = m.shape[1] + ba = bytearray(24 + 8 * rows * cols) + header = ndarray(shape=[3], buffer=ba, dtype="int64") + header[0] = 2 + header[1] = rows + header[2] = cols + copyto(ndarray(shape=[rows, cols], buffer=ba, offset=24, + dtype="float64", order='C'), m) + return ba + else: + raise TypeError("_serialize_double_matrix called on a " + "non-double-matrix") + +def _deserialize_double_matrix(ba): + """Deserialize a double matrix from a mutually understood format.""" + if type(ba) != bytearray: + raise TypeError("_deserialize_double_matrix called on a %s; " + "wanted bytearray" % type(ba)) + if len(ba) < 24: + raise TypeError("_deserialize_double_matrix called on a %d-byte array, " + "which is too short" % len(ba)) + if (len(ba) & 7) != 0: + raise TypeError("_deserialize_double_matrix called on a %d-byte array, " + "which is not a multiple of 8" % len(ba)) + header = ndarray(shape=[3], buffer=ba, dtype="int64") + if (header[0] != 2): + raise TypeError("_deserialize_double_matrix called on bytearray " + "with wrong magic") + rows = header[1] + cols = header[2] + if (len(ba) != 8*rows*cols + 24): + raise TypeError("_deserialize_double_matrix called on bytearray " + "with wrong length") + return _deserialize_byte_array([rows, cols], ba, 24) + +def _linear_predictor_typecheck(x, coeffs): + """Check that x is a one-dimensional vector of the right shape. + This is a temporary hackaround until I actually implement bulk predict.""" + if type(x) == ndarray: + if x.ndim == 1: + if x.shape == coeffs.shape: + pass + else: + raise RuntimeError("Got array of %d elements; wanted %d" + % (shape(x)[0], shape(coeffs)[0])) + else: + raise RuntimeError("Bulk predict not yet supported.") + elif (type(x) == RDD): + raise RuntimeError("Bulk predict not yet supported.") + else: + raise TypeError("Argument of type " + type(x) + " unsupported") + +def _get_unmangled_rdd(data, serializer): + dataBytes = data.map(serializer) + dataBytes._bypass_serializer = True + dataBytes.cache() + return dataBytes + +# Map a pickled Python RDD of numpy double vectors to a Java RDD of +# _serialized_double_vectors +def _get_unmangled_double_vector_rdd(data): + return _get_unmangled_rdd(data, _serialize_double_vector) + +class LinearModel(object): + """Something that has a vector of coefficients and an intercept.""" + def __init__(self, coeff, intercept): + self._coeff = coeff + self._intercept = intercept + +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 + 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(self._coeff, x) + self._intercept + +# If we weren't given initial weights, take a zero vector of the appropriate +# length. +def _get_initial_weights(initial_weights, data): + if initial_weights is None: + initial_weights = data.first() + if type(initial_weights) != ndarray: + raise TypeError("At least one data element has type " + + type(initial_weights) + " which is not ndarray") + if initial_weights.ndim != 1: + raise TypeError("At least one data element has " + + initial_weights.ndim + " dimensions, which is not 1") + initial_weights = zeros([initial_weights.shape[0] - 1]) + return initial_weights + +# 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, klass, data, initial_weights): + initial_weights = _get_initial_weights(initial_weights, data) + dataBytes = _get_unmangled_double_vector_rdd(data) + ans = train_func(dataBytes, _serialize_double_vector(initial_weights)) + if len(ans) != 2: + raise RuntimeError("JVM call result had unexpected length") + elif type(ans[0]) != bytearray: + raise RuntimeError("JVM call result had first element of type " + + type(ans[0]) + " which is not bytearray") + elif type(ans[1]) != float: + raise RuntimeError("JVM call result had second element of type " + + type(ans[0]) + " which is not float") + return klass(_deserialize_double_vector(ans[0]), ans[1]) + +def _serialize_rating(r): + ba = bytearray(16) + intpart = ndarray(shape=[2], buffer=ba, dtype=int32) + doublepart = ndarray(shape=[1], buffer=ba, dtype=float64, offset=8) + intpart[0], intpart[1], doublepart[0] = r + return ba + +def _test(): + import doctest + globs = globals().copy() + globs['sc'] = SparkContext('local[4]', 'PythonTest', batchSize=2) + (failure_count, test_count) = doctest.testmod(globs=globs, + optionflags=doctest.ELLIPSIS) + globs['sc'].stop() + if failure_count: + exit(-1) + +if __name__ == "__main__": + _test() diff --git a/python/pyspark/mllib/classification.py b/python/pyspark/mllib/classification.py new file mode 100644 index 0000000000..70de332d34 --- /dev/null +++ b/python/pyspark/mllib/classification.py @@ -0,0 +1,86 @@ +# +# 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. +# + +from numpy import array, dot, shape +from pyspark import SparkContext +from pyspark.mllib._common import \ + _get_unmangled_rdd, _get_unmangled_double_vector_rdd, \ + _serialize_double_matrix, _deserialize_double_matrix, \ + _serialize_double_vector, _deserialize_double_vector, \ + _get_initial_weights, _serialize_rating, _regression_train_wrapper, \ + LinearModel, _linear_predictor_typecheck +from math import exp, log + +class LogisticRegressionModel(LinearModel): + """A linear binary classification model derived from logistic regression. + + >>> data = array([0.0, 0.0, 1.0, 1.0, 1.0, 2.0, 1.0, 3.0]).reshape(4,2) + >>> lrm = LogisticRegressionWithSGD.train(sc, sc.parallelize(data)) + >>> lrm.predict(array([1.0])) != None + True + """ + def predict(self, x): + _linear_predictor_typecheck(x, self._coeff) + margin = dot(x, self._coeff) + self._intercept + prob = 1/(1 + exp(-margin)) + return 1 if prob > 0.5 else 0 + +class LogisticRegressionWithSGD(object): + @classmethod + def train(cls, sc, data, iterations=100, step=1.0, + mini_batch_fraction=1.0, initial_weights=None): + """Train a logistic regression model on the given data.""" + return _regression_train_wrapper(sc, lambda d, i: + sc._jvm.PythonMLLibAPI().trainLogisticRegressionModelWithSGD(d._jrdd, + iterations, step, mini_batch_fraction, i), + LogisticRegressionModel, data, initial_weights) + +class SVMModel(LinearModel): + """A support vector machine. + + >>> data = array([0.0, 0.0, 1.0, 1.0, 1.0, 2.0, 1.0, 3.0]).reshape(4,2) + >>> svm = SVMWithSGD.train(sc, sc.parallelize(data)) + >>> svm.predict(array([1.0])) != None + True + """ + def predict(self, x): + _linear_predictor_typecheck(x, self._coeff) + margin = dot(x, self._coeff) + self._intercept + return 1 if margin >= 0 else 0 + +class SVMWithSGD(object): + @classmethod + def train(cls, sc, data, iterations=100, step=1.0, reg_param=1.0, + mini_batch_fraction=1.0, initial_weights=None): + """Train a support vector machine on the given data.""" + return _regression_train_wrapper(sc, lambda d, i: + sc._jvm.PythonMLLibAPI().trainSVMModelWithSGD(d._jrdd, + iterations, step, reg_param, mini_batch_fraction, i), + SVMModel, data, initial_weights) + +def _test(): + import doctest + globs = globals().copy() + globs['sc'] = SparkContext('local[4]', 'PythonTest', batchSize=2) + (failure_count, test_count) = doctest.testmod(globs=globs, + optionflags=doctest.ELLIPSIS) + globs['sc'].stop() + if failure_count: + exit(-1) + +if __name__ == "__main__": + _test() diff --git a/python/pyspark/mllib/clustering.py b/python/pyspark/mllib/clustering.py new file mode 100644 index 0000000000..8cf20e591a --- /dev/null +++ b/python/pyspark/mllib/clustering.py @@ -0,0 +1,79 @@ +# +# 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. +# + +from numpy import array, dot +from math import sqrt +from pyspark import SparkContext +from pyspark.mllib._common import \ + _get_unmangled_rdd, _get_unmangled_double_vector_rdd, \ + _serialize_double_matrix, _deserialize_double_matrix, \ + _serialize_double_vector, _deserialize_double_vector, \ + _get_initial_weights, _serialize_rating, _regression_train_wrapper + +class KMeansModel(object): + """A clustering model derived from the k-means method. + + >>> data = array([0.0,0.0, 1.0,1.0, 9.0,8.0, 8.0,9.0]).reshape(4,2) + >>> clusters = KMeans.train(sc, sc.parallelize(data), 2, maxIterations=10, runs=30, initialization_mode="random") + >>> clusters.predict(array([0.0, 0.0])) == clusters.predict(array([1.0, 1.0])) + True + >>> clusters.predict(array([8.0, 9.0])) == clusters.predict(array([9.0, 8.0])) + True + >>> clusters = KMeans.train(sc, sc.parallelize(data), 2) + """ + def __init__(self, centers_): + self.centers = centers_ + + def predict(self, x): + """Find the cluster to which x belongs in this model.""" + best = 0 + best_distance = 1e75 + for i in range(0, self.centers.shape[0]): + diff = x - self.centers[i] + distance = sqrt(dot(diff, diff)) + if distance < best_distance: + best = i + best_distance = distance + return best + +class KMeans(object): + @classmethod + def train(cls, sc, data, k, maxIterations=100, runs=1, + initialization_mode="k-means||"): + """Train a k-means clustering model.""" + dataBytes = _get_unmangled_double_vector_rdd(data) + ans = sc._jvm.PythonMLLibAPI().trainKMeansModel(dataBytes._jrdd, + k, maxIterations, runs, initialization_mode) + if len(ans) != 1: + raise RuntimeError("JVM call result had unexpected length") + elif type(ans[0]) != bytearray: + raise RuntimeError("JVM call result had first element of type " + + type(ans[0]) + " which is not bytearray") + return KMeansModel(_deserialize_double_matrix(ans[0])) + +def _test(): + import doctest + globs = globals().copy() + globs['sc'] = SparkContext('local[4]', 'PythonTest', batchSize=2) + (failure_count, test_count) = doctest.testmod(globs=globs, + optionflags=doctest.ELLIPSIS) + globs['sc'].stop() + if failure_count: + exit(-1) + +if __name__ == "__main__": + _test() diff --git a/python/pyspark/mllib/recommendation.py b/python/pyspark/mllib/recommendation.py new file mode 100644 index 0000000000..14d06cba21 --- /dev/null +++ b/python/pyspark/mllib/recommendation.py @@ -0,0 +1,74 @@ +# +# 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. +# + +from pyspark import SparkContext +from pyspark.mllib._common import \ + _get_unmangled_rdd, _get_unmangled_double_vector_rdd, \ + _serialize_double_matrix, _deserialize_double_matrix, \ + _serialize_double_vector, _deserialize_double_vector, \ + _get_initial_weights, _serialize_rating, _regression_train_wrapper + +class MatrixFactorizationModel(object): + """A matrix factorisation model trained by regularized alternating + least-squares. + + >>> r1 = (1, 1, 1.0) + >>> r2 = (1, 2, 2.0) + >>> r3 = (2, 1, 2.0) + >>> ratings = sc.parallelize([r1, r2, r3]) + >>> model = ALS.trainImplicit(sc, ratings, 1) + >>> model.predict(2,2) is not None + True + """ + + def __init__(self, sc, java_model): + self._context = sc + self._java_model = java_model + + def __del__(self): + self._context._gateway.detach(self._java_model) + + def predict(self, user, product): + return self._java_model.predict(user, product) + +class ALS(object): + @classmethod + def train(cls, sc, ratings, rank, iterations=5, lambda_=0.01, blocks=-1): + ratingBytes = _get_unmangled_rdd(ratings, _serialize_rating) + mod = sc._jvm.PythonMLLibAPI().trainALSModel(ratingBytes._jrdd, + rank, iterations, lambda_, blocks) + return MatrixFactorizationModel(sc, mod) + + @classmethod + def trainImplicit(cls, sc, ratings, rank, iterations=5, lambda_=0.01, blocks=-1, alpha=0.01): + ratingBytes = _get_unmangled_rdd(ratings, _serialize_rating) + mod = sc._jvm.PythonMLLibAPI().trainImplicitALSModel(ratingBytes._jrdd, + rank, iterations, lambda_, blocks, alpha) + return MatrixFactorizationModel(sc, mod) + +def _test(): + import doctest + globs = globals().copy() + globs['sc'] = SparkContext('local[4]', 'PythonTest', batchSize=2) + (failure_count, test_count) = doctest.testmod(globs=globs, + optionflags=doctest.ELLIPSIS) + globs['sc'].stop() + if failure_count: + exit(-1) + +if __name__ == "__main__": + _test() diff --git a/python/pyspark/mllib/regression.py b/python/pyspark/mllib/regression.py new file mode 100644 index 0000000000..a3a68b29e0 --- /dev/null +++ b/python/pyspark/mllib/regression.py @@ -0,0 +1,110 @@ +# +# 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. +# + +from numpy import array, dot +from pyspark import SparkContext +from pyspark.mllib._common import \ + _get_unmangled_rdd, _get_unmangled_double_vector_rdd, \ + _serialize_double_matrix, _deserialize_double_matrix, \ + _serialize_double_vector, _deserialize_double_vector, \ + _get_initial_weights, _serialize_rating, _regression_train_wrapper, \ + _linear_predictor_typecheck + +class LinearModel(object): + """Something that has a vector of coefficients and an intercept.""" + def __init__(self, coeff, intercept): + self._coeff = coeff + self._intercept = intercept + +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 + 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(self._coeff, x) + self._intercept + +class LinearRegressionModel(LinearRegressionModelBase): + """A linear regression model derived from a least-squares fit. + + >>> data = array([0.0, 0.0, 1.0, 1.0, 3.0, 2.0, 2.0, 3.0]).reshape(4,2) + >>> lrm = LinearRegressionWithSGD.train(sc, sc.parallelize(data), initial_weights=array([1.0])) + """ + +class LinearRegressionWithSGD(object): + @classmethod + def train(cls, sc, data, iterations=100, step=1.0, + mini_batch_fraction=1.0, initial_weights=None): + """Train a linear regression model on the given data.""" + return _regression_train_wrapper(sc, lambda d, i: + sc._jvm.PythonMLLibAPI().trainLinearRegressionModelWithSGD( + d._jrdd, iterations, step, mini_batch_fraction, i), + LinearRegressionModel, data, initial_weights) + +class LassoModel(LinearRegressionModelBase): + """A linear regression model derived from a least-squares fit with an + l_1 penalty term. + + >>> data = array([0.0, 0.0, 1.0, 1.0, 3.0, 2.0, 2.0, 3.0]).reshape(4,2) + >>> lrm = LassoWithSGD.train(sc, sc.parallelize(data), initial_weights=array([1.0])) + """ + +class LassoWithSGD(object): + @classmethod + def train(cls, sc, data, iterations=100, step=1.0, reg_param=1.0, + mini_batch_fraction=1.0, initial_weights=None): + """Train a Lasso regression model on the given data.""" + return _regression_train_wrapper(sc, lambda d, i: + sc._jvm.PythonMLLibAPI().trainLassoModelWithSGD(d._jrdd, + iterations, step, reg_param, mini_batch_fraction, i), + LassoModel, data, initial_weights) + +class RidgeRegressionModel(LinearRegressionModelBase): + """A linear regression model derived from a least-squares fit with an + l_2 penalty term. + + >>> data = array([0.0, 0.0, 1.0, 1.0, 3.0, 2.0, 2.0, 3.0]).reshape(4,2) + >>> lrm = RidgeRegressionWithSGD.train(sc, sc.parallelize(data), initial_weights=array([1.0])) + """ + +class RidgeRegressionWithSGD(object): + @classmethod + def train(cls, sc, data, iterations=100, step=1.0, reg_param=1.0, + mini_batch_fraction=1.0, initial_weights=None): + """Train a ridge regression model on the given data.""" + return _regression_train_wrapper(sc, lambda d, i: + sc._jvm.PythonMLLibAPI().trainRidgeModelWithSGD(d._jrdd, + iterations, step, reg_param, mini_batch_fraction, i), + RidgeRegressionModel, data, initial_weights) + +def _test(): + import doctest + globs = globals().copy() + globs['sc'] = SparkContext('local[4]', 'PythonTest', batchSize=2) + (failure_count, test_count) = doctest.testmod(globs=globs, + optionflags=doctest.ELLIPSIS) + globs['sc'].stop() + if failure_count: + exit(-1) + +if __name__ == "__main__": + _test() |