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diff --git a/docs/mllib-feature-extraction.md b/docs/mllib-feature-extraction.md index 2031b96235..44f0f76220 100644 --- a/docs/mllib-feature-extraction.md +++ b/docs/mllib-feature-extraction.md @@ -1,7 +1,7 @@ --- layout: global -title: Feature Extraction - MLlib -displayTitle: <a href="mllib-guide.html">MLlib</a> - Feature Extraction +title: Feature Extraction and Transformation - MLlib +displayTitle: <a href="mllib-guide.html">MLlib</a> - Feature Extraction and Transformation --- * Table of contents @@ -148,3 +148,108 @@ for((synonym, cosineSimilarity) <- synonyms) { {% endhighlight %} </div> </div> + +## StandardScaler + +Standardizes features by scaling to unit variance and/or removing the mean using column summary +statistics on the samples in the training set. This is a very common pre-processing step. + +For example, RBF kernel of Support Vector Machines or the L1 and L2 regularized linear models +typically work better when all features have unit variance and/or zero mean. + +Standardization can improve the convergence rate during the optimization process, and also prevents +against features with very large variances exerting an overly large influence during model training. + +### Model Fitting + +[`StandardScaler`](api/scala/index.html#org.apache.spark.mllib.feature.StandardScaler) has the +following parameters in the constructor: + +* `withMean` False by default. Centers the data with mean before scaling. It will build a dense +output, so this does not work on sparse input and will raise an exception. +* `withStd` True by default. Scales the data to unit variance. + +We provide a [`fit`](api/scala/index.html#org.apache.spark.mllib.feature.StandardScaler) method in +`StandardScaler` which can take an input of `RDD[Vector]`, learn the summary statistics, and then +return a model which can transform the input dataset into unit variance and/or zero mean features +depending how we configure the `StandardScaler`. + +This model implements [`VectorTransformer`](api/scala/index.html#org.apache.spark.mllib.feature.VectorTransformer) +which can apply the standardization on a `Vector` to produce a transformed `Vector` or on +an `RDD[Vector]` to produce a transformed `RDD[Vector]`. + +Note that if the variance of a feature is zero, it will return default `0.0` value in the `Vector` +for that feature. + +### Example + +The example below demonstrates how to load a dataset in libsvm format, and standardize the features +so that the new features have unit variance and/or zero mean. + +<div class="codetabs"> +<div data-lang="scala"> +{% highlight scala %} +import org.apache.spark.SparkContext._ +import org.apache.spark.mllib.feature.StandardScaler +import org.apache.spark.mllib.linalg.Vectors +import org.apache.spark.mllib.util.MLUtils + +val data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_libsvm_data.txt") + +val scaler1 = new StandardScaler().fit(data.map(x => x.features)) +val scaler2 = new StandardScaler(withMean = true, withStd = true).fit(data.map(x => x.features)) + +// data1 will be unit variance. +val data1 = data.map(x => (x.label, scaler1.transform(x.features))) + +// Without converting the features into dense vectors, transformation with zero mean will raise +// exception on sparse vector. +// data2 will be unit variance and zero mean. +val data2 = data.map(x => (x.label, scaler2.transform(Vectors.dense(x.features.toArray)))) +{% endhighlight %} +</div> +</div> + +## Normalizer + +Normalizer scales individual samples to have unit $L^p$ norm. This is a common operation for text +classification or clustering. For example, the dot product of two $L^2$ normalized TF-IDF vectors +is the cosine similarity of the vectors. + +[`Normalizer`](api/scala/index.html#org.apache.spark.mllib.feature.Normalizer) has the following +parameter in the constructor: + +* `p` Normalization in $L^p$ space, $p = 2$ by default. + +`Normalizer` implements [`VectorTransformer`](api/scala/index.html#org.apache.spark.mllib.feature.VectorTransformer) +which can apply the normalization on a `Vector` to produce a transformed `Vector` or on +an `RDD[Vector]` to produce a transformed `RDD[Vector]`. + +Note that if the norm of the input is zero, it will return the input vector. + +### Example + +The example below demonstrates how to load a dataset in libsvm format, and normalizes the features +with $L^2$ norm, and $L^\infty$ norm. + +<div class="codetabs"> +<div data-lang="scala"> +{% highlight scala %} +import org.apache.spark.SparkContext._ +import org.apache.spark.mllib.feature.Normalizer +import org.apache.spark.mllib.linalg.Vectors +import org.apache.spark.mllib.util.MLUtils + +val data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_libsvm_data.txt") + +val normalizer1 = new Normalizer() +val normalizer2 = new Normalizer(p = Double.PositiveInfinity) + +// Each sample in data1 will be normalized using $L^2$ norm. +val data1 = data.map(x => (x.label, normalizer1.transform(x.features))) + +// Each sample in data2 will be normalized using $L^\infty$ norm. +val data2 = data.map(x => (x.label, normalizer2.transform(x.features))) +{% endhighlight %} +</div> +</div> |