diff options
7 files changed, 96 insertions, 46 deletions
diff --git a/docs/mllib-ensembles.md b/docs/mllib-ensembles.md index cbfb682609..7521fb14a7 100644 --- a/docs/mllib-ensembles.md +++ b/docs/mllib-ensembles.md @@ -464,8 +464,8 @@ first one being the training dataset and the second being the validation dataset The training is stopped when the improvement in the validation error is not more than a certain tolerance (supplied by the `validationTol` argument in `BoostingStrategy`). In practice, the validation error decreases initially and later increases. There might be cases in which the validation error does not change monotonically, -and the user is advised to set a large enough negative tolerance and examine the validation curve to to tune the number of -iterations. +and the user is advised to set a large enough negative tolerance and examine the validation curve using `evaluateEachIteration` +(which gives the error or loss per iteration) to tune the number of iterations. ### Examples diff --git a/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/AbsoluteError.scala b/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/AbsoluteError.scala index d1bde15e6b..793dd664c5 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/AbsoluteError.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/AbsoluteError.scala @@ -47,18 +47,9 @@ object AbsoluteError extends Loss { if ((point.label - model.predict(point.features)) < 0) 1.0 else -1.0 } - /** - * Method to calculate loss of the base learner for the gradient boosting calculation. - * Note: This method is not used by the gradient boosting algorithm but is useful for debugging - * purposes. - * @param model Ensemble model - * @param data Training dataset: RDD of [[org.apache.spark.mllib.regression.LabeledPoint]]. - * @return Mean absolute error of model on data - */ - override def computeError(model: TreeEnsembleModel, data: RDD[LabeledPoint]): Double = { - data.map { y => - val err = model.predict(y.features) - y.label - math.abs(err) - }.mean() + override def computeError(prediction: Double, label: Double): Double = { + val err = label - prediction + math.abs(err) } + } diff --git a/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/LogLoss.scala b/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/LogLoss.scala index 55213e6956..51b1aed167 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/LogLoss.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/LogLoss.scala @@ -50,20 +50,10 @@ object LogLoss extends Loss { - 4.0 * point.label / (1.0 + math.exp(2.0 * point.label * prediction)) } - /** - * Method to calculate loss of the base learner for the gradient boosting calculation. - * Note: This method is not used by the gradient boosting algorithm but is useful for debugging - * purposes. - * @param model Ensemble model - * @param data Training dataset: RDD of [[org.apache.spark.mllib.regression.LabeledPoint]]. - * @return Mean log loss of model on data - */ - override def computeError(model: TreeEnsembleModel, data: RDD[LabeledPoint]): Double = { - data.map { case point => - val prediction = model.predict(point.features) - val margin = 2.0 * point.label * prediction - // The following is equivalent to 2.0 * log(1 + exp(-margin)) but more numerically stable. - 2.0 * MLUtils.log1pExp(-margin) - }.mean() + override def computeError(prediction: Double, label: Double): Double = { + val margin = 2.0 * label * prediction + // The following is equivalent to 2.0 * log(1 + exp(-margin)) but more numerically stable. + 2.0 * MLUtils.log1pExp(-margin) } + } diff --git a/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/Loss.scala b/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/Loss.scala index e1169d9f66..357869ff6b 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/Loss.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/Loss.scala @@ -47,6 +47,18 @@ trait Loss extends Serializable { * @param data Training dataset: RDD of [[org.apache.spark.mllib.regression.LabeledPoint]]. * @return Measure of model error on data */ - def computeError(model: TreeEnsembleModel, data: RDD[LabeledPoint]): Double + def computeError(model: TreeEnsembleModel, data: RDD[LabeledPoint]): Double = { + data.map(point => computeError(model.predict(point.features), point.label)).mean() + } + + /** + * Method to calculate loss when the predictions are already known. + * Note: This method is used in the method evaluateEachIteration to avoid recomputing the + * predicted values from previously fit trees. + * @param prediction Predicted label. + * @param label True label. + * @return Measure of model error on datapoint. + */ + def computeError(prediction: Double, label: Double): Double } diff --git a/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/SquaredError.scala b/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/SquaredError.scala index 50ecaa2f86..b990707ca4 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/SquaredError.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/tree/loss/SquaredError.scala @@ -47,18 +47,9 @@ object SquaredError extends Loss { 2.0 * (model.predict(point.features) - point.label) } - /** - * Method to calculate loss of the base learner for the gradient boosting calculation. - * Note: This method is not used by the gradient boosting algorithm but is useful for debugging - * purposes. - * @param model Ensemble model - * @param data Training dataset: RDD of [[org.apache.spark.mllib.regression.LabeledPoint]]. - * @return Mean squared error of model on data - */ - override def computeError(model: TreeEnsembleModel, data: RDD[LabeledPoint]): Double = { - data.map { y => - val err = model.predict(y.features) - y.label - err * err - }.mean() + override def computeError(prediction: Double, label: Double): Double = { + val err = prediction - label + err * err } + } diff --git a/mllib/src/main/scala/org/apache/spark/mllib/tree/model/treeEnsembleModels.scala b/mllib/src/main/scala/org/apache/spark/mllib/tree/model/treeEnsembleModels.scala index f160852c69..1950254b2a 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/tree/model/treeEnsembleModels.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/tree/model/treeEnsembleModels.scala @@ -28,9 +28,11 @@ import org.apache.spark.{Logging, SparkContext} import org.apache.spark.annotation.Experimental import org.apache.spark.api.java.JavaRDD import org.apache.spark.mllib.linalg.Vector +import org.apache.spark.mllib.regression.LabeledPoint import org.apache.spark.mllib.tree.configuration.Algo import org.apache.spark.mllib.tree.configuration.Algo._ import org.apache.spark.mllib.tree.configuration.EnsembleCombiningStrategy._ +import org.apache.spark.mllib.tree.loss.Loss import org.apache.spark.mllib.util.{Loader, Saveable} import org.apache.spark.rdd.RDD import org.apache.spark.sql.SQLContext @@ -108,6 +110,58 @@ class GradientBoostedTreesModel( } override protected def formatVersion: String = TreeEnsembleModel.SaveLoadV1_0.thisFormatVersion + + /** + * Method to compute error or loss for every iteration of gradient boosting. + * @param data RDD of [[org.apache.spark.mllib.regression.LabeledPoint]] + * @param loss evaluation metric. + * @return an array with index i having the losses or errors for the ensemble + * containing the first i+1 trees + */ + def evaluateEachIteration( + data: RDD[LabeledPoint], + loss: Loss): Array[Double] = { + + val sc = data.sparkContext + val remappedData = algo match { + case Classification => data.map(x => new LabeledPoint((x.label * 2) - 1, x.features)) + case _ => data + } + + val numIterations = trees.length + val evaluationArray = Array.fill(numIterations)(0.0) + + var predictionAndError: RDD[(Double, Double)] = remappedData.map { i => + val pred = treeWeights(0) * trees(0).predict(i.features) + val error = loss.computeError(pred, i.label) + (pred, error) + } + evaluationArray(0) = predictionAndError.values.mean() + + // Avoid the model being copied across numIterations. + val broadcastTrees = sc.broadcast(trees) + val broadcastWeights = sc.broadcast(treeWeights) + + (1 until numIterations).map { nTree => + predictionAndError = remappedData.zip(predictionAndError).mapPartitions { iter => + val currentTree = broadcastTrees.value(nTree) + val currentTreeWeight = broadcastWeights.value(nTree) + iter.map { + case (point, (pred, error)) => { + val newPred = pred + currentTree.predict(point.features) * currentTreeWeight + val newError = loss.computeError(newPred, point.label) + (newPred, newError) + } + } + } + evaluationArray(nTree) = predictionAndError.values.mean() + } + + broadcastTrees.unpersist() + broadcastWeights.unpersist() + evaluationArray + } + } object GradientBoostedTreesModel extends Loader[GradientBoostedTreesModel] { diff --git a/mllib/src/test/scala/org/apache/spark/mllib/tree/GradientBoostedTreesSuite.scala b/mllib/src/test/scala/org/apache/spark/mllib/tree/GradientBoostedTreesSuite.scala index b437aeaaf0..55b0bac7d4 100644 --- a/mllib/src/test/scala/org/apache/spark/mllib/tree/GradientBoostedTreesSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/mllib/tree/GradientBoostedTreesSuite.scala @@ -175,10 +175,11 @@ class GradientBoostedTreesSuite extends FunSuite with MLlibTestSparkContext { new BoostingStrategy(treeStrategy, loss, numIterations, validationTol = 0.0) val gbtValidate = new GradientBoostedTrees(boostingStrategy) .runWithValidation(trainRdd, validateRdd) - assert(gbtValidate.numTrees !== numIterations) + val numTrees = gbtValidate.numTrees + assert(numTrees !== numIterations) // Test that it performs better on the validation dataset. - val gbt = GradientBoostedTrees.train(trainRdd, boostingStrategy) + val gbt = new GradientBoostedTrees(boostingStrategy).run(trainRdd) val (errorWithoutValidation, errorWithValidation) = { if (algo == Classification) { val remappedRdd = validateRdd.map(x => new LabeledPoint(2 * x.label - 1, x.features)) @@ -188,6 +189,17 @@ class GradientBoostedTreesSuite extends FunSuite with MLlibTestSparkContext { } } assert(errorWithValidation <= errorWithoutValidation) + + // Test that results from evaluateEachIteration comply with runWithValidation. + // Note that convergenceTol is set to 0.0 + val evaluationArray = gbt.evaluateEachIteration(validateRdd, loss) + assert(evaluationArray.length === numIterations) + assert(evaluationArray(numTrees) > evaluationArray(numTrees - 1)) + var i = 1 + while (i < numTrees) { + assert(evaluationArray(i) <= evaluationArray(i - 1)) + i += 1 + } } } } |