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-rw-r--r-- | mllib/src/main/scala/org/apache/spark/ml/evaluation/RegressionEvaluator.scala | 84 | ||||
-rw-r--r-- | mllib/src/test/scala/org/apache/spark/ml/evaluation/RegressionEvaluatorSuite.scala | 71 |
2 files changed, 155 insertions, 0 deletions
diff --git a/mllib/src/main/scala/org/apache/spark/ml/evaluation/RegressionEvaluator.scala b/mllib/src/main/scala/org/apache/spark/ml/evaluation/RegressionEvaluator.scala new file mode 100644 index 0000000000..ec493f8f1b --- /dev/null +++ b/mllib/src/main/scala/org/apache/spark/ml/evaluation/RegressionEvaluator.scala @@ -0,0 +1,84 @@ +/* + * 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.ml.evaluation + +import org.apache.spark.annotation.AlphaComponent +import org.apache.spark.ml.param.{Param, ParamValidators} +import org.apache.spark.ml.param.shared.{HasLabelCol, HasPredictionCol} +import org.apache.spark.ml.util.{Identifiable, SchemaUtils} +import org.apache.spark.mllib.evaluation.RegressionMetrics +import org.apache.spark.sql.{DataFrame, Row} +import org.apache.spark.sql.types.DoubleType + +/** + * :: AlphaComponent :: + * + * Evaluator for regression, which expects two input columns: prediction and label. + */ +@AlphaComponent +class RegressionEvaluator(override val uid: String) + extends Evaluator with HasPredictionCol with HasLabelCol { + + def this() = this(Identifiable.randomUID("regEval")) + + /** + * param for metric name in evaluation + * @group param + */ + val metricName: Param[String] = { + val allowedParams = ParamValidators.inArray(Array("mse", "rmse", "r2", "mae")) + new Param(this, "metricName", "metric name in evaluation (mse|rmse|r2|mae)", allowedParams) + } + + /** @group getParam */ + def getMetricName: String = $(metricName) + + /** @group setParam */ + def setMetricName(value: String): this.type = set(metricName, value) + + /** @group setParam */ + def setPredictionCol(value: String): this.type = set(predictionCol, value) + + /** @group setParam */ + def setLabelCol(value: String): this.type = set(labelCol, value) + + setDefault(metricName -> "rmse") + + override def evaluate(dataset: DataFrame): Double = { + val schema = dataset.schema + SchemaUtils.checkColumnType(schema, $(predictionCol), DoubleType) + SchemaUtils.checkColumnType(schema, $(labelCol), DoubleType) + + val predictionAndLabels = dataset.select($(predictionCol), $(labelCol)) + .map { case Row(prediction: Double, label: Double) => + (prediction, label) + } + val metrics = new RegressionMetrics(predictionAndLabels) + val metric = $(metricName) match { + case "rmse" => + metrics.rootMeanSquaredError + case "mse" => + metrics.meanSquaredError + case "r2" => + metrics.r2 + case "mae" => + metrics.meanAbsoluteError + } + metric + } +} diff --git a/mllib/src/test/scala/org/apache/spark/ml/evaluation/RegressionEvaluatorSuite.scala b/mllib/src/test/scala/org/apache/spark/ml/evaluation/RegressionEvaluatorSuite.scala new file mode 100644 index 0000000000..983f8b460b --- /dev/null +++ b/mllib/src/test/scala/org/apache/spark/ml/evaluation/RegressionEvaluatorSuite.scala @@ -0,0 +1,71 @@ +/* + * 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.ml.evaluation + +import org.scalatest.FunSuite + +import org.apache.spark.ml.regression.LinearRegression +import org.apache.spark.mllib.util.{LinearDataGenerator, MLlibTestSparkContext} +import org.apache.spark.mllib.util.TestingUtils._ + +class RegressionEvaluatorSuite extends FunSuite with MLlibTestSparkContext { + + test("Regression Evaluator: default params") { + /** + * Here is the instruction describing how to export the test data into CSV format + * so we can validate the metrics compared with R's mmetric package. + * + * import org.apache.spark.mllib.util.LinearDataGenerator + * val data = sc.parallelize(LinearDataGenerator.generateLinearInput(6.3, + * Array(4.7, 7.2), Array(0.9, -1.3), Array(0.7, 1.2), 100, 42, 0.1)) + * data.map(x=> x.label + ", " + x.features(0) + ", " + x.features(1)) + * .saveAsTextFile("path") + */ + val dataset = sqlContext.createDataFrame( + sc.parallelize(LinearDataGenerator.generateLinearInput( + 6.3, Array(4.7, 7.2), Array(0.9, -1.3), Array(0.7, 1.2), 100, 42, 0.1), 2)) + /** + * Using the following R code to load the data, train the model and evaluate metrics. + * + * > library("glmnet") + * > library("rminer") + * > data <- read.csv("path", header=FALSE, stringsAsFactors=FALSE) + * > features <- as.matrix(data.frame(as.numeric(data$V2), as.numeric(data$V3))) + * > label <- as.numeric(data$V1) + * > model <- glmnet(features, label, family="gaussian", alpha = 0, lambda = 0) + * > rmse <- mmetric(label, predict(model, features), metric='RMSE') + * > mae <- mmetric(label, predict(model, features), metric='MAE') + * > r2 <- mmetric(label, predict(model, features), metric='R2') + */ + val trainer = new LinearRegression + val model = trainer.fit(dataset) + val predictions = model.transform(dataset) + + // default = rmse + val evaluator = new RegressionEvaluator() + assert(evaluator.evaluate(predictions) ~== 0.1019382 absTol 0.001) + + // r2 score + evaluator.setMetricName("r2") + assert(evaluator.evaluate(predictions) ~== 0.9998196 absTol 0.001) + + // mae + evaluator.setMetricName("mae") + assert(evaluator.evaluate(predictions) ~== 0.08036075 absTol 0.001) + } +} |