diff options
5 files changed, 62 insertions, 3 deletions
diff --git a/mllib/src/main/scala/org/apache/spark/mllib/classification/StreamingLogisticRegressionWithSGD.scala b/mllib/src/main/scala/org/apache/spark/mllib/classification/StreamingLogisticRegressionWithSGD.scala index b89f38cf5a..7d33df3221 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/classification/StreamingLogisticRegressionWithSGD.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/classification/StreamingLogisticRegressionWithSGD.scala @@ -63,6 +63,8 @@ class StreamingLogisticRegressionWithSGD private[mllib] ( protected val algorithm = new LogisticRegressionWithSGD( stepSize, numIterations, regParam, miniBatchFraction) + protected var model: Option[LogisticRegressionModel] = None + /** Set the step size for gradient descent. Default: 0.1. */ def setStepSize(stepSize: Double): this.type = { this.algorithm.optimizer.setStepSize(stepSize) diff --git a/mllib/src/main/scala/org/apache/spark/mllib/regression/StreamingLinearAlgorithm.scala b/mllib/src/main/scala/org/apache/spark/mllib/regression/StreamingLinearAlgorithm.scala index ce95c063db..cea8f3f473 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/regression/StreamingLinearAlgorithm.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/regression/StreamingLinearAlgorithm.scala @@ -60,7 +60,7 @@ abstract class StreamingLinearAlgorithm[ A <: GeneralizedLinearAlgorithm[M]] extends Logging { /** The model to be updated and used for prediction. */ - protected var model: Option[M] = None + protected var model: Option[M] /** The algorithm to use for updating. */ protected val algorithm: A @@ -114,7 +114,7 @@ abstract class StreamingLinearAlgorithm[ if (model.isEmpty) { throw new IllegalArgumentException("Model must be initialized before starting prediction.") } - data.map(model.get.predict) + data.map{x => model.get.predict(x)} } /** Java-friendly version of `predictOn`. */ @@ -132,7 +132,7 @@ abstract class StreamingLinearAlgorithm[ if (model.isEmpty) { throw new IllegalArgumentException("Model must be initialized before starting prediction") } - data.mapValues(model.get.predict) + data.mapValues{x => model.get.predict(x)} } diff --git a/mllib/src/main/scala/org/apache/spark/mllib/regression/StreamingLinearRegressionWithSGD.scala b/mllib/src/main/scala/org/apache/spark/mllib/regression/StreamingLinearRegressionWithSGD.scala index e5e6301127..a49153bf73 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/regression/StreamingLinearRegressionWithSGD.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/regression/StreamingLinearRegressionWithSGD.scala @@ -59,6 +59,8 @@ class StreamingLinearRegressionWithSGD private[mllib] ( val algorithm = new LinearRegressionWithSGD(stepSize, numIterations, miniBatchFraction) + protected var model: Option[LinearRegressionModel] = None + /** Set the step size for gradient descent. Default: 0.1. */ def setStepSize(stepSize: Double): this.type = { this.algorithm.optimizer.setStepSize(stepSize) diff --git a/mllib/src/test/scala/org/apache/spark/mllib/classification/StreamingLogisticRegressionSuite.scala b/mllib/src/test/scala/org/apache/spark/mllib/classification/StreamingLogisticRegressionSuite.scala index 8b3e6e5ce9..d50c43d439 100644 --- a/mllib/src/test/scala/org/apache/spark/mllib/classification/StreamingLogisticRegressionSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/mllib/classification/StreamingLogisticRegressionSuite.scala @@ -132,4 +132,31 @@ class StreamingLogisticRegressionSuite extends FunSuite with TestSuiteBase { assert(errors.forall(x => x <= 0.4)) } + // Test training combined with prediction + test("training and prediction") { + // create model initialized with zero weights + val model = new StreamingLogisticRegressionWithSGD() + .setInitialWeights(Vectors.dense(-0.1)) + .setStepSize(0.01) + .setNumIterations(10) + + // generate sequence of simulated data for testing + val numBatches = 10 + val nPoints = 100 + val testInput = (0 until numBatches).map { i => + LogisticRegressionSuite.generateLogisticInput(0.0, 5.0, nPoints, 42 * (i + 1)) + } + + // train and predict + val ssc = setupStreams(testInput, (inputDStream: DStream[LabeledPoint]) => { + model.trainOn(inputDStream) + model.predictOnValues(inputDStream.map(x => (x.label, x.features))) + }) + + val output: Seq[Seq[(Double, Double)]] = runStreams(ssc, numBatches, numBatches) + + // assert that prediction error improves, ensuring that the updated model is being used + val error = output.map(batch => batch.map(p => math.abs(p._1 - p._2)).sum / nPoints).toList + assert(error.head > 0.8 & error.last < 0.2) + } } diff --git a/mllib/src/test/scala/org/apache/spark/mllib/regression/StreamingLinearRegressionSuite.scala b/mllib/src/test/scala/org/apache/spark/mllib/regression/StreamingLinearRegressionSuite.scala index 70b43ddb7d..24fd8df691 100644 --- a/mllib/src/test/scala/org/apache/spark/mllib/regression/StreamingLinearRegressionSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/mllib/regression/StreamingLinearRegressionSuite.scala @@ -139,4 +139,32 @@ class StreamingLinearRegressionSuite extends FunSuite with TestSuiteBase { val errors = output.map(batch => batch.map(p => math.abs(p._1 - p._2)).sum / nPoints) assert(errors.forall(x => x <= 0.1)) } + + // Test training combined with prediction + test("training and prediction") { + // create model initialized with zero weights + val model = new StreamingLinearRegressionWithSGD() + .setInitialWeights(Vectors.dense(0.0, 0.0)) + .setStepSize(0.2) + .setNumIterations(25) + + // generate sequence of simulated data for testing + val numBatches = 10 + val nPoints = 100 + val testInput = (0 until numBatches).map { i => + LinearDataGenerator.generateLinearInput(0.0, Array(10.0, 10.0), nPoints, 42 * (i + 1)) + } + + // train and predict + val ssc = setupStreams(testInput, (inputDStream: DStream[LabeledPoint]) => { + model.trainOn(inputDStream) + model.predictOnValues(inputDStream.map(x => (x.label, x.features))) + }) + + val output: Seq[Seq[(Double, Double)]] = runStreams(ssc, numBatches, numBatches) + + // assert that prediction error improves, ensuring that the updated model is being used + val error = output.map(batch => batch.map(p => math.abs(p._1 - p._2)).sum / nPoints).toList + assert((error.head - error.last) > 2) + } } |