| Commit message (Collapse) | Author | Age | Files | Lines |
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This PR for [SPARK-3614](https://issues.apache.org/jira/browse/SPARK-3614) adds functionality for filtering out terms which do not appear in at least a minimum number of documents.
This is implemented using a minimumOccurence parameter (default 0). When terms' document frequencies are less than minimumOccurence, their IDFs are set to 0, just like when the DF is 0. As a result, the TF-IDFs for the terms are found to be 0, as if the terms were not present in the documents.
This PR makes the following changes:
* Add a minimumOccurence parameter to the IDF and DocumentFrequencyAggregator classes.
* Create a parameter-less constructor for IDF with a default minimumOccurence value of 0 to remain backwards-compatibility with the original IDF API.
* Sets the IDFs to 0 for terms which DFs are less than minimumOccurence
* Add tests to the Spark IDFSuite and Java JavaTfIdfSuite test suites
* Updated the MLLib Feature Extraction programming guide to describe the new feature
Author: RJ Nowling <rnowling@gmail.com>
Closes #2494 from rnowling/spark-3614-idf-filter and squashes the following commits:
0aa3c63 [RJ Nowling] Fix identation
e6523a8 [RJ Nowling] Remove unnecessary toDouble's from IDFSuite
bfa82ec [RJ Nowling] Add space after if
30d20b3 [RJ Nowling] Add spaces around equals signs
9013447 [RJ Nowling] Add space before division operator
79978fc [RJ Nowling] Remove unnecessary semi-colon
40fd70c [RJ Nowling] Change minimumOccurence to minDocFreq in code and docs
47850ab [RJ Nowling] Changed minimumOccurence to Int from Long
9fb4093 [RJ Nowling] Remove unnecessary lines from IDF class docs
1fc09d8 [RJ Nowling] Add backwards-compatible constructor to DocumentFrequencyAggregator
1801fd2 [RJ Nowling] Fix style errors in IDF.scala
6897252 [RJ Nowling] Preface minimumOccurence members with val to make them final and immutable
a200bab [RJ Nowling] Remove unnecessary else statement
4b974f5 [RJ Nowling] Remove accidentally-added import from testing
c0cc643 [RJ Nowling] Add minimumOccurence filtering to IDF
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Add warnings to KMeans, GeneralizedLinearAlgorithm, and computeSVD when called with input data that is not cached. KMeans is implemented iteratively, and I believe that GeneralizedLinearAlgorithm’s current optimizers are iterative and its future optimizers are also likely to be iterative. RowMatrix’s computeSVD is iterative against an RDD when run in DistARPACK mode. ALS and DecisionTree are iterative as well, but they implement RDD caching internally so do not require a warning.
I added a warning to GeneralizedLinearAlgorithm rather than inside its optimizers, where the iteration actually occurs, because internally GeneralizedLinearAlgorithm maps its input data to an uncached RDD before passing it to an optimizer. (In other words, the warning would be printed for every GeneralizedLinearAlgorithm run, regardless of whether its input is cached, if the warning were in GradientDescent or other optimizer.) I assume that use of an uncached RDD by GeneralizedLinearAlgorithm is intentional, and that the mapping there (adding label, intercepts and scaling) is a lightweight operation. Arguably a user calling an optimizer such as GradientDescent will be knowledgable enough to cache their data without needing a log warning, so lack of a warning in the optimizers may be ok.
Some of the documentation examples making use of these iterative algorithms did not cache their training RDDs (while others did). I updated the examples to always cache. I also fixed some (unrelated) minor errors in the documentation examples.
Author: Aaron Staple <aaron.staple@gmail.com>
Closes #2347 from staple/SPARK-1484 and squashes the following commits:
bd49701 [Aaron Staple] Address review comments.
ab2d4a4 [Aaron Staple] Disable warnings on python code path.
a7a0f99 [Aaron Staple] Change code comments per review comments.
7cca1dc [Aaron Staple] Change warning message text.
c77e939 [Aaron Staple] [SPARK-1484][MLLIB] Warn when running an iterative algorithm on uncached data.
3b6c511 [Aaron Staple] Minor doc example fixes.
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Currently, we serialize the data between JVM and Python case by case manually, this cannot scale to support so many APIs in MLlib.
This patch will try to address this problem by serialize the data using pickle protocol, using Pyrolite library to serialize/deserialize in JVM. Pickle protocol can be easily extended to support customized class.
All the modules are refactored to use this protocol.
Known issues: There will be some performance regression (both CPU and memory, the serialized data increased)
Author: Davies Liu <davies.liu@gmail.com>
Closes #2378 from davies/pickle_mllib and squashes the following commits:
dffbba2 [Davies Liu] Merge branch 'master' of github.com:apache/spark into pickle_mllib
810f97f [Davies Liu] fix equal of matrix
032cd62 [Davies Liu] add more type check and conversion for user_product
bd738ab [Davies Liu] address comments
e431377 [Davies Liu] fix cache of rdd, refactor
19d0967 [Davies Liu] refactor Picklers
2511e76 [Davies Liu] cleanup
1fccf1a [Davies Liu] address comments
a2cc855 [Davies Liu] fix tests
9ceff73 [Davies Liu] test size of serialized Rating
44e0551 [Davies Liu] fix cache
a379a81 [Davies Liu] fix pickle array in python2.7
df625c7 [Davies Liu] Merge commit '154d141' into pickle_mllib
154d141 [Davies Liu] fix autobatchedpickler
44736d7 [Davies Liu] speed up pickling array in Python 2.7
e1d1bfc [Davies Liu] refactor
708dc02 [Davies Liu] fix tests
9dcfb63 [Davies Liu] fix style
88034f0 [Davies Liu] rafactor, address comments
46a501e [Davies Liu] choose batch size automatically
df19464 [Davies Liu] memorize the module and class name during pickleing
f3506c5 [Davies Liu] Merge branch 'master' into pickle_mllib
722dd96 [Davies Liu] cleanup _common.py
0ee1525 [Davies Liu] remove outdated tests
b02e34f [Davies Liu] remove _common.py
84c721d [Davies Liu] Merge branch 'master' into pickle_mllib
4d7963e [Davies Liu] remove muanlly serialization
6d26b03 [Davies Liu] fix tests
c383544 [Davies Liu] classification
f2a0856 [Davies Liu] mllib/regression
d9f691f [Davies Liu] mllib/util
cccb8b1 [Davies Liu] mllib/tree
8fe166a [Davies Liu] Merge branch 'pickle' into pickle_mllib
aa2287e [Davies Liu] random
f1544c4 [Davies Liu] refactor clustering
52d1350 [Davies Liu] use new protocol in mllib/stat
b30ef35 [Davies Liu] use pickle to serialize data for mllib/recommendation
f44f771 [Davies Liu] enable tests about array
3908f5c [Davies Liu] Merge branch 'master' into pickle
c77c87b [Davies Liu] cleanup debugging code
60e4e2f [Davies Liu] support unpickle array.array for Python 2.6
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operations added
Local `SparseMatrix` support added in Compressed Column Storage (CCS) format in addition to Level-2 and Level-3 BLAS operations such as dgemv and dgemm respectively.
BLAS doesn't support sparse matrix operations, therefore support for `SparseMatrix`-`DenseMatrix` multiplication and `SparseMatrix`-`DenseVector` implementations have been added. I will post performance comparisons in the comments momentarily.
Author: Burak <brkyvz@gmail.com>
Closes #2294 from brkyvz/SPARK-3418 and squashes the following commits:
88814ed [Burak] Hopefully fixed MiMa this time
47e49d5 [Burak] really fixed MiMa issue
f0bae57 [Burak] [SPARK-3418] Fixed MiMa compatibility issues (excluded from check)
4b7dbec [Burak] 9/17 comments addressed
7af2f83 [Burak] sealed traits Vector and Matrix
d3a8a16 [Burak] [SPARK-3418] Squashed missing alpha bug.
421045f [Burak] [SPARK-3418] New code review comments addressed
f35a161 [Burak] [SPARK-3418] Code review comments addressed and multiplication further optimized
2508577 [Burak] [SPARK-3418] Fixed one more style issue
d16e8a0 [Burak] [SPARK-3418] Fixed style issues and added documentation for methods
204a3f7 [Burak] [SPARK-3418] Fixed failing Matrix unit test
6025297 [Burak] [SPARK-3418] Fixed Scala-style errors
dc7be71 [Burak] [SPARK-3418][MLlib] Matrix unit tests expanded with indexing and updating
d2d5851 [Burak] [SPARK-3418][MLlib] Sparse Matrix support and additional native BLAS operations added
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params to example and Python API
Added minInstancesPerNode, minInfoGain params to:
* DecisionTreeRunner.scala example
* Python API (tree.py)
Also:
* Fixed typo in tree suite test "do not choose split that does not satisfy min instance per node requirements"
* small style fixes
CC: mengxr
Author: qiping.lqp <qiping.lqp@alibaba-inc.com>
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Author: chouqin <liqiping1991@gmail.com>
Closes #2349 from jkbradley/chouqin-dt-preprune and squashes the following commits:
61b2e72 [Joseph K. Bradley] Added max of 10GB for maxMemoryInMB in Strategy.
a95e7c8 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into chouqin-dt-preprune
95c479d [Joseph K. Bradley] * Fixed typo in tree suite test "do not choose split that does not satisfy min instance per node requirements" * small style fixes
e2628b6 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into chouqin-dt-preprune
19b01af [Joseph K. Bradley] Merge remote-tracking branch 'chouqin/dt-preprune' into chouqin-dt-preprune
f1d11d1 [chouqin] fix typo
c7ebaf1 [chouqin] fix typo
39f9b60 [chouqin] change edge `minInstancesPerNode` to 2 and add one more test
c6e2dfc [Joseph K. Bradley] Added minInstancesPerNode and minInfoGain parameters to DecisionTreeRunner.scala and to Python API in tree.py
0278a11 [chouqin] remove `noSplit` and set `Predict` private to tree
d593ec7 [chouqin] fix docs and change minInstancesPerNode to 1
efcc736 [qiping.lqp] fix bug
10b8012 [qiping.lqp] fix style
6728fad [qiping.lqp] minor fix: remove empty lines
bb465ca [qiping.lqp] Merge branch 'master' of https://github.com/apache/spark into dt-preprune
cadd569 [qiping.lqp] add api docs
46b891f [qiping.lqp] fix bug
e72c7e4 [qiping.lqp] add comments
845c6fa [qiping.lqp] fix style
f195e83 [qiping.lqp] fix style
987cbf4 [qiping.lqp] fix bug
ff34845 [qiping.lqp] separate calculation of predict of node from calculation of info gain
ac42378 [qiping.lqp] add min info gain and min instances per node parameters in decision tree
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Updating this to reflect the newest SVD via ARPACK
Author: Reza Zadeh <rizlar@gmail.com>
Closes #2389 from rezazadeh/irmdocs and squashes the following commits:
7fa1313 [Reza Zadeh] Update svd docs
715da25 [Reza Zadeh] Updated computeSVD documentation IndexedRowMatrix
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SimpleUpdater ignores the regularizer, which leads to an unregularized
LogReg. To enable the common L2 regularizer (and the corresponding
regularization parameter) for logistic regression the SquaredL2Updater
has to be used in SGD (see, e.g., [SVMWithSGD])
Author: Christoph Sawade <christoph@sawade.me>
Closes #2398 from BigCrunsh/fix-regparam-logreg and squashes the following commits:
0820c04 [Christoph Sawade] Use SquaredL2Updater in LogisticRegressionWithSGD
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nodes, parentImpurities arrays. Memory calc bug fix.
This PR includes some code simplifications and re-organization which will be helpful for implementing random forests. The main changes are that the nodes and parentImpurities arrays are no longer pre-allocated in the main train() method.
Also added 2 bug fixes:
* maxMemoryUsage calculation
* over-allocation of space for bins in DTStatsAggregator for unordered features.
Relation to RFs:
* Since RFs will be deeper and will therefore be more likely sparse (not full trees), it could be a cost savings to avoid pre-allocating a full tree.
* The associated re-organization also reduces bookkeeping, which will make RFs easier to implement.
* The return code doneTraining may be generalized to include cases such as nodes ready for local training.
Details:
No longer pre-allocate parentImpurities array in main train() method.
* parentImpurities values are now stored in individual nodes (in Node.stats.impurity).
* These were not really needed. They were used in calculateGainForSplit(), but they can be calculated anyways using parentNodeAgg.
No longer using Node.build since tree structure is constructed on-the-fly.
* Did not eliminate since it is public (Developer) API. Marked as deprecated.
Eliminated pre-allocated nodes array in main train() method.
* Nodes are constructed and added to the tree structure as needed during training.
* Moved tree construction from main train() method into findBestSplitsPerGroup() since there is no need to keep the (split, gain) array for an entire level of nodes. Only one element of that array is needed at a time, so we do not the array.
findBestSplits() now returns 2 items:
* rootNode (newly created root node on first iteration, same root node on later iterations)
* doneTraining (indicating if all nodes at that level were leafs)
Updated DecisionTreeSuite. Notes:
* Improved test "Second level node building with vs. without groups"
** generateOrderedLabeledPoints() modified so that it really does require 2 levels of internal nodes.
* Related update: Added Node.deepCopy (private[tree]), used for test suite
CC: mengxr
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Closes #2341 from jkbradley/dt-spark-3160 and squashes the following commits:
07dd1ee [Joseph K. Bradley] Fixed overflow bug with computing maxMemoryUsage in DecisionTree. Also fixed bug with over-allocating space in DTStatsAggregator for unordered features.
debe072 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-spark-3160
5c4ac33 [Joseph K. Bradley] Added check in Strategy to make sure minInstancesPerNode >= 1
0dd4d87 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-spark-3160
306120f [Joseph K. Bradley] Fixed typo in DecisionTreeModel.scala doc
eaa1dcf [Joseph K. Bradley] Added topNode doc in DecisionTree and scalastyle fix
d4d7864 [Joseph K. Bradley] Marked Node.build as deprecated
d4dbb99 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-spark-3160
1a8f0ad [Joseph K. Bradley] Eliminated pre-allocated nodes array in main train() method. * Nodes are constructed and added to the tree structure as needed during training.
2ab763b [Joseph K. Bradley] Simplifications to DecisionTree code:
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instances per node as training parameters for decision tree.
These two parameters can act as early stop rules to do pre-pruning. When a split cause cause left or right child to have less than `minInstancesPerNode` or has less information gain than `minInfoGain`, current node will not be split by this split.
When there is no possible splits that satisfy requirements, there is no useful information gain stats, but we still need to calculate the predict value for current node. So I separated calculation of predict from calculation of information gain, which can also save computation when the number of possible splits is large. Please see [SPARK-3272](https://issues.apache.org/jira/browse/SPARK-3272) for more details.
CC: mengxr manishamde jkbradley, please help me review this, thanks.
Author: qiping.lqp <qiping.lqp@alibaba-inc.com>
Author: chouqin <liqiping1991@gmail.com>
Closes #2332 from chouqin/dt-preprune and squashes the following commits:
f1d11d1 [chouqin] fix typo
c7ebaf1 [chouqin] fix typo
39f9b60 [chouqin] change edge `minInstancesPerNode` to 2 and add one more test
0278a11 [chouqin] remove `noSplit` and set `Predict` private to tree
d593ec7 [chouqin] fix docs and change minInstancesPerNode to 1
efcc736 [qiping.lqp] fix bug
10b8012 [qiping.lqp] fix style
6728fad [qiping.lqp] minor fix: remove empty lines
bb465ca [qiping.lqp] Merge branch 'master' of https://github.com/apache/spark into dt-preprune
cadd569 [qiping.lqp] add api docs
46b891f [qiping.lqp] fix bug
e72c7e4 [qiping.lqp] add comments
845c6fa [qiping.lqp] fix style
f195e83 [qiping.lqp] fix style
987cbf4 [qiping.lqp] fix bug
ff34845 [qiping.lqp] separate calculation of predict of node from calculation of info gain
ac42378 [qiping.lqp] add min info gain and min instances per node parameters in decision tree
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Adjust the default values of decision tree, based on the memory requirement discussed in https://github.com/apache/spark/pull/2125 :
1. maxMemoryInMB: 128 -> 256
2. maxBins: 100 -> 32
3. maxDepth: 4 -> 5 (in some example code)
jkbradley
Author: Xiangrui Meng <meng@databricks.com>
Closes #2322 from mengxr/tree-defaults and squashes the following commits:
cda453a [Xiangrui Meng] fix tests
5900445 [Xiangrui Meng] update comments
8c81831 [Xiangrui Meng] update default values of tree:
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improvements
Summary:
1. Variable numBins for each feature [SPARK-3043]
2. Reduced data reshaping in aggregation [SPARK-3043]
3. Choose ordering for ordered categorical features adaptively [SPARK-3156]
4. Changed nodes to use 1-indexing [SPARK-3086]
5. Small clean-ups
Note: This PR looks bigger than it is since I moved several functions from inside findBestSplitsPerGroup to outside of it (to make it clear what was being serialized in the aggregation).
Speedups: This update helps most when many features use few bins but a few features use many bins. Some example results on speedups with 2M examples, 3.5K features (15-worker EC2 cluster):
* Example where old code was reasonably efficient (1/2 continuous, 1/4 binary, 1/4 20-category): 164.813 --> 116.491 sec
* Example where old code wasted many bins (1/10 continuous, 81/100 binary, 9/100 20-category): 128.701 --> 39.334 sec
Details:
(1) Variable numBins for each feature [SPARK-3043]
DecisionTreeMetadata now computes a variable numBins for each feature. It also tracks numSplits.
(2) Reduced data reshaping in aggregation [SPARK-3043]
Added DTStatsAggregator, a wrapper around the aggregate statistics array for easy but efficient indexing.
* Added ImpurityAggregator and ImpurityCalculator classes, to make DecisionTree code more oblivious to the type of impurity.
* Design note: I originally tried creating Impurity classes which stored data and storing the aggregates in an Array[Array[Array[Impurity]]]. However, this led to significant slowdowns, perhaps because of overhead in creating so many objects.
The aggregate statistics are never reshaped, and cumulative sums are computed in-place.
Updated the layout of aggregation functions. The update simplifies things by (1) dividing features into ordered/unordered (instead of ordered/unordered/continuous) and (2) making use of the DTStatsAggregator for indexing.
For this update, the following functions were refactored:
* updateBinForOrderedFeature
* updateBinForUnorderedFeature
* binaryOrNotCategoricalBinSeqOp
* multiclassWithCategoricalBinSeqOp
* regressionBinSeqOp
The above 5 functions were replaced with:
* orderedBinSeqOp
* someUnorderedBinSeqOp
Other changes:
* calculateGainForSplit now treats all feature types the same way.
* Eliminated extractLeftRightNodeAggregates.
(3) Choose ordering for ordered categorical features adaptively [SPARK-3156]
Updated binsToBestSplit():
* This now computes cumulative sums of stats for ordered features.
* For ordered categorical features, it chooses an ordering for categories. (This uses to be done by findSplitsBins.)
* Uses iterators to shorten code and avoid building an Array[Array[InformationGainStats]].
Side effects:
* In findSplitsBins: A sample of the data is only taken for data with continuous features. It is not needed for data with only categorical features.
* In findSplitsBins: splits and bins are no longer pre-computed for ordered categorical features since they are not needed.
* TreePoint binning is simpler for categorical features.
(4) Changed nodes to use 1-indexing [SPARK-3086]
Nodes used to be indexed from 0. Now they are indexed from 1.
Node indexing functions are now collected in object Node (Node.scala).
(5) Small clean-ups
Eliminated functions extractNodeInfo() and extractInfoForLowerLevels() to reduce duplicate code.
Eliminated InvalidBinIndex since it is no longer used.
CC: mengxr manishamde Please let me know if you have thoughts on this—thanks!
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Closes #2125 from jkbradley/dt-opt3alt and squashes the following commits:
42c192a [Joseph K. Bradley] Merge branch 'rfs' into dt-opt3alt
d3cc46b [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3alt
00e4404 [Joseph K. Bradley] optimization for TreePoint construction (pre-computing featureArity and isUnordered as arrays)
425716c [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into rfs
a2acea5 [Joseph K. Bradley] Small optimizations based on profiling
aa4e4df [Joseph K. Bradley] Updated DTStatsAggregator with bug fix (nodeString should not be multiplied by statsSize)
4651154 [Joseph K. Bradley] Changed numBins semantics for unordered features. * Before: numBins = numSplits = (1 << k - 1) - 1 * Now: numBins = 2 * numSplits = 2 * [(1 << k - 1) - 1] * This also involved changing the semantics of: ** DecisionTreeMetadata.numUnorderedBins()
1e3b1c7 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3alt
1485fcc [Joseph K. Bradley] Made some DecisionTree methods private.
92f934f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3alt
e676da1 [Joseph K. Bradley] Updated documentation for DecisionTree
37ca845 [Joseph K. Bradley] Fixed problem with how DecisionTree handles ordered categorical features.
105f8ab [Joseph K. Bradley] Removed commented-out getEmptyBinAggregates from DecisionTree
062c31d [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3alt
6d32ccd [Joseph K. Bradley] In DecisionTree.binsToBestSplit, changed loops to iterators to shorten code.
807cd00 [Joseph K. Bradley] Finished DTStatsAggregator, a wrapper around the aggregate statistics for easy but hopefully efficient indexing. Modified old ImpurityAggregator classes and renamed them ImpurityCalculator; added ImpurityAggregator classes which work with DTStatsAggregator but do not store data. Unit tests all succeed.
f2166fd [Joseph K. Bradley] still working on DTStatsAggregator
92f7118 [Joseph K. Bradley] Added partly written DTStatsAggregator
fd8df30 [Joseph K. Bradley] Moved some aggregation helpers outside of findBestSplitsPerGroup
d7c53ee [Joseph K. Bradley] Added more doc for ImpurityAggregator
a40f8f1 [Joseph K. Bradley] Changed nodes to be indexed from 1. Tests work.
95cad7c [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3
5f94342 [Joseph K. Bradley] Added treeAggregate since not yet merged from master. Moved node indexing functions to Node.
61c4509 [Joseph K. Bradley] Fixed bugs from merge: missing DT timer call, and numBins setting. Cleaned up DT Suite some.
3ba7166 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3
b314659 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3
9c83363 [Joseph K. Bradley] partial merge but not done yet
45f7ea7 [Joseph K. Bradley] partial merge, not yet done
5fce635 [Joseph K. Bradley] Merge branch 'dt-opt2' into dt-opt3
26d10dd [Joseph K. Bradley] Removed tree/model/Filter.scala since no longer used. Removed debugging println calls in DecisionTree.scala.
356daba [Joseph K. Bradley] Merge branch 'dt-opt1' into dt-opt2
430d782 [Joseph K. Bradley] Added more debug info on binning error. Added some docs.
d036089 [Joseph K. Bradley] Print timing info to logDebug.
e66f1b1 [Joseph K. Bradley] TreePoint * Updated doc * Made some methods private
8464a6e [Joseph K. Bradley] Moved TimeTracker to tree/impl/ in its own file, and cleaned it up. Removed debugging println calls from DecisionTree. Made TreePoint extend Serialiable
a87e08f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
dd4d3aa [Joseph K. Bradley] Mid-process in bug fix: bug for binary classification with categorical features * Bug: Categorical features were all treated as ordered for binary classification. This is possible but would require the bin ordering to be determined on-the-fly after the aggregation. Currently, the ordering is determined a priori and fixed for all splits. * (Temp) Fix: Treat low-arity categorical features as unordered for binary classification. * Related change: I removed most tests for isMulticlass in the code. I instead test metadata for whether there are unordered features. * Status: The bug may be fixed, but more testing needs to be done.
438a660 [Joseph K. Bradley] removed subsampling for mnist8m from DT
86e217f [Joseph K. Bradley] added cache to DT input
e3c84cc [Joseph K. Bradley] Added stuff fro mnist8m to D T Runner
51ef781 [Joseph K. Bradley] Fixed bug introduced by last commit: Variance impurity calculation was incorrect since counts were swapped accidentally
fd65372 [Joseph K. Bradley] Major changes: * Created ImpurityAggregator classes, rather than old aggregates. * Feature split/bin semantics are based on ordered vs. unordered ** E.g.: numSplits = numBins for all unordered features, and numSplits = numBins - 1 for all ordered features. * numBins can differ for each feature
c1565a5 [Joseph K. Bradley] Small DecisionTree updates: * Simplification: Updated calculateGainForSplit to take aggregates for a single (feature, split) pair. * Internal doc: findAggForOrderedFeatureClassification
b914f3b [Joseph K. Bradley] DecisionTree optimization: eliminated filters + small changes
b2ed1f3 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt
0f676e2 [Joseph K. Bradley] Optimizations + Bug fix for DecisionTree
3211f02 [Joseph K. Bradley] Optimizing DecisionTree * Added TreePoint representation to avoid calling findBin multiple times. * (not working yet, but debugging)
f61e9d2 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
bcf874a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
511ec85 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
a95bc22 [Joseph K. Bradley] timing for DecisionTree internals
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Author: GuoQiang Li <witgo@qq.com>
Closes #2268 from witgo/SPARK-3397 and squashes the following commits:
eaf913f [GuoQiang Li] Bump pom.xml version number of master branch to 1.2.0-SNAPSHOT
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multi-byte character contained in Gradient.scala
Author: Kousuke Saruta <sarutak@oss.nttdata.co.jp>
Closes #2248 from sarutak/SPARK-3372 and squashes the following commits:
73a28b8 [Kousuke Saruta] Replaced UTF-8 hyphen with ascii hyphen
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Kill this bug fast before it does damage.
Author: Reza Zadeh <rizlar@gmail.com>
Closes #2224 from rezazadeh/indexrmbug and squashes the following commits:
53386d6 [Reza Zadeh] Squash bug in IndexedRowMatrix
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to re-construct k-means models freeman-lab
Author: Xiangrui Meng <meng@databricks.com>
Closes #2112 from mengxr/public-constructors and squashes the following commits:
18d53a9 [Xiangrui Meng] make KMeans constructor public
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Sorry I didn't realize this in #2043. Ishiihara
Author: Xiangrui Meng <meng@databricks.com>
Closes #2049 from mengxr/more-w2v and squashes the following commits:
050b1c5 [Xiangrui Meng] output shuffle data directly
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or Jenkins will complain about no Apache header in checkpoint files. tdas rxin
Author: Xiangrui Meng <meng@databricks.com>
Closes #2046 from mengxr/tmp-checkpoint and squashes the following commits:
0d3ec73 [Xiangrui Meng] remove ssc.stop
9797843 [Xiangrui Meng] change checkpointDir to lazy val
89964ab [Xiangrui Meng] use temp folder for checkpoint
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because NB treats feature values as term frequencies. jkbradley
Author: Xiangrui Meng <meng@databricks.com>
Closes #2038 from mengxr/nb-neg and squashes the following commits:
52c37c3 [Xiangrui Meng] address comments
65f892d [Xiangrui Meng] detect negative values in nb
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very minor update Ishiihara
Author: Xiangrui Meng <meng@databricks.com>
Closes #2043 from mengxr/minor-w2v and squashes the following commits:
be649fd [Xiangrui Meng] remove map because we only need append
eccefcc [Xiangrui Meng] minor updates to word2vec
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Though we don't use default argument for methods in RandomRDDs, it is still not easy for Java users to use because the output type is either `RDD[Double]` or `RDD[Vector]`. Java users should expect `JavaDoubleRDD` and `JavaRDD[Vector]`, respectively. We should create dedicated methods for Java users, and allow default arguments in Scala methods in RandomRDDs, to make life easier for both Java and Scala users. This PR also contains documentation for random data generation. brkyvz
Author: Xiangrui Meng <meng@databricks.com>
Closes #2041 from mengxr/stat-doc and squashes the following commits:
fc5eedf [Xiangrui Meng] add missing comma
ffde810 [Xiangrui Meng] address comments
aef6d07 [Xiangrui Meng] add doc for random data generation
b99d94b [Xiangrui Meng] add java-friendly methods to RandomRDDs
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Refactored tests for streaming linear regression to use existing streaming test utilities. Summary of changes:
- Made ``mllib`` depend on tests from ``streaming``
- Rewrote accuracy and convergence tests to use ``setupStreams`` and ``runStreams``
- Added new test for the accuracy of predictions generated by ``predictOnValue``
These tests should run faster, be easier to extend/maintain, and provide a reference for new tests.
mengxr tdas
Author: freeman <the.freeman.lab@gmail.com>
Closes #2037 from freeman-lab/streamingLR-predict-tests and squashes the following commits:
e851ca7 [freeman] Fixed long lines
50eb0bf [freeman] Refactored tests to use streaming test tools
32c43c2 [freeman] Added test for prediction
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It is useful in streaming to allow users to carry extra data with the prediction, for monitoring the prediction error for example. freeman-lab
Author: Xiangrui Meng <meng@databricks.com>
Closes #2023 from mengxr/predict-on-values and squashes the following commits:
cac47b8 [Xiangrui Meng] add classtag
2821b3b [Xiangrui Meng] use mapValues
0925efa [Xiangrui Meng] add predictOnValues to StreamingLR and fix predictOn
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Added examples for statistical summarization:
* Scala: StatisticalSummary.scala
** Tests: correlation, MultivariateOnlineSummarizer
* python: statistical_summary.py
** Tests: correlation (since MultivariateOnlineSummarizer has no Python API)
Added examples for random and sampled RDDs:
* Scala: RandomAndSampledRDDs.scala
* python: random_and_sampled_rdds.py
* Both test:
** RandomRDDGenerators.normalRDD, normalVectorRDD
** RDD.sample, takeSample, sampleByKey
Added sc.stop() to all examples.
CorrelationSuite.scala
* Added 1 test for RDDs with only 1 value
RowMatrix.scala
* numCols(): Added check for numRows = 0, with error message.
* computeCovariance(): Added check for numRows <= 1, with error message.
Python SparseVector (pyspark/mllib/linalg.py)
* Added toDense() function
python/run-tests script
* Added stat.py (doc test)
CC: mengxr dorx Main changes were examples to show usage across APIs.
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Closes #1878 from jkbradley/mllib-stats-api-check and squashes the following commits:
ea5c047 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
dafebe2 [Joseph K. Bradley] Bug fixes for examples SampledRDDs.scala and sampled_rdds.py: Check for division by 0 and for missing key in maps.
8d1e555 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
60c72d9 [Joseph K. Bradley] Fixed stat.py doc test to work for Python versions printing nan or NaN.
b20d90a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
4e5d15e [Joseph K. Bradley] Changed pyspark/mllib/stat.py doc tests to use NaN instead of nan.
32173b7 [Joseph K. Bradley] Stats examples update.
c8c20dc [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
cf70b07 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
0b7cec3 [Joseph K. Bradley] Small updates based on code review. Renamed statistical_summary.py to correlations.py
ab48f6e [Joseph K. Bradley] RowMatrix.scala * numCols(): Added check for numRows = 0, with error message. * computeCovariance(): Added check for numRows <= 1, with error message.
65e4ebc [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
8195c78 [Joseph K. Bradley] Added examples for random and sampled RDDs: * Scala: RandomAndSampledRDDs.scala * python: random_and_sampled_rdds.py * Both test: ** RandomRDDGenerators.normalRDD, normalVectorRDD ** RDD.sample, takeSample, sampleByKey
064985b [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
ee918e9 [Joseph K. Bradley] Added examples for statistical summarization: * Scala: StatisticalSummary.scala ** Tests: correlation, MultivariateOnlineSummarizer * python: statistical_summary.py ** Tests: correlation (since MultivariateOnlineSummarizer has no Python API)
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Small DecisionTree updates:
* Changed main DecisionTree aggregate to treeAggregate.
* Fixed bug in python example decision_tree_runner.py with missing argument (since categoricalFeaturesInfo is no longer an optional argument for trainClassifier).
* Fixed same bug in python doc tests, and added tree.py to doc tests.
CC: mengxr
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Closes #2015 from jkbradley/dt-opt2 and squashes the following commits:
b5114fa [Joseph K. Bradley] Fixed python tree.py doc test (extra newline)
8e4665d [Joseph K. Bradley] Added tree.py to python doc tests. Fixed bug from missing categoricalFeaturesInfo argument.
b7b2922 [Joseph K. Bradley] Fixed bug in python example decision_tree_runner.py with missing argument. Changed main DecisionTree aggregate to treeAggregate.
85bbc1f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt2
66d076f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt2
a0ed0da [Joseph K. Bradley] Renamed DTMetadata to DecisionTreeMetadata. Small doc updates.
3726d20 [Joseph K. Bradley] Small code improvements based on code review.
ac0b9f8 [Joseph K. Bradley] Small updates based on code review. Main change: Now using << instead of math.pow.
db0d773 [Joseph K. Bradley] scala style fix
6a38f48 [Joseph K. Bradley] Added DTMetadata class for cleaner code
931a3a7 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt2
797f68a [Joseph K. Bradley] Fixed DecisionTreeSuite bug for training second level. Needed to update treePointToNodeIndex with groupShift.
f40381c [Joseph K. Bradley] Merge branch 'dt-opt1' into dt-opt2
5f2dec2 [Joseph K. Bradley] Fixed scalastyle issue in TreePoint
6b5651e [Joseph K. Bradley] Updates based on code review. 1 major change: persisting to memory + disk, not just memory.
2d2aaaf [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
26d10dd [Joseph K. Bradley] Removed tree/model/Filter.scala since no longer used. Removed debugging println calls in DecisionTree.scala.
356daba [Joseph K. Bradley] Merge branch 'dt-opt1' into dt-opt2
430d782 [Joseph K. Bradley] Added more debug info on binning error. Added some docs.
d036089 [Joseph K. Bradley] Print timing info to logDebug.
e66f1b1 [Joseph K. Bradley] TreePoint * Updated doc * Made some methods private
8464a6e [Joseph K. Bradley] Moved TimeTracker to tree/impl/ in its own file, and cleaned it up. Removed debugging println calls from DecisionTree. Made TreePoint extend Serialiable
a87e08f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
c1565a5 [Joseph K. Bradley] Small DecisionTree updates: * Simplification: Updated calculateGainForSplit to take aggregates for a single (feature, split) pair. * Internal doc: findAggForOrderedFeatureClassification
b914f3b [Joseph K. Bradley] DecisionTree optimization: eliminated filters + small changes
b2ed1f3 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt
0f676e2 [Joseph K. Bradley] Optimizations + Bug fix for DecisionTree
3211f02 [Joseph K. Bradley] Optimizing DecisionTree * Added TreePoint representation to avoid calling findBin multiple times. * (not working yet, but debugging)
f61e9d2 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
bcf874a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
511ec85 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
a95bc22 [Joseph K. Bradley] timing for DecisionTree internals
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mengxr
Remove transform(dataset: RDD[String]) from public API.
Author: Liquan Pei <liquanpei@gmail.com>
Closes #2010 from Ishiihara/Word2Vec-api and squashes the following commits:
17b1031 [Liquan Pei] remove transform(dataset: RDD[String]) from public API
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mengxr Please review the code. Adding weights in reduceByKey soon.
Only output model entry for words appeared in the partition before merging and use reduceByKey to combine model. In general, this implementation is 30s or so faster than implementation using big array.
Author: Liquan Pei <liquanpei@gmail.com>
Closes #1932 from Ishiihara/Word2Vec-improve2 and squashes the following commits:
d5377a9 [Liquan Pei] use syn0Global and syn1Global to represent model
cad2011 [Liquan Pei] bug fix for synModify array out of bound
083aa66 [Liquan Pei] update synGlobal in place and reduce synOut size
9075e1c [Liquan Pei] combine syn0Global and syn1Global to synGlobal
aa2ab36 [Liquan Pei] use reduceByKey to combine models
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number of distinct values
There is a bug determining the column index. dorx
Author: Xiangrui Meng <meng@databricks.com>
Closes #1997 from mengxr/chisq-index and squashes the following commits:
8fc2ab2 [Xiangrui Meng] fix col indexing bug and add a check for number of distinct values
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DecisionTree needs to match each example to a node at each iteration. It currently does this with a set of filters very inefficiently: For each example, it examines each node at the current level and traces up to the root to see if that example should be handled by that node.
Fix: Filter top-down using the partly built tree itself.
Major changes:
* Eliminated Filter class, findBinsForLevel() method.
* Set up node parent links in main loop over levels in train().
* Added predictNodeIndex() for filtering top-down.
* Added DTMetadata class
Other changes:
* Pre-compute set of unorderedFeatures.
Notes for following expected PR based on [https://issues.apache.org/jira/browse/SPARK-3043]:
* The unorderedFeatures set will next be stored in a metadata structure to simplify function calls (to store other items such as the data in strategy).
I've done initial tests indicating that this speeds things up, but am only now running large-scale ones.
CC: mengxr manishamde chouqin Any comments are welcome---thanks!
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Closes #1975 from jkbradley/dt-opt2 and squashes the following commits:
a0ed0da [Joseph K. Bradley] Renamed DTMetadata to DecisionTreeMetadata. Small doc updates.
3726d20 [Joseph K. Bradley] Small code improvements based on code review.
ac0b9f8 [Joseph K. Bradley] Small updates based on code review. Main change: Now using << instead of math.pow.
db0d773 [Joseph K. Bradley] scala style fix
6a38f48 [Joseph K. Bradley] Added DTMetadata class for cleaner code
931a3a7 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt2
797f68a [Joseph K. Bradley] Fixed DecisionTreeSuite bug for training second level. Needed to update treePointToNodeIndex with groupShift.
f40381c [Joseph K. Bradley] Merge branch 'dt-opt1' into dt-opt2
5f2dec2 [Joseph K. Bradley] Fixed scalastyle issue in TreePoint
6b5651e [Joseph K. Bradley] Updates based on code review. 1 major change: persisting to memory + disk, not just memory.
2d2aaaf [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
26d10dd [Joseph K. Bradley] Removed tree/model/Filter.scala since no longer used. Removed debugging println calls in DecisionTree.scala.
356daba [Joseph K. Bradley] Merge branch 'dt-opt1' into dt-opt2
430d782 [Joseph K. Bradley] Added more debug info on binning error. Added some docs.
d036089 [Joseph K. Bradley] Print timing info to logDebug.
e66f1b1 [Joseph K. Bradley] TreePoint * Updated doc * Made some methods private
8464a6e [Joseph K. Bradley] Moved TimeTracker to tree/impl/ in its own file, and cleaned it up. Removed debugging println calls from DecisionTree. Made TreePoint extend Serialiable
a87e08f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
c1565a5 [Joseph K. Bradley] Small DecisionTree updates: * Simplification: Updated calculateGainForSplit to take aggregates for a single (feature, split) pair. * Internal doc: findAggForOrderedFeatureClassification
b914f3b [Joseph K. Bradley] DecisionTree optimization: eliminated filters + small changes
b2ed1f3 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt
0f676e2 [Joseph K. Bradley] Optimizations + Bug fix for DecisionTree
3211f02 [Joseph K. Bradley] Optimizing DecisionTree * Added TreePoint representation to avoid calling findBin multiple times. * (not working yet, but debugging)
f61e9d2 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
bcf874a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
511ec85 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
a95bc22 [Joseph K. Bradley] timing for DecisionTree internals
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- promote nullHypothesis field in ChiSqTestResult to TestResult. Every test should have a null hypothesis
- correct null hypothesis statement for independence test
- p-value: 0.01 -> 0.1
Author: Xiangrui Meng <meng@databricks.com>
Closes #1982 from mengxr/fix-chisq and squashes the following commits:
5f0de02 [Xiangrui Meng] make ChiSqTestResult constructor package private
bc74ea1 [Xiangrui Meng] update chisq-test
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`RandomRDDGenerators` means factory for `RandomRDDGenerator`. However, its methods return RDDs but not RDDGenerators. So a more proper (and shorter) name would be `RandomRDDs`.
dorx brkyvz
Author: Xiangrui Meng <meng@databricks.com>
Closes #1979 from mengxr/randomrdds and squashes the following commits:
b161a2d [Xiangrui Meng] rename RandomRDDGenerators to RandomRDDs
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Move `parse()` from `LabeledPointParser` to `LabeledPoint` and make it public. This breaks binary compatibility only when a user uses synthesized methods like `tupled` and `curried`, which is rare.
`LabeledPoint.parse` is more consistent with `Vectors.parse`, which is why `LabeledPointParser` is not preferred.
freeman-lab tdas
Author: Xiangrui Meng <meng@databricks.com>
Closes #1952 from mengxr/labelparser and squashes the following commits:
c818fb2 [Xiangrui Meng] merge master
ce20e6f [Xiangrui Meng] update mima excludes
b386b8d [Xiangrui Meng] fix tests
2436b3d [Xiangrui Meng] add parse() to LabeledPoint
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The current implementation requires sorting individual columns, which could be done with a global sort.
result on a 32-node cluster:
m | n | prev | this
---|---|-------|-----
1000000 | 50 | 55s | 9s
10000000 | 50 | 97s | 76s
1000000 | 100 | 119s | 15s
Author: Xiangrui Meng <meng@databricks.com>
Closes #1917 from mengxr/spearman and squashes the following commits:
4d5d262 [Xiangrui Meng] remove unused import
85c48de [Xiangrui Meng] minor updates
a048d0c [Xiangrui Meng] remove cache and set a limit to cachedIds
b98bb18 [Xiangrui Meng] add comments
0846e07 [Xiangrui Meng] first version
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Should ask users to set parameters through the optimizer. dbtsai
Author: Xiangrui Meng <meng@databricks.com>
Closes #1973 from mengxr/lr-lbfgs and squashes the following commits:
e3efbb1 [Xiangrui Meng] fix tests
21b3579 [Xiangrui Meng] fix method name
641eea4 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into lr-lbfgs
456ab7c [Xiangrui Meng] update LRWithLBFGS
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feature bug fix
DecisionTree improvements:
(1) TreePoint representation to avoid binning multiple times
(2) Bug fix: isSampleValid indexed bins incorrectly for unordered categorical features
(3) Timing for DecisionTree internals
Details:
(1) TreePoint representation to avoid binning multiple times
[https://issues.apache.org/jira/browse/SPARK-3022]
Added private[tree] TreePoint class for representing binned feature values.
The input RDD of LabeledPoint is converted to the TreePoint representation initially and then cached. This avoids the previous problem of re-computing bins multiple times.
(2) Bug fix: isSampleValid indexed bins incorrectly for unordered categorical features
[https://issues.apache.org/jira/browse/SPARK-3041]
isSampleValid used to treat unordered categorical features incorrectly: It treated the bins as if indexed by featured values, rather than by subsets of values/categories.
* exhibited for unordered features (multi-class classification with categorical features of low arity)
* Fix: Index bins correctly for unordered categorical features.
(3) Timing for DecisionTree internals
Added tree/impl/TimeTracker.scala class which is private[tree] for now, for timing key parts of DT code.
Prints timing info via logDebug.
CC: mengxr manishamde chouqin Very similar update, with one bug fix. Many apologies for the conflicting update, but I hope that a few more optimizations I have on the way (which depend on this update) will prove valuable to you: SPARK-3042 and SPARK-3043
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Closes #1950 from jkbradley/dt-opt1 and squashes the following commits:
5f2dec2 [Joseph K. Bradley] Fixed scalastyle issue in TreePoint
6b5651e [Joseph K. Bradley] Updates based on code review. 1 major change: persisting to memory + disk, not just memory.
2d2aaaf [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
430d782 [Joseph K. Bradley] Added more debug info on binning error. Added some docs.
d036089 [Joseph K. Bradley] Print timing info to logDebug.
e66f1b1 [Joseph K. Bradley] TreePoint * Updated doc * Made some methods private
8464a6e [Joseph K. Bradley] Moved TimeTracker to tree/impl/ in its own file, and cleaned it up. Removed debugging println calls from DecisionTree. Made TreePoint extend Serialiable
a87e08f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
0f676e2 [Joseph K. Bradley] Optimizations + Bug fix for DecisionTree
3211f02 [Joseph K. Bradley] Optimizing DecisionTree * Added TreePoint representation to avoid calling findBin multiple times. * (not working yet, but debugging)
f61e9d2 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
bcf874a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
511ec85 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
a95bc22 [Joseph K. Bradley] timing for DecisionTree internals
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number
In theory, the scale of your inputs are irrelevant to logistic regression.
You can "theoretically" multiply X1 by 1E6 and the estimate for β1 will
adjust accordingly. It will be 1E-6 times smaller than the original β1, due
to the invariance property of MLEs.
However, during the optimization process, the convergence (rate)
depends on the condition number of the training dataset. Scaling
the variables often reduces this condition number, thus improving
the convergence rate.
Without reducing the condition number, some training datasets
mixing the columns with different scales may not be able to converge.
GLMNET and LIBSVM packages perform the scaling to reduce
the condition number, and return the weights in the original scale.
See page 9 in http://cran.r-project.org/web/packages/glmnet/glmnet.pdf
Here, if useFeatureScaling is enabled, we will standardize the training
features by dividing the variance of each column (without subtracting
the mean to densify the sparse vector), and train the model in the
scaled space. Then we transform the coefficients from the scaled space
to the original scale as GLMNET and LIBSVM do.
Currently, it's only enabled in LogisticRegressionWithLBFGS.
Author: DB Tsai <dbtsai@alpinenow.com>
Closes #1897 from dbtsai/dbtsai-feature-scaling and squashes the following commits:
f19fc02 [DB Tsai] Added more comments
1d85289 [DB Tsai] Improve the convergence rate by minimize the condition number in LOR with LBFGS
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As mentioned in SPARK-2465, using `MEMORY_AND_DISK_SER` for user/product in/out links together with `spark.rdd.compress=true` can help reduce the space requirement by a lot, at the cost of speed. It might be useful to add this option so people can run ALS on much bigger datasets.
Another option for the method name is `setIntermediateRDDStorageLevel`.
Author: Xiangrui Meng <meng@databricks.com>
Closes #1913 from mengxr/als-storagelevel and squashes the following commits:
d942017 [Xiangrui Meng] rename to setIntermediateRDDStorageLevel
7550029 [Xiangrui Meng] add ALS.setIntermediateDataStorageLevel
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Iterator.fill uses less memory
Author: Xiangrui Meng <meng@databricks.com>
Closes #1930 from mengxr/rand-gen-iter and squashes the following commits:
24178ca [Xiangrui Meng] use Iterator.fill instead of Array.fill
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MultivariateStatisticalSummary) in Statistics
For both Scala and Python.
The ser/de util functions were moved out of `PythonMLLibAPI` and into their own object to avoid creating the `PythonMLLibAPI` object inside of `MultivariateStatisticalSummarySerialized`, which is then referenced inside of a method in `PythonMLLibAPI`.
`MultivariateStatisticalSummarySerialized` was created to serialize the `Vector` fields in `MultivariateStatisticalSummary`.
Author: Doris Xin <doris.s.xin@gmail.com>
Closes #1911 from dorx/colStats and squashes the following commits:
77b9924 [Doris Xin] developerAPI tag
de9cbbe [Doris Xin] reviewer comments and moved more ser/de
459faba [Doris Xin] colStats in Statistics for both Scala and Python
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mengxr
Correctly set vectorSize and alpha in Word2Vec training.
Author: Liquan Pei <liquanpei@gmail.com>
Closes #1900 from Ishiihara/Word2Vec-bugfix and squashes the following commits:
85f64f2 [Liquan Pei] correctly set vectorSize and alpha
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Having some basic BLAS operations implemented in MLlib can help simplify the current implementation and improve some performance.
Tested on my local machine:
~~~
bin/spark-submit --class org.apache.spark.examples.mllib.BinaryClassification \
examples/target/scala-*/spark-examples-*.jar --algorithm LR --regType L2 \
--regParam 1.0 --numIterations 1000 ~/share/data/rcv1.binary/rcv1_train.binary
~~~
1. before: ~1m
2. after: ~30s
CC: jkbradley
Author: Xiangrui Meng <meng@databricks.com>
Closes #1849 from mengxr/ml-blas and squashes the following commits:
ba583a2 [Xiangrui Meng] exclude Vector.copy
a4d7d2f [Xiangrui Meng] Merge branch 'master' into ml-blas
6edeab9 [Xiangrui Meng] address comments
940bdeb [Xiangrui Meng] rename MLlibBLAS to BLAS
c2a38bc [Xiangrui Meng] enhance dot tests
4cfaac4 [Xiangrui Meng] add apache header
48d01d2 [Xiangrui Meng] add tests for zeros and copy
3b882b1 [Xiangrui Meng] use blas.scal in gradient
735eb23 [Xiangrui Meng] remove d from BLAS routines
d2d7d3c [Xiangrui Meng] update gradient and lbfgs
7f78186 [Xiangrui Meng] add zeros to Vectors; add dscal and dcopy to BLAS
14e6645 [Xiangrui Meng] add ddot
cbb8273 [Xiangrui Meng] add daxpy test
07db0bb [Xiangrui Meng] Merge branch 'master' into ml-blas
e8c326d [Xiangrui Meng] axpy
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for training with LBFGS Optimizer which will converge faster than SGD.
Author: DB Tsai <dbtsai@alpinenow.com>
Closes #1862 from dbtsai/dbtsai-lbfgs-lor and squashes the following commits:
aa84b81 [DB Tsai] small change
f852bcd [DB Tsai] Remove duplicate method
f119fdc [DB Tsai] Formatting
97776aa [DB Tsai] address more feedback
85b4a91 [DB Tsai] address feedback
3cf50c2 [DB Tsai] LogisticRegressionWithLBFGS interface
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Author: Doris Xin <doris.s.xin@gmail.com>
Closes #1733 from dorx/chisquare and squashes the following commits:
cafb3a7 [Doris Xin] fixed p-value for extreme case.
d286783 [Doris Xin] Merge branch 'master' into chisquare
e95e485 [Doris Xin] reviewer comments.
7dde711 [Doris Xin] ChiSqTestResult renaming and changed to Class
80d03e2 [Doris Xin] Reviewer comments.
c39eeb5 [Doris Xin] units passed with updated API
e90d90a [Doris Xin] Merge branch 'master' into chisquare
7eea80b [Doris Xin] WIP
d64c2fb [Doris Xin] Merge branch 'master' into chisquare
5686082 [Doris Xin] facelift
bc7eb2e [Doris Xin] unit passed; still need docs and some refactoring
50703a5 [Doris Xin] merge master
4e4e361 [Doris Xin] WIP
e6b83f3 [Doris Xin] reviewer comments
3d61582 [Doris Xin] input names
706d436 [Doris Xin] Added API for RDD[Vector]
6598379 [Doris Xin] API and code structure.
ff17423 [Doris Xin] WIP
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0.9 dependences (this version doesn't depend on scalalogging and I excluded commons-math3 from its transitive dependencies):
~~~
+-org.scalanlp:breeze_2.10:0.9 [S]
+-com.github.fommil.netlib:core:1.1.2
+-com.github.rwl:jtransforms:2.4.0
+-net.sf.opencsv:opencsv:2.3
+-net.sourceforge.f2j:arpack_combined_all:0.1
+-org.scalanlp:breeze-macros_2.10:0.3.1 [S]
| +-org.scalamacros:quasiquotes_2.10:2.0.0 [S]
|
+-org.slf4j:slf4j-api:1.7.5
+-org.spire-math:spire_2.10:0.7.4 [S]
+-org.scalamacros:quasiquotes_2.10:2.0.0 [S]
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+-org.spire-math:spire-macros_2.10:0.7.4 [S]
+-org.scalamacros:quasiquotes_2.10:2.0.0 [S]
~~~
Closes #1749
CC: witgo avati
Author: Xiangrui Meng <meng@databricks.com>
Closes #1857 from mengxr/breeze-0.9 and squashes the following commits:
7fc16b6 [Xiangrui Meng] don't know why but exclude a private method for mima
dcc502e [Xiangrui Meng] update breeze to 0.9
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This is part of SPARK-2828:
1. separate IDF model from IDF algorithm (which generates a model)
2. separate StandardScaler model from StandardScaler
CC: dbtsai
Author: Xiangrui Meng <meng@databricks.com>
Closes #1814 from mengxr/feature-api-update and squashes the following commits:
40d863b [Xiangrui Meng] move mean and variance to model
48a0fff [Xiangrui Meng] separate Model from StandardScaler algorithm
89f3486 [Xiangrui Meng] update IDF to separate Model from Algorithm
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Added some checks to Strategy to print out meaningful error messages when given invalid DecisionTree parameters.
CC mengxr
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Closes #1821 from jkbradley/dt-robustness and squashes the following commits:
4dc449a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-robustness
7a61f7b [Joseph K. Bradley] Added some checks to Strategy to print out meaningful error messages when given invalid DecisionTree parameters
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Added 6 static train methods to match Python API, but without default arguments (but with Python default args noted in docs).
Added factory classes for Algo and Impurity, but made private[mllib].
CC: mengxr dorx Please let me know if there are other changes which would help with API consistency---thanks!
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Closes #1798 from jkbradley/dt-python-consistency and squashes the following commits:
6f7edf8 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-python-consistency
a0d7dbe [Joseph K. Bradley] DecisionTree: In Java-friendly train* methods, changed to use JavaRDD instead of RDD.
ee1d236 [Joseph K. Bradley] DecisionTree API updates: * Removed train() function in Python API (tree.py) ** Removed corresponding function in Scala/Java API (the ones taking basic types)
00f820e [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-python-consistency
fe6dbfa [Joseph K. Bradley] removed unnecessary imports
e358661 [Joseph K. Bradley] DecisionTree API change: * Added 6 static train methods to match Python API, but without default arguments (but with Python default args noted in docs).
c699850 [Joseph K. Bradley] a few doc comments
eaf84c0 [Joseph K. Bradley] Added DecisionTree static train() methods API to match Python, but without default parameters
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This is part of SPARK-2828:
1. added a Java-friendly fit method to Word2Vec with tests
2. change DeveloperApi to Experimental for Normalizer & StandardScaler
3. change default feature dimension to 2^20 in HashingTF
Author: Xiangrui Meng <meng@databricks.com>
Closes #1807 from mengxr/feature-api-check and squashes the following commits:
773c1a9 [Xiangrui Meng] change default numFeatures to 2^20 in HashingTF change annotation from DeveloperApi to Experimental in Normalizer and StandardScaler
883e122 [Xiangrui Meng] add @Experimental to Word2VecModel add a Java-friendly method to Word2Vec.fit with tests
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to ensure that the return object is itself.
Author: DB Tsai <dbtsai@alpinenow.com>
Closes #1796 from dbtsai/dbtsai-kmeans and squashes the following commits:
658989e [DB Tsai] Alpine Data Labs
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pyspark's linear methods
Related to Jira Issue: [SPARK-2550](https://issues.apache.org/jira/browse/SPARK-2550?jql=project%20%3D%20SPARK%20AND%20resolution%20%3D%20Unresolved%20AND%20priority%20%3D%20Major%20ORDER%20BY%20key%20DESC)
Author: Michael Giannakopoulos <miccagiann@gmail.com>
Closes #1775 from miccagiann/linearMethodsReg and squashes the following commits:
cb774c3 [Michael Giannakopoulos] MiniBatchFraction added in related PythonMLLibAPI java stubs.
81fcbc6 [Michael Giannakopoulos] Fixing a typo-error.
8ad263e [Michael Giannakopoulos] Adding regularizer type and intercept parameters to LogisticRegressionWithSGD and SVMWithSGD.
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It also moves the model to local in order to map `RDD[String]` to `RDD[Vector]`.
Ishiihara
Author: Xiangrui Meng <meng@databricks.com>
Closes #1790 from mengxr/word2vec-fix and squashes the following commits:
a87146c [Xiangrui Meng] add setters and make a default constructor
e5c923b [Xiangrui Meng] fix random seed in word2vec; move model to local
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