| Commit message (Collapse) | Author | Age | Files | Lines |
| |
|
| |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
and Python
The current default regParam is 1.0 and regType is claimed to be none in Python (but actually it is l2), while regParam = 0.0 and regType is L2 in Scala. We should make the default values consistent. This PR sets the default regType to L2 and regParam to 0.01. Note that the default regParam value in LIBLINEAR (and hence scikit-learn) is 1.0. However, we use average loss instead of total loss in our formulation. Hence regParam=1.0 is definitely too heavy.
In LinearRegression, we set regParam=0.0 and regType=None, because we have separate classes for Lasso and Ridge, both of which use regParam=0.01 as the default.
davies atalwalkar
Author: Xiangrui Meng <meng@databricks.com>
Closes #3232 from mengxr/SPARK-4372 and squashes the following commits:
9979837 [Xiangrui Meng] update Ridge/Lasso to use default regParam 0.01 cast input arguments
d3ba096 [Xiangrui Meng] change 'none' back to None
1909a6e [Xiangrui Meng] change default regParam to 0.01 and regType to L2 in LR and SVM
(cherry picked from commit 32218307edc6de2b08d5f7a0db6d566081d27197)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Add Java-friendly version of `run` and `predict`, and use bulk prediction in Java unit tests. The user guide update will come later (though we may not save many lines of code there). srowen
Author: Xiangrui Meng <meng@databricks.com>
Closes #3240 from mengxr/SPARK-4378 and squashes the following commits:
6581503 [Xiangrui Meng] check number of predictions
6c8bbd1 [Xiangrui Meng] make ALS more Java-friendly
(cherry picked from commit ca26a212fda39a15fde09dfdb2fbe69580a717f6)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
there ar...
...e 0 positive or 0 negative examples.
Author: Andrew Bullen <andrew.bullen@workday.com>
Closes #3118 from abull/master and squashes the following commits:
c2bf2b1 [Andrew Bullen] [SPARK-4256] Update Code formatting for BinaryClassificationMetricsSpec
36b0533 [Andrew Bullen] [SYMAN-4256] Extract BinaryClassificationMetricsSuite assertions into private method
4d2f79a [Andrew Bullen] [SPARK-4256] Refactor classification metrics tests - extract comparison functions in test
f411e70 [Andrew Bullen] [SPARK-4256] Define precision as 1.0 when there are no positive examples; update code formatting per pull request comments
d9a09ef [Andrew Bullen] Make Binary Evaluation Metrics functions defined in cases where there are 0 positive or 0 negative examples.
(cherry picked from commit 484fecbf1402c25f310be0b0a5ec15c11cbd65c3)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
We want to make sure there is at most one spark context inside the same jvm. JoshRosen
Author: Xiangrui Meng <meng@databricks.com>
Closes #3235 from mengxr/SPARK-4373 and squashes the following commits:
6574b69 [Xiangrui Meng] rename LocalSparkContext to MLlibTestSparkContext
913d48d [Xiangrui Meng] make sure there is at most one spark context inside the same jvm
(cherry picked from commit 23f5bdf06a388e08ea5a69e848f0ecd5165aa481)
Signed-off-by: Josh Rosen <joshrosen@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Fix TreeModel.predict() with RDD, added tests for it.
(Also checked that other models don't have this issue)
Author: Davies Liu <davies@databricks.com>
Closes #3230 from davies/predict and squashes the following commits:
81172aa [Davies Liu] fix predict
(cherry picked from commit bd86118c4e980f94916f892c76fb808fd4c8bd85)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
This PR adds package "org.apache.spark.ml" with pipeline and parameters, as discussed on the JIRA. This is a joint work of jkbradley etrain shivaram and many others who helped on the design, also with help from marmbrus and liancheng on the Spark SQL side. The design doc can be found at:
https://docs.google.com/document/d/1rVwXRjWKfIb-7PI6b86ipytwbUH7irSNLF1_6dLmh8o/edit?usp=sharing
**org.apache.spark.ml**
This is a new package with new set of ML APIs that address practical machine learning pipelines. (Sorry for taking so long!) It will be an alpha component, so this is definitely not something set in stone. The new set of APIs, inspired by the MLI project from AMPLab and scikit-learn, takes leverage on Spark SQL's schema support and execution plan optimization. It introduces the following components that help build a practical pipeline:
1. Transformer, which transforms a dataset into another
2. Estimator, which fits models to data, where models are transformers
3. Evaluator, which evaluates model output and returns a scalar metric
4. Pipeline, a simple pipeline that consists of transformers and estimators
Parameters could be supplied at fit/transform or embedded with components.
1. Param: a strong-typed parameter key with self-contained doc
2. ParamMap: a param -> value map
3. Params: trait for components with parameters
For any component that implements `Params`, user can easily check the doc by calling `explainParams`:
~~~
> val lr = new LogisticRegression
> lr.explainParams
maxIter: max number of iterations (default: 100)
regParam: regularization constant (default: 0.1)
labelCol: label column name (default: label)
featuresCol: features column name (default: features)
~~~
or user can check individual param:
~~~
> lr.maxIter
maxIter: max number of iterations (default: 100)
~~~
**Please start with the example code in test suites and under `org.apache.spark.examples.ml`, where I put several examples:**
1. run a simple logistic regression job
~~~
val lr = new LogisticRegression()
.setMaxIter(10)
.setRegParam(1.0)
val model = lr.fit(dataset)
model.transform(dataset, model.threshold -> 0.8) // overwrite threshold
.select('label, 'score, 'prediction).collect()
.foreach(println)
~~~
2. run logistic regression with cross-validation and grid search using areaUnderROC (default) as the metric
~~~
val lr = new LogisticRegression
val lrParamMaps = new ParamGridBuilder()
.addGrid(lr.regParam, Array(0.1, 100.0))
.addGrid(lr.maxIter, Array(0, 5))
.build()
val eval = new BinaryClassificationEvaluator
val cv = new CrossValidator()
.setEstimator(lr)
.setEstimatorParamMaps(lrParamMaps)
.setEvaluator(eval)
.setNumFolds(3)
val bestModel = cv.fit(dataset)
~~~
3. run a pipeline that consists of a standard scaler and a logistic regression component
~~~
val scaler = new StandardScaler()
.setInputCol("features")
.setOutputCol("scaledFeatures")
val lr = new LogisticRegression()
.setFeaturesCol(scaler.getOutputCol)
val pipeline = new Pipeline()
.setStages(Array(scaler, lr))
val model = pipeline.fit(dataset)
val predictions = model.transform(dataset)
.select('label, 'score, 'prediction)
.collect()
.foreach(println)
~~~
4. a simple text classification pipeline, which recognizes "spark":
~~~
val training = sparkContext.parallelize(Seq(
LabeledDocument(0L, "a b c d e spark", 1.0),
LabeledDocument(1L, "b d", 0.0),
LabeledDocument(2L, "spark f g h", 1.0),
LabeledDocument(3L, "hadoop mapreduce", 0.0)))
val tokenizer = new Tokenizer()
.setInputCol("text")
.setOutputCol("words")
val hashingTF = new HashingTF()
.setInputCol(tokenizer.getOutputCol)
.setOutputCol("features")
val lr = new LogisticRegression()
.setMaxIter(10)
val pipeline = new Pipeline()
.setStages(Array(tokenizer, hashingTF, lr))
val model = pipeline.fit(training)
val test = sparkContext.parallelize(Seq(
Document(4L, "spark i j k"),
Document(5L, "l m"),
Document(6L, "mapreduce spark"),
Document(7L, "apache hadoop")))
model.transform(test)
.select('id, 'text, 'prediction, 'score)
.collect()
.foreach(println)
~~~
Java examples are very similar. I put example code that creates a simple text classification pipeline in Scala and Java, where a simple tokenizer is defined as a transformer outside `org.apache.spark.ml`.
**What are missing now and will be added soon:**
1. ~~Runtime check of schemas. So before we touch the data, we will go through the schema and make sure column names and types match the input parameters.~~
2. ~~Java examples.~~
3. ~~Store training parameters in trained models.~~
4. (later) Serialization and Python API.
Author: Xiangrui Meng <meng@databricks.com>
Closes #3099 from mengxr/SPARK-3530 and squashes the following commits:
2cc93fd [Xiangrui Meng] hide APIs as much as I can
34319ba [Xiangrui Meng] use local instead local[2] for unit tests
2524251 [Xiangrui Meng] rename PipelineStage.transform to transformSchema
c9daab4 [Xiangrui Meng] remove mockito version
1397ab5 [Xiangrui Meng] use sqlContext from LocalSparkContext instead of TestSQLContext
6ffc389 [Xiangrui Meng] try to fix unit test
a59d8b7 [Xiangrui Meng] doc updates
977fd9d [Xiangrui Meng] add scala ml package object
6d97fe6 [Xiangrui Meng] add AlphaComponent annotation
731f0e4 [Xiangrui Meng] update package doc
0435076 [Xiangrui Meng] remove ;this from setters
fa21d9b [Xiangrui Meng] update extends indentation
f1091b3 [Xiangrui Meng] typo
228a9f4 [Xiangrui Meng] do not persist before calling binary classification metrics
f51cd27 [Xiangrui Meng] rename default to defaultValue
b3be094 [Xiangrui Meng] refactor schema transform in lr
8791e8e [Xiangrui Meng] rename copyValues to inheritValues and make it do the right thing
51f1c06 [Xiangrui Meng] remove leftover code in Transformer
494b632 [Xiangrui Meng] compure score once
ad678e9 [Xiangrui Meng] more doc for Transformer
4306ed4 [Xiangrui Meng] org imports in text pipeline
6e7c1c7 [Xiangrui Meng] update pipeline
4f9e34f [Xiangrui Meng] more doc for pipeline
aa5dbd4 [Xiangrui Meng] fix typo
11be383 [Xiangrui Meng] fix unit tests
3df7952 [Xiangrui Meng] clean up
986593e [Xiangrui Meng] re-org java test suites
2b11211 [Xiangrui Meng] remove external data deps
9fd4933 [Xiangrui Meng] add unit test for pipeline
2a0df46 [Xiangrui Meng] update tests
2d52e4d [Xiangrui Meng] add @AlphaComponent to package-info
27582a4 [Xiangrui Meng] doc changes
73a000b [Xiangrui Meng] add schema transformation layer
6736e87 [Xiangrui Meng] more doc / remove HasMetricName trait
80a8b5e [Xiangrui Meng] rename SimpleTransformer to UnaryTransformer
62ca2bb [Xiangrui Meng] check param parent in set/get
1622349 [Xiangrui Meng] add getModel to PipelineModel
a0e0054 [Xiangrui Meng] update StandardScaler to use SimpleTransformer
d0faa04 [Xiangrui Meng] remove implicit mapping from ParamMap
c7f6921 [Xiangrui Meng] move ParamGridBuilder test to ParamGridBuilderSuite
e246f29 [Xiangrui Meng] re-org:
7772430 [Xiangrui Meng] remove modelParams add a simple text classification pipeline
b95c408 [Xiangrui Meng] remove implicits add unit tests to params
bab3e5b [Xiangrui Meng] update params
fe0ee92 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-3530
6e86d98 [Xiangrui Meng] some code clean-up
2d040b3 [Xiangrui Meng] implement setters inside each class, add Params.copyValues [ci skip]
fd751fc [Xiangrui Meng] add java-friendly versions of fit and tranform
3f810cd [Xiangrui Meng] use multi-model training api in cv
5b8f413 [Xiangrui Meng] rename model to modelParams
9d2d35d [Xiangrui Meng] test varargs and chain model params
f46e927 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-3530
1ef26e0 [Xiangrui Meng] specialize methods/types for Java
df293ed [Xiangrui Meng] switch to setter/getter
376db0a [Xiangrui Meng] pipeline and parameters
(cherry picked from commit 4b736dbab3e177e5265439d37063bb501657d830)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
See inline comment about the bug. I also did some code clean-up. dbtsai I moved `update` to a private method of `MultivariateOnlineSummarizer`. I don't think it will cause performance regression, but it would be great if you have some time to test.
Author: Xiangrui Meng <meng@databricks.com>
Closes #3220 from mengxr/SPARK-4355 and squashes the following commits:
5ef601f [Xiangrui Meng] fix OnlineSummarizer.merge when other.mean is zero and some code clean-up
(cherry picked from commit 84324fbcb987db6e10e435f463eacace1bae43e2)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Before:
[info] GradientBoostingSuite:
[info] - Regression with continuous features: SquaredError (22 seconds, 115 milliseconds)
[info] - Regression with continuous features: Absolute Error (19 seconds, 330 milliseconds)
[info] - Binary classification with continuous features: Log Loss (19 seconds, 17 milliseconds)
After:
[info] - Regression with continuous features: SquaredError (7 seconds, 69 milliseconds)
[info] - Regression with continuous features: Absolute Error (4 seconds, 617 milliseconds)
[info] - Binary classification with continuous features: Log Loss (4 seconds, 658 milliseconds)
cc: mengxr, jkbradley
Author: Manish Amde <manish9ue@gmail.com>
Closes #3214 from manishamde/gbt_test_speedup and squashes the following commits:
8994552 [Manish Amde] reducing gbt test run times
(cherry picked from commit 2ef016b130a48869cf81fe6cf147ef2b1e79d674)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
SPARK-1553 added alternating nonnegative least squares to MLLib, however it's not possible to access it via the python API. This pull request resolves that.
Author: Michelangelo D'Agostino <mdagostino@civisanalytics.com>
Closes #3095 from mdagost/python_nmf and squashes the following commits:
a6743ad [Michelangelo D'Agostino] Use setters instead of static methods in PythonMLLibAPI. Remove the new static methods I added. Set seed in tests. Change ratings to ratingsRDD in both train and trainImplicit for consistency.
7cffd39 [Michelangelo D'Agostino] Swapped nonnegative and seed in a few more places.
3fdc851 [Michelangelo D'Agostino] Moved seed to the end of the python parameter list.
bdcc154 [Michelangelo D'Agostino] Change seed type to java.lang.Long so that it can handle null.
cedf043 [Michelangelo D'Agostino] Added in ability to set the seed from python and made that play nice with the nonnegative changes. Also made the python ALS tests more exact.
a72fdc9 [Michelangelo D'Agostino] Expose nonnegative ALS in the python API.
(cherry picked from commit 7e9d975676d56ace0e84c2200137e4cd4eba074a)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
### Summary
* Made it easier to construct default Strategy and BoostingStrategy and to set parameters using simple types.
* Added Scala and Java examples for GradientBoostedTrees
* small cleanups and fixes
### Details
GradientBoosting bug fixes (“bug” = bad default options)
* Force boostingStrategy.weakLearnerParams.algo = Regression
* Force boostingStrategy.weakLearnerParams.impurity = impurity.Variance
* Only persist data if not yet persisted (since it causes an error if persisted twice)
BoostingStrategy
* numEstimators: renamed to numIterations
* removed subsamplingRate (duplicated by Strategy)
* removed categoricalFeaturesInfo since it belongs with the weak learner params (since boosting can be oblivious to feature type)
* Changed algo to var (not val) and added BeanProperty, with overload taking String argument
* Added assertValid() method
* Updated defaultParams() method and eliminated defaultWeakLearnerParams() since that belongs in Strategy
Strategy (for DecisionTree)
* Changed algo to var (not val) and added BeanProperty, with overload taking String argument
* Added setCategoricalFeaturesInfo method taking Java Map.
* Cleaned up assertValid
* Changed val’s to def’s since parameters can now be changed.
CC: manishamde mengxr codedeft
Author: Joseph K. Bradley <joseph@databricks.com>
Closes #3094 from jkbradley/gbt-api and squashes the following commits:
7a27e22 [Joseph K. Bradley] scalastyle fix
52013d5 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into gbt-api
e9b8410 [Joseph K. Bradley] Summary of changes
(cherry picked from commit 5b3b6f6f5f029164d7749366506e142b104c1d43)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
```
pyspark.mllib.stat.StatisticschiSqTest(observed, expected=None)
:: Experimental ::
If `observed` is Vector, conduct Pearson's chi-squared goodness
of fit test of the observed data against the expected distribution,
or againt the uniform distribution (by default), with each category
having an expected frequency of `1 / len(observed)`.
(Note: `observed` cannot contain negative values)
If `observed` is matrix, conduct Pearson's independence test on the
input contingency matrix, which cannot contain negative entries or
columns or rows that sum up to 0.
If `observed` is an RDD of LabeledPoint, conduct Pearson's independence
test for every feature against the label across the input RDD.
For each feature, the (feature, label) pairs are converted into a
contingency matrix for which the chi-squared statistic is computed.
All label and feature values must be categorical.
:param observed: it could be a vector containing the observed categorical
counts/relative frequencies, or the contingency matrix
(containing either counts or relative frequencies),
or an RDD of LabeledPoint containing the labeled dataset
with categorical features. Real-valued features will be
treated as categorical for each distinct value.
:param expected: Vector containing the expected categorical counts/relative
frequencies. `expected` is rescaled if the `expected` sum
differs from the `observed` sum.
:return: ChiSquaredTest object containing the test statistic, degrees
of freedom, p-value, the method used, and the null hypothesis.
```
Author: Davies Liu <davies@databricks.com>
Closes #3091 from davies/his and squashes the following commits:
145d16c [Davies Liu] address comments
0ab0764 [Davies Liu] fix float
5097d54 [Davies Liu] add Hypothesis test Python API
(cherry picked from commit c8abddc5164d8cf11cdede6ab3d5d1ea08028708)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
| |
Author: Niklas Wilcke <1wilcke@informatik.uni-hamburg.de>
Closes #2907 from numbnut/master and squashes the following commits:
7f7c767 [Niklas Wilcke] [Spark-4060] [MLlib] exposing special rdd functions to the public, #2907
(cherry picked from commit f90ad5d426cb726079c490a9bb4b1100e2b4e602)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
default.
This PR simplify serializer, always use batched serializer (AutoBatchedSerializer as default), even batch size is 1.
Author: Davies Liu <davies@databricks.com>
This patch had conflicts when merged, resolved by
Committer: Josh Rosen <joshrosen@databricks.com>
Closes #2920 from davies/fix_autobatch and squashes the following commits:
e544ef9 [Davies Liu] revert unrelated change
6880b14 [Davies Liu] Merge branch 'master' of github.com:apache/spark into fix_autobatch
1d557fc [Davies Liu] fix tests
8180907 [Davies Liu] Merge branch 'master' of github.com:apache/spark into fix_autobatch
76abdce [Davies Liu] clean up
53fa60b [Davies Liu] Merge branch 'master' of github.com:apache/spark into fix_autobatch
d7ac751 [Davies Liu] Merge branch 'master' of github.com:apache/spark into fix_autobatch
2cc2497 [Davies Liu] Merge branch 'master' of github.com:apache/spark into fix_autobatch
b4292ce [Davies Liu] fix bug in master
d79744c [Davies Liu] recover hive tests
be37ece [Davies Liu] refactor
eb3938d [Davies Liu] refactor serializer in scala
8d77ef2 [Davies Liu] simplify serializer, use AutoBatchedSerializer by default.
(cherry picked from commit e4f42631a68b473ce706429915f3f08042af2119)
Signed-off-by: Josh Rosen <joshrosen@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Register MLlib's Vector as a SQL user-defined type (UDT) in both Scala and Python. With this PR, we can easily map a RDD[LabeledPoint] to a SchemaRDD, and then select columns or save to a Parquet file. Examples in Scala/Python are attached. The Scala code was copied from jkbradley.
~~This PR contains the changes from #3068 . I will rebase after #3068 is merged.~~
marmbrus jkbradley
Author: Xiangrui Meng <meng@databricks.com>
Closes #3070 from mengxr/SPARK-3573 and squashes the following commits:
3a0b6e5 [Xiangrui Meng] organize imports
236f0a0 [Xiangrui Meng] register vector as UDT and provide dataset examples
(cherry picked from commit 1a9c6cddadebdc53d083ac3e0da276ce979b5d1f)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Saw Jenkins test failures due to random seeds.
jkbradley manishamde
Author: Xiangrui Meng <meng@databricks.com>
Closes #3084 from mengxr/fix-baggedpoint-suite and squashes the following commits:
f735a43 [Xiangrui Meng] fix seed in BaggedPointSuite
(cherry picked from commit c5912ecc7b392a13089ae735c07c2d7256de36c6)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
|
|
|
|
|
|
|
|
|
|
| |
...sion trees. jkbradley mengxr chouqin Please review this.
Author: Sung Chung <schung@alpinenow.com>
Closes #2868 from codedeft/SPARK-3161 and squashes the following commits:
5f5a156 [Sung Chung] [SPARK-3161][MLLIB] Adding a node Id caching mechanism for training decision trees.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
shading
In #2928 , we shade commons-math3 to prevent future conflicts with hadoop. It caused problems with our Jenkins master build with maven. Some tests used local-cluster mode, where the assembly jar contains relocated math3 classes, while mllib test code still compiles with core and the untouched math3 classes.
This PR sets commons-math3 version based on hadoop profiles.
pwendell JoshRosen srowen
Author: Xiangrui Meng <meng@databricks.com>
Closes #3023 from mengxr/SPARK-4121-alt and squashes the following commits:
580f6d9 [Xiangrui Meng] replace tab by spaces
7f71f08 [Xiangrui Meng] revert changes to PoissonSampler to avoid conflicts
d3353d9 [Xiangrui Meng] do not shade commons-math3
b4180dc [Xiangrui Meng] temp work
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
This adds a Streaming KMeans algorithm to MLlib. It uses an update rule that generalizes the mini-batch KMeans update to incorporate a decay factor, which allows past data to be forgotten. The decay factor can be specified explicitly, or via a more intuitive "fractional decay" setting, in units of either data points or batches.
The PR includes:
- StreamingKMeans algorithm with decay factor settings
- Usage example
- Additions to documentation clustering page
- Unit tests of basic behavior and decay behaviors
tdas mengxr rezazadeh
Author: freeman <the.freeman.lab@gmail.com>
Author: Jeremy Freeman <the.freeman.lab@gmail.com>
Author: Xiangrui Meng <meng@databricks.com>
Closes #2942 from freeman-lab/streaming-kmeans and squashes the following commits:
b2e5b4a [freeman] Fixes to docs / examples
078617c [Jeremy Freeman] Merge pull request #1 from mengxr/SPARK-3254
2e682c0 [Xiangrui Meng] take discount on previous weights; use BLAS; detect dying clusters
0411bf5 [freeman] Change decay parameterization
9f7aea9 [freeman] Style fixes
374a706 [freeman] Formatting
ad9bdc2 [freeman] Use labeled points and predictOnValues in examples
77dbd3f [freeman] Make initialization check an assertion
9cfc301 [freeman] Make random seed an argument
44050a9 [freeman] Simpler constructor
c7050d5 [freeman] Fix spacing
2899623 [freeman] Use pattern matching for clarity
a4a316b [freeman] Use collect
1472ec5 [freeman] Doc formatting
ea22ec8 [freeman] Fix imports
2086bdc [freeman] Log cluster center updates
ea9877c [freeman] More documentation
9facbe3 [freeman] Bug fix
5db7074 [freeman] Example usage for StreamingKMeans
f33684b [freeman] Add explanation and example to docs
b5b5f8d [freeman] Add better documentation
a0fd790 [freeman] Merge remote-tracking branch 'upstream/master' into streaming-kmeans
9fd9c15 [freeman] Merge remote-tracking branch 'upstream/master' into streaming-kmeans
b93350f [freeman] Streaming KMeans with decay
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Given the popular demand for gradient boosting and AdaBoost in MLlib, I am creating a WIP branch for early feedback on gradient boosting with AdaBoost to follow soon after this PR is accepted. This is based on work done along with hirakendu that was pending due to decision tree optimizations and random forests work.
Ideally, boosting algorithms should work with any base learners. This will soon be possible once the MLlib API is finalized -- we want to ensure we use a consistent interface for the underlying base learners. In the meantime, this PR uses decision trees as base learners for the gradient boosting algorithm. The current PR allows "pluggable" loss functions and provides least squares error and least absolute error by default.
Here is the task list:
- [x] Gradient boosting support
- [x] Pluggable loss functions
- [x] Stochastic gradient boosting support – Re-use the BaggedPoint approach used for RandomForest.
- [x] Binary classification support
- [x] Support configurable checkpointing – This approach will avoid long lineage chains.
- [x] Create classification and regression APIs
- [x] Weighted Ensemble Model -- created a WeightedEnsembleModel class that can be used by ensemble algorithms such as random forests and boosting.
- [x] Unit Tests
Future work:
+ Multi-class classification is currently not supported by this PR since it requires discussion on the best way to support "deviance" as a loss function.
+ BaggedRDD caching -- Avoid repeating feature to bin mapping for each tree estimator after standard API work is completed.
cc: jkbradley hirakendu mengxr etrain atalwalkar chouqin
Author: Manish Amde <manish9ue@gmail.com>
Author: manishamde <manish9ue@gmail.com>
Closes #2607 from manishamde/gbt and squashes the following commits:
991c7b5 [Manish Amde] public api
ff2a796 [Manish Amde] addressing comments
b4c1318 [Manish Amde] removing spaces
8476b6b [Manish Amde] fixing line length
0183cb9 [Manish Amde] fixed naming and formatting issues
1c40c33 [Manish Amde] add newline, removed spaces
e33ab61 [Manish Amde] minor comment
eadbf09 [Manish Amde] parameter renaming
035a2ed [Manish Amde] jkbradley formatting suggestions
9f7359d [Manish Amde] simplified gbt logic and added more tests
49ba107 [Manish Amde] merged from master
eff21fe [Manish Amde] Added gradient boosting tests
3fd0528 [Manish Amde] moved helper methods to new class
a32a5ab [Manish Amde] added test for subsampling without replacement
781542a [Manish Amde] added support for fractional subsampling with replacement
3a18cc1 [Manish Amde] cleaned up api for conversion to bagged point and moved tests to it's own test suite
0e81906 [Manish Amde] improving caching unpersisting logic
d971f73 [Manish Amde] moved RF code to use WeightedEnsembleModel class
fee06d3 [Manish Amde] added weighted ensemble model
1b01943 [Manish Amde] add weights for base learners
9bc6e74 [Manish Amde] adding random seed as parameter
d2c8323 [Manish Amde] Merge branch 'master' into gbt
2ae97b7 [Manish Amde] added documentation for the loss classes
9366b8f [Manish Amde] minor: using numTrees instead of trees.size
3b43896 [Manish Amde] added learning rate for prediction
9b2e35e [Manish Amde] Merge branch 'master' into gbt
6a11c02 [manishamde] fixing formatting
823691b [Manish Amde] fixing RF test
1f47941 [Manish Amde] changing access modifier
5b67102 [Manish Amde] shortened parameter list
5ab3796 [Manish Amde] minor reformatting
9155a9d [Manish Amde] consolidated boosting configuration and added public API
631baea [Manish Amde] Merge branch 'master' into gbt
2cb1258 [Manish Amde] public API support
3b8ffc0 [Manish Amde] added documentation
8e10c63 [Manish Amde] modified unpersist strategy
f62bc48 [Manish Amde] added unpersist
bdca43a [Manish Amde] added timing parameters
2fbc9c7 [Manish Amde] fixing binomial classification prediction
6dd4dd8 [Manish Amde] added support for log loss
9af0231 [Manish Amde] classification attempt
62cc000 [Manish Amde] basic checkpointing
4784091 [Manish Amde] formatting
78ed452 [Manish Amde] added newline and fixed if statement
3973dd1 [Manish Amde] minor indicating subsample is double during comparison
aa8fae7 [Manish Amde] minor refactoring
1a8031c [Manish Amde] sampling with replacement
f1c9ef7 [Manish Amde] Merge branch 'master' into gbt
cdceeef [Manish Amde] added documentation
6251fd5 [Manish Amde] modified method name
5538521 [Manish Amde] disable checkpointing for now
0ae1c0a [Manish Amde] basic gradient boosting code from earlier branches
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Implementation of various multi-label classification measures, including: Hamming-loss, strict and default Accuracy, macro-averaged Precision, Recall and F1-measure based on documents and labels, micro-averaged measures: https://issues.apache.org/jira/browse/SPARK-2329
Multi-class measures are currently in the following pull request: https://github.com/apache/spark/pull/1155
Author: Alexander Ulanov <nashb@yandex.ru>
Author: avulanov <nashb@yandex.ru>
Closes #1270 from avulanov/multilabelmetrics and squashes the following commits:
fc8175e [Alexander Ulanov] Merge with previous updates
43a613e [Alexander Ulanov] Addressing reviewers comments: change Set to Array
517a594 [avulanov] Addressing reviewers comments: Scala style
cf4222bc [avulanov] Addressing reviewers comments: renaming. Added label method that returns the list of labels
1843f73 [Alexander Ulanov] Scala style fix
79e8476 [Alexander Ulanov] Replacing fold(_ + _) with sum as suggested by srowen
ca46765 [Alexander Ulanov] Cosmetic changes: Apache header and parameter explanation
40593f5 [Alexander Ulanov] Multi-label metrics: Hamming-loss, strict and normal accuracy, fix to macro measures, bunch of tests
ad62df0 [Alexander Ulanov] Comments and scala style check
154164b [Alexander Ulanov] Multilabel evaluation metics and tests: macro precision and recall averaged by docs, micro and per-class precision and recall averaged by class
|
|
|
|
|
|
|
|
|
|
|
| |
More efficient sampling, based on Gap Sampling optimization:
http://erikerlandson.github.io/blog/2014/09/11/faster-random-samples-with-gap-sampling/
Author: Erik Erlandson <eerlands@redhat.com>
Closes #2455 from erikerlandson/spark-3250-pr and squashes the following commits:
72496bc [Erik Erlandson] [SPARK-3250] Implement Gap Sampling optimization for random sampling
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Create several helper functions to call MLlib Java API, convert the arguments to Java type and convert return value to Python object automatically, this simplify serialization in MLlib Python API very much.
After this, the MLlib Python API does not need to deal with serialization details anymore, it's easier to add new API.
cc mengxr
Author: Davies Liu <davies@databricks.com>
Closes #2995 from davies/cleanup and squashes the following commits:
8fa6ec6 [Davies Liu] address comments
16b85a0 [Davies Liu] Merge branch 'master' of github.com:apache/spark into cleanup
43743e5 [Davies Liu] bugfix
731331f [Davies Liu] simplify serialization in MLlib Python API
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Add RegressionMetrics.scala as regression metrics used for evaluation and corresponding test case RegressionMetricsSuite.scala.
Author: Yanbo Liang <yanbohappy@gmail.com>
Author: liangyanbo <liangyanbo@meituan.com>
Closes #2978 from yanbohappy/regression_metrics and squashes the following commits:
730d0a9 [Yanbo Liang] more clearly annotation
3d0bec1 [Yanbo Liang] rename and keep code style
a8ad3e3 [Yanbo Liang] simplify code for keeping style
d454909 [Yanbo Liang] rename parameter and function names, delete unused columns, add reference
2e56282 [liangyanbo] rename r2_score() and remove unused column
43bb12b [liangyanbo] add regression metrics
|
|
|
|
|
|
|
|
|
|
|
|
| |
This simple patch filters out extra whitespace entries.
Author: Joseph E. Gonzalez <joseph.e.gonzalez@gmail.com>
Author: Joey <joseph.e.gonzalez@gmail.com>
Closes #2996 from jegonzal/loadLibSVM and squashes the following commits:
e0227ab [Joey] improving readability
e028e84 [Joseph E. Gonzalez] fixing whitespace bug in loadLibSVMFile when parsing libSVM files
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
In MultivariateOnlineSummarizer, breeze's activeIterator is used
to loop through the nonZero elements in the vector. However,
activeIterator doesn't perform well due to lots of overhead.
In this PR, native while loop is used for both DenseVector and SparseVector.
The benchmark result with 20 executors using mnist8m dataset:
Before:
DenseVector: 48.2 seconds
SparseVector: 16.3 seconds
After:
DenseVector: 17.8 seconds
SparseVector: 11.2 seconds
Since MultivariateOnlineSummarizer is used in several places,
the overall performance gain in mllib library will be significant with this PR.
Author: DB Tsai <dbtsai@alpinenow.com>
Closes #2992 from dbtsai/SPARK-4129 and squashes the following commits:
b99db6c [DB Tsai] fixed java.lang.ArrayIndexOutOfBoundsException
2b5e882 [DB Tsai] small refactoring
ebe3e74 [DB Tsai] First commit
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Added completed Python API for MLlib.feature
Normalizer
StandardScalerModel
StandardScaler
HashTF
IDFModel
IDF
cc mengxr
Author: Davies Liu <davies@databricks.com>
Author: Davies Liu <davies.liu@gmail.com>
Closes #2819 from davies/feature and squashes the following commits:
4f48f48 [Davies Liu] add a note for HashingTF
67f6d21 [Davies Liu] address comments
b628693 [Davies Liu] rollback changes in Word2Vec
efb4f4f [Davies Liu] Merge branch 'master' into feature
806c7c2 [Davies Liu] address comments
3abb8c2 [Davies Liu] address comments
59781b9 [Davies Liu] Merge branch 'master' of github.com:apache/spark into feature
a405ae7 [Davies Liu] fix tests
7a1891a [Davies Liu] fix tests
486795f [Davies Liu] update programming guide, HashTF -> HashingTF
8a50584 [Davies Liu] Python API for mllib.feature
|
|
|
|
|
|
|
|
|
|
| |
Also update step parameter to pass the proposed test
Author: coderxiang <shuoxiangpub@gmail.com>
Closes #2965 from coderxiang/nnls-test and squashes the following commits:
24b06f9 [coderxiang] add test case on objective value for NNLS; update step parameter to pass the test
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
This change replaces usages of colt with commons-math3 equivalents, and makes some minor necessary adjustments to related code and tests to match.
Author: Sean Owen <sowen@cloudera.com>
Closes #2928 from srowen/SPARK-4022 and squashes the following commits:
61a232f [Sean Owen] Fix failure due to different sampling in JavaAPISuite.sample()
16d66b8 [Sean Owen] Simplify seeding with call to reseedRandomGenerator
a1a78e0 [Sean Owen] Use Well19937c
31c7641 [Sean Owen] Fix Python Poisson test by choosing a different seed; about 88% of seeds should work but 1 didn't, it seems
5c9c67f [Sean Owen] Additional test fixes from review
d8f88e0 [Sean Owen] Replace colt with commons-math3. Some tests do not pass yet.
|
|
|
|
|
|
|
|
|
|
| |
This follows https://github.com/apache/spark/pull/2893 , but does not completely fix SPARK-3359 either. This fixes minor scaladoc/javadoc issues that Javadoc 8 will treat as errors.
Author: Sean Owen <sowen@cloudera.com>
Closes #2909 from srowen/SPARK-3359 and squashes the following commits:
f62c347 [Sean Owen] Fix some javadoc issues that javadoc 8 considers errors. This is not all of the errors turned up when javadoc 8 runs on output of genjavadoc.
|
|
|
|
|
|
|
|
|
|
| |
Thare are some inconsistent spellings 'MLlib' and 'MLLib' in some documents and source codes.
Author: Kousuke Saruta <sarutak@oss.nttdata.co.jp>
Closes #2903 from sarutak/SPARK-4055 and squashes the following commits:
b031640 [Kousuke Saruta] Fixed inconsistent spelling "MLlib and MLLib"
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Add common metrics for ranking algorithms (http://www-nlp.stanford.edu/IR-book/), including:
- Mean Average Precision
- Precisionn: top-n precision
- Discounted cumulative gain (DCG) and NDCG
The following methods and the corresponding tests are implemented:
```
class RankingMetrics[T](predictionAndLabels: RDD[(Array[T], Array[T])]) {
/* Returns the precsionk for each query */
lazy val precAtK: RDD[Array[Double]]
/**
* param k the position to compute the truncated precision
* return the average precision at the first k ranking positions
*/
def precision(k: Int): Double
/* Returns the average precision for each query */
lazy val avePrec: RDD[Double]
/*Returns the mean average precision (MAP) of all the queries*/
lazy val meanAvePrec: Double
/*Returns the normalized discounted cumulative gain for each query */
lazy val ndcgAtK: RDD[Array[Double]]
/**
* param k the position to compute the truncated ndcg
* return the average ndcg at the first k ranking positions
*/
def ndcg(k: Int): Double
}
```
Author: coderxiang <shuoxiangpub@gmail.com>
Closes #2667 from coderxiang/rankingmetrics and squashes the following commits:
d881097 [coderxiang] update doc
14d9cd9 [coderxiang] remove unexpected files
d7fb93f [coderxiang] style change and remove ignored files
f113ee1 [coderxiang] modify doc for displaying superscript and subscript
f626896 [coderxiang] improve doc and remove unnecessary computation while labSet is empty
be6645e [coderxiang] set the precision of empty labset to 0.0
d64c120 [coderxiang] add logWarning for empty ground truth set
dfae292 [coderxiang] handle empty labSet for map. add test
62047c4 [coderxiang] style change and add documentation
f66612d [coderxiang] add additional test of precisionAt
b794cb2 [coderxiang] move private members precAtK, ndcgAtK into public methods. style change
77c9e5d [coderxiang] set precAtK and ndcgAtK as private member. Improve documentation
5f87bce [coderxiang] add API to calculate precision and ndcg at each ranking position
b7851cc [coderxiang] Use generic type to represent IDs
e443fee [coderxiang] change style and use alternative builtin methods
3a5a6ff [coderxiang] add ranking metrics
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
https://issues.apache.org/jira/browse/SPARK-3770
We need access to the underlying latent user features from python. However, the userFeatures RDD from the MatrixFactorizationModel isn't accessible from the python bindings. I've added a method to the underlying scala class to turn the RDD[(Int, Array[Double])] to an RDD[String]. This is then accessed from the python recommendation.py
Author: Michelangelo D'Agostino <mdagostino@civisanalytics.com>
Closes #2636 from mdagost/mf_user_features and squashes the following commits:
c98f9e2 [Michelangelo D'Agostino] Added unit tests for userFeatures and productFeatures and merged master.
d5eadf8 [Michelangelo D'Agostino] Merge branch 'master' into mf_user_features
2481a2a [Michelangelo D'Agostino] Merged master and resolved conflict.
a6ffb96 [Michelangelo D'Agostino] Eliminated a function from our first approach to this problem that is no longer needed now that we added the fromTuple2RDD function.
2aa1bf8 [Michelangelo D'Agostino] Implemented a function called fromTuple2RDD in PythonMLLibAPI and used it to expose the MF userFeatures and productFeatures in python.
34cb2a2 [Michelangelo D'Agostino] A couple of lint cleanups and a comment.
cdd98e3 [Michelangelo D'Agostino] It's working now.
e1fbe5e [Michelangelo D'Agostino] Added scala function to stringify userFeatures for access in python.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
more adaptively
DecisionTree splits on continuous features by choosing an array of values from a subsample of the data.
Currently, it does not check for identical values in the subsample, so it could end up having multiple copies of the same split. In this PR, we choose splits for a continuous feature in 3 steps:
1. Sort sample values for this feature
2. Get number of occurrence of each distinct value
3. Iterate the value count array computed in step 2 to choose splits.
After find splits, `numSplits` and `numBins` in metadata will be updated.
CC: mengxr manishamde jkbradley, please help me review this, thanks.
Author: Qiping Li <liqiping1991@gmail.com>
Author: chouqin <liqiping1991@gmail.com>
Author: liqi <liqiping1991@gmail.com>
Author: qiping.lqp <qiping.lqp@alibaba-inc.com>
Closes #2780 from chouqin/dt-findsplits and squashes the following commits:
18d0301 [Qiping Li] check explicitly findsplits return distinct splits
8dc28ab [chouqin] remove blank lines
ffc920f [chouqin] adjust code based on comments and add more test cases
9857039 [chouqin] Merge branch 'master' of https://github.com/apache/spark into dt-findsplits
d353596 [qiping.lqp] fix pyspark doc test
9e64699 [Qiping Li] fix random forest unit test
3c72913 [Qiping Li] fix random forest unit test
092efcb [Qiping Li] fix bug
f69f47f [Qiping Li] fix bug
ab303a4 [Qiping Li] fix bug
af6dc97 [Qiping Li] fix bug
2a8267a [Qiping Li] fix bug
c339a61 [Qiping Li] fix bug
369f812 [Qiping Li] fix style
8f46af6 [Qiping Li] add comments and unit test
9e7138e [Qiping Li] Merge branch 'dt-findsplits' of https://github.com/chouqin/spark into dt-findsplits
1b25a35 [Qiping Li] Merge branch 'master' of https://github.com/apache/spark into dt-findsplits
0cd744a [liqi] fix bug
3652823 [Qiping Li] fix bug
af7cb79 [Qiping Li] Choose splits for continuous features in DecisionTree more adaptively
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
SPARK-3934: When run with a mix of unordered categorical and continuous features, on multiclass classification, RandomForest fails. The bug is in the sanity checks in getFeatureOffset and getLeftRightFeatureOffsets, which use the wrong indices for checking whether features are unordered.
Fix: Remove the sanity checks since they are not really needed, and since they would require DTStatsAggregator to keep track of an extra set of indices (for the feature subset).
Added test to RandomForestSuite which failed with old version but now works.
SPARK-3918: Added baggedInput.unpersist at end of training.
Also:
* I removed DTStatsAggregator.isUnordered since it is no longer used.
* DecisionTreeMetadata: Added logWarning when maxBins is automatically reduced.
* Updated DecisionTreeRunner to explicitly fix the test data to have the same number of features as the training data. This is a temporary fix which should eventually be replaced by pre-indexing both datasets.
* RandomForestModel: Updated toString to print total number of nodes in forest.
* Changed Predict class to be public DeveloperApi. This was necessary to allow users to create their own trees by hand (for testing).
CC: mengxr manishamde chouqin codedeft Just notifying you of these small bug fixes.
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Closes #2785 from jkbradley/dtrunner-update and squashes the following commits:
9132321 [Joseph K. Bradley] merged with master, fixed imports
9dbd000 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dtrunner-update
e116473 [Joseph K. Bradley] Changed Predict class to be public DeveloperApi.
f502e65 [Joseph K. Bradley] bug fix for SPARK-3934
7f3d60f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dtrunner-update
ba567ab [Joseph K. Bradley] Changed DTRunner to load test data using same number of features as in training data.
4e88c1f [Joseph K. Bradley] changed RF toString to print total number of nodes
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
cluster mode
Customized pickler should be registered before unpickling, but in executor, there is no way to register the picklers before run the tasks.
So, we need to register the picklers in the tasks itself, duplicate the javaToPython() and pythonToJava() in MLlib, call SerDe.initialize() before pickling or unpickling.
Author: Davies Liu <davies.liu@gmail.com>
Closes #2830 from davies/fix_pickle and squashes the following commits:
0c85fb9 [Davies Liu] revert the privacy change
6b94e15 [Davies Liu] use JavaConverters instead of JavaConversions
0f02050 [Davies Liu] hotfix: Customized pickler does not work in cluster
|
|
|
|
|
|
|
|
|
|
|
|
| |
computePrincipalComponents
Avoid overflow in computing n*(n+1)/2 as much as possible; throw explicit error when Gramian computation will fail due to negative array size; warn about large result when computing Gramian too
Author: Sean Owen <sowen@cloudera.com>
Closes #2801 from srowen/SPARK-3803 and squashes the following commits:
b4e6d92 [Sean Owen] Avoid overflow in computing n*(n+1)/2 as much as possible; throw explicit error when Gramian computation will fail due to negative array size; warn about large result when computing Gramian too
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
During trainning Gradient Boosting Decision Tree on large-scale sparse data, spark spill hundreds of data onto disk. And find the bug below:
In version 1.1.0 DecisionTree.scala, train Method, treeInput has been persisted in Memory, but without unpersist. It caused heavy DISK usage.
In github version(1.2.0 maybe), RandomForest.scala, train Method, baggedInput has been persisted but without unpersisted too.
After added unpersist, it works right.
https://issues.apache.org/jira/browse/SPARK-3918
Author: omgteam <Kimlong.Liu@gmail.com>
Closes #2775 from omgteam/master and squashes the following commits:
815d543 [omgteam] adjust tab to spaces
1a36f83 [omgteam] Bug: fix without unpersist baggedInput in RandomForest.scala
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Utils.createTempDir
I noticed a few issues with how temp directories are created and deleted:
*Minor*
* Guava's `Files.createTempDir()` plus `File.deleteOnExit()` is used in many tests to make a temp dir, but `Utils.createTempDir()` seems to be the standard Spark mechanism
* Call to `File.deleteOnExit()` could be pushed into `Utils.createTempDir()` as well, along with this replacement
* _I messed up the message in an exception in `Utils` in SPARK-3794; fixed here_
*Bit Less Minor*
* `Utils.deleteRecursively()` fails immediately if any `IOException` occurs, instead of trying to delete any remaining files and subdirectories. I've observed this leave temp dirs around. I suggest changing it to continue in the face of an exception and throw one of the possibly several exceptions that occur at the end.
* `Utils.createTempDir()` will add a JVM shutdown hook every time the method is called. Even if the subdir is the parent of another parent dir, since this check is inside the hook. However `Utils` manages a set of all dirs to delete on shutdown already, called `shutdownDeletePaths`. A single hook can be registered to delete all of these on exit. This is how Tachyon temp paths are cleaned up in `TachyonBlockManager`.
I noticed a few other things that might be changed but wanted to ask first:
* Shouldn't the set of dirs to delete be `File`, not just `String` paths?
* `Utils` manages the set of `TachyonFile` that have been registered for deletion, but the shutdown hook is managed in `TachyonBlockManager`. Should this logic not live together, and not in `Utils`? it's more specific to Tachyon, and looks a slight bit odd to import in such a generic place.
Author: Sean Owen <sowen@cloudera.com>
Closes #2670 from srowen/SPARK-3811 and squashes the following commits:
071ae60 [Sean Owen] Update per @vanzin's review
da0146d [Sean Owen] Make Utils.deleteRecursively try to delete all paths even when an exception occurs; use one shutdown hook instead of one per method call to delete temp dirs
3a0faa4 [Sean Owen] Standardize on Utils.createTempDir instead of Files.createTempDir
|
|
|
|
|
|
|
|
|
|
| |
cc mengxr
Author: GuoQiang Li <witgo@qq.com>
Closes #2730 from witgo/SPARK-3856 and squashes the following commits:
2cffce1 [GuoQiang Li] use norm operator after breeze 0.10 upgrade
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Currently, the implementation does one unnecessary aggregation step. The aggregation step for level L (to choose splits) gives enough information to set the predictions of any leaf nodes at level L+1. We can use that info and skip the aggregation step for the last level of the tree (which only has leaf nodes).
### Implementation Details
Each node now has a `impurity` field and the `predict` is changed from type `Double` to type `Predict`(this can be used to compute predict probability in the future) When compute best splits for each node, we also compute impurity and predict for the child nodes, which is used to constructed newly allocated child nodes. So at level L, we have set impurity and predict for nodes at level L +1.
If level L+1 is the last level, then we can avoid aggregation. What's more, calculation of parent impurity in
Top nodes for each tree needs to be treated differently because we have to compute impurity and predict for them first. In `binsToBestSplit`, if current node is top node(level == 0), we calculate impurity and predict first.
after finding best split, top node's predict and impurity is set to the calculated value. Non-top nodes's impurity and predict are already calculated and don't need to be recalculated again. I have considered to add a initialization step to set top nodes' impurity and predict and then we can treat all nodes in the same way, but this will need a lot of duplication of code(all the code to do seq operation(BinSeqOp) needs to be duplicated), so I choose the current way.
CC mengxr manishamde jkbradley, please help me review this, thanks.
Author: Qiping Li <liqiping1991@gmail.com>
Closes #2708 from chouqin/avoid-agg and squashes the following commits:
8e269ea [Qiping Li] adjust code and comments
eefeef1 [Qiping Li] adjust comments and check child nodes' impurity
c41b1b6 [Qiping Li] fix pyspark unit test
7ad7a71 [Qiping Li] fix unit test
822c912 [Qiping Li] add comments and unit test
e41d715 [Qiping Li] fix bug in test suite
6cc0333 [Qiping Li] SPARK-3158: Avoid 1 extra aggregation for DecisionTree training
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Got warning msg:
~~~
[warn] /Users/meng/src/spark/mllib/src/main/scala/org/apache/spark/mllib/feature/Normalizer.scala:50: method norm in trait NumericOps is deprecated: Use norm(XXX) instead of XXX.norm
[warn] var norm = vector.toBreeze.norm(p)
~~~
dbtsai
Author: Xiangrui Meng <meng@databricks.com>
Closes #2718 from mengxr/SPARK-3856 and squashes the following commits:
4f38169 [Xiangrui Meng] use norm operator
|
|
|
|
|
|
|
|
|
|
|
| |
In Breeze 0.10, the L1regParam can be configured through anonymous function in OWLQN, and each component can be penalized differently. This is required for GLMNET in MLlib with L1/L2 regularization.
https://github.com/scalanlp/breeze/commit/2570911026aa05aa1908ccf7370bc19cd8808a4c
Author: DB Tsai <dbtsai@dbtsai.com>
Closes #2693 from dbtsai/breeze0.10 and squashes the following commits:
7a0c45c [DB Tsai] In Breeze 0.10, the L1regParam can be configured through anonymous function in OWLQN, and each component can be penalized differently. This is required for GLMNET in MLlib with L1/L2 regularization. https://github.com/scalanlp/breeze/commit/2570911026aa05aa1908ccf7370bc19cd8808a4c
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
mengxr
Added PySpark support for Word2Vec
Change list
(1) PySpark support for Word2Vec
(2) SerDe support of string sequence both on python side and JVM side
(3) Test for SerDe of string sequence on JVM side
Author: Liquan Pei <liquanpei@gmail.com>
Closes #2356 from Ishiihara/Word2Vec-python and squashes the following commits:
476ea34 [Liquan Pei] style fixes
b13a0b9 [Liquan Pei] resolve merge conflicts and minor fixes
8671eba [Liquan Pei] Merge remote-tracking branch 'upstream/master' into Word2Vec-python
daf88a6 [Liquan Pei] modification according to feedback
a73fa19 [Liquan Pei] clean up
3d8007b [Liquan Pei] fix findSynonyms for vector
1bdcd2e [Liquan Pei] minor fixes
cdef9f4 [Liquan Pei] add missing comments
b7447eb [Liquan Pei] modify according to feedback
b9a7383 [Liquan Pei] cache words RDD in fit
89490bf [Liquan Pei] add tests and Word2VecModelWrapper
78bbb53 [Liquan Pei] use pickle for seq string SerDe
a264b08 [Liquan Pei] Merge remote-tracking branch 'upstream/master' into Word2Vec-python
ca1e5ff [Liquan Pei] fix test
68e7276 [Liquan Pei] minor style fixes
48d5e72 [Liquan Pei] Functionality improvement
0ad3ac1 [Liquan Pei] minor fix
c867fdf [Liquan Pei] add Word2Vec to pyspark
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Add a toString method to GeneralizedLinearModel, also change `__str__` to `__repr__` for some classes, to provide better message in repr.
This PR is based on #1388, thanks to sryza!
closes #1388
Author: Sandy Ryza <sandy@cloudera.com>
Author: Davies Liu <davies.liu@gmail.com>
Closes #2625 from davies/string and squashes the following commits:
3544aad [Davies Liu] fix LinearModel
0bcd642 [Davies Liu] Merge branch 'sandy-spark-2461' of github.com:sryza/spark
1ce5c2d [Sandy Ryza] __repr__ back to __str__ in a couple places
aa9e962 [Sandy Ryza] Switch __str__ to __repr__
a0c5041 [Sandy Ryza] Add labels back in
1aa17f5 [Sandy Ryza] Match existing conventions
fac1bc4 [Sandy Ryza] Fix PEP8 error
f7b58ed [Sandy Ryza] SPARK-2461. Add a toString method to GeneralizedLinearModel
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
Currently, all best splits are computed on the driver, which makes the driver a bottleneck for both communication and computation. This PR fix this problem by computed best splits on executors.
Instead of send all aggregate stats to the driver node, we can send aggregate stats for a node to a particular executor, using `reduceByKey` operation, then we can compute best split for this node there.
Implementation details:
Each node now has a nodeStatsAggregator, which save aggregate stats for all features and bins.
First use mapPartition to compute node aggregate stats for all nodes in each partition.
Then transform node aggregate stats to (nodeIndex, nodeStatsAggregator) pairs and use to `reduceByKey` operation to combine nodeStatsAggregator for the same node.
After all stats have been combined, best splits can be computed for each node based on the node aggregate stats. Best split result is collected to driver to construct the decision tree.
CC: mengxr manishamde jkbradley, please help me review this, thanks.
Author: qiping.lqp <qiping.lqp@alibaba-inc.com>
Author: chouqin <liqiping1991@gmail.com>
Closes #2595 from chouqin/dt-dist-agg and squashes the following commits:
db0d24a [chouqin] fix a minor bug and adjust code
a0d9de3 [chouqin] adjust code based on comments
9f201a6 [chouqin] fix bug: statsSize -> allStatsSize
a8a7ed0 [chouqin] Merge branch 'master' of https://github.com/apache/spark into dt-dist-agg
f13b346 [chouqin] adjust randomforest comments
c32636e [chouqin] adjust code based on comments
ac6a505 [chouqin] adjust code based on comments
7bbb787 [chouqin] add comments
bdd2a63 [qiping.lqp] fix test suite
a75df27 [qiping.lqp] fix test suite
b5b0bc2 [qiping.lqp] fix style
e76414f [qiping.lqp] fix testsuite
748bd45 [qiping.lqp] fix type-mismatch bug
24eacd8 [qiping.lqp] fix type-mismatch bug
5f63d6c [qiping.lqp] add multiclassification using One-Vs-All strategy
4f56496 [qiping.lqp] fix bug
f00fc22 [qiping.lqp] fix bug
532993a [qiping.lqp] Compute best splits distributively in decision tree
|
|
|
|
|
|
|
|
|
|
| |
Thread names are useful for correlating failures.
Author: Reynold Xin <rxin@apache.org>
Closes #2600 from rxin/log4j and squashes the following commits:
83ffe88 [Reynold Xin] [SPARK-3748] Log thread name in unit test logs
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
DecisionTreeRunner functionality additions:
* Allow user to pass in a test dataset
* Do not print full model if the model is too large.
As part of this, modify DecisionTreeModel and RandomForestModel to allow printing less info. Proposed updates:
* toString: prints model summary
* toDebugString: prints full model (named after RDD.toDebugString)
Similar update to Python API:
* __repr__() now prints a model summary
* toDebugString() now prints the full model
CC: mengxr chouqin manishamde codedeft Small update (whomever can take a look). Thanks!
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Closes #2604 from jkbradley/dtrunner-update and squashes the following commits:
b2b3c60 [Joseph K. Bradley] re-added python sql doc test, temporarily removed before
07b1fae [Joseph K. Bradley] repr() now prints a model summary toDebugString() now prints the full model
1d0d93d [Joseph K. Bradley] Updated DT and RF to print less when toString is called. Added toDebugString for verbose printing.
22eac8c [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dtrunner-update
e007a95 [Joseph K. Bradley] Updated DecisionTreeRunner to accept a test dataset.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
1. doc updates
2. simple checks on vector dimensions
3. use column major for matrices
davies jkbradley
Author: Xiangrui Meng <meng@databricks.com>
Closes #2548 from mengxr/mllib-py-clean and squashes the following commits:
6dce2df [Xiangrui Meng] address comments
116b5db [Xiangrui Meng] use np.dot instead of array.dot
75f2fcc [Xiangrui Meng] fix python style
fefce00 [Xiangrui Meng] better check of vector size with more tests
067ef71 [Xiangrui Meng] majored -> major
ef853f9 [Xiangrui Meng] update python linalg api and small fixes
|