From 05163057a1810f0a32b722e8c93e5435240636d9 Mon Sep 17 00:00:00 2001
From: Tor Myklebust <tmyklebu@gmail.com>
Date: Wed, 25 Dec 2013 00:08:05 -0500
Subject: Split the mllib bindings into a whole bunch of modules and rename
 some things.

---
 python/pyspark/mllib/regression.py | 110 +++++++++++++++++++++++++++++++++++++
 1 file changed, 110 insertions(+)
 create mode 100644 python/pyspark/mllib/regression.py

(limited to 'python/pyspark/mllib/regression.py')

diff --git a/python/pyspark/mllib/regression.py b/python/pyspark/mllib/regression.py
new file mode 100644
index 0000000000..a3a68b29e0
--- /dev/null
+++ b/python/pyspark/mllib/regression.py
@@ -0,0 +1,110 @@
+#
+# Licensed to the Apache Software Foundation (ASF) under one or more
+# contributor license agreements.  See the NOTICE file distributed with
+# this work for additional information regarding copyright ownership.
+# The ASF licenses this file to You under the Apache License, Version 2.0
+# (the "License"); you may not use this file except in compliance with
+# the License.  You may obtain a copy of the License at
+#
+#    http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+#
+
+from numpy import array, dot
+from pyspark import SparkContext
+from pyspark.mllib._common import \
+    _get_unmangled_rdd, _get_unmangled_double_vector_rdd, \
+    _serialize_double_matrix, _deserialize_double_matrix, \
+    _serialize_double_vector, _deserialize_double_vector, \
+    _get_initial_weights, _serialize_rating, _regression_train_wrapper, \
+    _linear_predictor_typecheck
+
+class LinearModel(object):
+    """Something that has a vector of coefficients and an intercept."""
+    def __init__(self, coeff, intercept):
+        self._coeff = coeff
+        self._intercept = intercept
+
+class LinearRegressionModelBase(LinearModel):
+    """A linear regression model.
+
+    >>> lrmb = LinearRegressionModelBase(array([1.0, 2.0]), 0.1)
+    >>> abs(lrmb.predict(array([-1.03, 7.777])) - 14.624) < 1e-6
+    True
+    """
+    def predict(self, x):
+        """Predict the value of the dependent variable given a vector x"""
+        """containing values for the independent variables."""
+        _linear_predictor_typecheck(x, self._coeff)
+        return dot(self._coeff, x) + self._intercept
+
+class LinearRegressionModel(LinearRegressionModelBase):
+    """A linear regression model derived from a least-squares fit.
+
+    >>> data = array([0.0, 0.0, 1.0, 1.0, 3.0, 2.0, 2.0, 3.0]).reshape(4,2)
+    >>> lrm = LinearRegressionWithSGD.train(sc, sc.parallelize(data), initial_weights=array([1.0]))
+    """
+
+class LinearRegressionWithSGD(object):
+    @classmethod
+    def train(cls, sc, data, iterations=100, step=1.0,
+              mini_batch_fraction=1.0, initial_weights=None):
+        """Train a linear regression model on the given data."""
+        return _regression_train_wrapper(sc, lambda d, i:
+                sc._jvm.PythonMLLibAPI().trainLinearRegressionModelWithSGD(
+                        d._jrdd, iterations, step, mini_batch_fraction, i),
+                LinearRegressionModel, data, initial_weights)
+
+class LassoModel(LinearRegressionModelBase):
+    """A linear regression model derived from a least-squares fit with an
+    l_1 penalty term.
+
+    >>> data = array([0.0, 0.0, 1.0, 1.0, 3.0, 2.0, 2.0, 3.0]).reshape(4,2)
+    >>> lrm = LassoWithSGD.train(sc, sc.parallelize(data), initial_weights=array([1.0]))
+    """
+    
+class LassoWithSGD(object):
+    @classmethod
+    def train(cls, sc, data, iterations=100, step=1.0, reg_param=1.0,
+              mini_batch_fraction=1.0, initial_weights=None):
+        """Train a Lasso regression model on the given data."""
+        return _regression_train_wrapper(sc, lambda d, i:
+                sc._jvm.PythonMLLibAPI().trainLassoModelWithSGD(d._jrdd,
+                        iterations, step, reg_param, mini_batch_fraction, i),
+                LassoModel, data, initial_weights)
+
+class RidgeRegressionModel(LinearRegressionModelBase):
+    """A linear regression model derived from a least-squares fit with an
+    l_2 penalty term.
+
+    >>> data = array([0.0, 0.0, 1.0, 1.0, 3.0, 2.0, 2.0, 3.0]).reshape(4,2)
+    >>> lrm = RidgeRegressionWithSGD.train(sc, sc.parallelize(data), initial_weights=array([1.0]))
+    """
+
+class RidgeRegressionWithSGD(object):
+    @classmethod
+    def train(cls, sc, data, iterations=100, step=1.0, reg_param=1.0,
+              mini_batch_fraction=1.0, initial_weights=None):
+        """Train a ridge regression model on the given data."""
+        return _regression_train_wrapper(sc, lambda d, i:
+                sc._jvm.PythonMLLibAPI().trainRidgeModelWithSGD(d._jrdd,
+                        iterations, step, reg_param, mini_batch_fraction, i),
+                RidgeRegressionModel, data, initial_weights)
+
+def _test():
+    import doctest
+    globs = globals().copy()
+    globs['sc'] = SparkContext('local[4]', 'PythonTest', batchSize=2)
+    (failure_count, test_count) = doctest.testmod(globs=globs,
+            optionflags=doctest.ELLIPSIS)
+    globs['sc'].stop()
+    if failure_count:
+        exit(-1)
+
+if __name__ == "__main__":
+    _test()
-- 
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