# # 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. # import numpy as np from numpy import array from pyspark import SparkContext from pyspark.serializers import PickleSerializer, AutoBatchedSerializer from pyspark.mllib.linalg import SparseVector, _convert_to_vector, _to_java_object_rdd __all__ = ['LabeledPoint', 'LinearModel', 'LinearRegressionModel', 'RidgeRegressionModel', 'LinearRegressionWithSGD', 'LassoWithSGD', 'RidgeRegressionWithSGD'] class LabeledPoint(object): """ The features and labels of a data point. :param label: Label for this data point. :param features: Vector of features for this point (NumPy array, list, pyspark.mllib.linalg.SparseVector, or scipy.sparse column matrix) """ def __init__(self, label, features): self.label = label self.features = _convert_to_vector(features) def __reduce__(self): return (LabeledPoint, (self.label, self.features)) def __str__(self): return "(" + ",".join((str(self.label), str(self.features))) + ")" def __repr__(self): return "LabeledPoint(" + ",".join((repr(self.label), repr(self.features))) + ")" class LinearModel(object): """A linear model that has a vector of coefficients and an intercept.""" def __init__(self, weights, intercept): self._coeff = _convert_to_vector(weights) self._intercept = intercept @property def weights(self): return self._coeff @property def intercept(self): return self._intercept def __repr__(self): return "(weights=%s, intercept=%s)" % (self._coeff, self._intercept) class LinearRegressionModelBase(LinearModel): """A linear regression model. >>> lrmb = LinearRegressionModelBase(np.array([1.0, 2.0]), 0.1) >>> abs(lrmb.predict(np.array([-1.03, 7.777])) - 14.624) < 1e-6 True >>> abs(lrmb.predict(SparseVector(2, {0: -1.03, 1: 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. """ return self.weights.dot(x) + self.intercept class LinearRegressionModel(LinearRegressionModelBase): """A linear regression model derived from a least-squares fit. >>> from pyspark.mllib.regression import LabeledPoint >>> data = [ ... LabeledPoint(0.0, [0.0]), ... LabeledPoint(1.0, [1.0]), ... LabeledPoint(3.0, [2.0]), ... LabeledPoint(2.0, [3.0]) ... ] >>> lrm = LinearRegressionWithSGD.train(sc.parallelize(data), initialWeights=np.array([1.0])) >>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5 True >>> abs(lrm.predict(np.array([1.0])) - 1) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True >>> data = [ ... LabeledPoint(0.0, SparseVector(1, {0: 0.0})), ... LabeledPoint(1.0, SparseVector(1, {0: 1.0})), ... LabeledPoint(3.0, SparseVector(1, {0: 2.0})), ... LabeledPoint(2.0, SparseVector(1, {0: 3.0})) ... ] >>> lrm = LinearRegressionWithSGD.train(sc.parallelize(data), initialWeights=array([1.0])) >>> abs(lrm.predict(array([0.0])) - 0) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True """ # train_func should take two parameters, namely data and initial_weights, and # return the result of a call to the appropriate JVM stub. # _regression_train_wrapper is responsible for setup and error checking. def _regression_train_wrapper(sc, train_func, modelClass, data, initial_weights): initial_weights = initial_weights or [0.0] * len(data.first().features) ser = PickleSerializer() initial_bytes = bytearray(ser.dumps(_convert_to_vector(initial_weights))) # use AutoBatchedSerializer before cache to reduce the memory # overhead in JVM cached = data._reserialize(AutoBatchedSerializer(ser)).cache() ans = train_func(_to_java_object_rdd(cached), initial_bytes) assert len(ans) == 2, "JVM call result had unexpected length" weights = ser.loads(str(ans[0])) return modelClass(weights, ans[1]) class LinearRegressionWithSGD(object): @classmethod def train(cls, data, iterations=100, step=1.0, miniBatchFraction=1.0, initialWeights=None, regParam=1.0, regType="none", intercept=False): """ Train a linear regression model on the given data. :param data: The training data. :param iterations: The number of iterations (default: 100). :param step: The step parameter used in SGD (default: 1.0). :param miniBatchFraction: Fraction of data to be used for each SGD iteration. :param initialWeights: The initial weights (default: None). :param regParam: The regularizer parameter (default: 1.0). :param regType: The type of regularizer used for training our model. :Allowed values: - "l1" for using L1Updater, - "l2" for using SquaredL2Updater, - "none" for no regularizer. (default: "none") @param intercept: Boolean parameter which indicates the use or not of the augmented representation for training data (i.e. whether bias features are activated or not). """ sc = data.context def train(jrdd, i): return sc._jvm.PythonMLLibAPI().trainLinearRegressionModelWithSGD( jrdd, iterations, step, miniBatchFraction, i, regParam, regType, intercept) return _regression_train_wrapper(sc, train, LinearRegressionModel, data, initialWeights) class LassoModel(LinearRegressionModelBase): """A linear regression model derived from a least-squares fit with an l_1 penalty term. >>> from pyspark.mllib.regression import LabeledPoint >>> data = [ ... LabeledPoint(0.0, [0.0]), ... LabeledPoint(1.0, [1.0]), ... LabeledPoint(3.0, [2.0]), ... LabeledPoint(2.0, [3.0]) ... ] >>> lrm = LassoWithSGD.train(sc.parallelize(data), initialWeights=array([1.0])) >>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5 True >>> abs(lrm.predict(np.array([1.0])) - 1) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True >>> data = [ ... LabeledPoint(0.0, SparseVector(1, {0: 0.0})), ... LabeledPoint(1.0, SparseVector(1, {0: 1.0})), ... LabeledPoint(3.0, SparseVector(1, {0: 2.0})), ... LabeledPoint(2.0, SparseVector(1, {0: 3.0})) ... ] >>> lrm = LinearRegressionWithSGD.train(sc.parallelize(data), initialWeights=array([1.0])) >>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True """ class LassoWithSGD(object): @classmethod def train(cls, data, iterations=100, step=1.0, regParam=1.0, miniBatchFraction=1.0, initialWeights=None): """Train a Lasso regression model on the given data.""" sc = data.context def train(jrdd, i): return sc._jvm.PythonMLLibAPI().trainLassoModelWithSGD( jrdd, iterations, step, regParam, miniBatchFraction, i) return _regression_train_wrapper(sc, train, LassoModel, data, initialWeights) class RidgeRegressionModel(LinearRegressionModelBase): """A linear regression model derived from a least-squares fit with an l_2 penalty term. >>> from pyspark.mllib.regression import LabeledPoint >>> data = [ ... LabeledPoint(0.0, [0.0]), ... LabeledPoint(1.0, [1.0]), ... LabeledPoint(3.0, [2.0]), ... LabeledPoint(2.0, [3.0]) ... ] >>> lrm = RidgeRegressionWithSGD.train(sc.parallelize(data), initialWeights=array([1.0])) >>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5 True >>> abs(lrm.predict(np.array([1.0])) - 1) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True >>> data = [ ... LabeledPoint(0.0, SparseVector(1, {0: 0.0})), ... LabeledPoint(1.0, SparseVector(1, {0: 1.0})), ... LabeledPoint(3.0, SparseVector(1, {0: 2.0})), ... LabeledPoint(2.0, SparseVector(1, {0: 3.0})) ... ] >>> lrm = LinearRegressionWithSGD.train(sc.parallelize(data), initialWeights=array([1.0])) >>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5 True >>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5 True """ class RidgeRegressionWithSGD(object): @classmethod def train(cls, data, iterations=100, step=1.0, regParam=1.0, miniBatchFraction=1.0, initialWeights=None): """Train a ridge regression model on the given data.""" sc = data.context def train(jrdd, i): return sc._jvm.PythonMLLibAPI().trainRidgeModelWithSGD( jrdd, iterations, step, regParam, miniBatchFraction, i) return _regression_train_wrapper(sc, train, RidgeRegressionModel, data, initialWeights) 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()