# # 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.parallelize(data), initialWeights=array([1.0])) """ class LinearRegressionWithSGD(object): @classmethod def train(cls, data, iterations=100, step=1.0, miniBatchFraction=1.0, initialWeights=None): """Train a linear regression model on the given data.""" sc = data.context return _regression_train_wrapper(sc, lambda d, i: sc._jvm.PythonMLLibAPI().trainLinearRegressionModelWithSGD( d._jrdd, iterations, step, miniBatchFraction, i), LinearRegressionModel, data, initialWeights) 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.parallelize(data), initialWeights=array([1.0])) """ 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 return _regression_train_wrapper(sc, lambda d, i: sc._jvm.PythonMLLibAPI().trainLassoModelWithSGD(d._jrdd, iterations, step, regParam, miniBatchFraction, i), LassoModel, data, initialWeights) 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.parallelize(data), initialWeights=array([1.0])) """ 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 return _regression_train_wrapper(sc, lambda d, i: sc._jvm.PythonMLLibAPI().trainRidgeModelWithSGD(d._jrdd, iterations, step, regParam, miniBatchFraction, i), 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()