aboutsummaryrefslogtreecommitdiff
path: root/python/pyspark/mllib/evaluation.py
blob: 3e11df09da6b132569ad6bd0d2412abff9759aa0 (plain) (blame)
1
2
3
4
5
6
7
8
9
10
11
12
13
14
15
16
17
18
19
20
21
22
23
24
25
26
27
28
29
30
31
32
33
34
35
36
37
38
39
40
41
42
43
44
45
46
47
48
49
50
51
52
53
54
55
56
57
58
59
60
61
62
63
64
65
66
67
68
69
70
71
72
73
74
75
76
77
78
79
80
81
82
83
84
85
86
87
88
89
90
91
92
93
94
95
96
97
98
99
100
101
102
103
104
105
106
107
108
109
110
111
112
113
114
115
116
117
118
119
120
121
122
123
124
125
126
127
128
129
130
131
132
133
134
135
136
137
138
139
140
141
142
143
144
145
146
147
148
149
150
151
152
153
154
155
156
157
#
# 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 pyspark.mllib.common import JavaModelWrapper
from pyspark.sql import SQLContext
from pyspark.sql.types import StructField, StructType, DoubleType


class BinaryClassificationMetrics(JavaModelWrapper):
    """
    Evaluator for binary classification.

    >>> scoreAndLabels = sc.parallelize([
    ...     (0.1, 0.0), (0.1, 1.0), (0.4, 0.0), (0.6, 0.0), (0.6, 1.0), (0.6, 1.0), (0.8, 1.0)], 2)
    >>> metrics = BinaryClassificationMetrics(scoreAndLabels)
    >>> metrics.areaUnderROC
    0.70...
    >>> metrics.areaUnderPR
    0.83...
    >>> metrics.unpersist()
    """

    def __init__(self, scoreAndLabels):
        """
        :param scoreAndLabels: an RDD of (score, label) pairs
        """
        sc = scoreAndLabels.ctx
        sql_ctx = SQLContext(sc)
        df = sql_ctx.createDataFrame(scoreAndLabels, schema=StructType([
            StructField("score", DoubleType(), nullable=False),
            StructField("label", DoubleType(), nullable=False)]))
        java_class = sc._jvm.org.apache.spark.mllib.evaluation.BinaryClassificationMetrics
        java_model = java_class(df._jdf)
        super(BinaryClassificationMetrics, self).__init__(java_model)

    @property
    def areaUnderROC(self):
        """
        Computes the area under the receiver operating characteristic
        (ROC) curve.
        """
        return self.call("areaUnderROC")

    @property
    def areaUnderPR(self):
        """
        Computes the area under the precision-recall curve.
        """
        return self.call("areaUnderPR")

    def unpersist(self):
        """
        Unpersists intermediate RDDs used in the computation.
        """
        self.call("unpersist")


class RegressionMetrics(JavaModelWrapper):
    """
    Evaluator for regression.

    >>> predictionAndObservations = sc.parallelize([
    ...     (2.5, 3.0), (0.0, -0.5), (2.0, 2.0), (8.0, 7.0)])
    >>> metrics = RegressionMetrics(predictionAndObservations)
    >>> metrics.explainedVariance
    0.95...
    >>> metrics.meanAbsoluteError
    0.5...
    >>> metrics.meanSquaredError
    0.37...
    >>> metrics.rootMeanSquaredError
    0.61...
    >>> metrics.r2
    0.94...
    """

    def __init__(self, predictionAndObservations):
        """
        :param predictionAndObservations: an RDD of (prediction, observation) pairs.
        """
        sc = predictionAndObservations.ctx
        sql_ctx = SQLContext(sc)
        df = sql_ctx.createDataFrame(predictionAndObservations, schema=StructType([
            StructField("prediction", DoubleType(), nullable=False),
            StructField("observation", DoubleType(), nullable=False)]))
        java_class = sc._jvm.org.apache.spark.mllib.evaluation.RegressionMetrics
        java_model = java_class(df._jdf)
        super(RegressionMetrics, self).__init__(java_model)

    @property
    def explainedVariance(self):
        """
        Returns the explained variance regression score.
        explainedVariance = 1 - variance(y - \hat{y}) / variance(y)
        """
        return self.call("explainedVariance")

    @property
    def meanAbsoluteError(self):
        """
        Returns the mean absolute error, which is a risk function corresponding to the
        expected value of the absolute error loss or l1-norm loss.
        """
        return self.call("meanAbsoluteError")

    @property
    def meanSquaredError(self):
        """
        Returns the mean squared error, which is a risk function corresponding to the
        expected value of the squared error loss or quadratic loss.
        """
        return self.call("meanSquaredError")

    @property
    def rootMeanSquaredError(self):
        """
        Returns the root mean squared error, which is defined as the square root of
        the mean squared error.
        """
        return self.call("rootMeanSquaredError")

    @property
    def r2(self):
        """
        Returns R^2^, the coefficient of determination.
        """
        return self.call("r2")


def _test():
    import doctest
    from pyspark import SparkContext
    import pyspark.mllib.evaluation
    globs = pyspark.mllib.evaluation.__dict__.copy()
    globs['sc'] = SparkContext('local[4]', 'PythonTest')
    (failure_count, test_count) = doctest.testmod(globs=globs, optionflags=doctest.ELLIPSIS)
    globs['sc'].stop()
    if failure_count:
        exit(-1)


if __name__ == "__main__":
    _test()