spark-instrumented-optimizer/python/pyspark/ml/tests/test_algorithms.py

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from shutil import rmtree
import tempfile
import unittest

import numpy as np

from pyspark.ml.classification import DecisionTreeClassifier, LogisticRegression, \
    MultilayerPerceptronClassifier, OneVsRest
from pyspark.ml.clustering import DistributedLDAModel, KMeans, LocalLDAModel, LDA, LDAModel
from pyspark.ml.fpm import FPGrowth
from pyspark.ml.linalg import Matrices, Vectors
from pyspark.ml.recommendation import ALS
from pyspark.ml.regression import GeneralizedLinearRegression, LinearRegression
from pyspark.sql import Row
from pyspark.testing.mlutils import SparkSessionTestCase


class LogisticRegressionTest(SparkSessionTestCase):

    def test_binomial_logistic_regression_with_bound(self):

        df = self.spark.createDataFrame(
            [(1.0, 1.0, Vectors.dense(0.0, 5.0)),
             (0.0, 2.0, Vectors.dense(1.0, 2.0)),
             (1.0, 3.0, Vectors.dense(2.0, 1.0)),
             (0.0, 4.0, Vectors.dense(3.0, 3.0)), ], ["label", "weight", "features"])

        lor = LogisticRegression(regParam=0.01, weightCol="weight",
                                 lowerBoundsOnCoefficients=Matrices.dense(1, 2, [-1.0, -1.0]),
                                 upperBoundsOnIntercepts=Vectors.dense(0.0))
        model = lor.fit(df)
        self.assertTrue(
            np.allclose(model.coefficients.toArray(), [-0.2944, -0.0484], atol=1E-4))
        self.assertTrue(np.isclose(model.intercept, 0.0, atol=1E-4))

    def test_multinomial_logistic_regression_with_bound(self):

        data_path = "data/mllib/sample_multiclass_classification_data.txt"
        df = self.spark.read.format("libsvm").load(data_path)

        lor = LogisticRegression(regParam=0.01,
                                 lowerBoundsOnCoefficients=Matrices.dense(3, 4, range(12)),
                                 upperBoundsOnIntercepts=Vectors.dense(0.0, 0.0, 0.0))
        model = lor.fit(df)
        expected = [[4.593, 4.5516, 9.0099, 12.2904],
                    [1.0, 8.1093, 7.0, 10.0],
                    [3.041, 5.0, 8.0, 11.0]]
        for i in range(0, len(expected)):
            self.assertTrue(
                np.allclose(model.coefficientMatrix.toArray()[i], expected[i], atol=1E-4))
        self.assertTrue(
            np.allclose(model.interceptVector.toArray(), [-0.9057, -1.1392, -0.0033], atol=1E-4))


class MultilayerPerceptronClassifierTest(SparkSessionTestCase):

    def test_raw_and_probability_prediction(self):

        data_path = "data/mllib/sample_multiclass_classification_data.txt"
        df = self.spark.read.format("libsvm").load(data_path)

        mlp = MultilayerPerceptronClassifier(maxIter=100, layers=[4, 5, 4, 3],
                                             blockSize=128, seed=123)
        model = mlp.fit(df)
        test = self.sc.parallelize([Row(features=Vectors.dense(0.1, 0.1, 0.25, 0.25))]).toDF()
        result = model.transform(test).head()
        expected_prediction = 2.0
        expected_probability = [0.0, 0.0, 1.0]
        expected_rawPrediction = [-11.6081922998, -8.15827998691, 22.17757045]
        self.assertTrue(result.prediction, expected_prediction)
        self.assertTrue(np.allclose(result.probability, expected_probability, atol=1E-4))
        self.assertTrue(np.allclose(result.rawPrediction, expected_rawPrediction, atol=1E-4))


class OneVsRestTests(SparkSessionTestCase):

    def test_copy(self):
        df = self.spark.createDataFrame([(0.0, Vectors.dense(1.0, 0.8)),
                                         (1.0, Vectors.sparse(2, [], [])),
                                         (2.0, Vectors.dense(0.5, 0.5))],
                                        ["label", "features"])
        lr = LogisticRegression(maxIter=5, regParam=0.01)
        ovr = OneVsRest(classifier=lr)
        ovr1 = ovr.copy({lr.maxIter: 10})
        self.assertEqual(ovr.getClassifier().getMaxIter(), 5)
        self.assertEqual(ovr1.getClassifier().getMaxIter(), 10)
        model = ovr.fit(df)
        model1 = model.copy({model.predictionCol: "indexed"})
        self.assertEqual(model1.getPredictionCol(), "indexed")

    def test_output_columns(self):
        df = self.spark.createDataFrame([(0.0, Vectors.dense(1.0, 0.8)),
                                         (1.0, Vectors.sparse(2, [], [])),
                                         (2.0, Vectors.dense(0.5, 0.5))],
                                        ["label", "features"])
        lr = LogisticRegression(maxIter=5, regParam=0.01)
        ovr = OneVsRest(classifier=lr, parallelism=1)
        model = ovr.fit(df)
        output = model.transform(df)
        self.assertEqual(output.columns, ["label", "features", "rawPrediction", "prediction"])

    def test_parallelism_doesnt_change_output(self):
        df = self.spark.createDataFrame([(0.0, Vectors.dense(1.0, 0.8)),
                                         (1.0, Vectors.sparse(2, [], [])),
                                         (2.0, Vectors.dense(0.5, 0.5))],
                                        ["label", "features"])
        ovrPar1 = OneVsRest(classifier=LogisticRegression(maxIter=5, regParam=.01), parallelism=1)
        modelPar1 = ovrPar1.fit(df)
        ovrPar2 = OneVsRest(classifier=LogisticRegression(maxIter=5, regParam=.01), parallelism=2)
        modelPar2 = ovrPar2.fit(df)
        for i, model in enumerate(modelPar1.models):
            self.assertTrue(np.allclose(model.coefficients.toArray(),
                                        modelPar2.models[i].coefficients.toArray(), atol=1E-4))
            self.assertTrue(np.allclose(model.intercept, modelPar2.models[i].intercept, atol=1E-4))

    def test_support_for_weightCol(self):
        df = self.spark.createDataFrame([(0.0, Vectors.dense(1.0, 0.8), 1.0),
                                         (1.0, Vectors.sparse(2, [], []), 1.0),
                                         (2.0, Vectors.dense(0.5, 0.5), 1.0)],
                                        ["label", "features", "weight"])
        # classifier inherits hasWeightCol
        lr = LogisticRegression(maxIter=5, regParam=0.01)
        ovr = OneVsRest(classifier=lr, weightCol="weight")
        self.assertIsNotNone(ovr.fit(df))
        # classifier doesn't inherit hasWeightCol
        dt = DecisionTreeClassifier()
        ovr2 = OneVsRest(classifier=dt, weightCol="weight")
        self.assertIsNotNone(ovr2.fit(df))


class KMeansTests(SparkSessionTestCase):

    def test_kmeans_cosine_distance(self):
        data = [(Vectors.dense([1.0, 1.0]),), (Vectors.dense([10.0, 10.0]),),
                (Vectors.dense([1.0, 0.5]),), (Vectors.dense([10.0, 4.4]),),
                (Vectors.dense([-1.0, 1.0]),), (Vectors.dense([-100.0, 90.0]),)]
        df = self.spark.createDataFrame(data, ["features"])
        kmeans = KMeans(k=3, seed=1, distanceMeasure="cosine")
        model = kmeans.fit(df)
        result = model.transform(df).collect()
        self.assertTrue(result[0].prediction == result[1].prediction)
        self.assertTrue(result[2].prediction == result[3].prediction)
        self.assertTrue(result[4].prediction == result[5].prediction)


class LDATest(SparkSessionTestCase):

    def _compare(self, m1, m2):
        """
        Temp method for comparing instances.
        TODO: Replace with generic implementation once SPARK-14706 is merged.
        """
        self.assertEqual(m1.uid, m2.uid)
        self.assertEqual(type(m1), type(m2))
        self.assertEqual(len(m1.params), len(m2.params))
        for p in m1.params:
            if m1.isDefined(p):
                self.assertEqual(m1.getOrDefault(p), m2.getOrDefault(p))
                self.assertEqual(p.parent, m2.getParam(p.name).parent)
        if isinstance(m1, LDAModel):
            self.assertEqual(m1.vocabSize(), m2.vocabSize())
            self.assertEqual(m1.topicsMatrix(), m2.topicsMatrix())

    def test_persistence(self):
        # Test save/load for LDA, LocalLDAModel, DistributedLDAModel.
        df = self.spark.createDataFrame([
            [1, Vectors.dense([0.0, 1.0])],
            [2, Vectors.sparse(2, {0: 1.0})],
        ], ["id", "features"])
        # Fit model
        lda = LDA(k=2, seed=1, optimizer="em")
        distributedModel = lda.fit(df)
        self.assertTrue(distributedModel.isDistributed())
        localModel = distributedModel.toLocal()
        self.assertFalse(localModel.isDistributed())
        # Define paths
        path = tempfile.mkdtemp()
        lda_path = path + "/lda"
        dist_model_path = path + "/distLDAModel"
        local_model_path = path + "/localLDAModel"
        # Test LDA
        lda.save(lda_path)
        lda2 = LDA.load(lda_path)
        self._compare(lda, lda2)
        # Test DistributedLDAModel
        distributedModel.save(dist_model_path)
        distributedModel2 = DistributedLDAModel.load(dist_model_path)
        self._compare(distributedModel, distributedModel2)
        # Test LocalLDAModel
        localModel.save(local_model_path)
        localModel2 = LocalLDAModel.load(local_model_path)
        self._compare(localModel, localModel2)
        # Clean up
        try:
            rmtree(path)
        except OSError:
            pass


class FPGrowthTests(SparkSessionTestCase):
    def setUp(self):
        super(FPGrowthTests, self).setUp()
        self.data = self.spark.createDataFrame(
            [([1, 2], ), ([1, 2], ), ([1, 2, 3], ), ([1, 3], )],
            ["items"])

    def test_association_rules(self):
        fp = FPGrowth()
        fpm = fp.fit(self.data)

        expected_association_rules = self.spark.createDataFrame(
            [([3], [1], 1.0, 1.0), ([2], [1], 1.0, 1.0)],
            ["antecedent", "consequent", "confidence", "lift"]
        )
        actual_association_rules = fpm.associationRules

        self.assertEqual(actual_association_rules.subtract(expected_association_rules).count(), 0)
        self.assertEqual(expected_association_rules.subtract(actual_association_rules).count(), 0)

    def test_freq_itemsets(self):
        fp = FPGrowth()
        fpm = fp.fit(self.data)

        expected_freq_itemsets = self.spark.createDataFrame(
            [([1], 4), ([2], 3), ([2, 1], 3), ([3], 2), ([3, 1], 2)],
            ["items", "freq"]
        )
        actual_freq_itemsets = fpm.freqItemsets

        self.assertEqual(actual_freq_itemsets.subtract(expected_freq_itemsets).count(), 0)
        self.assertEqual(expected_freq_itemsets.subtract(actual_freq_itemsets).count(), 0)

    def tearDown(self):
        del self.data


class ALSTest(SparkSessionTestCase):

    def test_storage_levels(self):
        df = self.spark.createDataFrame(
            [(0, 0, 4.0), (0, 1, 2.0), (1, 1, 3.0), (1, 2, 4.0), (2, 1, 1.0), (2, 2, 5.0)],
            ["user", "item", "rating"])
        als = ALS().setMaxIter(1).setRank(1)
        # test default params
        als.fit(df)
        self.assertEqual(als.getIntermediateStorageLevel(), "MEMORY_AND_DISK")
        self.assertEqual(als._java_obj.getIntermediateStorageLevel(), "MEMORY_AND_DISK")
        self.assertEqual(als.getFinalStorageLevel(), "MEMORY_AND_DISK")
        self.assertEqual(als._java_obj.getFinalStorageLevel(), "MEMORY_AND_DISK")
        # test non-default params
        als.setIntermediateStorageLevel("MEMORY_ONLY_2")
        als.setFinalStorageLevel("DISK_ONLY")
        als.fit(df)
        self.assertEqual(als.getIntermediateStorageLevel(), "MEMORY_ONLY_2")
        self.assertEqual(als._java_obj.getIntermediateStorageLevel(), "MEMORY_ONLY_2")
        self.assertEqual(als.getFinalStorageLevel(), "DISK_ONLY")
        self.assertEqual(als._java_obj.getFinalStorageLevel(), "DISK_ONLY")


class GeneralizedLinearRegressionTest(SparkSessionTestCase):

    def test_tweedie_distribution(self):

        df = self.spark.createDataFrame(
            [(1.0, Vectors.dense(0.0, 0.0)),
             (1.0, Vectors.dense(1.0, 2.0)),
             (2.0, Vectors.dense(0.0, 0.0)),
             (2.0, Vectors.dense(1.0, 1.0)), ], ["label", "features"])

        glr = GeneralizedLinearRegression(family="tweedie", variancePower=1.6)
        model = glr.fit(df)
        self.assertTrue(np.allclose(model.coefficients.toArray(), [-0.4645, 0.3402], atol=1E-4))
        self.assertTrue(np.isclose(model.intercept, 0.7841, atol=1E-4))

        model2 = glr.setLinkPower(-1.0).fit(df)
        self.assertTrue(np.allclose(model2.coefficients.toArray(), [-0.6667, 0.5], atol=1E-4))
        self.assertTrue(np.isclose(model2.intercept, 0.6667, atol=1E-4))

    def test_offset(self):

        df = self.spark.createDataFrame(
            [(0.2, 1.0, 2.0, Vectors.dense(0.0, 5.0)),
             (0.5, 2.1, 0.5, Vectors.dense(1.0, 2.0)),
             (0.9, 0.4, 1.0, Vectors.dense(2.0, 1.0)),
             (0.7, 0.7, 0.0, Vectors.dense(3.0, 3.0))], ["label", "weight", "offset", "features"])

        glr = GeneralizedLinearRegression(family="poisson", weightCol="weight", offsetCol="offset")
        model = glr.fit(df)
        self.assertTrue(np.allclose(model.coefficients.toArray(), [0.664647, -0.3192581],
                                    atol=1E-4))
        self.assertTrue(np.isclose(model.intercept, -1.561613, atol=1E-4))


class LinearRegressionTest(SparkSessionTestCase):

    def test_linear_regression_with_huber_loss(self):

        data_path = "data/mllib/sample_linear_regression_data.txt"
        df = self.spark.read.format("libsvm").load(data_path)

        lir = LinearRegression(loss="huber", epsilon=2.0)
        model = lir.fit(df)

        expectedCoefficients = [0.136, 0.7648, -0.7761, 2.4236, 0.537,
                                1.2612, -0.333, -0.5694, -0.6311, 0.6053]
        expectedIntercept = 0.1607
        expectedScale = 9.758

        self.assertTrue(
            np.allclose(model.coefficients.toArray(), expectedCoefficients, atol=1E-3))
        self.assertTrue(np.isclose(model.intercept, expectedIntercept, atol=1E-3))
        self.assertTrue(np.isclose(model.scale, expectedScale, atol=1E-3))


if __name__ == "__main__":
    from pyspark.ml.tests.test_algorithms import *

    try:
        import xmlrunner
        testRunner = xmlrunner.XMLTestRunner(output='target/test-reports')
    except ImportError:
        testRunner = None
    unittest.main(testRunner=testRunner, verbosity=2)