spark-instrumented-optimizer/docs/mllib-guide.md

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---
layout: global
title: Machine Learning Library (MLlib)
---
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MLlib is a Spark implementation of some common machine learning (ML)
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functionality, as well associated tests and data generators. MLlib
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currently supports four common types of machine learning problem settings,
[WIP] SPARK-1430: Support sparse data in Python MLlib This PR adds a SparseVector class in PySpark and updates all the regression, classification and clustering algorithms and models to support sparse data, similar to MLlib. I chose to add this class because SciPy is quite difficult to install in many environments (more so than NumPy), but I plan to add support for SciPy sparse vectors later too, and make the methods work transparently on objects of either type. On the Scala side, we keep Python sparse vectors sparse and pass them to MLlib. We always return dense vectors from our models. Some to-do items left: - [x] Support SciPy's scipy.sparse matrix objects when SciPy is available. We can easily add a function to convert these to our own SparseVector. - [x] MLlib currently uses a vector with one extra column on the left to represent what we call LabeledPoint in Scala. Do we really want this? It may get annoying once you deal with sparse data since you must add/subtract 1 to each feature index when training. We can remove this API in 1.0 and use tuples for labeling. - [x] Explain how to use these in the Python MLlib docs. CC @mengxr, @joshrosen Author: Matei Zaharia <matei@databricks.com> Closes #341 from mateiz/py-ml-update and squashes the following commits: d52e763 [Matei Zaharia] Remove no-longer-needed slice code and handle review comments ea5a25a [Matei Zaharia] Fix remaining uses of copyto() after merge b9f97a3 [Matei Zaharia] Fix test 1e1bd0f [Matei Zaharia] Add MLlib logistic regression example in Python 88bc01f [Matei Zaharia] Clean up inheritance of LinearModel in Python, and expose its parametrs 37ab747 [Matei Zaharia] Fix some examples and docs due to changes in MLlib API da0f27e [Matei Zaharia] Added a MLlib K-means example and updated docs to discuss sparse data c48e85a [Matei Zaharia] Added some tests for passing lists as input, and added mllib/tests.py to run-tests script. a07ba10 [Matei Zaharia] Fix some typos and calculation of initial weights 74eefe7 [Matei Zaharia] Added LabeledPoint class in Python 889dde8 [Matei Zaharia] Support scipy.sparse matrices in all our algorithms and models ab244d1 [Matei Zaharia] Allow SparseVectors to be initialized using a dict a5d6426 [Matei Zaharia] Add linalg.py to run-tests script 0e7a3d8 [Matei Zaharia] Keep vectors sparse in Java when reading LabeledPoints eaee759 [Matei Zaharia] Update regression, classification and clustering models for sparse data 2abbb44 [Matei Zaharia] Further work to get linear models working with sparse data 154f45d [Matei Zaharia] Update docs, name some magic values 881fef7 [Matei Zaharia] Added a sparse vector in Python and made Java-Python format more compact
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namely classification, regression, clustering and collaborative filtering,
as well as an underlying gradient descent optimization primitive and several
linear algebra methods.
# Available Methods
The following links provide a detailed explanation of the methods and usage examples for each of them:
* <a href="mllib-classification-regression.html">Classification and Regression</a>
* Binary Classification
* SVM (L1 and L2 regularized)
* Logistic Regression (L1 and L2 regularized)
* Linear Regression
* Least Squares
* Lasso
* Ridge Regression
* Decision Tree (for classification and regression)
* <a href="mllib-clustering.html">Clustering</a>
* k-Means
* <a href="mllib-collaborative-filtering.html">Collaborative Filtering</a>
* Matrix Factorization using Alternating Least Squares
* <a href="mllib-optimization.html">Optimization</a>
* Gradient Descent and Stochastic Gradient Descent
* <a href="mllib-linear-algebra.html">Linear Algebra</a>
* Singular Value Decomposition
Principal Component Analysis # Principal Component Analysis Computes the top k principal component coefficients for the m-by-n data matrix X. Rows of X correspond to observations and columns correspond to variables. The coefficient matrix is n-by-k. Each column of the coefficients return matrix contains coefficients for one principal component, and the columns are in descending order of component variance. This function centers the data and uses the singular value decomposition (SVD) algorithm. ## Testing Tests included: * All principal components * Only top k principal components * Dense SVD tests * Dense/sparse matrix tests The results are tested against MATLAB's pca: http://www.mathworks.com/help/stats/pca.html ## Documentation Added to mllib-guide.md ## Example Usage Added to examples directory under SparkPCA.scala Author: Reza Zadeh <rizlar@gmail.com> Closes #88 from rezazadeh/sparkpca and squashes the following commits: e298700 [Reza Zadeh] reformat using IDE 3f23271 [Reza Zadeh] documentation and cleanup b025ab2 [Reza Zadeh] documentation e2667d4 [Reza Zadeh] assertMatrixApproximatelyEquals 3787bb4 [Reza Zadeh] stylin c6ecc1f [Reza Zadeh] docs aa2bbcb [Reza Zadeh] rename sparseToTallSkinnyDense 56975b0 [Reza Zadeh] docs 2df9bde [Reza Zadeh] docs update 8fb0015 [Reza Zadeh] rcond documentation dbf7797 [Reza Zadeh] correct argument number a9f1f62 [Reza Zadeh] documentation 4ce6caa [Reza Zadeh] style changes 9a56a02 [Reza Zadeh] use rcond relative to larget svalue 120f796 [Reza Zadeh] housekeeping 156ff78 [Reza Zadeh] string comprehension 2e1cf43 [Reza Zadeh] rename rcond ea223a6 [Reza Zadeh] many style changes f4002d7 [Reza Zadeh] more docs bd53c7a [Reza Zadeh] proper accumulator a8b5ecf [Reza Zadeh] Don't use for loops 0dc7980 [Reza Zadeh] filter zeros in sparse 6115610 [Reza Zadeh] More documentation 36d51e8 [Reza Zadeh] use JBLAS for UVS^-1 computation bc4599f [Reza Zadeh] configurable rcond 86f7515 [Reza Zadeh] compute per parition, use while 09726b3 [Reza Zadeh] more style changes 4195e69 [Reza Zadeh] private, accumulator 17002be [Reza Zadeh] style changes 4ba7471 [Reza Zadeh] style change f4982e6 [Reza Zadeh] Use dense matrix in example 2828d28 [Reza Zadeh] optimizations: normalize once, use inplace ops 72c9fa1 [Reza Zadeh] rename DenseMatrix to TallSkinnyDenseMatrix, lean f807be9 [Reza Zadeh] fix typo 2d7ccde [Reza Zadeh] Array interface for dense svd and pca cd290fa [Reza Zadeh] provide RDD[Array[Double]] support 398d123 [Reza Zadeh] style change 55abbfa [Reza Zadeh] docs fix ef29644 [Reza Zadeh] bad chnage undo 472566e [Reza Zadeh] all files from old pr 555168f [Reza Zadeh] initial files
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* Principal Component Analysis
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[WIP] SPARK-1430: Support sparse data in Python MLlib This PR adds a SparseVector class in PySpark and updates all the regression, classification and clustering algorithms and models to support sparse data, similar to MLlib. I chose to add this class because SciPy is quite difficult to install in many environments (more so than NumPy), but I plan to add support for SciPy sparse vectors later too, and make the methods work transparently on objects of either type. On the Scala side, we keep Python sparse vectors sparse and pass them to MLlib. We always return dense vectors from our models. Some to-do items left: - [x] Support SciPy's scipy.sparse matrix objects when SciPy is available. We can easily add a function to convert these to our own SparseVector. - [x] MLlib currently uses a vector with one extra column on the left to represent what we call LabeledPoint in Scala. Do we really want this? It may get annoying once you deal with sparse data since you must add/subtract 1 to each feature index when training. We can remove this API in 1.0 and use tuples for labeling. - [x] Explain how to use these in the Python MLlib docs. CC @mengxr, @joshrosen Author: Matei Zaharia <matei@databricks.com> Closes #341 from mateiz/py-ml-update and squashes the following commits: d52e763 [Matei Zaharia] Remove no-longer-needed slice code and handle review comments ea5a25a [Matei Zaharia] Fix remaining uses of copyto() after merge b9f97a3 [Matei Zaharia] Fix test 1e1bd0f [Matei Zaharia] Add MLlib logistic regression example in Python 88bc01f [Matei Zaharia] Clean up inheritance of LinearModel in Python, and expose its parametrs 37ab747 [Matei Zaharia] Fix some examples and docs due to changes in MLlib API da0f27e [Matei Zaharia] Added a MLlib K-means example and updated docs to discuss sparse data c48e85a [Matei Zaharia] Added some tests for passing lists as input, and added mllib/tests.py to run-tests script. a07ba10 [Matei Zaharia] Fix some typos and calculation of initial weights 74eefe7 [Matei Zaharia] Added LabeledPoint class in Python 889dde8 [Matei Zaharia] Support scipy.sparse matrices in all our algorithms and models ab244d1 [Matei Zaharia] Allow SparseVectors to be initialized using a dict a5d6426 [Matei Zaharia] Add linalg.py to run-tests script 0e7a3d8 [Matei Zaharia] Keep vectors sparse in Java when reading LabeledPoints eaee759 [Matei Zaharia] Update regression, classification and clustering models for sparse data 2abbb44 [Matei Zaharia] Further work to get linear models working with sparse data 154f45d [Matei Zaharia] Update docs, name some magic values 881fef7 [Matei Zaharia] Added a sparse vector in Python and made Java-Python format more compact
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# Data Types
Most MLlib algorithms operate on RDDs containing vectors. In Java and Scala, the
[SPARK-1439, SPARK-1440] Generate unified Scaladoc across projects and Javadocs I used the sbt-unidoc plugin (https://github.com/sbt/sbt-unidoc) to create a unified Scaladoc of our public packages, and generate Javadocs as well. One limitation is that I haven't found an easy way to exclude packages in the Javadoc; there is a SBT task that identifies Java sources to run javadoc on, but it's been very difficult to modify it from outside to change what is set in the unidoc package. Some SBT-savvy people should help with this. The Javadoc site also lacks package-level descriptions and things like that, so we may want to look into that. We may decide not to post these right now if it's too limited compared to the Scala one. Example of the built doc site: http://people.csail.mit.edu/matei/spark-unified-docs/ Author: Matei Zaharia <matei@databricks.com> This patch had conflicts when merged, resolved by Committer: Patrick Wendell <pwendell@gmail.com> Closes #457 from mateiz/better-docs and squashes the following commits: a63d4a3 [Matei Zaharia] Skip Java/Scala API docs for Python package 5ea1f43 [Matei Zaharia] Fix links to Java classes in Java guide, fix some JS for scrolling to anchors on page load f05abc0 [Matei Zaharia] Don't include java.lang package names 995e992 [Matei Zaharia] Skip internal packages and class names with $ in JavaDoc a14a93c [Matei Zaharia] typo 76ce64d [Matei Zaharia] Add groups to Javadoc index page, and a first package-info.java ed6f994 [Matei Zaharia] Generate JavaDoc as well, add titles, update doc site to use unified docs acb993d [Matei Zaharia] Add Unidoc plugin for the projects we want Unidoced
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[Vector](api/scala/index.html#org.apache.spark.mllib.linalg.Vector) class is used to
[WIP] SPARK-1430: Support sparse data in Python MLlib This PR adds a SparseVector class in PySpark and updates all the regression, classification and clustering algorithms and models to support sparse data, similar to MLlib. I chose to add this class because SciPy is quite difficult to install in many environments (more so than NumPy), but I plan to add support for SciPy sparse vectors later too, and make the methods work transparently on objects of either type. On the Scala side, we keep Python sparse vectors sparse and pass them to MLlib. We always return dense vectors from our models. Some to-do items left: - [x] Support SciPy's scipy.sparse matrix objects when SciPy is available. We can easily add a function to convert these to our own SparseVector. - [x] MLlib currently uses a vector with one extra column on the left to represent what we call LabeledPoint in Scala. Do we really want this? It may get annoying once you deal with sparse data since you must add/subtract 1 to each feature index when training. We can remove this API in 1.0 and use tuples for labeling. - [x] Explain how to use these in the Python MLlib docs. CC @mengxr, @joshrosen Author: Matei Zaharia <matei@databricks.com> Closes #341 from mateiz/py-ml-update and squashes the following commits: d52e763 [Matei Zaharia] Remove no-longer-needed slice code and handle review comments ea5a25a [Matei Zaharia] Fix remaining uses of copyto() after merge b9f97a3 [Matei Zaharia] Fix test 1e1bd0f [Matei Zaharia] Add MLlib logistic regression example in Python 88bc01f [Matei Zaharia] Clean up inheritance of LinearModel in Python, and expose its parametrs 37ab747 [Matei Zaharia] Fix some examples and docs due to changes in MLlib API da0f27e [Matei Zaharia] Added a MLlib K-means example and updated docs to discuss sparse data c48e85a [Matei Zaharia] Added some tests for passing lists as input, and added mllib/tests.py to run-tests script. a07ba10 [Matei Zaharia] Fix some typos and calculation of initial weights 74eefe7 [Matei Zaharia] Added LabeledPoint class in Python 889dde8 [Matei Zaharia] Support scipy.sparse matrices in all our algorithms and models ab244d1 [Matei Zaharia] Allow SparseVectors to be initialized using a dict a5d6426 [Matei Zaharia] Add linalg.py to run-tests script 0e7a3d8 [Matei Zaharia] Keep vectors sparse in Java when reading LabeledPoints eaee759 [Matei Zaharia] Update regression, classification and clustering models for sparse data 2abbb44 [Matei Zaharia] Further work to get linear models working with sparse data 154f45d [Matei Zaharia] Update docs, name some magic values 881fef7 [Matei Zaharia] Added a sparse vector in Python and made Java-Python format more compact
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represent vectors. You can create either dense or sparse vectors using the
[SPARK-1439, SPARK-1440] Generate unified Scaladoc across projects and Javadocs I used the sbt-unidoc plugin (https://github.com/sbt/sbt-unidoc) to create a unified Scaladoc of our public packages, and generate Javadocs as well. One limitation is that I haven't found an easy way to exclude packages in the Javadoc; there is a SBT task that identifies Java sources to run javadoc on, but it's been very difficult to modify it from outside to change what is set in the unidoc package. Some SBT-savvy people should help with this. The Javadoc site also lacks package-level descriptions and things like that, so we may want to look into that. We may decide not to post these right now if it's too limited compared to the Scala one. Example of the built doc site: http://people.csail.mit.edu/matei/spark-unified-docs/ Author: Matei Zaharia <matei@databricks.com> This patch had conflicts when merged, resolved by Committer: Patrick Wendell <pwendell@gmail.com> Closes #457 from mateiz/better-docs and squashes the following commits: a63d4a3 [Matei Zaharia] Skip Java/Scala API docs for Python package 5ea1f43 [Matei Zaharia] Fix links to Java classes in Java guide, fix some JS for scrolling to anchors on page load f05abc0 [Matei Zaharia] Don't include java.lang package names 995e992 [Matei Zaharia] Skip internal packages and class names with $ in JavaDoc a14a93c [Matei Zaharia] typo 76ce64d [Matei Zaharia] Add groups to Javadoc index page, and a first package-info.java ed6f994 [Matei Zaharia] Generate JavaDoc as well, add titles, update doc site to use unified docs acb993d [Matei Zaharia] Add Unidoc plugin for the projects we want Unidoced
2014-04-22 00:57:40 -04:00
[Vectors](api/scala/index.html#org.apache.spark.mllib.linalg.Vectors$) factory.
[WIP] SPARK-1430: Support sparse data in Python MLlib This PR adds a SparseVector class in PySpark and updates all the regression, classification and clustering algorithms and models to support sparse data, similar to MLlib. I chose to add this class because SciPy is quite difficult to install in many environments (more so than NumPy), but I plan to add support for SciPy sparse vectors later too, and make the methods work transparently on objects of either type. On the Scala side, we keep Python sparse vectors sparse and pass them to MLlib. We always return dense vectors from our models. Some to-do items left: - [x] Support SciPy's scipy.sparse matrix objects when SciPy is available. We can easily add a function to convert these to our own SparseVector. - [x] MLlib currently uses a vector with one extra column on the left to represent what we call LabeledPoint in Scala. Do we really want this? It may get annoying once you deal with sparse data since you must add/subtract 1 to each feature index when training. We can remove this API in 1.0 and use tuples for labeling. - [x] Explain how to use these in the Python MLlib docs. CC @mengxr, @joshrosen Author: Matei Zaharia <matei@databricks.com> Closes #341 from mateiz/py-ml-update and squashes the following commits: d52e763 [Matei Zaharia] Remove no-longer-needed slice code and handle review comments ea5a25a [Matei Zaharia] Fix remaining uses of copyto() after merge b9f97a3 [Matei Zaharia] Fix test 1e1bd0f [Matei Zaharia] Add MLlib logistic regression example in Python 88bc01f [Matei Zaharia] Clean up inheritance of LinearModel in Python, and expose its parametrs 37ab747 [Matei Zaharia] Fix some examples and docs due to changes in MLlib API da0f27e [Matei Zaharia] Added a MLlib K-means example and updated docs to discuss sparse data c48e85a [Matei Zaharia] Added some tests for passing lists as input, and added mllib/tests.py to run-tests script. a07ba10 [Matei Zaharia] Fix some typos and calculation of initial weights 74eefe7 [Matei Zaharia] Added LabeledPoint class in Python 889dde8 [Matei Zaharia] Support scipy.sparse matrices in all our algorithms and models ab244d1 [Matei Zaharia] Allow SparseVectors to be initialized using a dict a5d6426 [Matei Zaharia] Add linalg.py to run-tests script 0e7a3d8 [Matei Zaharia] Keep vectors sparse in Java when reading LabeledPoints eaee759 [Matei Zaharia] Update regression, classification and clustering models for sparse data 2abbb44 [Matei Zaharia] Further work to get linear models working with sparse data 154f45d [Matei Zaharia] Update docs, name some magic values 881fef7 [Matei Zaharia] Added a sparse vector in Python and made Java-Python format more compact
2014-04-15 23:33:24 -04:00
In Python, MLlib can take the following vector types:
* [NumPy](http://www.numpy.org) arrays
* Standard Python lists (e.g. `[1, 2, 3]`)
[SPARK-1439, SPARK-1440] Generate unified Scaladoc across projects and Javadocs I used the sbt-unidoc plugin (https://github.com/sbt/sbt-unidoc) to create a unified Scaladoc of our public packages, and generate Javadocs as well. One limitation is that I haven't found an easy way to exclude packages in the Javadoc; there is a SBT task that identifies Java sources to run javadoc on, but it's been very difficult to modify it from outside to change what is set in the unidoc package. Some SBT-savvy people should help with this. The Javadoc site also lacks package-level descriptions and things like that, so we may want to look into that. We may decide not to post these right now if it's too limited compared to the Scala one. Example of the built doc site: http://people.csail.mit.edu/matei/spark-unified-docs/ Author: Matei Zaharia <matei@databricks.com> This patch had conflicts when merged, resolved by Committer: Patrick Wendell <pwendell@gmail.com> Closes #457 from mateiz/better-docs and squashes the following commits: a63d4a3 [Matei Zaharia] Skip Java/Scala API docs for Python package 5ea1f43 [Matei Zaharia] Fix links to Java classes in Java guide, fix some JS for scrolling to anchors on page load f05abc0 [Matei Zaharia] Don't include java.lang package names 995e992 [Matei Zaharia] Skip internal packages and class names with $ in JavaDoc a14a93c [Matei Zaharia] typo 76ce64d [Matei Zaharia] Add groups to Javadoc index page, and a first package-info.java ed6f994 [Matei Zaharia] Generate JavaDoc as well, add titles, update doc site to use unified docs acb993d [Matei Zaharia] Add Unidoc plugin for the projects we want Unidoced
2014-04-22 00:57:40 -04:00
* The MLlib [SparseVector](api/python/pyspark.mllib.linalg.SparseVector-class.html) class
[WIP] SPARK-1430: Support sparse data in Python MLlib This PR adds a SparseVector class in PySpark and updates all the regression, classification and clustering algorithms and models to support sparse data, similar to MLlib. I chose to add this class because SciPy is quite difficult to install in many environments (more so than NumPy), but I plan to add support for SciPy sparse vectors later too, and make the methods work transparently on objects of either type. On the Scala side, we keep Python sparse vectors sparse and pass them to MLlib. We always return dense vectors from our models. Some to-do items left: - [x] Support SciPy's scipy.sparse matrix objects when SciPy is available. We can easily add a function to convert these to our own SparseVector. - [x] MLlib currently uses a vector with one extra column on the left to represent what we call LabeledPoint in Scala. Do we really want this? It may get annoying once you deal with sparse data since you must add/subtract 1 to each feature index when training. We can remove this API in 1.0 and use tuples for labeling. - [x] Explain how to use these in the Python MLlib docs. CC @mengxr, @joshrosen Author: Matei Zaharia <matei@databricks.com> Closes #341 from mateiz/py-ml-update and squashes the following commits: d52e763 [Matei Zaharia] Remove no-longer-needed slice code and handle review comments ea5a25a [Matei Zaharia] Fix remaining uses of copyto() after merge b9f97a3 [Matei Zaharia] Fix test 1e1bd0f [Matei Zaharia] Add MLlib logistic regression example in Python 88bc01f [Matei Zaharia] Clean up inheritance of LinearModel in Python, and expose its parametrs 37ab747 [Matei Zaharia] Fix some examples and docs due to changes in MLlib API da0f27e [Matei Zaharia] Added a MLlib K-means example and updated docs to discuss sparse data c48e85a [Matei Zaharia] Added some tests for passing lists as input, and added mllib/tests.py to run-tests script. a07ba10 [Matei Zaharia] Fix some typos and calculation of initial weights 74eefe7 [Matei Zaharia] Added LabeledPoint class in Python 889dde8 [Matei Zaharia] Support scipy.sparse matrices in all our algorithms and models ab244d1 [Matei Zaharia] Allow SparseVectors to be initialized using a dict a5d6426 [Matei Zaharia] Add linalg.py to run-tests script 0e7a3d8 [Matei Zaharia] Keep vectors sparse in Java when reading LabeledPoints eaee759 [Matei Zaharia] Update regression, classification and clustering models for sparse data 2abbb44 [Matei Zaharia] Further work to get linear models working with sparse data 154f45d [Matei Zaharia] Update docs, name some magic values 881fef7 [Matei Zaharia] Added a sparse vector in Python and made Java-Python format more compact
2014-04-15 23:33:24 -04:00
* [SciPy sparse matrices](http://docs.scipy.org/doc/scipy/reference/sparse.html)
For efficiency, we recommend using NumPy arrays over lists, and using the
[CSC format](http://docs.scipy.org/doc/scipy/reference/generated/scipy.sparse.csc_matrix.html#scipy.sparse.csc_matrix)
for SciPy matrices, or MLlib's own SparseVector class.
Several other simple data types are used throughout the library, e.g. the LabeledPoint
[SPARK-1439, SPARK-1440] Generate unified Scaladoc across projects and Javadocs I used the sbt-unidoc plugin (https://github.com/sbt/sbt-unidoc) to create a unified Scaladoc of our public packages, and generate Javadocs as well. One limitation is that I haven't found an easy way to exclude packages in the Javadoc; there is a SBT task that identifies Java sources to run javadoc on, but it's been very difficult to modify it from outside to change what is set in the unidoc package. Some SBT-savvy people should help with this. The Javadoc site also lacks package-level descriptions and things like that, so we may want to look into that. We may decide not to post these right now if it's too limited compared to the Scala one. Example of the built doc site: http://people.csail.mit.edu/matei/spark-unified-docs/ Author: Matei Zaharia <matei@databricks.com> This patch had conflicts when merged, resolved by Committer: Patrick Wendell <pwendell@gmail.com> Closes #457 from mateiz/better-docs and squashes the following commits: a63d4a3 [Matei Zaharia] Skip Java/Scala API docs for Python package 5ea1f43 [Matei Zaharia] Fix links to Java classes in Java guide, fix some JS for scrolling to anchors on page load f05abc0 [Matei Zaharia] Don't include java.lang package names 995e992 [Matei Zaharia] Skip internal packages and class names with $ in JavaDoc a14a93c [Matei Zaharia] typo 76ce64d [Matei Zaharia] Add groups to Javadoc index page, and a first package-info.java ed6f994 [Matei Zaharia] Generate JavaDoc as well, add titles, update doc site to use unified docs acb993d [Matei Zaharia] Add Unidoc plugin for the projects we want Unidoced
2014-04-22 00:57:40 -04:00
class ([Java/Scala](api/scala/index.html#org.apache.spark.mllib.regression.LabeledPoint),
[Python](api/python/pyspark.mllib.regression.LabeledPoint-class.html)) for labeled data.
[WIP] SPARK-1430: Support sparse data in Python MLlib This PR adds a SparseVector class in PySpark and updates all the regression, classification and clustering algorithms and models to support sparse data, similar to MLlib. I chose to add this class because SciPy is quite difficult to install in many environments (more so than NumPy), but I plan to add support for SciPy sparse vectors later too, and make the methods work transparently on objects of either type. On the Scala side, we keep Python sparse vectors sparse and pass them to MLlib. We always return dense vectors from our models. Some to-do items left: - [x] Support SciPy's scipy.sparse matrix objects when SciPy is available. We can easily add a function to convert these to our own SparseVector. - [x] MLlib currently uses a vector with one extra column on the left to represent what we call LabeledPoint in Scala. Do we really want this? It may get annoying once you deal with sparse data since you must add/subtract 1 to each feature index when training. We can remove this API in 1.0 and use tuples for labeling. - [x] Explain how to use these in the Python MLlib docs. CC @mengxr, @joshrosen Author: Matei Zaharia <matei@databricks.com> Closes #341 from mateiz/py-ml-update and squashes the following commits: d52e763 [Matei Zaharia] Remove no-longer-needed slice code and handle review comments ea5a25a [Matei Zaharia] Fix remaining uses of copyto() after merge b9f97a3 [Matei Zaharia] Fix test 1e1bd0f [Matei Zaharia] Add MLlib logistic regression example in Python 88bc01f [Matei Zaharia] Clean up inheritance of LinearModel in Python, and expose its parametrs 37ab747 [Matei Zaharia] Fix some examples and docs due to changes in MLlib API da0f27e [Matei Zaharia] Added a MLlib K-means example and updated docs to discuss sparse data c48e85a [Matei Zaharia] Added some tests for passing lists as input, and added mllib/tests.py to run-tests script. a07ba10 [Matei Zaharia] Fix some typos and calculation of initial weights 74eefe7 [Matei Zaharia] Added LabeledPoint class in Python 889dde8 [Matei Zaharia] Support scipy.sparse matrices in all our algorithms and models ab244d1 [Matei Zaharia] Allow SparseVectors to be initialized using a dict a5d6426 [Matei Zaharia] Add linalg.py to run-tests script 0e7a3d8 [Matei Zaharia] Keep vectors sparse in Java when reading LabeledPoints eaee759 [Matei Zaharia] Update regression, classification and clustering models for sparse data 2abbb44 [Matei Zaharia] Further work to get linear models working with sparse data 154f45d [Matei Zaharia] Update docs, name some magic values 881fef7 [Matei Zaharia] Added a sparse vector in Python and made Java-Python format more compact
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# Dependencies
MLlib uses the [jblas](https://github.com/mikiobraun/jblas) linear algebra library, which itself
depends on native Fortran routines. You may need to install the
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[gfortran runtime library](https://github.com/mikiobraun/jblas/wiki/Missing-Libraries)
if it is not already present on your nodes. MLlib will throw a linking error if it cannot
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detect these libraries automatically.
To use MLlib in Python, you will need [NumPy](http://www.numpy.org) version 1.4 or newer.