[SPARK-7547] [ML] Scala Example code for ElasticNet

This is scala example code for both linear and logistic regression. Python and Java versions are to be added.

Author: DB Tsai <dbt@netflix.com>

Closes #6576 from dbtsai/elasticNetExample and squashes the following commits:

e7ca406 [DB Tsai] fix test
6bb6d77 [DB Tsai] fix suite and remove duplicated setMaxIter
136e0dd [DB Tsai] address feedback
1ec29d4 [DB Tsai] fix style
9462f5f [DB Tsai] add example

(cherry picked from commit a86b3e9b9b)
Signed-off-by: Joseph K. Bradley <joseph@databricks.com>

examples/src/main/scala/org/apache/spark/examples/ml/LinearRegressionExample.scala

@@ -0,0 +1,142 @@
+/*
+ * 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.
+ */
+
+package org.apache.spark.examples.ml
+
+import scala.collection.mutable
+import scala.language.reflectiveCalls
+
+import scopt.OptionParser
+
+import org.apache.spark.{SparkConf, SparkContext}
+import org.apache.spark.examples.mllib.AbstractParams
+import org.apache.spark.ml.{Pipeline, PipelineStage}
+import org.apache.spark.ml.regression.{LinearRegression, LinearRegressionModel}
+import org.apache.spark.sql.DataFrame
+
+/**
+ * An example runner for linear regression with elastic-net (mixing L1/L2) regularization.
+ * Run with
+ * {{{
+ * bin/run-example ml.LinearRegressionExample [options]
+ * }}}
+ * A synthetic dataset can be found at `data/mllib/sample_linear_regression_data.txt` which can be
+ * trained by
+ * {{{
+ * bin/run-example ml.LinearRegressionExample --regParam 0.15 --elasticNetParam 1.0 \
+ *   data/mllib/sample_linear_regression_data.txt
+ * }}}
+ * If you use it as a template to create your own app, please use `spark-submit` to submit your app.
+ */
+object LinearRegressionExample {
+
+  case class Params(
+      input: String = null,
+      testInput: String = "",
+      dataFormat: String = "libsvm",
+      regParam: Double = 0.0,
+      elasticNetParam: Double = 0.0,
+      maxIter: Int = 100,
+      tol: Double = 1E-6,
+      fracTest: Double = 0.2) extends AbstractParams[Params]
+
+  def main(args: Array[String]) {
+    val defaultParams = Params()
+
+    val parser = new OptionParser[Params]("LinearRegressionExample") {
+      head("LinearRegressionExample: an example Linear Regression with Elastic-Net app.")
+      opt[Double]("regParam")
+        .text(s"regularization parameter, default: ${defaultParams.regParam}")
+        .action((x, c) => c.copy(regParam = x))
+      opt[Double]("elasticNetParam")
+        .text(s"ElasticNet mixing parameter. For alpha = 0, the penalty is an L2 penalty. " +
+        s"For alpha = 1, it is an L1 penalty. For 0 < alpha < 1, the penalty is a combination of " +
+        s"L1 and L2, default: ${defaultParams.elasticNetParam}")
+        .action((x, c) => c.copy(elasticNetParam = x))
+      opt[Int]("maxIter")
+        .text(s"maximum number of iterations, default: ${defaultParams.maxIter}")
+        .action((x, c) => c.copy(maxIter = x))
+      opt[Double]("tol")
+        .text(s"the convergence tolerance of iterations, Smaller value will lead " +
+        s"to higher accuracy with the cost of more iterations, default: ${defaultParams.tol}")
+        .action((x, c) => c.copy(tol = x))
+      opt[Double]("fracTest")
+        .text(s"fraction of data to hold out for testing.  If given option testInput, " +
+        s"this option is ignored. default: ${defaultParams.fracTest}")
+        .action((x, c) => c.copy(fracTest = x))
+      opt[String]("testInput")
+        .text(s"input path to test dataset.  If given, option fracTest is ignored." +
+        s" default: ${defaultParams.testInput}")
+        .action((x, c) => c.copy(testInput = x))
+      opt[String]("dataFormat")
+        .text("data format: libsvm (default), dense (deprecated in Spark v1.1)")
+        .action((x, c) => c.copy(dataFormat = x))
+      arg[String]("<input>")
+        .text("input path to labeled examples")
+        .required()
+        .action((x, c) => c.copy(input = x))
+      checkConfig { params =>
+        if (params.fracTest < 0 || params.fracTest >= 1) {
+          failure(s"fracTest ${params.fracTest} value incorrect; should be in [0,1).")
+        } else {
+          success
+        }
+      }
+    }
+
+    parser.parse(args, defaultParams).map { params =>
+      run(params)
+    }.getOrElse {
+      sys.exit(1)
+    }
+  }
+
+  def run(params: Params) {
+    val conf = new SparkConf().setAppName(s"LinearRegressionExample with $params")
+    val sc = new SparkContext(conf)
+
+    println(s"LinearRegressionExample with parameters:\n$params")
+
+    // Load training and test data and cache it.
+    val (training: DataFrame, test: DataFrame) = DecisionTreeExample.loadDatasets(sc, params.input,
+      params.dataFormat, params.testInput, "regression", params.fracTest)
+
+    val lir = new LinearRegression()
+      .setFeaturesCol("features")
+      .setLabelCol("label")
+      .setRegParam(params.regParam)
+      .setElasticNetParam(params.elasticNetParam)
+      .setMaxIter(params.maxIter)
+      .setTol(params.tol)
+
+    // Train the model
+    val startTime = System.nanoTime()
+    val lirModel = lir.fit(training)
+    val elapsedTime = (System.nanoTime() - startTime) / 1e9
+    println(s"Training time: $elapsedTime seconds")
+
+    // Print the weights and intercept for linear regression.
+    println(s"Weights: ${lirModel.weights} Intercept: ${lirModel.intercept}")
+
+    println("Training data results:")
+    DecisionTreeExample.evaluateRegressionModel(lirModel, training, "label")
+    println("Test data results:")
+    DecisionTreeExample.evaluateRegressionModel(lirModel, test, "label")
+
+    sc.stop()
+  }
+}

examples/src/main/scala/org/apache/spark/examples/ml/LogisticRegressionExample.scala

@@ -0,0 +1,159 @@
+/*
+ * 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.
+ */
+
+package org.apache.spark.examples.ml
+
+import scala.collection.mutable
+import scala.language.reflectiveCalls
+
+import scopt.OptionParser
+
+import org.apache.spark.{SparkConf, SparkContext}
+import org.apache.spark.examples.mllib.AbstractParams
+import org.apache.spark.ml.{Pipeline, PipelineStage}
+import org.apache.spark.ml.classification.{LogisticRegression, LogisticRegressionModel}
+import org.apache.spark.ml.feature.StringIndexer
+import org.apache.spark.sql.DataFrame
+
+/**
+ * An example runner for logistic regression with elastic-net (mixing L1/L2) regularization.
+ * Run with
+ * {{{
+ * bin/run-example ml.LogisticRegressionExample [options]
+ * }}}
+ * A synthetic dataset can be found at `data/mllib/sample_libsvm_data.txt` which can be
+ * trained by
+ * {{{
+ * bin/run-example ml.LogisticRegressionExample --regParam 0.3 --elasticNetParam 0.8 \
+ *   data/mllib/sample_libsvm_data.txt
+ * }}}
+ * If you use it as a template to create your own app, please use `spark-submit` to submit your app.
+ */
+object LogisticRegressionExample {
+
+  case class Params(
+      input: String = null,
+      testInput: String = "",
+      dataFormat: String = "libsvm",
+      regParam: Double = 0.0,
+      elasticNetParam: Double = 0.0,
+      maxIter: Int = 100,
+      fitIntercept: Boolean = true,
+      tol: Double = 1E-6,
+      fracTest: Double = 0.2) extends AbstractParams[Params]
+
+  def main(args: Array[String]) {
+    val defaultParams = Params()
+
+    val parser = new OptionParser[Params]("LogisticRegressionExample") {
+      head("LogisticRegressionExample: an example Logistic Regression with Elastic-Net app.")
+      opt[Double]("regParam")
+        .text(s"regularization parameter, default: ${defaultParams.regParam}")
+        .action((x, c) => c.copy(regParam = x))
+      opt[Double]("elasticNetParam")
+        .text(s"ElasticNet mixing parameter. For alpha = 0, the penalty is an L2 penalty. " +
+        s"For alpha = 1, it is an L1 penalty. For 0 < alpha < 1, the penalty is a combination of " +
+        s"L1 and L2, default: ${defaultParams.elasticNetParam}")
+        .action((x, c) => c.copy(elasticNetParam = x))
+      opt[Int]("maxIter")
+        .text(s"maximum number of iterations, default: ${defaultParams.maxIter}")
+        .action((x, c) => c.copy(maxIter = x))
+      opt[Boolean]("fitIntercept")
+        .text(s"whether to fit an intercept term, default: ${defaultParams.fitIntercept}")
+        .action((x, c) => c.copy(fitIntercept = x))
+      opt[Double]("tol")
+        .text(s"the convergence tolerance of iterations, Smaller value will lead " +
+        s"to higher accuracy with the cost of more iterations, default: ${defaultParams.tol}")
+        .action((x, c) => c.copy(tol = x))
+      opt[Double]("fracTest")
+        .text(s"fraction of data to hold out for testing.  If given option testInput, " +
+        s"this option is ignored. default: ${defaultParams.fracTest}")
+        .action((x, c) => c.copy(fracTest = x))
+      opt[String]("testInput")
+        .text(s"input path to test dataset.  If given, option fracTest is ignored." +
+        s" default: ${defaultParams.testInput}")
+        .action((x, c) => c.copy(testInput = x))
+      opt[String]("dataFormat")
+        .text("data format: libsvm (default), dense (deprecated in Spark v1.1)")
+        .action((x, c) => c.copy(dataFormat = x))
+      arg[String]("<input>")
+        .text("input path to labeled examples")
+        .required()
+        .action((x, c) => c.copy(input = x))
+      checkConfig { params =>
+        if (params.fracTest < 0 || params.fracTest >= 1) {
+          failure(s"fracTest ${params.fracTest} value incorrect; should be in [0,1).")
+        } else {
+          success
+        }
+      }
+    }
+
+    parser.parse(args, defaultParams).map { params =>
+      run(params)
+    }.getOrElse {
+      sys.exit(1)
+    }
+  }
+
+  def run(params: Params) {
+    val conf = new SparkConf().setAppName(s"LogisticRegressionExample with $params")
+    val sc = new SparkContext(conf)
+
+    println(s"LogisticRegressionExample with parameters:\n$params")
+
+    // Load training and test data and cache it.
+    val (training: DataFrame, test: DataFrame) = DecisionTreeExample.loadDatasets(sc, params.input,
+      params.dataFormat, params.testInput, "classification", params.fracTest)
+
+    // Set up Pipeline
+    val stages = new mutable.ArrayBuffer[PipelineStage]()
+
+    val labelIndexer = new StringIndexer()
+      .setInputCol("labelString")
+      .setOutputCol("indexedLabel")
+    stages += labelIndexer
+
+    val lor = new LogisticRegression()
+      .setFeaturesCol("features")
+      .setLabelCol("indexedLabel")
+      .setRegParam(params.regParam)
+      .setElasticNetParam(params.elasticNetParam)
+      .setMaxIter(params.maxIter)
+      .setTol(params.tol)
+
+    stages += lor
+    val pipeline = new Pipeline().setStages(stages.toArray)
+
+    // Fit the Pipeline
+    val startTime = System.nanoTime()
+    val pipelineModel = pipeline.fit(training)
+    val elapsedTime = (System.nanoTime() - startTime) / 1e9
+    println(s"Training time: $elapsedTime seconds")
+
+    val lirModel = pipelineModel.stages.last.asInstanceOf[LogisticRegressionModel]
+    // Print the weights and intercept for logistic regression.
+    println(s"Weights: ${lirModel.weights} Intercept: ${lirModel.intercept}")
+
+    println("Training data results:")
+    DecisionTreeExample.evaluateClassificationModel(pipelineModel, training, "indexedLabel")
+    println("Test data results:")
+    DecisionTreeExample.evaluateClassificationModel(pipelineModel, test, "indexedLabel")
+
+    sc.stop()
+  }
+}

mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala

@@ -74,7 +74,7 @@ class LogisticRegression(override val uid: String)
   setDefault(elasticNetParam -> 0.0)
 
   /**
-   * Set the maximal number of iterations.
+   * Set the maximum number of iterations.
    * Default is 100.
    * @group setParam
    */
@@ -90,7 +90,11 @@ class LogisticRegression(override val uid: String)
   def setTol(value: Double): this.type = set(tol, value)
   setDefault(tol -> 1E-6)
 
-  /** @group setParam */
+  /**
+   * Whether to fit an intercept term.
+   * Default is true.
+   * @group setParam
+   * */
   def setFitIntercept(value: Boolean): this.type = set(fitIntercept, value)
   setDefault(fitIntercept -> true)
 

mllib/src/main/scala/org/apache/spark/ml/param/shared/SharedParamsCodeGen.scala

@@ -33,7 +33,7 @@ private[shared] object SharedParamsCodeGen {
     val params = Seq(
       ParamDesc[Double]("regParam", "regularization parameter (>= 0)",
         isValid = "ParamValidators.gtEq(0)"),
-      ParamDesc[Int]("maxIter", "max number of iterations (>= 0)",
+      ParamDesc[Int]("maxIter", "maximum number of iterations (>= 0)",
         isValid = "ParamValidators.gtEq(0)"),
       ParamDesc[String]("featuresCol", "features column name", Some("\"features\"")),
       ParamDesc[String]("labelCol", "label column name", Some("\"label\"")),

mllib/src/main/scala/org/apache/spark/ml/param/shared/sharedParams.scala

@@ -45,10 +45,10 @@ private[ml] trait HasRegParam extends Params {
 private[ml] trait HasMaxIter extends Params {
 
   /**
-   * Param for max number of iterations (>= 0).
+   * Param for maximum number of iterations (>= 0).
    * @group param
    */
-  final val maxIter: IntParam = new IntParam(this, "maxIter", "max number of iterations (>= 0)", ParamValidators.gtEq(0))
+  final val maxIter: IntParam = new IntParam(this, "maxIter", "maximum number of iterations (>= 0)", ParamValidators.gtEq(0))
 
   /** @group getParam */
   final def getMaxIter: Int = $(maxIter)

mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala

@@ -83,7 +83,7 @@ class LinearRegression(override val uid: String)
   setDefault(elasticNetParam -> 0.0)
 
   /**
-   * Set the maximal number of iterations.
+   * Set the maximum number of iterations.
    * Default is 100.
    * @group setParam
    */

mllib/src/test/scala/org/apache/spark/ml/param/ParamsSuite.scala

@@ -27,7 +27,7 @@ class ParamsSuite extends FunSuite {
     import solver.{maxIter, inputCol}
 
     assert(maxIter.name === "maxIter")
-    assert(maxIter.doc === "max number of iterations (>= 0)")
+    assert(maxIter.doc === "maximum number of iterations (>= 0)")
     assert(maxIter.parent === uid)
     assert(maxIter.toString === s"${uid}__maxIter")
     assert(!maxIter.isValid(-1))
@@ -36,7 +36,7 @@ class ParamsSuite extends FunSuite {
 
     solver.setMaxIter(5)
     assert(solver.explainParam(maxIter) ===
-      "maxIter: max number of iterations (>= 0) (default: 10, current: 5)")
+      "maxIter: maximum number of iterations (>= 0) (default: 10, current: 5)")
 
     assert(inputCol.toString === s"${uid}__inputCol")
 
@@ -120,7 +120,7 @@ class ParamsSuite extends FunSuite {
     intercept[NoSuchElementException](solver.getInputCol)
 
     assert(solver.explainParam(maxIter) ===
-      "maxIter: max number of iterations (>= 0) (default: 10, current: 100)")
+      "maxIter: maximum number of iterations (>= 0) (default: 10, current: 100)")
     assert(solver.explainParams() ===
       Seq(inputCol, maxIter).map(solver.explainParam).mkString("\n"))