Author: Sandeep <sandeep@techaddict.me>
Closes#503 from techaddict/fix-79 and squashes the following commits:
e3f6746 [Sandeep] Style changes
07a4f6b [Sandeep] for loop to While loop
0a6d8e9 [Sandeep] Breakable for loop to While loop
ALS was using HashPartitioner and explicit uses of `%` together. Further, the naked use of `%` meant that, if the number of partitions corresponded with the stride of arithmetic progressions appearing in user and product ids, users and products could be mapped into buckets in an unfair or unwise way.
This pull request:
1) Makes the Partitioner an instance variable of ALS.
2) Replaces the direct uses of `%` with calls to a Partitioner.
3) Defines an anonymous Partitioner that scrambles the bits of the object's hashCode before reducing to the number of present buckets.
This pull request does not make the partitioner user-configurable.
I'm not all that happy about the way I did (1). It introduces an icky lifetime issue and dances around it by nulling something. However, I don't know a better way to make the partitioner visible everywhere it needs to be visible.
Author: Tor Myklebust <tmyklebu@gmail.com>
Closes#407 from tmyklebu/master and squashes the following commits:
dcf583a [Tor Myklebust] Remove the partitioner member variable; instead, thread that needle everywhere it needs to go.
23d6f91 [Tor Myklebust] Stop making the partitioner configurable.
495784f [Tor Myklebust] Merge branch 'master' of https://github.com/apache/spark
674933a [Tor Myklebust] Fix style.
40edc23 [Tor Myklebust] Fix missing space.
f841345 [Tor Myklebust] Fix daft bug creating 'pairs', also for -> foreach.
5ec9e6c [Tor Myklebust] Clean a couple of things up using 'map'.
36a0f43 [Tor Myklebust] Make the partitioner private.
d872b09 [Tor Myklebust] Add negative id ALS test.
df27697 [Tor Myklebust] Support custom partitioners. Currently we use the same partitioner for users and products.
c90b6d8 [Tor Myklebust] Scramble user and product ids before bucketing.
c774d7d [Tor Myklebust] Make the partitioner a member variable and use it instead of modding directly.
... so that we don't follow an unspoken set of forbidden rules for adding **@AlphaComponent**, **@DeveloperApi**, and **@Experimental** annotations in the code.
In addition, this PR
(1) removes unnecessary `:: * ::` tags,
(2) adds missing `:: * ::` tags, and
(3) removes annotations for internal APIs.
Author: Andrew Or <andrewor14@gmail.com>
Closes#470 from andrewor14/annotations-fix and squashes the following commits:
92a7f42 [Andrew Or] Document + fix annotation usages
`new DoubleMatrix(double[])` creates a garbage `double[]` of the same length as its argument and immediately throws it away. This pull request avoids that constructor in the ALS code.
Author: Tor Myklebust <tmyklebu@gmail.com>
Closes#442 from tmyklebu/foo2 and squashes the following commits:
2784fc5 [Tor Myklebust] Mention that this is probably fixed as of jblas 1.2.4; repunctuate.
a09904f [Tor Myklebust] Helper function for wrapping Array[Double]'s with DoubleMatrix's.
Per discussion, this is my suggestion to make ALS Rating, ClassificationModel, RegressionModel experimental for now, to reserve the right to possibly change after 1.0. See what you think of this much.
Author: Sean Owen <sowen@cloudera.com>
Closes#372 from srowen/SPARK-1357Addendum and squashes the following commits:
17cf1ea [Sean Owen] Remove (another) blank line after ":: Experimental ::"
6800e4c [Sean Owen] Remove blank line after ":: Experimental ::"
b3a88d2 [Sean Owen] Make ALS Rating, ClassificationModel, RegressionModel experimental for now, to reserve the right to possibly change after 1.0
https://issues.apache.org/jira/browse/SPARK-1483
From the original JIRA: " The parameter name is part of the public API in Scala and Python, since you can pass named parameters to a method, so we should name it to this more descriptive term. Everywhere else we refer to "splits" as partitions." - @mateiz
Author: CodingCat <zhunansjtu@gmail.com>
Closes#430 from CodingCat/SPARK-1483 and squashes the following commits:
4b60541 [CodingCat] deprecate defaultMinSplits
ba2c663 [CodingCat] Rename minSplits to minPartitions in public APIs
Author: Holden Karau <holden@pigscanfly.ca>
Closes#18 from holdenk/addkfoldcrossvalidation and squashes the following commits:
208db9b [Holden Karau] Fix a bad space
e84f2fc [Holden Karau] Fix the test, we should be looking at the second element instead
6ddbf05 [Holden Karau] swap training and validation order
7157ae9 [Holden Karau] CR feedback
90896c7 [Holden Karau] New line
150889c [Holden Karau] Fix up error messages in the MLUtilsSuite
2cb90b3 [Holden Karau] Fix the names in kFold
c702a96 [Holden Karau] Fix imports in MLUtils
e187e35 [Holden Karau] Move { up to same line as whenExecuting(random) in RandomSamplerSuite.scala
c5b723f [Holden Karau] clean up
7ebe4d5 [Holden Karau] CR feedback, remove unecessary learners (came back during merge mistake) and insert an empty line
bb5fa56 [Holden Karau] extra line sadness
163c5b1 [Holden Karau] code review feedback 1.to -> 1 to and folds -> numFolds
5a33f1d [Holden Karau] Code review follow up.
e8741a7 [Holden Karau] CR feedback
b78804e [Holden Karau] Remove cross validation [TODO in another pull request]
91eae64 [Holden Karau] Consolidate things in mlutils
264502a [Holden Karau] Add a test for the bug that was found with BernoulliSampler not copying the complement param
dd0b737 [Holden Karau] Wrap long lines (oops)
c0b7fa4 [Holden Karau] Switch FoldedRDD to use BernoulliSampler and PartitionwiseSampledRDD
08f8e4d [Holden Karau] Fix BernoulliSampler to respect complement
a751ec6 [Holden Karau] Add k-fold cross validation to 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
Added documentation for user to use the decision tree algorithms for classification and regression in Spark 1.0 release.
Apart from a general review, I need specific input on the following:
* I had to move a lot of the existing documentation under the *linear methods* umbrella to accommodate decision trees. I wonder if there is a better way to organize the programming guide given we are so close to the release.
* I have not looked closely at pyspark but I am wondering new mllib algorithms are automatically plugged in or do we need to some extra work to call mllib functions from pyspark. I will add to the pyspark examples based upon the advice I get.
cc: @mengxr, @hirakendu, @etrain, @atalwalkar
Author: Manish Amde <manish9ue@gmail.com>
Closes#402 from manishamde/tree_doc and squashes the following commits:
022485a [Manish Amde] more documentation
865826e [Manish Amde] minor: grammar
dbb0e5e [Manish Amde] minor improvements to text
b9ef6c4 [Manish Amde] basic decision tree code examples
6e297d7 [Manish Amde] added subsections
f427e84 [Manish Amde] renaming sections
9c0c4be [Manish Amde] split candidate
6925275 [Manish Amde] impurity and information gain
94fd2f9 [Manish Amde] more reorg
b93125c [Manish Amde] more subsection reorg
3ecb2ad [Manish Amde] minor text addition
1537dd3 [Manish Amde] added placeholders and some doc
d06511d [Manish Amde] basic skeleton
This PR uses Breeze's L-BFGS implement, and Breeze dependency has already been introduced by Xiangrui's sparse input format work in SPARK-1212. Nice work, @mengxr !
When use with regularized updater, we need compute the regVal and regGradient (the gradient of regularized part in the cost function), and in the currently updater design, we can compute those two values by the following way.
Let's review how updater works when returning newWeights given the input parameters.
w' = w - thisIterStepSize * (gradient + regGradient(w)) Note that regGradient is function of w!
If we set gradient = 0, thisIterStepSize = 1, then
regGradient(w) = w - w'
As a result, for regVal, it can be computed by
val regVal = updater.compute(
weights,
new DoubleMatrix(initialWeights.length, 1), 0, 1, regParam)._2
and for regGradient, it can be obtained by
val regGradient = weights.sub(
updater.compute(weights, new DoubleMatrix(initialWeights.length, 1), 1, 1, regParam)._1)
The PR includes the tests which compare the result with SGD with/without regularization.
We did a comparison between LBFGS and SGD, and often we saw 10x less
steps in LBFGS while the cost of per step is the same (just computing
the gradient).
The following is the paper by Prof. Ng at Stanford comparing different
optimizers including LBFGS and SGD. They use them in the context of
deep learning, but worth as reference.
http://cs.stanford.edu/~jngiam/papers/LeNgiamCoatesLahiriProchnowNg2011.pdf
Author: DB Tsai <dbtsai@alpinenow.com>
Closes#353 from dbtsai/dbtsai-LBFGS and squashes the following commits:
984b18e [DB Tsai] L-BFGS Optimizer based on Breeze's implementation. Also fixed indentation issue in GradientDescent optimizer.
For your consideration: scalac currently notes a number of feature warnings during compilation:
```
[warn] there were 65 feature warning(s); re-run with -feature for details
```
Warnings are like:
```
[warn] /Users/srowen/Documents/spark/core/src/main/scala/org/apache/spark/SparkContext.scala:1261: implicit conversion method rddToPairRDDFunctions should be enabled
[warn] by making the implicit value scala.language.implicitConversions visible.
[warn] This can be achieved by adding the import clause 'import scala.language.implicitConversions'
[warn] or by setting the compiler option -language:implicitConversions.
[warn] See the Scala docs for value scala.language.implicitConversions for a discussion
[warn] why the feature should be explicitly enabled.
[warn] implicit def rddToPairRDDFunctions[K: ClassTag, V: ClassTag](rdd: RDD[(K, V)]) =
[warn] ^
```
scalac is suggesting that it's just best practice to explicitly enable certain language features by importing them where used.
This PR simply adds the imports it suggests (and squashes one other Java warning along the way). This leaves just deprecation warnings in the build.
Author: Sean Owen <sowen@cloudera.com>
Closes#404 from srowen/SPARK-1488 and squashes the following commits:
8598980 [Sean Owen] Quiet scalac warnings about language features by explicitly importing language features.
39bc831 [Sean Owen] Enable -feature in scalac to emit language feature warnings
As with the new vector system in MLlib, we find that it is good to add some new APIs to precess the `RDD[Vector]`. Beside, the former implementation of `computeStat` is not stable which could loss precision, and has the possibility to cause `Nan` in scientific computing, just as said in the [SPARK-1328](https://spark-project.atlassian.net/browse/SPARK-1328).
APIs contain:
* rowMeans(): RDD[Double]
* rowNorm2(): RDD[Double]
* rowSDs(): RDD[Double]
* colMeans(): Vector
* colMeans(size: Int): Vector
* colNorm2(): Vector
* colNorm2(size: Int): Vector
* colSDs(): Vector
* colSDs(size: Int): Vector
* maxOption((Vector, Vector) => Boolean): Option[Vector]
* minOption((Vector, Vector) => Boolean): Option[Vector]
* rowShrink(): RDD[Vector]
* colShrink(): RDD[Vector]
This is working in process now, and some more APIs will add to `LabeledPoint`. Moreover, the implicit declaration will move from `MLUtils` to `MLContext` later.
Author: Xusen Yin <yinxusen@gmail.com>
Author: Xiangrui Meng <meng@databricks.com>
Closes#268 from yinxusen/vector-statistics and squashes the following commits:
d61363f [Xusen Yin] rebase to latest master
16ae684 [Xusen Yin] fix minor error and remove useless method
10cf5d3 [Xusen Yin] refine some return type
b064714 [Xusen Yin] remove computeStat in MLUtils
cbbefdb [Xiangrui Meng] update multivariate statistical summary interface and clean tests
4eaf28a [Xusen Yin] merge VectorRDDStatistics into RowMatrix
48ee053 [Xusen Yin] fix minor error
e624f93 [Xusen Yin] fix scala style error
1fba230 [Xusen Yin] merge while loop together
69e1f37 [Xusen Yin] remove lazy eval, and minor memory footprint
548e9de [Xusen Yin] minor revision
86522c4 [Xusen Yin] add comments on functions
dc77e38 [Xusen Yin] test sparse vector RDD
18cf072 [Xusen Yin] change def to lazy val to make sure that the computations in function be evaluated only once
f7a3ca2 [Xusen Yin] fix the corner case of maxmin
967d041 [Xusen Yin] full revision with Aggregator class
138300c [Xusen Yin] add new Aggregator class
1376ff4 [Xusen Yin] rename variables and adjust code
4a5c38d [Xusen Yin] add scala doc, refine code and comments
036b7a5 [Xusen Yin] fix the bug of Nan occur
f6e8e9a [Xusen Yin] add sparse vectors test
4cfbadf [Xusen Yin] fix bug of min max
4e4fbd1 [Xusen Yin] separate seqop and combop out as independent functions
a6d5a2e [Xusen Yin] rewrite for only computing non-zero elements
3980287 [Xusen Yin] rename variables
62a2c3e [Xusen Yin] use axpy and in-place if possible
9a75ebd [Xusen Yin] add case class to wrap return values
d816ac7 [Xusen Yin] remove useless APIs
c4651bb [Xusen Yin] remove row-wise APIs and refine code
1338ea1 [Xusen Yin] all-in-one version test passed
cc65810 [Xusen Yin] add parallel mean and variance
9af2e95 [Xusen Yin] refine the code style
ad6c82d [Xusen Yin] add shrink test
e09d5d2 [Xusen Yin] add scala docs and refine shrink method
8ef3377 [Xusen Yin] pass all tests
28cf060 [Xusen Yin] fix error of column means
54b19ab [Xusen Yin] add new API to shrink RDD[Vector]
8c6c0e1 [Xusen Yin] add basic statistics
This PR implements a generic version of `AreaUnderCurve` using the `RDD.sliding` implementation from https://github.com/apache/spark/pull/136 . It also contains refactoring of https://github.com/apache/spark/pull/160 for binary classification evaluation.
Author: Xiangrui Meng <meng@databricks.com>
Closes#364 from mengxr/auc and squashes the following commits:
a05941d [Xiangrui Meng] replace TP/FP/TN/FN by their full names
3f42e98 [Xiangrui Meng] add (0, 0), (1, 1) to roc, and (0, 1) to pr
fb4b6d2 [Xiangrui Meng] rename Evaluator to Metrics and add more metrics
b1b7dab [Xiangrui Meng] fix code styles
9dc3518 [Xiangrui Meng] add tests for BinaryClassificationEvaluator
ca31da5 [Xiangrui Meng] remove PredictionAndResponse
3d71525 [Xiangrui Meng] move binary evalution classes to evaluation.binary
8f78958 [Xiangrui Meng] add PredictionAndResponse
dda82d5 [Xiangrui Meng] add confusion matrix
aa7e278 [Xiangrui Meng] add initial version of binary classification evaluator
221ebce [Xiangrui Meng] add a new test to sliding
a920865 [Xiangrui Meng] Merge branch 'sliding' into auc
a9b250a [Xiangrui Meng] move sliding to mllib
cab9a52 [Xiangrui Meng] use last for the last element
db6cb30 [Xiangrui Meng] remove unnecessary toSeq
9916202 [Xiangrui Meng] change RDD.sliding return type to RDD[Seq[T]]
284d991 [Xiangrui Meng] change SlidedRDD to SlidingRDD
c1c6c22 [Xiangrui Meng] add AreaUnderCurve
65461b2 [Xiangrui Meng] Merge branch 'sliding' into auc
5ee6001 [Xiangrui Meng] add TODO
d2a600d [Xiangrui Meng] add sliding to rdd
stack these together in a commit else they show up chunk by chunk in different commits.
Author: Sandeep <sandeep@techaddict.me>
Closes#380 from techaddict/white_space and squashes the following commits:
b58f294 [Sandeep] Remove Unnecessary Whitespace's
Remove empty line after :: DeveloperApi/Experimental :: in comments to make the original doc show up in the preview of the generated html docs. Thanks @andrewor14 !
Author: Xiangrui Meng <meng@databricks.com>
Closes#373 from mengxr/api and squashes the following commits:
9c35bdc [Xiangrui Meng] remove the empty line after :: DeveloperApi/Experimental ::
Annotate developer and experimental APIs in MLlib.
Author: Xiangrui Meng <meng@databricks.com>
Closes#298 from mengxr/api and squashes the following commits:
13390e8 [Xiangrui Meng] Merge branch 'master' into api
dc4cbb3 [Xiangrui Meng] mark distribute matrices experimental
6b9f8e2 [Xiangrui Meng] add Experimental annotation
8773d0d [Xiangrui Meng] add DeveloperApi annotation
da31733 [Xiangrui Meng] update developer and experimental tags
555e0fe [Xiangrui Meng] Merge branch 'master' into api
ef1a717 [Xiangrui Meng] mark some constructors private add default parameters to JavaDoc
00ffbcc [Xiangrui Meng] update tree API annotation
0b674fa [Xiangrui Meng] mark decision tree APIs
86b9e34 [Xiangrui Meng] one pass over APIs of GLMs, NaiveBayes, and ALS
f21d862 [Xiangrui Meng] Merge branch 'master' into api
2b133d6 [Xiangrui Meng] intial annotation of developer and experimental apis
This is to refactor interfaces for matrices backed by RDDs. It would be better if we have a clear separation of local matrices and those backed by RDDs. Right now, we have
1. `org.apache.spark.mllib.linalg.SparseMatrix`, which is a wrapper over an RDD of matrix entries, i.e., coordinate list format.
2. `org.apache.spark.mllib.linalg.TallSkinnyDenseMatrix`, which is a wrapper over RDD[Array[Double]], i.e. row-oriented format.
We will see naming collision when we introduce local `SparseMatrix`, and the name `TallSkinnyDenseMatrix` is not exact if we switch to `RDD[Vector]` from `RDD[Array[Double]]`. It would be better to have "RDD" in the class name to suggest that operations may trigger jobs.
The proposed names are (all under `org.apache.spark.mllib.linalg.rdd`):
1. `RDDMatrix`: trait for matrices backed by one or more RDDs
2. `CoordinateRDDMatrix`: wrapper of `RDD[(Long, Long, Double)]`
3. `RowRDDMatrix`: wrapper of `RDD[Vector]` whose rows do not have special ordering
4. `IndexedRowRDDMatrix`: wrapper of `RDD[(Long, Vector)]` whose rows are associated with indices
The current code also introduces local matrices.
Author: Xiangrui Meng <meng@databricks.com>
Closes#296 from mengxr/mat and squashes the following commits:
24d8294 [Xiangrui Meng] fix for groupBy returning Iterable
bfc2b26 [Xiangrui Meng] merge master
8e4f1f5 [Xiangrui Meng] Merge branch 'master' into mat
0135193 [Xiangrui Meng] address Reza's comments
03cd7e1 [Xiangrui Meng] add pca/gram to IndexedRowMatrix add toBreeze to DistributedMatrix for test simplify tests
b177ff1 [Xiangrui Meng] address Matei's comments
be119fe [Xiangrui Meng] rename m/n to numRows/numCols for local matrix add tests for matrices
b881506 [Xiangrui Meng] rename SparkPCA/SVD to TallSkinnyPCA/SVD
e7d0d4a [Xiangrui Meng] move IndexedRDDMatrixRow to IndexedRowRDDMatrix
0d1491c [Xiangrui Meng] fix test errors
a85262a [Xiangrui Meng] rename RDDMatrixRow to IndexedRDDMatrixRow
b8b6ac3 [Xiangrui Meng] Remove old code
4cf679c [Xiangrui Meng] port pca to RowRDDMatrix, and add multiply and covariance
7836e2f [Xiangrui Meng] initial refactoring of matrices backed by RDDs
This is a patch to address @mateiz 's comment in https://github.com/apache/spark/pull/245
MLUtils#loadLibSVMData uses an anonymous function for the label parser. Java users won't like it. So I make a trait for LabelParser and provide two implementations: binary and multiclass.
Author: Xiangrui Meng <meng@databricks.com>
Closes#345 from mengxr/label-parser and squashes the following commits:
ac44409 [Xiangrui Meng] use singleton objects for label parsers
3b1a7c6 [Xiangrui Meng] add tests for label parsers
c2e571c [Xiangrui Meng] rename LabelParser.apply to LabelParser.parse use extends for singleton
11c94e0 [Xiangrui Meng] add return types
7f8eb36 [Xiangrui Meng] change labelParser from annoymous function to trait
Author: Holden Karau <holden@pigscanfly.ca>
Closes#242 from holdenk/spark-1320-cogroupandgroupshouldpassiterator and squashes the following commits:
f289536 [Holden Karau] Fix bad merge, should have been Iterable rather than Iterator
77048f8 [Holden Karau] Fix merge up to master
d3fe909 [Holden Karau] use toSeq instead
7a092a3 [Holden Karau] switch resultitr to resultiterable
eb06216 [Holden Karau] maybe I should have had a coffee first. use correct import for guava iterables
c5075aa [Holden Karau] If guava 14 had iterables
2d06e10 [Holden Karau] Fix Java 8 cogroup tests for the new API
11e730c [Holden Karau] Fix streaming tests
66b583d [Holden Karau] Fix the core test suite to compile
4ed579b [Holden Karau] Refactor from iterator to iterable
d052c07 [Holden Karau] Python tests now pass with iterator pandas
3bcd81d [Holden Karau] Revert "Try and make pickling list iterators work"
cd1e81c [Holden Karau] Try and make pickling list iterators work
c60233a [Holden Karau] Start investigating moving to iterators for python API like the Java/Scala one. tl;dr: We will have to write our own iterator since the default one doesn't pickle well
88a5cef [Holden Karau] Fix cogroup test in JavaAPISuite for streaming
a5ee714 [Holden Karau] oops, was checking wrong iterator
e687f21 [Holden Karau] Fix groupbykey test in JavaAPISuite of streaming
ec8cc3e [Holden Karau] Fix test issues\!
4b0eeb9 [Holden Karau] Switch cast in PairDStreamFunctions
fa395c9 [Holden Karau] Revert "Add a join based on the problem in SVD"
ec99e32 [Holden Karau] Revert "Revert this but for now put things in list pandas"
b692868 [Holden Karau] Revert
7e533f7 [Holden Karau] Fix the bug
8a5153a [Holden Karau] Revert me, but we have some stuff to debug
b4e86a9 [Holden Karau] Add a join based on the problem in SVD
c4510e2 [Holden Karau] Revert this but for now put things in list pandas
b4e0b1d [Holden Karau] Fix style issues
71e8b9f [Holden Karau] I really need to stop calling size on iterators, it is the path of sadness.
b1ae51a [Holden Karau] Fix some of the types in the streaming JavaAPI suite. Probably still needs more work
37888ec [Holden Karau] core/tests now pass
249abde [Holden Karau] org.apache.spark.rdd.PairRDDFunctionsSuite passes
6698186 [Holden Karau] Revert "I think this might be a bad rabbit hole. Started work to make CoGroupedRDD use iterator and then went crazy"
fe992fe [Holden Karau] hmmm try and fix up basic operation suite
172705c [Holden Karau] Fix Java API suite
caafa63 [Holden Karau] I think this might be a bad rabbit hole. Started work to make CoGroupedRDD use iterator and then went crazy
88b3329 [Holden Karau] Fix groupbykey to actually give back an iterator
4991af6 [Holden Karau] Fix some tests
be50246 [Holden Karau] Calling size on an iterator is not so good if we want to use it after
687ffbc [Holden Karau] This is the it compiles point of replacing Seq with Iterator and JList with JIterator in the groupby and cogroup signatures
Another handful of small build changes to organize and standardize a bit, and avoid warnings:
- Update Maven plugin versions for good measure
- Since plugins need maven 3.0.4 already, require it explicitly (<3.0.4 had some bugs anyway)
- Use variables to define versions across dependencies where they should move in lock step
- ... and make this consistent between Maven/SBT
OK, I also updated the JIRA URL while I was at it here.
Author: Sean Owen <sowen@cloudera.com>
Closes#291 from srowen/SPARK-1387 and squashes the following commits:
461eca1 [Sean Owen] Couldn't resist also updating JIRA location to new one
c2d5cc5 [Sean Owen] Update plugins and Maven version; use variables consistently across Maven/SBT to define dependency versions that should stay in step.
In PR https://github.com/apache/spark/pull/117, we added dense/sparse vector data model and updated KMeans to support sparse input. This PR is to replace all other `Array[Double]` usage by `Vector` in generalized linear models (GLMs) and Naive Bayes. Major changes:
1. `LabeledPoint` becomes `LabeledPoint(Double, Vector)`.
2. Methods that accept `RDD[Array[Double]]` now accept `RDD[Vector]`. We cannot support both in an elegant way because of type erasure.
3. Mark 'createModel' and 'predictPoint' protected because they are not for end users.
4. Add libSVMFile to MLContext.
5. NaiveBayes can accept arbitrary labels (introducing a breaking change to Python's `NaiveBayesModel`).
6. Gradient computation no longer creates temp vectors.
7. Column normalization and centering are removed from Lasso and Ridge because the operation will densify the data. Simple feature transformation can be done before training.
TODO:
1. ~~Use axpy when possible.~~
2. ~~Optimize Naive Bayes.~~
Author: Xiangrui Meng <meng@databricks.com>
Closes#245 from mengxr/vector and squashes the following commits:
eb6e793 [Xiangrui Meng] move libSVMFile to MLUtils and rename to loadLibSVMData
c26c4fc [Xiangrui Meng] update DecisionTree to use RDD[Vector]
11999c7 [Xiangrui Meng] Merge branch 'master' into vector
f7da54b [Xiangrui Meng] add minSplits to libSVMFile
da25e24 [Xiangrui Meng] revert the change to default addIntercept because it might change the behavior of existing code without warning
493f26f [Xiangrui Meng] Merge branch 'master' into vector
7c1bc01 [Xiangrui Meng] add a TODO to NB
b9b7ef7 [Xiangrui Meng] change default value of addIntercept to false
b01df54 [Xiangrui Meng] allow to change or clear threshold in LR and SVM
4addc50 [Xiangrui Meng] merge master
4ca5b1b [Xiangrui Meng] remove normalization from Lasso and update tests
f04fe8a [Xiangrui Meng] remove normalization from RidgeRegression and update tests
d088552 [Xiangrui Meng] use static constructor for MLContext
6f59eed [Xiangrui Meng] update libSVMFile to determine number of features automatically
3432e84 [Xiangrui Meng] update NaiveBayes to support sparse data
0f8759b [Xiangrui Meng] minor updates to NB
b11659c [Xiangrui Meng] style update
78c4671 [Xiangrui Meng] add libSVMFile to MLContext
f0fe616 [Xiangrui Meng] add a test for sparse linear regression
44733e1 [Xiangrui Meng] use in-place gradient computation
e981396 [Xiangrui Meng] use axpy in Updater
db808a1 [Xiangrui Meng] update JavaLR example
befa592 [Xiangrui Meng] passed scala/java tests
75c83a4 [Xiangrui Meng] passed test compile
1859701 [Xiangrui Meng] passed compile
834ada2 [Xiangrui Meng] optimized MLUtils.computeStats update some ml algorithms to use Vector (cont.)
135ab72 [Xiangrui Meng] merge glm
0e57aa4 [Xiangrui Meng] update Lasso and RidgeRegression to parse the weights correctly from GLM mark createModel protected mark predictPoint protected
d7f629f [Xiangrui Meng] fix a bug in GLM when intercept is not used
3f346ba [Xiangrui Meng] update some ml algorithms to use Vector
Joint work with @hirakendu, @etrain, @atalwalkar and @harsha2010.
Key features:
+ Supports binary classification and regression
+ Supports gini, entropy and variance for information gain calculation
+ Supports both continuous and categorical features
The algorithm has gone through several development iterations over the last few months leading to a highly optimized implementation. Optimizations include:
1. Level-wise training to reduce passes over the entire dataset.
2. Bin-wise split calculation to reduce computation overhead.
3. Aggregation over partitions before combining to reduce communication overhead.
Author: Manish Amde <manish9ue@gmail.com>
Author: manishamde <manish9ue@gmail.com>
Author: Xiangrui Meng <meng@databricks.com>
Closes#79 from manishamde/tree and squashes the following commits:
1e8c704 [Manish Amde] remove numBins field in the Strategy class
7d54b4f [manishamde] Merge pull request #4 from mengxr/dtree
f536ae9 [Xiangrui Meng] another pass on code style
e1dd86f [Manish Amde] implementing code style suggestions
62dc723 [Manish Amde] updating javadoc and converting helper methods to package private to allow unit testing
201702f [Manish Amde] making some more methods private
f963ef5 [Manish Amde] making methods private
c487e6a [manishamde] Merge pull request #1 from mengxr/dtree
24500c5 [Xiangrui Meng] minor style updates
4576b64 [Manish Amde] documentation and for to while loop conversion
ff363a7 [Manish Amde] binary search for bins and while loop for categorical feature bins
632818f [Manish Amde] removing threshold for classification predict method
2116360 [Manish Amde] removing dummy bin calculation for categorical variables
6068356 [Manish Amde] ensuring num bins is always greater than max number of categories
62c2562 [Manish Amde] fixing comment indentation
ad1fc21 [Manish Amde] incorporated mengxr's code style suggestions
d1ef4f6 [Manish Amde] more documentation
794ff4d [Manish Amde] minor improvements to docs and style
eb8fcbe [Manish Amde] minor code style updates
cd2c2b4 [Manish Amde] fixing code style based on feedback
63e786b [Manish Amde] added multiple train methods for java compatability
d3023b3 [Manish Amde] adding more docs for nested methods
84f85d6 [Manish Amde] code documentation
9372779 [Manish Amde] code style: max line lenght <= 100
dd0c0d7 [Manish Amde] minor: some docs
0dd7659 [manishamde] basic doc
5841c28 [Manish Amde] unit tests for categorical features
f067d68 [Manish Amde] minor cleanup
c0e522b [Manish Amde] updated predict and split threshold logic
b09dc98 [Manish Amde] minor refactoring
6b7de78 [Manish Amde] minor refactoring and tests
d504eb1 [Manish Amde] more tests for categorical features
dbb7ac1 [Manish Amde] categorical feature support
6df35b9 [Manish Amde] regression predict logic
53108ed [Manish Amde] fixing index for highest bin
e23c2e5 [Manish Amde] added regression support
c8f6d60 [Manish Amde] adding enum for feature type
b0e3e76 [Manish Amde] adding enum for feature type
154aa77 [Manish Amde] enums for configurations
733d6dd [Manish Amde] fixed tests
02c595c [Manish Amde] added command line parsing
98ec8d5 [Manish Amde] tree building and prediction logic
b0eb866 [Manish Amde] added logic to handle leaf nodes
80e8c66 [Manish Amde] working version of multi-level split calculation
4798aae [Manish Amde] added gain stats class
dad0afc [Manish Amde] decison stump functionality working
03f534c [Manish Amde] some more tests
0012a77 [Manish Amde] basic stump working
8bca1e2 [Manish Amde] additional code for creating intermediate RDD
92cedce [Manish Amde] basic building blocks for intermediate RDD calculation. untested.
cd53eae [Manish Amde] skeletal framework
GLM needs to check addIntercept for intercept and weights. The current implementation always uses the first weight as intercept. Added a test for training without adding intercept.
JIRA: https://spark-project.atlassian.net/browse/SPARK-1327
Author: Xiangrui Meng <meng@databricks.com>
Closes#236 from mengxr/glm and squashes the following commits:
bcac1ac [Xiangrui Meng] add two tests to ensure {Lasso, Ridge}.setIntercept will throw an exceptions
a104072 [Xiangrui Meng] remove protected to be compatible with 0.9
0e57aa4 [Xiangrui Meng] update Lasso and RidgeRegression to parse the weights correctly from GLM mark createModel protected mark predictPoint protected
d7f629f [Xiangrui Meng] fix a bug in GLM when intercept is not used
Continue our discussions from https://github.com/apache/incubator-spark/pull/575
This PR is WIP because it depends on a SNAPSHOT version of breeze.
Per previous discussions and benchmarks, I switched to breeze for linear algebra operations. @dlwh and I made some improvements to breeze to keep its performance comparable to the bare-bone implementation, including norm computation and squared distance. This is why this PR needs to depend on a SNAPSHOT version of breeze.
@fommil , please find the notice of using netlib-core in `NOTICE`. This is following Apache's instructions on appropriate labeling.
I'm going to update this PR to include:
1. Fast distance computation: using `\|a\|_2^2 + \|b\|_2^2 - 2 a^T b` when it doesn't introduce too much numerical error. The squared norms are pre-computed. Otherwise, computing the distance between the center (dense) and a point (possibly sparse) always takes O(n) time.
2. Some numbers about the performance.
3. A released version of breeze. @dlwh, a minor release of breeze will help this PR get merged early. Do you mind sharing breeze's release plan? Thanks!
Author: Xiangrui Meng <meng@databricks.com>
Closes#117 from mengxr/sparse-kmeans and squashes the following commits:
67b368d [Xiangrui Meng] fix SparseVector.toArray
5eda0de [Xiangrui Meng] update NOTICE
67abe31 [Xiangrui Meng] move ArrayRDDs to mllib.rdd
1da1033 [Xiangrui Meng] remove dependency on commons-math3 and compute EPSILON directly
9bb1b31 [Xiangrui Meng] optimize SparseVector.toArray
226d2cd [Xiangrui Meng] update Java friendly methods in Vectors
238ba34 [Xiangrui Meng] add VectorRDDs with a converter from RDD[Array[Double]]
b28ba2f [Xiangrui Meng] add toArray to Vector
e69b10c [Xiangrui Meng] remove examples/JavaKMeans.java, which is replaced by mllib/examples/JavaKMeans.java
72bde33 [Xiangrui Meng] clean up code for distance computation
712cb88 [Xiangrui Meng] make Vectors.sparse Java friendly
27858e4 [Xiangrui Meng] update breeze version to 0.7
07c3cf2 [Xiangrui Meng] change Mahout to breeze in doc use a simple lower bound to avoid unnecessary distance computation
6f5cdde [Xiangrui Meng] fix a bug in filtering finished runs
42512f2 [Xiangrui Meng] Merge branch 'master' into sparse-kmeans
d6e6c07 [Xiangrui Meng] add predict(RDD[Vector]) to KMeansModel
42b4e50 [Xiangrui Meng] line feed at the end
a4ace73 [Xiangrui Meng] Merge branch 'fast-dist' into sparse-kmeans
3ed1a24 [Xiangrui Meng] add doc to BreezeVectorWithSquaredNorm
0107e19 [Xiangrui Meng] update NOTICE
87bc755 [Xiangrui Meng] tuned the KMeans code: changed some for loops to while, use view to avoid copying arrays
0ff8046 [Xiangrui Meng] update KMeans to use fastSquaredDistance
f355411 [Xiangrui Meng] add BreezeVectorWithSquaredNorm case class
ab74f67 [Xiangrui Meng] add fastSquaredDistance for KMeans
4e7d5ca [Xiangrui Meng] minor style update
07ffaf2 [Xiangrui Meng] add dense/sparse vector data models and conversions to/from breeze vectors use breeze to implement KMeans in order to support both dense and sparse data
# 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
In implicit ALS computation, the user or product factor is used twice in each iteration. Caching can certainly help accelerate the computation. I saw the running time decreased by ~70% for implicit ALS on the movielens data.
I also made the following changes:
1. Change `YtYb` type from `Broadcast[Option[DoubleMatrix]]` to `Option[Broadcast[DoubleMatrix]]`, so we don't need to broadcast None in explicit computation.
2. Mark methods `computeYtY`, `unblockFactors`, `updateBlock`, and `updateFeatures private`. Users do not need those methods.
3. Materialize the final matrix factors before returning the model. It allows us to clean up other cached RDDs before returning the model. I do not have a better solution here, so I use `RDD.count()`.
JIRA: https://spark-project.atlassian.net/browse/SPARK-1266
Author: Xiangrui Meng <meng@databricks.com>
Closes#165 from mengxr/als and squashes the following commits:
c9676a6 [Xiangrui Meng] add a comment about the last products.persist
d3a88aa [Xiangrui Meng] change implicitPrefs match to if ... else ...
63862d6 [Xiangrui Meng] persist factors in implicit ALS
The current implementation uses `Array(1.0, features: _*)` to construct a new array with intercept. This is not efficient for big arrays because `Array.apply` uses a for loop that iterates over the arguments. `Array.+:` is a better choice here.
Also, I don't see a reason to set initial weights to ones. So I set them to zeros.
JIRA: https://spark-project.atlassian.net/browse/SPARK-1260
Author: Xiangrui Meng <meng@databricks.com>
Closes#161 from mengxr/sgd and squashes the following commits:
b5cfc53 [Xiangrui Meng] set default weights to zeros
a1439c2 [Xiangrui Meng] faster construction of features with intercept
Computing YtY can be implemented using BLAS's DSPR operations instead of generating y_i y_i^T and then combining them. The latter generates many k-by-k matrices. On the movielens data, this change improves the performance by 10-20%. The algorithm remains the same, verified by computing RMSE on the movielens data.
To compare the results, I also added an option to set a random seed in ALS.
JIRA:
1. https://spark-project.atlassian.net/browse/SPARK-1237
2. https://spark-project.atlassian.net/browse/SPARK-1238
Author: Xiangrui Meng <meng@databricks.com>
Closes#131 from mengxr/als and squashes the following commits:
ed00432 [Xiangrui Meng] minor changes
d984623 [Xiangrui Meng] minor changes
2fc1641 [Xiangrui Meng] remove commented code
4c7cde2 [Xiangrui Meng] allow specifying a random seed in ALS
200bef0 [Xiangrui Meng] optimize computeYtY and updateBlock
https://spark-project.atlassian.net/browse/SPARK-1160
reported by @mateiz: "It's redundant with collect() and the name doesn't make sense in Java, where we return a List (we can't return an array due to the way Java generics work). It's also missing in Python."
In this patch, I deprecated the method and changed the source files using it by replacing toArray with collect() directly
Author: CodingCat <zhunansjtu@gmail.com>
Closes#105 from CodingCat/SPARK-1060 and squashes the following commits:
286f163 [CodingCat] deprecate in JavaRDDLike
ee17b4e [CodingCat] add message and since
2ff7319 [CodingCat] deprecate toArray in RDD
Author: Sandy Ryza <sandy@cloudera.com>
Closes#91 from sryza/sandy-spark-1193 and squashes the following commits:
a878124 [Sandy Ryza] SPARK-1193. Fix indentation in pom.xmls
This lets us explicitly include Avro based on a profile for 0.23.X
builds. It makes me sad how convoluted it is to express this logic
in Maven. @tgraves and @sryza curious if this works for you.
I'm also considering just reverting to how it was before. The only
real problem was that Spark advertised a dependency on Avro
even though it only really depends transitively on Avro through
other deps.
Author: Patrick Wendell <pwendell@gmail.com>
Closes#49 from pwendell/avro-build-fix and squashes the following commits:
8d6ee92 [Patrick Wendell] SPARK-1121: Add avro to yarn-alpha profile
This removes some loose ends not caught by the other (incubating -> tlp) patches. @markhamstra this updates the version as you mentioned earlier.
Author: Patrick Wendell <pwendell@gmail.com>
Closes#51 from pwendell/tlp and squashes the following commits:
d553b1b [Patrick Wendell] Remove remaining references to incubation
Ported from https://github.com/apache/incubator-spark/pull/633
In runMiniBatchSGD, the regVal (for 1st iter) should be initialized
as sum of sqrt of weights if it's L2 update; for L1 update, the same logic is followed.
It maybe not be important here for SGD since the updater doesn't take the loss
as parameter to find the new weights. But it will give us the correct history of loss.
However, for LBFGS optimizer we implemented, the correct loss with regVal is crucial to
find the new weights.
Author: DB Tsai <dbtsai@alpinenow.com>
Closes#40 from dbtsai/dbtsai-smallRegValFix and squashes the following commits:
77d47da [DB Tsai] In runMiniBatchSGD, the regVal (for 1st iter) should be initialized as sum of sqrt of weights if it's L2 update; for L1 update, the same logic is followed.
There's a step in implicit ALS where the matrix `Yt * Y` is computed. It's computed as the sum of matrices; an f x f matrix is created for each of n user/item rows in a partition. In `ALS.scala:214`:
```
factors.flatMapValues{ case factorArray =>
factorArray.map{ vector =>
val x = new DoubleMatrix(vector)
x.mmul(x.transpose())
}
}.reduceByKeyLocally((a, b) => a.addi(b))
.values
.reduce((a, b) => a.addi(b))
```
Completely correct, but there's a subtle but quite large memory problem here. map() is going to create all of these matrices in memory at once, when they don't need to ever all exist at the same time.
For example, if a partition has n = 100000 rows, and f = 200, then this intermediate product requires 32GB of heap. The computation will never work unless you can cough up workers with (more than) that much heap.
Fortunately there's a trivial change that fixes it; just add `.view` in there.
Author: Sean Owen <sowen@cloudera.com>
Closes#629 from srowen/ALSMatrixAllocationOptimization and squashes the following commits:
062cda9 [Sean Owen] Update style per review comments
e9a5d63 [Sean Owen] Avoid unnecessary out of memory situation by not simultaneously allocating lots of matrices
I'm back with another less trivial suggestion for ALS:
In ALS for implicit feedback, input values are treated as weights on squared-errors in a loss function (or rather, the weight is a simple function of the input r, like c = 1 + alpha*r). The paper on which it's based assumes that the input is positive. Indeed, if the input is negative, it will create a negative weight on squared-errors, which causes things to go haywire. The optimization will try to make the error in a cell as large possible, and the result is silently bogus.
There is a good use case for negative input values though. Implicit feedback is usually collected from signals of positive interaction like a view or like or buy, but equally, can come from "not interested" signals. The natural representation is negative values.
The algorithm can be extended quite simply to provide a sound interpretation of these values: negative values should encourage the factorization to come up with 0 for cells with large negative input values, just as much as positive values encourage it to come up with 1.
The implications for the algorithm are simple:
* the confidence function value must not be negative, and so can become 1 + alpha*|r|
* the matrix P should have a value 1 where the input R is _positive_, not merely where it is non-zero. Actually, that's what the paper already says, it's just that we can't assume P = 1 when a cell in R is specified anymore, since it may be negative
This in turn entails just a few lines of code change in `ALS.scala`:
* `rs(i)` becomes `abs(rs(i))`
* When constructing `userXy(us(i))`, it's implicitly only adding where P is 1. That had been true for any us(i) that is iterated over, before, since these are exactly the ones for which P is 1. But now P is zero where rs(i) <= 0, and should not be added
I think it's a safe change because:
* It doesn't change any existing behavior (unless you're using negative values, in which case results are already borked)
* It's the simplest direct extension of the paper's algorithm
* (I've used it to good effect in production FWIW)
Tests included.
I tweaked minor things en route:
* `ALS.scala` javadoc writes "R = Xt*Y" when the paper and rest of code defines it as "R = X*Yt"
* RMSE in the ALS tests uses a confidence-weighted mean, but the denominator is not actually sum of weights
Excuse my Scala style; I'm sure it needs tweaks.
Author: Sean Owen <sowen@cloudera.com>
Closes#500 from srowen/ALSNegativeImplicitInput and squashes the following commits:
cf902a9 [Sean Owen] Support negative implicit input in ALS
953be1c [Sean Owen] Make weighted RMSE in ALS test actually weighted; adjust comment about R = X*Yt
url of "Collaborative Filtering for Implicit Feedback Datasets" is invalid now. A new url is provided. http://research.yahoo.com/files/HuKorenVolinsky-ICDM08.pdf
Author: Chen Chao <crazyjvm@gmail.com>
Closes#619 from CrazyJvm/master and squashes the following commits:
a0b54e4 [Chen Chao] change url to IEEE
9e0e9f0 [Chen Chao] correct spell mistale
fcfab5d [Chen Chao] wrap line to to fit within 100 chars
590d56e [Chen Chao] url error
new MLlib documentation for optimization, regression and classification
new documentation with tex formulas, hopefully improving usability and reproducibility of the offered MLlib methods.
also did some minor changes in the code for consistency. scala tests pass.
this is the rebased branch, i deleted the old PR
jira:
https://spark-project.atlassian.net/browse/MLLIB-19
Author: Martin Jaggi <m.jaggi@gmail.com>
Closes#566 and squashes the following commits:
5f0f31e [Martin Jaggi] line wrap at 100 chars
4e094fb [Martin Jaggi] better description of GradientDescent
1d6965d [Martin Jaggi] remove broken url
ea569c3 [Martin Jaggi] telling what updater actually does
964732b [Martin Jaggi] lambda R() in documentation
a6c6228 [Martin Jaggi] better comments in SGD code for regression
b32224a [Martin Jaggi] new optimization documentation
d5dfef7 [Martin Jaggi] new classification and regression documentation
b07ead6 [Martin Jaggi] correct scaling for MSE loss
ba6158c [Martin Jaggi] use d for the number of features
bab2ed2 [Martin Jaggi] renaming LeastSquaresGradient
Version number to 1.0.0-SNAPSHOT
Since 0.9.0-incubating is done and out the door, we shouldn't be building 0.9.0-incubating-SNAPSHOT anymore.
@pwendell
Author: Mark Hamstra <markhamstra@gmail.com>
== Merge branch commits ==
commit 1b00a8a7c1a7f251b4bb3774b84b9e64758eaa71
Author: Mark Hamstra <markhamstra@gmail.com>
Date: Wed Feb 5 09:30:32 2014 -0800
Version number to 1.0.0-SNAPSHOT
Refactor RDD sampling and add randomSplit to RDD (update)
Replace SampledRDD by PartitionwiseSampledRDD, which accepts a RandomSampler instance as input. The current sample with/without replacement can be easily integrated via BernoulliSampler and PoissonSampler. The benefits are:
1) RDD.randomSplit is implemented in the same way, related to https://github.com/apache/incubator-spark/pull/513
2) Stratified sampling and importance sampling can be implemented in the same manner as well.
Unit tests are included for samplers and RDD.randomSplit.
This should performance better than my previous request where the BernoulliSampler creates many Iterator instances:
https://github.com/apache/incubator-spark/pull/513
Author: Xiangrui Meng <meng@databricks.com>
== Merge branch commits ==
commit e8ce957e5f0a600f2dec057924f4a2ca6adba373
Author: Xiangrui Meng <meng@databricks.com>
Date: Mon Feb 3 12:21:08 2014 -0800
more docs to PartitionwiseSampledRDD
commit fbb4586d0478ff638b24bce95f75ff06f713d43b
Author: Xiangrui Meng <meng@databricks.com>
Date: Mon Feb 3 00:44:23 2014 -0800
move XORShiftRandom to util.random and use it in BernoulliSampler
commit 987456b0ee8612fd4f73cb8c40967112dc3c4c2d
Author: Xiangrui Meng <meng@databricks.com>
Date: Sat Feb 1 11:06:59 2014 -0800
relax assertions in SortingSuite because the RangePartitioner has large variance in this case
commit 3690aae416b2dc9b2f9ba32efa465ba7948477f4
Author: Xiangrui Meng <meng@databricks.com>
Date: Sat Feb 1 09:56:28 2014 -0800
test split ratio of RDD.randomSplit
commit 8a410bc933a60c4d63852606f8bbc812e416d6ae
Author: Xiangrui Meng <meng@databricks.com>
Date: Sat Feb 1 09:25:22 2014 -0800
add a test to ensure seed distribution and minor style update
commit ce7e866f674c30ab48a9ceb09da846d5362ab4b6
Author: Xiangrui Meng <meng@databricks.com>
Date: Fri Jan 31 18:06:22 2014 -0800
minor style change
commit 750912b4d77596ed807d361347bd2b7e3b9b7a74
Author: Xiangrui Meng <meng@databricks.com>
Date: Fri Jan 31 18:04:54 2014 -0800
fix some long lines
commit c446a25c38d81db02821f7f194b0ce5ab4ed7ff5
Author: Xiangrui Meng <meng@databricks.com>
Date: Fri Jan 31 17:59:59 2014 -0800
add complement to BernoulliSampler and minor style changes
commit dbe2bc2bd888a7bdccb127ee6595840274499403
Author: Xiangrui Meng <meng@databricks.com>
Date: Fri Jan 31 17:45:08 2014 -0800
switch to partition-wise sampling for better performance
commit a1fca5232308feb369339eac67864c787455bb23
Merge: ac712e4 cf6128f
Author: Xiangrui Meng <meng@databricks.com>
Date: Fri Jan 31 16:33:09 2014 -0800
Merge branch 'sample' of github.com:mengxr/incubator-spark into sample
commit cf6128fb672e8c589615adbd3eaa3cbdb72bd461
Author: Xiangrui Meng <meng@databricks.com>
Date: Sun Jan 26 14:40:07 2014 -0800
set SampledRDD deprecated in 1.0
commit f430f847c3df91a3894687c513f23f823f77c255
Author: Xiangrui Meng <meng@databricks.com>
Date: Sun Jan 26 14:38:59 2014 -0800
update code style
commit a8b5e2021a9204e318c80a44d00c5c495f1befb6
Author: Xiangrui Meng <meng@databricks.com>
Date: Sun Jan 26 12:56:27 2014 -0800
move package random to util.random
commit ab0fa2c4965033737a9e3a9bf0a59cbb0df6a6f5
Author: Xiangrui Meng <meng@databricks.com>
Date: Sun Jan 26 12:50:35 2014 -0800
add Apache headers and update code style
commit 985609fe1a55655ad11966e05a93c18c138a403d
Author: Xiangrui Meng <meng@databricks.com>
Date: Sun Jan 26 11:49:25 2014 -0800
add new lines
commit b21bddf29850a2c006a868869b8f91960a029322
Author: Xiangrui Meng <meng@databricks.com>
Date: Sun Jan 26 11:46:35 2014 -0800
move samplers to random.IndependentRandomSampler and add tests
commit c02dacb4a941618e434cefc129c002915db08be6
Author: Xiangrui Meng <meng@databricks.com>
Date: Sat Jan 25 15:20:24 2014 -0800
add RandomSampler
commit 8ff7ba3c5cf1fc338c29ae8b5fa06c222640e89c
Author: Xiangrui Meng <meng@databricks.com>
Date: Fri Jan 24 13:23:22 2014 -0800
init impl of IndependentlySampledRDD
Choose initial user/item vectors uniformly on the unit sphere
...rather than within the unit square to possibly avoid bias in the initial state and improve convergence.
The current implementation picks the N vector elements uniformly at random from [0,1). This means they all point into one quadrant of the vector space. As N gets just a little large, the vector tend strongly to point into the "corner", towards (1,1,1...,1). The vectors are not unit vectors either.
I suggest choosing the elements as Gaussian ~ N(0,1) and normalizing. This gets you uniform random choices on the unit sphere which is more what's of interest here. It has worked a little better for me in the past.
This is pretty minor but wanted to warm up suggesting a few tweaks to ALS.
Please excuse my Scala, pretty new to it.
Author: Sean Owen <sowen@cloudera.com>
== Merge branch commits ==
commit 492b13a7469e5a4ed7591ee8e56d8bd7570dfab6
Author: Sean Owen <sowen@cloudera.com>
Date: Mon Jan 27 08:05:25 2014 +0000
Style: spaces around binary operators
commit ce2b5b5a4fefa0356875701f668f01f02ba4d87e
Author: Sean Owen <sowen@cloudera.com>
Date: Sun Jan 19 22:50:03 2014 +0000
Generate factors with all positive components, per discussion in https://github.com/apache/incubator-spark/pull/460
commit b6f7a8a61643a8209e8bc662e8e81f2d15c710c7
Author: Sean Owen <sowen@cloudera.com>
Date: Sat Jan 18 15:54:42 2014 +0000
Choose initial user/item vectors uniformly on the unit sphere rather than within the unit square to possibly avoid bias in the initial state and improve convergence
Sparse SVD
# Singular Value Decomposition
Given an *m x n* matrix *A*, compute matrices *U, S, V* such that
*A = U * S * V^T*
There is no restriction on m, but we require n^2 doubles to fit in memory.
Further, n should be less than m.
The decomposition is computed by first computing *A^TA = V S^2 V^T*,
computing svd locally on that (since n x n is small),
from which we recover S and V.
Then we compute U via easy matrix multiplication
as *U = A * V * S^-1*
Only singular vectors associated with the largest k singular values
If there are k such values, then the dimensions of the return will be:
* *S* is *k x k* and diagonal, holding the singular values on diagonal.
* *U* is *m x k* and satisfies U^T*U = eye(k).
* *V* is *n x k* and satisfies V^TV = eye(k).
All input and output is expected in sparse matrix format, 0-indexed
as tuples of the form ((i,j),value) all in RDDs.
# Testing
Tests included. They test:
- Decomposition promise (A = USV^T)
- For small matrices, output is compared to that of jblas
- Rank 1 matrix test included
- Full Rank matrix test included
- Middle-rank matrix forced via k included
# Example Usage
import org.apache.spark.SparkContext
import org.apache.spark.mllib.linalg.SVD
import org.apache.spark.mllib.linalg.SparseMatrix
import org.apache.spark.mllib.linalg.MatrixyEntry
// Load and parse the data file
val data = sc.textFile("mllib/data/als/test.data").map { line =>
val parts = line.split(',')
MatrixEntry(parts(0).toInt, parts(1).toInt, parts(2).toDouble)
}
val m = 4
val n = 4
// recover top 1 singular vector
val decomposed = SVD.sparseSVD(SparseMatrix(data, m, n), 1)
println("singular values = " + decomposed.S.data.toArray.mkString)
# Documentation
Added to docs/mllib-guide.md
