Commit graph

2401 commits

Author SHA1 Message Date
Jatin Puri 1fd54f4bf5 [SPARK-32662][ML] CountVectorizerModel: Remove requirement for minimum Vocab size
### What changes were proposed in this pull request?

The strict requirement for the vocabulary to remain non-empty has been removed in this pull request.

Link to the discussion: http://apache-spark-user-list.1001560.n3.nabble.com/Ability-to-have-CountVectorizerModel-vocab-as-empty-td38396.html

### Why are the changes needed?

This soothens running it across the corner cases. Without this, the user has to manupulate the data in genuine case, which may be a perfectly fine valid use-case.

Question: Should we a log when empty vocabulary is found instead?

### Does this PR introduce _any_ user-facing change?

May be a slight change. If someone has put a try-catch to detect an empty vocab. Then that behavior would no longer stand still.

### How was this patch tested?

1. Added testcase to `fit` generating an empty vocabulary
2. Added testcase to `transform` with empty vocabulary

Request to review: srowen hhbyyh

Closes #29482 from purijatin/spark_32662.

Authored-by: Jatin Puri <purijatin@gmail.com>
Signed-off-by: Huaxin Gao <huaxing@us.ibm.com>
2020-08-21 16:14:29 -07:00
Huaxin Gao bc7885901d [SPARK-32310][ML][PYSPARK] ML params default value parity in feature and tuning
### What changes were proposed in this pull request?
set params default values in trait Params for feature and tuning in both Scala and Python.

### Why are the changes needed?
Make ML has the same default param values between estimator and its corresponding transformer, and also between Scala and Python.

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
Existing and modified tests

Closes #29153 from huaxingao/default2.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Huaxin Gao <huaxing@us.ibm.com>
2020-08-03 08:50:34 -07:00
zhengruifeng 81b0785fb2 [SPARK-32455][ML] LogisticRegressionModel prediction optimization
### What changes were proposed in this pull request?
for binary `LogisticRegressionModel`:
1, keep variables `_threshold` and `_rawThreshold` instead of computing them on each instance;
2, in `raw2probabilityInPlace`, make use of the characteristic that the sum of probability is 1.0;

### Why are the changes needed?
for better performance

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
existing testsuite and performace test in REPL

Closes #29255 from zhengruifeng/pred_opt.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: Huaxin Gao <huaxing@us.ibm.com>
2020-07-29 19:53:28 -07:00
Huaxin Gao 40e6a5bbb0 [SPARK-32449][ML][PYSPARK] Add summary to MultilayerPerceptronClassificationModel
### What changes were proposed in this pull request?
Add training summary to MultilayerPerceptronClassificationModel...

### Why are the changes needed?
so that user can get the training process status, such as loss value of each iteration and total iteration number.

### Does this PR introduce _any_ user-facing change?
Yes
MultilayerPerceptronClassificationModel.summary
MultilayerPerceptronClassificationModel.evaluate

### How was this patch tested?
new tests

Closes #29250 from huaxingao/mlp_summary.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-07-29 09:58:25 -05:00
zhengruifeng f7542d3b61 [SPARK-32457][ML] logParam thresholds in DT/GBT/FM/LR/MLP
### What changes were proposed in this pull request?
logParam `thresholds` in DT/GBT/FM/LR/MLP

### Why are the changes needed?
param `thresholds` is logged in NB/RF, but not in other ProbabilisticClassifier

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
existing testsuites

Closes #29257 from zhengruifeng/instr.logParams_add_thresholds.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: Huaxin Gao <huaxing@us.ibm.com>
2020-07-27 12:05:29 -07:00
Sean Owen be2eca22e9 [SPARK-32398][TESTS][CORE][STREAMING][SQL][ML] Update to scalatest 3.2.0 for Scala 2.13.3+
### What changes were proposed in this pull request?

Updates to scalatest 3.2.0. Though it looks large, it is 99% changes to the new location of scalatest classes.

### Why are the changes needed?

3.2.0+ has a fix that is required for Scala 2.13.3+ compatibility.

### Does this PR introduce _any_ user-facing change?

No, only affects tests.

### How was this patch tested?

Existing tests.

Closes #29196 from srowen/SPARK-32398.

Authored-by: Sean Owen <srowen@gmail.com>
Signed-off-by: Dongjoon Hyun <dongjoon@apache.org>
2020-07-23 16:20:17 -07:00
zhengruifeng 3a60b41949 [SPARK-32298][ML] tree models prediction optimization
### What changes were proposed in this pull request?
use while-loop instead of the recursive way

### Why are the changes needed?
3% ~ 10% faster

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
existing testsuites

Closes #29095 from zhengruifeng/tree_pred_opt.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-07-17 12:00:49 -05:00
Huaxin Gao 383f5e9cbe [SPARK-32310][ML][PYSPARK] ML params default value parity in classification, regression, clustering and fpm
### What changes were proposed in this pull request?
set params default values in trait ...Params in both Scala and Python.
I will do this in two PRs. I will change classification, regression, clustering and fpm in this PR. Will change the rest in another PR.

### Why are the changes needed?
Make ML has the same default param values between estimator and its corresponding transformer, and also between Scala and Python.

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
Existing tests

Closes #29112 from huaxingao/set_default.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Huaxin Gao <huaxing@us.ibm.com>
2020-07-16 11:12:29 -07:00
dzlab d5c672af58 [SPARK-32315][ML] Provide an explanation error message when calling require
### What changes were proposed in this pull request?
Small improvement in the error message shown to user https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/mllib/util/MLUtils.scala#L537-L538

### Why are the changes needed?
The current behavior is an exception is thrown but without any specific details on the cause
```
Caused by: java.lang.IllegalArgumentException: requirement failedCaused by: java.lang.IllegalArgumentException: requirement failed at scala.Predef$.require(Predef.scala:212) at org.apache.spark.mllib.util.MLUtils$.fastSquaredDistance(MLUtils.scala:508) at org.apache.spark.mllib.clustering.EuclideanDistanceMeasure$.fastSquaredDistance(DistanceMeasure.scala:232) at org.apache.spark.mllib.clustering.EuclideanDistanceMeasure.isCenterConverged(DistanceMeasure.scala:190) at org.apache.spark.mllib.clustering.KMeans$$anonfun$runAlgorithm$4.apply(KMeans.scala:336) at org.apache.spark.mllib.clustering.KMeans$$anonfun$runAlgorithm$4.apply(KMeans.scala:334) at scala.collection.MapLike$MappedValues$$anonfun$foreach$3.apply(MapLike.scala:245) at scala.collection.MapLike$MappedValues$$anonfun$foreach$3.apply(MapLike.scala:245) at scala.collection.TraversableLike$WithFilter$$anonfun$foreach$1.apply(TraversableLike.scala:733) at scala.collection.mutable.HashMap$$anonfun$foreach$1.apply(HashMap.scala:130) at scala.collection.mutable.HashMap$$anonfun$foreach$1.apply(HashMap.scala:130) at scala.collection.mutable.HashTable$class.foreachEntry(HashTable.scala:236) at scala.collection.mutable.HashMap.foreachEntry(HashMap.scala:40) at scala.collection.mutable.HashMap.foreach(HashMap.scala:130) at scala.collection.TraversableLike$WithFilter.foreach(TraversableLike.scala:732) at scala.collection.MapLike$MappedValues.foreach(MapLike.scala:245) at org.apache.spark.mllib.clustering.KMeans.runAlgorithm(KMeans.scala:334) at org.apache.spark.mllib.clustering.KMeans.run(KMeans.scala:251) at org.apache.spark.mllib.clustering.KMeans.run(KMeans.scala:233)
```

### Does this PR introduce _any_ user-facing change?
Yes, this PR adds an explanation message to be shown to user when requirement check is not meant

### How was this patch tested?
manually

Closes #29115 from dzlab/patch/SPARK-32315.

Authored-by: dzlab <dzlabs@outlook.com>
Signed-off-by: Huaxin Gao <huaxing@us.ibm.com>
2020-07-16 09:25:52 -07:00
Sean Owen c28a6fa511 [SPARK-29292][SQL][ML] Update rest of default modules (Hive, ML, etc) for Scala 2.13 compilation
### What changes were proposed in this pull request?

Same as https://github.com/apache/spark/pull/29078 and https://github.com/apache/spark/pull/28971 . This makes the rest of the default modules (i.e. those you get without specifying `-Pyarn` etc) compile under Scala 2.13. It does not close the JIRA, as a result. this also of course does not demonstrate that tests pass yet in 2.13.

Note, this does not fix the `repl` module; that's separate.

### Why are the changes needed?

Eventually, we need to support a Scala 2.13 build, perhaps in Spark 3.1.

### Does this PR introduce _any_ user-facing change?

No

### How was this patch tested?

Existing tests. (2.13 was not tested; this is about getting it to compile without breaking 2.12)

Closes #29111 from srowen/SPARK-29292.3.

Authored-by: Sean Owen <srowen@gmail.com>
Signed-off-by: Dongjoon Hyun <dongjoon@apache.org>
2020-07-15 13:26:28 -07:00
Huaxin Gao b05f309bc9 [SPARK-32140][ML][PYSPARK] Add training summary to FMClassificationModel
### What changes were proposed in this pull request?
Add training summary for FMClassificationModel...
### Why are the changes needed?
so that user can get the training process status, such as loss value of each iteration and total iteration number.

### Does this PR introduce _any_ user-facing change?
Yes
FMClassificationModel.summary
FMClassificationModel.evaluate

### How was this patch tested?
new tests

Closes #28960 from huaxingao/fm_summary.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Huaxin Gao <huaxing@us.ibm.com>
2020-07-15 10:13:03 -07:00
Huaxin Gao 99b4b06255 [SPARK-32232][ML][PYSPARK] Make sure ML has the same default solver values between Scala and Python
# What changes were proposed in this pull request?
current problems:
```
        mlp = MultilayerPerceptronClassifier(layers=[2, 2, 2], seed=123)
        model = mlp.fit(df)
        path = tempfile.mkdtemp()
        model_path = path + "/mlp"
        model.save(model_path)
        model2 = MultilayerPerceptronClassificationModel.load(model_path)
        self.assertEqual(model2.getSolver(), "l-bfgs")    # this fails because model2.getSolver() returns 'auto'
        model2.transform(df)
        # this fails with Exception pyspark.sql.utils.IllegalArgumentException: MultilayerPerceptronClassifier_dec859ed24ec parameter solver given invalid value auto.
```
FMClassifier/Regression and GeneralizedLinearRegression have the same problems.

Here are the root cause of the problems:
1. In HasSolver, both Scala and Python default solver to 'auto'

2. On Scala side, mlp overrides the default of solver to 'l-bfgs', FMClassifier/Regression overrides the default of solver to 'adamW', and glr overrides the default of solver to 'irls'

3. On Scala side, mlp overrides the default of solver in MultilayerPerceptronClassificationParams, so both MultilayerPerceptronClassification and MultilayerPerceptronClassificationModel have 'l-bfgs' as default

4. On Python side, mlp overrides the default of solver in MultilayerPerceptronClassification, so it has default as 'l-bfgs', but MultilayerPerceptronClassificationModel doesn't override the default so it gets the default from HasSolver which is 'auto'. In theory, we don't care about the solver value or any other params values for MultilayerPerceptronClassificationModel, because we have the fitted model already. That's why on Python side, we never set default values for any of the XXXModel.

5. when calling getSolver on the loaded mlp model, it calls this line of code underneath:
```
    def _transfer_params_from_java(self):
        """
        Transforms the embedded params from the companion Java object.
        """
        ......
                # SPARK-14931: Only check set params back to avoid default params mismatch.
                if self._java_obj.isSet(java_param):
                    value = _java2py(sc, self._java_obj.getOrDefault(java_param))
                    self._set(**{param.name: value})
        ......
```
that's why model2.getSolver() returns 'auto'. The code doesn't get the default Scala value (in this case 'l-bfgs') to set to Python param, so it takes the default value (in this case 'auto') on Python side.

6. when calling model2.transform(df), it calls this underneath:
```
    def _transfer_params_to_java(self):
        """
        Transforms the embedded params to the companion Java object.
        """
        ......
            if self.hasDefault(param):
                pair = self._make_java_param_pair(param, self._defaultParamMap[param])
                pair_defaults.append(pair)
        ......

```
Again, it gets the Python default solver which is 'auto', and this caused the Exception

7. Currently, on Scala side, for some of the algorithms, we set default values in the XXXParam, so both estimator and transformer get the default value. However, for some of the algorithms, we only set default in estimators, and the XXXModel doesn't get the default value. On Python side, we never set defaults for the XXXModel. This causes the default value inconsistency.

8. My proposed solution: set default params in XXXParam for both Scala and Python, so both the estimator and transformer have the same default value for both Scala and Python. I currently only changed solver in this PR. If everyone is OK with the fix, I will change all the other params as well.

I hope my explanation makes sense to your folks :)

### Why are the changes needed?
Fix bug

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
existing and new tests

Closes #29060 from huaxingao/solver_parity.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-07-11 10:37:26 -05:00
zhengruifeng 8d5c0947f8 [SPARK-32164][ML] GeneralizedLinearRegressionSummary optimization
### What changes were proposed in this pull request?
1, GeneralizedLinearRegressionSummary compute several statistics on single pass
2, LinearRegressionSummary use metrics.count

### Why are the changes needed?
avoid extra passes on the dataset

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
existing testsuites

Closes #28990 from zhengruifeng/glr_summary_opt.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: Huaxin Gao <huaxing@us.ibm.com>
2020-07-07 08:30:15 -07:00
Huaxin Gao f7d9e3d162 [SPARK-23631][ML][PYSPARK] Add summary to RandomForestClassificationModel
### What changes were proposed in this pull request?
Add summary to RandomForestClassificationModel...

### Why are the changes needed?
so user can get a summary of this classification model, and retrieve common metrics such as accuracy, weightedTruePositiveRate, roc (for binary), pr curves (for binary), etc.

### Does this PR introduce _any_ user-facing change?
Yes
```
RandomForestClassificationModel.summary
RandomForestClassificationModel.evaluate
```

### How was this patch tested?
Add new tests

Closes #28913 from huaxingao/rf_summary.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-07-01 08:09:07 -05:00
Huaxin Gao 8795133707 [SPARK-20249][ML][PYSPARK] Add training summary for LinearSVCModel
### What changes were proposed in this pull request?
Add training summary for LinearSVCModel......

### Why are the changes needed?
 so that user can get the training process status, such as loss value of each iteration and total iteration number.

### Does this PR introduce _any_ user-facing change?
Yes
```LinearSVCModel.summary```
```LinearSVCModel.evaluate```

### How was this patch tested?
new tests

Closes #28884 from huaxingao/svc_summary.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-06-26 12:57:30 -05:00
Huaxin Gao d1255297b8 [SPARK-19939][ML] Add support for association rules in ML
### What changes were proposed in this pull request?
Adding support to Association Rules in Spark ml.fpm.

### Why are the changes needed?
Support is an indication of how frequently the itemset of an association rule appears in the database and suggests if the rules are generally applicable to the dateset. Refer to [wiki](https://en.wikipedia.org/wiki/Association_rule_learning#Support) for more details.

### Does this PR introduce _any_ user-facing change?
Yes. Associate Rules now have support measure

### How was this patch tested?
existing and new unit test

Closes #28903 from huaxingao/fpm.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-06-26 12:55:38 -05:00
Huaxin Gao 297016e34e [SPARK-31893][ML] Add a generic ClassificationSummary trait
### What changes were proposed in this pull request?
Add a generic ClassificationSummary trait

### Why are the changes needed?
Add a generic ClassificationSummary trait so all the classification models can use it to implement summary.

Currently in classification,  we only have summary implemented in ```LogisticRegression```. There are requests to implement summary for ```LinearSVCModel``` in https://issues.apache.org/jira/browse/SPARK-20249 and to implement summary for ```RandomForestClassificationModel``` in https://issues.apache.org/jira/browse/SPARK-23631. If we add a generic ClassificationSummary trait and put all the common code there, we can easily add summary to ```LinearSVCModel```  and ```RandomForestClassificationModel```, and also add summary to all the other classification models.

We can use the same approach to add a generic RegressionSummary trait to regression package and implement summary for all the regression models.

### Does this PR introduce _any_ user-facing change?

### How was this patch tested?
existing tests

Closes #28710 from huaxingao/summary_trait.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-06-20 08:43:28 -05:00
Liang-Chi Hsieh 7f6a8ab166 [SPARK-31777][ML][PYSPARK] Add user-specified fold column to CrossValidator
### What changes were proposed in this pull request?

This patch adds user-specified fold column support to `CrossValidator`. User can assign fold numbers to dataset instead of letting Spark do random splits.

### Why are the changes needed?

This gives `CrossValidator` users more flexibility in splitting folds.

### Does this PR introduce _any_ user-facing change?

Yes, a new `foldCol` param is added to `CrossValidator`. User can use it to specify custom fold splitting.

### How was this patch tested?

Added unit tests.

Closes #28704 from viirya/SPARK-31777.

Authored-by: Liang-Chi Hsieh <viirya@gmail.com>
Signed-off-by: Liang-Chi Hsieh <liangchi@uber.com>
2020-06-16 16:46:32 -07:00
Huaxin Gao f83cb3cbb3 [SPARK-31925][ML] Summary.totalIterations greater than maxIters
### What changes were proposed in this pull request?
In LogisticRegression and LinearRegression, if set maxIter=n, the model.summary.totalIterations returns  n+1 if the training procedure does not drop out. This is because we use ```objectiveHistory.length``` as totalIterations, but ```objectiveHistory``` contains init sate, thus ```objectiveHistory.length``` is 1 larger than number of training iterations.

### Why are the changes needed?
correctness

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
add new tests and also modify existing tests

Closes #28786 from huaxingao/summary_iter.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-06-15 08:49:03 -05:00
Huaxin Gao 89c98a4c70 [SPARK-31944] Add instance weight support in LinearRegressionSummary
### What changes were proposed in this pull request?
Add instance weight support in LinearRegressionSummary

### Why are the changes needed?
LinearRegression and RegressionMetrics support instance weight. We should support instance weight in LinearRegressionSummary too.

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
add new test

Closes #28772 from huaxingao/lir_weight_summary.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-06-13 12:20:29 -05:00
Huaxin Gao 45cf5e9950 [SPARK-31840][ML] Add instance weight support in LogisticRegressionSummary
### What changes were proposed in this pull request?
Add instance weight support in LogisticRegressionSummary

### Why are the changes needed?
LogisticRegression, MulticlassClassificationEvaluator and BinaryClassificationEvaluator support instance weight. We should support instance weight in LogisticRegressionSummary too.

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
Add new tests

Closes #28657 from huaxingao/weighted_summary.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-05-31 10:24:20 -05:00
Huaxin Gao 50492c0bd3 [SPARK-31803][ML] Make sure instance weight is not negative
### What changes were proposed in this pull request?
In the algorithms that support instance weight, add checks to make sure instance weight is not negative.

### Why are the changes needed?
instance weight has to be >= 0.0

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
Manually tested

Closes #28621 from huaxingao/weight_check.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-05-27 09:01:56 -05:00
Huaxin Gao d4007776f2 [SPARK-31734][ML][PYSPARK] Add weight support in ClusteringEvaluator
### What changes were proposed in this pull request?
Add weight support in ClusteringEvaluator

### Why are the changes needed?
Currently, BinaryClassificationEvaluator, RegressionEvaluator, and MulticlassClassificationEvaluator support instance weight, but ClusteringEvaluator doesn't, so we will add instance weight support in ClusteringEvaluator.

### Does this PR introduce _any_ user-facing change?
Yes.
ClusteringEvaluator.setWeightCol

### How was this patch tested?
add new unit test

Closes #28553 from huaxingao/weight_evaluator.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-05-25 09:18:08 -05:00
Huaxin Gao d0fe433b5e [SPARK-31768][ML] add getMetrics in Evaluators
### What changes were proposed in this pull request?
add getMetrics in Evaluators to get the corresponding Metrics instance, so users can use it to get any of the metrics scores. For example:

```
    val trainer = new LinearRegression
    val model = trainer.fit(dataset)
    val predictions = model.transform(dataset)

    val evaluator = new RegressionEvaluator()

    val metrics = evaluator.getMetrics(predictions)
    val rmse = metrics.rootMeanSquaredError
    val r2 = metrics.r2
    val mae = metrics.meanAbsoluteError
    val variance = metrics.explainedVariance
```

### Why are the changes needed?
Currently, Evaluator.evaluate only access to one metrics, but most users may need to get multiple metrics. This PR adds getMetrics in all the Evaluators, so users can use it to get an instance of the corresponding Metrics to get any of the metrics they want.

### Does this PR introduce _any_ user-facing change?
Yes. Add getMetrics in Evaluators.
For example:
```
  /**
   * Get a RegressionMetrics, which can be used to get any of the regression
   * metrics such as rootMeanSquaredError, meanSquaredError, etc.
   *
   * param dataset a dataset that contains labels/observations and predictions.
   * return RegressionMetrics
   */
  Since("3.1.0")
  def getMetrics(dataset: Dataset[_]): RegressionMetrics
```

### How was this patch tested?
Add new unit tests

Closes #28590 from huaxingao/getMetrics.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-05-24 08:42:42 -05:00
Weichen Xu b2300fca1e [SPARK-31676][ML] QuantileDiscretizer raise error parameter splits given invalid value (splits array includes -0.0 and 0.0)
### What changes were proposed in this pull request?

In QuantileDiscretizer.getDistinctSplits, before invoking distinct, normalize all -0.0 and 0.0 to be 0.0
```
    for (i <- 0 until splits.length) {
      if (splits(i) == -0.0) {
        splits(i) = 0.0
      }
    }
```
### Why are the changes needed?
Fix bug.

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
Unit test.

#### Manually test:

~~~scala
import scala.util.Random
val rng = new Random(3)

val a1 = Array.tabulate(200)(_=>rng.nextDouble * 2.0 - 1.0) ++ Array.fill(20)(0.0) ++ Array.fill(20)(-0.0)

import spark.implicits._
val df1 = sc.parallelize(a1, 2).toDF("id")

import org.apache.spark.ml.feature.QuantileDiscretizer
val qd = new QuantileDiscretizer().setInputCol("id").setOutputCol("out").setNumBuckets(200).setRelativeError(0.0)

val model = qd.fit(df1) // will raise error in spark master.
~~~

### Explain
scala `0.0 == -0.0` is True but `0.0.hashCode == -0.0.hashCode()` is False. This break the contract between equals() and hashCode() If two objects are equal, then they must have the same hash code.

And array.distinct will rely on elem.hashCode so it leads to this error.

Test code on distinct
```
import scala.util.Random
val rng = new Random(3)

val a1 = Array.tabulate(200)(_=>rng.nextDouble * 2.0 - 1.0) ++ Array.fill(20)(0.0) ++ Array.fill(20)(-0.0)
a1.distinct.sorted.foreach(x => print(x.toString + "\n"))
```

Then you will see output like:
```
...
-0.009292684662246975
-0.0033280686465135823
-0.0
0.0
0.0022219556032221366
0.02217419561977274
...
```

Closes #28498 from WeichenXu123/SPARK-31676.

Authored-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-05-14 09:24:40 -05:00
Weichen Xu e248bc7af6 [SPARK-31610][SPARK-31668][ML] Address hashingTF saving&loading bug and expose hashFunc property in HashingTF
### What changes were proposed in this pull request?
Expose hashFunc property in HashingTF

Some third-party library such as mleap need to access it.
See background description here:
https://github.com/combust/mleap/pull/665#issuecomment-621258623

### Why are the changes needed?
See https://github.com/combust/mleap/pull/665#issuecomment-621258623

### Does this PR introduce any user-facing change?
No. Only add a package private constructor.

### How was this patch tested?
N/A

Closes #28413 from WeichenXu123/hashing_tf_expose_hashfunc.

Authored-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Xiangrui Meng <meng@databricks.com>
2020-05-12 08:54:28 -07:00
zhengruifeng e7fa778dc7 [SPARK-30699][ML][PYSPARK] GMM blockify input vectors
### What changes were proposed in this pull request?
1, add new param blockSize;
2, if blockSize==1, keep original behavior, code path trainOnRows;
3, if blockSize>1, standardize and stack input vectors to blocks (like ALS/MLP), code path trainOnBlocks

### Why are the changes needed?
performance gain on dense dataset HIGGS:
1, save about 45% RAM;
2, 3X faster with openBLAS

### Does this PR introduce any user-facing change?
add a new expert param `blockSize`

### How was this patch tested?
added testsuites

Closes #27473 from zhengruifeng/blockify_gmm.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-05-12 12:54:03 +08:00
fan31415 64fb358a99 [SPARK-31671][ML] Wrong error message in VectorAssembler
### What changes were proposed in this pull request?
When input column lengths can not be inferred and handleInvalid = "keep",  VectorAssembler will throw a runtime exception. However the error message with this exception is not consistent. I change the content of this error message to make it work properly.

### Why are the changes needed?
This is a bug. Here is a simple example to reproduce it.

```
// create a df without vector size
val df = Seq(
  (Vectors.dense(1.0), Vectors.dense(2.0))
).toDF("n1", "n2")

// only set vector size hint for n1 column
val hintedDf = new VectorSizeHint()
  .setInputCol("n1")
  .setSize(1)
  .transform(df)

// assemble n1, n2
val output = new VectorAssembler()
  .setInputCols(Array("n1", "n2"))
  .setOutputCol("features")
  .setHandleInvalid("keep")
  .transform(hintedDf)

// because only n1 has vector size, the error message should tell us to set vector size for n2 too
output.show()
```

Expected error message:

```
Can not infer column lengths with handleInvalid = "keep". Consider using VectorSizeHint to add metadata for columns: [n2].
```

Actual error message:

```
Can not infer column lengths with handleInvalid = "keep". Consider using VectorSizeHint to add metadata for columns: [n1, n2].
```

This introduce difficulties when I try to resolve this exception, for I do not know which column required vectorSizeHint. This is especially troublesome when you have a large number of columns to deal with.

### Does this PR introduce _any_ user-facing change?
No.

### How was this patch tested?
Add test in VectorAssemblerSuite.

Closes #28487 from fan31415/SPARK-31671.

Lead-authored-by: fan31415 <fan12356789@gmail.com>
Co-authored-by: yijiefan <fanyije@gmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-05-11 18:23:23 -05:00
zhengruifeng bb9b50c217 [SPARK-31656][ML][PYSPARK] AFT blockify input vectors
### What changes were proposed in this pull request?
1, add new param blockSize;
2, add a new class InstanceBlock;
3, if blockSize==1, keep original behavior; if blockSize>1, stack input vectors to blocks (like ALS/MLP);
4, if blockSize>1, standardize the input outside of optimization procedure;

### Why are the changes needed?
it will obtain performance gain on dense datasets, such as epsilon
1, reduce RAM to persist traing dataset; (save about 40% RAM)
2, use Level-2 BLAS routines; (~10X speedup)

### Does this PR introduce _any_ user-facing change?
Yes, a new param is added

### How was this patch tested?
existing and added testsuites

Closes #28473 from zhengruifeng/blockify_aft.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-05-08 14:06:36 +08:00
Huaxin Gao 18d2ba53e4 [SPARK-31652][ML][PYSPARK] Add ANOVASelector and FValueSelector to PySpark
### What changes were proposed in this pull request?
Add ANOVASelector and FValueSelector to PySpark

### Why are the changes needed?
ANOVASelector and FValueSelector have been implemented in Scala. We need to implement these in Python as well.

### Does this PR introduce _any_ user-facing change?
Yes. Add Python version of ANOVASelector and FValueSelector

### How was this patch tested?
new doctest

Closes #28464 from huaxingao/selector_py.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-05-08 11:02:24 +08:00
zhengruifeng 97332f26bf [SPARK-30660][ML][PYSPARK] LinearRegression blockify input vectors
### What changes were proposed in this pull request?
1, add new param blockSize;
2, add a new class InstanceBlock;
3, if blockSize==1, keep original behavior; if blockSize>1, stack input vectors to blocks (like ALS/MLP);
4, if blockSize>1, standardize the input outside of optimization procedure;

### Why are the changes needed?
it will obtain performance gain on dense datasets, such as `epsilon`
1, reduce RAM to persist traing dataset; (save about 40% RAM)
2, use Level-2 BLAS routines;  (up to 6X(squaredError)~12X(huber) speedup)

### Does this PR introduce _any_ user-facing change?
Yes, a new param is added

### How was this patch tested?
existing and added testsuites

Closes #28471 from zhengruifeng/blockify_lir_II.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-05-08 10:52:01 +08:00
zhengruifeng 052ff49acd [SPARK-30659][ML][PYSPARK] LogisticRegression blockify input vectors
### What changes were proposed in this pull request?
1, reorg the `fit` method in LR to several blocks (`createModel`, `createBounds`, `createOptimizer`, `createInitCoefWithInterceptMatrix`);
2, add new param blockSize;
3, if blockSize==1, keep original behavior, code path `trainOnRows`;
4, if blockSize>1, standardize and stack input vectors to blocks (like ALS/MLP), code path `trainOnBlocks`

### Why are the changes needed?
On dense dataset `epsilon_normalized.t`:
1, reduce RAM to persist traing dataset; (save about 40% RAM)
2, use Level-2 BLAS routines; (4x ~ 5x faster)

### Does this PR introduce _any_ user-facing change?
Yes, a new param is added

### How was this patch tested?
existing and added testsuites

Closes #28458 from zhengruifeng/blockify_lor_II.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-05-07 10:07:24 +08:00
Huaxin Gao f05560bf50 [SPARK-31127][ML] Implement abstract Selector
### What changes were proposed in this pull request?
Implement abstract Selector. Put the common code among ```ANOVASelector```, ```ChiSqSelector```, ```FValueSelector``` and ```VarianceThresholdSelector``` to Selector.

### Why are the changes needed?
code reuse

### Does this PR introduce any user-facing change?
No

### How was this patch tested?
Existing tests

Closes #27978 from huaxingao/spark-31127.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-05-06 16:10:30 +08:00
zhengruifeng ebdf41dd69 [SPARK-30642][ML][PYSPARK] LinearSVC blockify input vectors
### What changes were proposed in this pull request?
1, add new param `blockSize`;
2, add a new class InstanceBlock;
3, **if `blockSize==1`, keep original behavior; if `blockSize>1`, stack input vectors to blocks (like ALS/MLP);**
4, if `blockSize>1`, standardize the input outside of optimization procedure;

### Why are the changes needed?
1, reduce RAM to persist traing dataset; (save about 40% RAM)
2, use Level-2 BLAS routines; (4x ~ 5x faster on dataset `epsilon`)

### Does this PR introduce any user-facing change?
Yes, a new param is added

### How was this patch tested?
existing and added testsuites

Closes #28349 from zhengruifeng/blockify_svc_II.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-05-06 10:06:23 +08:00
zhengruifeng 701deac88d [SPARK-31603][ML] AFT uses common functions in RDDLossFunction
### What changes were proposed in this pull request?
1, make AFT reuse common functions in `ml.optim`, rather than making its own impl.

### Why are the changes needed?
The logic in optimizing AFT is quite similar to other algorithms like other algs based on `RDDLossFunction`,
We should reuse the common functions.

### Does this PR introduce any user-facing change?
No

### How was this patch tested?
existing testsuites

Closes #28404 from zhengruifeng/mv_aft_optim.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-05-05 08:35:20 -05:00
TJX2014 fe07b21b8a [SPARK-31400][ML] The catalogString doesn't distinguish Vectors in ml and mllib
What changes were proposed in this pull request?
1.Add class info output in org.apache.spark.ml.util.SchemaUtils#checkColumnType to distinct Vectors in ml and mllib
2.Add unit test

Why are the changes needed?
the catalogString doesn't distinguish Vectors in ml and mllib when mllib vector misused in ml
https://issues.apache.org/jira/browse/SPARK-31400

Does this PR introduce any user-facing change?
No

How was this patch tested?
Unit test is added

Closes #28347 from TJX2014/master-catalogString-distinguish-Vectors-in-ml-and-mllib.

Authored-by: TJX2014 <xiaoxingstack@gmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-04-26 11:35:44 -05:00
zhengruifeng 0ede08bcb2 [SPARK-31007][ML] KMeans optimization based on triangle-inequality
### What changes were proposed in this pull request?
apply Lemma 1 in [Using the Triangle Inequality to Accelerate K-Means](https://www.aaai.org/Papers/ICML/2003/ICML03-022.pdf):

> Let x be a point, and let b and c be centers. If d(b,c)>=2d(x,b) then d(x,c) >= d(x,b);

It can be directly applied in EuclideanDistance, but not in CosineDistance.
However,  for CosineDistance we can luckily get a variant in the space of radian/angle.

### Why are the changes needed?
It help improving the performance of prediction and training (mostly)

### Does this PR introduce any user-facing change?
No

### How was this patch tested?
existing testsuites

Closes #27758 from zhengruifeng/km_triangle.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-04-24 11:24:15 -05:00
zhengruifeng e7bc6f38b9 [SPARK-31494][ML] flatten the result dataframe of ANOVATest
### What changes were proposed in this pull request?
add a new method `def test(dataset: DataFrame, featuresCol: String, labelCol: String, flatten: Boolean): DataFrame`

### Why are the changes needed?
Similar to new `test` method in `ChiSquareTest`, it will:
1, support df operation on the returned df;
2, make driver no longer a bottleneck with large numFeatures

### Does this PR introduce any user-facing change?
Yes, new method added

### How was this patch tested?
existing testsuites

Closes #28270 from zhengruifeng/flatten_anova.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-04-21 12:43:14 +08:00
zhengruifeng 32259c9733 [SPARK-31492][ML] flatten the result dataframe of FValueTest
### What changes were proposed in this pull request?
add a new method  `def test(dataset: DataFrame, featuresCol: String, labelCol: String, flatten: Boolean): DataFrame`

### Why are the changes needed?

Similar to new test method in ChiSquareTest, it will:
1, support df operation on the returned df;
2, make driver no longer a bottleneck with large `numFeatures`

### Does this PR introduce any user-facing change?
Yes, add a new method

### How was this patch tested?
existing testsuites

Closes #28268 from zhengruifeng/flatten_fvalue.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-04-21 11:09:05 +08:00
zhengruifeng f1489e6b12 [SPARK-31436][ML] MinHash keyDistance optimization
### What changes were proposed in this pull request?
re-impl `keyDistance`:
if both vectors are dense, new impl is 9.09x faster;
if both vectors are sparse, new impl is 5.66x faster;
if one is dense and the other is sparse, new impl is 7.8x faster;

### Why are the changes needed?
current implementation based on set operations is inefficient

### Does this PR introduce any user-facing change?
No

### How was this patch tested?
existing testsuites

Closes #28206 from zhengruifeng/minhash_opt.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-04-17 08:27:21 -05:00
herman fab4ca5156
[SPARK-31450][SQL] Make ExpressionEncoder thread-safe
### What changes were proposed in this pull request?
This PR moves the `ExpressionEncoder.toRow` and `ExpressionEncoder.fromRow` functions into their own function objects(`ExpressionEncoder.Serializer` & `ExpressionEncoder.Deserializer`). This effectively makes the `ExpressionEncoder` stateless, thread-safe and (more) reusable. The function objects are not thread safe, however they are documented as such and should be used in a more limited scope (making it easier to reason about thread safety).

### Why are the changes needed?
ExpressionEncoders are not thread-safe. We had various (nasty) bugs because of this.

### Does this PR introduce any user-facing change?
No.

### How was this patch tested?
Existing tests.

Closes #28223 from hvanhovell/SPARK-31450.

Authored-by: herman <herman@databricks.com>
Signed-off-by: Dongjoon Hyun <dongjoon@apache.org>
2020-04-16 18:47:46 -07:00
zhengruifeng 165590bc29 [SPARK-31301][ML] Flatten the result dataframe of tests in testChiSquare
### What changes were proposed in this pull request?
1, remove newly added method: `def testChiSquare(dataset: Dataset[_], featuresCol: String, labelCol: String): Array[SelectionTestResult]`, because: 1) it is only used in `ChiSqSelector`; 2, since the returned dataframe of `def test(dataset: DataFrame, featuresCol: String, labelCol: String): DataFrame` only contains one row, after collect it back to driver, the results are similar;
2, add method `def test(dataset: DataFrame, featuresCol: String, labelCol: String, flatten: Boolean): DataFrame` to return the flatten results;

### Why are the changes needed?
1, when get returned result dataframe, we may want to filter it like `pValue<0.1`, but current returned dataframe is hard to use;
2, current impl need to collect all test results of all columns back to the driver, this is a bottleneck, if we return the flatten datafame, we no longer to collect them to driver;

### Does this PR introduce any user-facing change?
Yes:
1, `def testChiSquare(dataset: Dataset[_], featuresCol: String, labelCol: String): Array[SelectionTestResult]` removed;
2, the returned dataframe need an action to trigger computation;

### How was this patch tested?
updated testsuites

Closes #28176 from zhengruifeng/flatten_chisq.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-04-14 14:44:54 +08:00
zero323 697fe911ac [SPARK-30819][SPARKR][ML] Add FMRegressor wrapper to SparkR
### What changes were proposed in this pull request?

This pull request adds SparkR wrapper for `FMRegressor`:

- Supporting ` org.apache.spark.ml.r.FMRegressorWrapper`.
- `FMRegressionModel` S4 class.
- Corresponding `spark.fmRegressor`, `predict`, `summary` and `write.ml` generics.
- Corresponding docs and tests.

### Why are the changes needed?

Feature parity.

### Does this PR introduce any user-facing change?

No (new API).

### How was this patch tested?

New unit tests.

Closes #27571 from zero323/SPARK-30819.

Authored-by: zero323 <mszymkiewicz@gmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-04-09 19:38:11 -05:00
zero323 0063462d55 [SPARK-30818][SPARKR][ML] Add SparkR LinearRegression wrapper
### What changes were proposed in this pull request?

This pull request adds SparkR wrapper for `LinearRegression`

- Supporting `org.apache.spark.ml.rLinearRegressionWrapper`.
- `LinearRegressionModel` S4 class.
- Corresponding `spark.lm` predict, summary and write.ml generics.
- Corresponding docs and tests.

### Why are the changes needed?

Feature parity.

### Does this PR introduce any user-facing change?

No (new API).

### How was this patch tested?

New unit tests.

Closes #27593 from zero323/SPARK-30818.

Authored-by: zero323 <mszymkiewicz@gmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-04-08 22:29:44 -05:00
Holden Karau 8f010bd0a8
[SPARK-31208][CORE] Add an expiremental cleanShuffleDependencies
### What changes were proposed in this pull request?

Add a cleanShuffleDependencies as an experimental developer feature to allow folks to clean up shuffle files more aggressively than we currently do.

### Why are the changes needed?

Dynamic scaling on Kubernetes (introduced in Spark 3) depends on only shutting down executors without shuffle files. However Spark does not aggressively clean up shuffle files (see SPARK-5836) and instead depends on JVM GC on the driver to trigger deletes. We already have a mechanism to explicitly clean up shuffle files from the ALS algorithm where we create a lot of quickly orphaned shuffle files. We should expose this as an advanced developer feature to enable people to better clean-up shuffle files improving dynamic scaling of their jobs on Kubernetes.

### Does this PR introduce any user-facing change?

This adds a new experimental API.

### How was this patch tested?

ALS already used a mechanism like this, re-targets the ALS code to the new interface, tested with existing ALS tests.

Closes #28038 from holdenk/SPARK-31208-allow-users-to-cleanup-shuffle-files.

Authored-by: Holden Karau <hkarau@apple.com>
Signed-off-by: Dongjoon Hyun <dongjoon@apache.org>
2020-04-07 13:54:36 -07:00
zero323 0d37f794ef [SPARK-30820][SPARKR][ML] Add FMClassifier to SparkR
### What changes were proposed in this pull request?

This pull request adds SparkR wrapper for `FMClassifier`:

- Supporting ` org.apache.spark.ml.r.FMClassifierWrapper`.
- `FMClassificationModel` S4 class.
- Corresponding `spark.fmClassifier`, `predict`, `summary` and `write.ml` generics.
- Corresponding docs and tests.

### Why are the changes needed?

Feature parity.

### Does this PR introduce any user-facing change?

No (new API).

### How was this patch tested?

New unit tests.

Closes #27570 from zero323/SPARK-30820.

Authored-by: zero323 <mszymkiewicz@gmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2020-04-07 09:01:45 -05:00
zhengruifeng 1dce6c1fd4 [SPARK-31222][ML] Make ANOVATest Sparsity-Aware
### What changes were proposed in this pull request?
when input dataset is sparse, make `ANOVATest` only process non-zero value

### Why are the changes needed?
for performance

### Does this PR introduce any user-facing change?
No

### How was this patch tested?
existing testsuites

Closes #27982 from zhengruifeng/anova_sparse.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-03-31 10:40:17 +08:00
zhengruifeng 34d6b90449 [SPARK-31283][ML] Simplify ChiSq by adding a common method
### What changes were proposed in this pull request?
add a common method `computeChiSq` and reuse it in both `chiSquaredDenseFeatures` and `chiSquaredSparseFeatures`

### Why are the changes needed?
to simplify ChiSq

### Does this PR introduce any user-facing change?
No

### How was this patch tested?
existing testsuites

Closes #28045 from zhengruifeng/simplify_chisq.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-03-30 13:37:56 +08:00
Huaxin Gao d81df56f2d [SPARK-31223][ML] Set seed in np.random to regenerate test data
### What changes were proposed in this pull request?
https://issues.apache.org/jira/browse/SPARK-31223
set seed in np.random when generating test data......

### Why are the changes needed?
so the same set of test data can be regenerated later.

### Does this PR introduce any user-facing change?
No

### How was this patch tested?
exiting tests

Closes #27994 from huaxingao/spark-31223.

Authored-by: Huaxin Gao <huaxing@us.ibm.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-03-26 13:53:31 +08:00
zhengruifeng ded51b04d2 [SPARK-31138][ML][FOLLOWUP] ANOVA optimization
### What changes were proposed in this pull request?
1, remove unused var `numFeatures`;
2, remove the computation of `numSamples` and `numClasses`, since they can be directly infered by `counts: OpenHashMap[Double, Long]`

### Why are the changes needed?
remove a unnecessary job to compute `numSamples` and `numClasses`

### Does this PR introduce any user-facing change?
No

### How was this patch tested?
existing testsuites

Closes #27979 from zhengruifeng/anova_followup.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2020-03-23 11:16:57 +08:00