Commit graph

307 commits

Author SHA1 Message Date
DB Tsai 255b56f9f5 [SPARK-2479][MLlib] Comparing floating-point numbers using relative error in UnitTests
Floating point math is not exact, and most floating-point numbers end up being slightly imprecise due to rounding errors.

Simple values like 0.1 cannot be precisely represented using binary floating point numbers, and the limited precision of floating point numbers means that slight changes in the order of operations or the precision of intermediates can change the result.

That means that comparing two floats to see if they are equal is usually not what we want. As long as this imprecision stays small, it can usually be ignored.

Based on discussion in the community, we have implemented two different APIs for relative tolerance, and absolute tolerance. It makes sense that test writers should know which one they need depending on their circumstances.

Developers also need to explicitly specify the eps, and there is no default value which will sometimes cause confusion.

When comparing against zero using relative tolerance, a exception will be raised to warn users that it's meaningless.

For relative tolerance, users can now write

    assert(23.1 ~== 23.52 relTol 0.02)
    assert(23.1 ~== 22.74 relTol 0.02)
    assert(23.1 ~= 23.52 relTol 0.02)
    assert(23.1 ~= 22.74 relTol 0.02)
    assert(!(23.1 !~= 23.52 relTol 0.02))
    assert(!(23.1 !~= 22.74 relTol 0.02))

    // This will throw exception with the following message.
    // "Did not expect 23.1 and 23.52 to be within 0.02 using relative tolerance."
    assert(23.1 !~== 23.52 relTol 0.02)

    // "Expected 23.1 and 22.34 to be within 0.02 using relative tolerance."
    assert(23.1 ~== 22.34 relTol 0.02)

For absolute error,

    assert(17.8 ~== 17.99 absTol 0.2)
    assert(17.8 ~== 17.61 absTol 0.2)
    assert(17.8 ~= 17.99 absTol 0.2)
    assert(17.8 ~= 17.61 absTol 0.2)
    assert(!(17.8 !~= 17.99 absTol 0.2))
    assert(!(17.8 !~= 17.61 absTol 0.2))

    // This will throw exception with the following message.
    // "Did not expect 17.8 and 17.99 to be within 0.2 using absolute error."
    assert(17.8 !~== 17.99 absTol 0.2)

    // "Expected 17.8 and 17.59 to be within 0.2 using absolute error."
    assert(17.8 ~== 17.59 absTol 0.2)

Authors:
  DB Tsai <dbtsaialpinenow.com>
  Marek Kolodziej <marekalpinenow.com>

Author: DB Tsai <dbtsai@alpinenow.com>

Closes #1425 from dbtsai/SPARK-2479_comparing_floating_point and squashes the following commits:

8c7cbcc [DB Tsai] Alpine Data Labs
2014-07-28 11:34:19 -07:00
Patrick Wendell e5bbce9a60 Revert "[SPARK-2410][SQL] Merging Hive Thrift/JDBC server"
This reverts commit f6ff2a61d0.
2014-07-27 18:46:58 -07:00
Doris Xin 81fcdd22c8 [SPARK-2514] [mllib] Random RDD generator
Utilities for generating random RDDs.

RandomRDD and RandomVectorRDD are created instead of using `sc.parallelize(range:Range)` because `Range` objects in Scala can only have `size <= Int.MaxValue`.

The object `RandomRDDGenerators` can be transformed into a generator class to reduce the number of auxiliary methods for optional arguments.

Author: Doris Xin <doris.s.xin@gmail.com>

Closes #1520 from dorx/randomRDD and squashes the following commits:

01121ac [Doris Xin] reviewer comments
6bf27d8 [Doris Xin] Merge branch 'master' into randomRDD
a8ea92d [Doris Xin] Reviewer comments
063ea0b [Doris Xin] Merge branch 'master' into randomRDD
aec68eb [Doris Xin] newline
bc90234 [Doris Xin] units passed.
d56cacb [Doris Xin] impl with RandomRDD
92d6f1c [Doris Xin] solution for Cloneable
df5bcff [Doris Xin] Merge branch 'generator' into randomRDD
f46d928 [Doris Xin] WIP
49ed20d [Doris Xin] alternative poisson distribution generator
7cb0e40 [Doris Xin] fix for data inconsistency
8881444 [Doris Xin] RandomRDDGenerator: initial design
2014-07-27 16:16:39 -07:00
Cheng Lian f6ff2a61d0 [SPARK-2410][SQL] Merging Hive Thrift/JDBC server
(This is a replacement of #1399, trying to fix potential `HiveThriftServer2` port collision between parallel builds. Please refer to [these comments](https://github.com/apache/spark/pull/1399#issuecomment-50212572) for details.)

JIRA issue: [SPARK-2410](https://issues.apache.org/jira/browse/SPARK-2410)

Merging the Hive Thrift/JDBC server from [branch-1.0-jdbc](https://github.com/apache/spark/tree/branch-1.0-jdbc).

Thanks chenghao-intel for his initial contribution of the Spark SQL CLI.

Author: Cheng Lian <lian.cs.zju@gmail.com>

Closes #1600 from liancheng/jdbc and squashes the following commits:

ac4618b [Cheng Lian] Uses random port for HiveThriftServer2 to avoid collision with parallel builds
090beea [Cheng Lian] Revert changes related to SPARK-2678, decided to move them to another PR
21c6cf4 [Cheng Lian] Updated Spark SQL programming guide docs
fe0af31 [Cheng Lian] Reordered spark-submit options in spark-shell[.cmd]
199e3fb [Cheng Lian] Disabled MIMA for hive-thriftserver
1083e9d [Cheng Lian] Fixed failed test suites
7db82a1 [Cheng Lian] Fixed spark-submit application options handling logic
9cc0f06 [Cheng Lian] Starts beeline with spark-submit
cfcf461 [Cheng Lian] Updated documents and build scripts for the newly added hive-thriftserver profile
061880f [Cheng Lian] Addressed all comments by @pwendell
7755062 [Cheng Lian] Adapts test suites to spark-submit settings
40bafef [Cheng Lian] Fixed more license header issues
e214aab [Cheng Lian] Added missing license headers
b8905ba [Cheng Lian] Fixed minor issues in spark-sql and start-thriftserver.sh
f975d22 [Cheng Lian] Updated docs for Hive compatibility and Shark migration guide draft
3ad4e75 [Cheng Lian] Starts spark-sql shell with spark-submit
a5310d1 [Cheng Lian] Make HiveThriftServer2 play well with spark-submit
61f39f4 [Cheng Lian] Starts Hive Thrift server via spark-submit
2c4c539 [Cheng Lian] Cherry picked the Hive Thrift server
2014-07-27 13:03:38 -07:00
Doris Xin 3a69c72e5c [SPARK-2679] [MLLib] Ser/De for Double
Added a set of serializer/deserializer for Double in _common.py and PythonMLLibAPI in MLLib.

Author: Doris Xin <doris.s.xin@gmail.com>

Closes #1581 from dorx/doubleSerDe and squashes the following commits:

86a85b3 [Doris Xin] Merge branch 'master' into doubleSerDe
2bfe7a4 [Doris Xin] Removed magic byte
ad4d0d9 [Doris Xin] removed a space in unit
a9020bc [Doris Xin] units passed
7dad9af [Doris Xin] WIP
2014-07-27 07:21:07 -07:00
Xiangrui Meng aaf2b735fd [SPARK-2361][MLLIB] Use broadcast instead of serializing data directly into task closure
We saw task serialization problems with large feature dimension, which could be avoid if we don't serialize data directly into task but use broadcast variables. This PR uses broadcast in both training and prediction and adds tests to make sure the task size is small.

Author: Xiangrui Meng <meng@databricks.com>

Closes #1427 from mengxr/broadcast-new and squashes the following commits:

b9a1228 [Xiangrui Meng] style update
b97c184 [Xiangrui Meng] minimal change to LBFGS
9ebadcc [Xiangrui Meng] add task size test to RowMatrix
9427bf0 [Xiangrui Meng] add task size tests to linear methods
e0a5cf2 [Xiangrui Meng] add task size test to GD
28a8411 [Xiangrui Meng] add test for NaiveBayes
380778c [Xiangrui Meng] update KMeans test
bccab92 [Xiangrui Meng] add task size test to LBFGS
02103ba [Xiangrui Meng] remove print
e73d68e [Xiangrui Meng] update tests for k-means
174cb15 [Xiangrui Meng] use local-cluster for test with a small akka.frameSize
1928a5a [Xiangrui Meng] add test for KMeans task size
e00c2da [Xiangrui Meng] use broadcast in GD, KMeans
010d076 [Xiangrui Meng] modify NaiveBayesModel and GLM to use broadcast
2014-07-26 22:56:07 -07:00
Michael Armbrust afd757a241 Revert "[SPARK-2410][SQL] Merging Hive Thrift/JDBC server"
This reverts commit 06dc0d2c6b.

#1399 is making Jenkins fail.  We should investigate and put this back after its passing tests.

Author: Michael Armbrust <michael@databricks.com>

Closes #1594 from marmbrus/revertJDBC and squashes the following commits:

59748da [Michael Armbrust] Revert "[SPARK-2410][SQL] Merging Hive Thrift/JDBC server"
2014-07-25 15:36:57 -07:00
Cheng Lian 06dc0d2c6b [SPARK-2410][SQL] Merging Hive Thrift/JDBC server
JIRA issue:

- Main: [SPARK-2410](https://issues.apache.org/jira/browse/SPARK-2410)
- Related: [SPARK-2678](https://issues.apache.org/jira/browse/SPARK-2678)

Cherry picked the Hive Thrift/JDBC server from [branch-1.0-jdbc](https://github.com/apache/spark/tree/branch-1.0-jdbc).

(Thanks chenghao-intel for his initial contribution of the Spark SQL CLI.)

TODO

- [x] Use `spark-submit` to launch the server, the CLI and beeline
- [x] Migration guideline draft for Shark users

----

Hit by a bug in `SparkSubmitArguments` while working on this PR: all application options that are recognized by `SparkSubmitArguments` are stolen as `SparkSubmit` options. For example:

```bash
$ spark-submit --class org.apache.hive.beeline.BeeLine spark-internal --help
```

This actually shows usage information of `SparkSubmit` rather than `BeeLine`.

~~Fixed this bug here since the `spark-internal` related stuff also touches `SparkSubmitArguments` and I'd like to avoid conflict.~~

**UPDATE** The bug mentioned above is now tracked by [SPARK-2678](https://issues.apache.org/jira/browse/SPARK-2678). Decided to revert changes to this bug since it involves more subtle considerations and worth a separate PR.

Author: Cheng Lian <lian.cs.zju@gmail.com>

Closes #1399 from liancheng/thriftserver and squashes the following commits:

090beea [Cheng Lian] Revert changes related to SPARK-2678, decided to move them to another PR
21c6cf4 [Cheng Lian] Updated Spark SQL programming guide docs
fe0af31 [Cheng Lian] Reordered spark-submit options in spark-shell[.cmd]
199e3fb [Cheng Lian] Disabled MIMA for hive-thriftserver
1083e9d [Cheng Lian] Fixed failed test suites
7db82a1 [Cheng Lian] Fixed spark-submit application options handling logic
9cc0f06 [Cheng Lian] Starts beeline with spark-submit
cfcf461 [Cheng Lian] Updated documents and build scripts for the newly added hive-thriftserver profile
061880f [Cheng Lian] Addressed all comments by @pwendell
7755062 [Cheng Lian] Adapts test suites to spark-submit settings
40bafef [Cheng Lian] Fixed more license header issues
e214aab [Cheng Lian] Added missing license headers
b8905ba [Cheng Lian] Fixed minor issues in spark-sql and start-thriftserver.sh
f975d22 [Cheng Lian] Updated docs for Hive compatibility and Shark migration guide draft
3ad4e75 [Cheng Lian] Starts spark-sql shell with spark-submit
a5310d1 [Cheng Lian] Make HiveThriftServer2 play well with spark-submit
61f39f4 [Cheng Lian] Starts Hive Thrift server via spark-submit
2c4c539 [Cheng Lian] Cherry picked the Hive Thrift server
2014-07-25 12:20:49 -07:00
Matei Zaharia 8529ced35c SPARK-2657 Use more compact data structures than ArrayBuffer in groupBy & cogroup
JIRA: https://issues.apache.org/jira/browse/SPARK-2657

Our current code uses ArrayBuffers for each group of values in groupBy, as well as for the key's elements in CoGroupedRDD. ArrayBuffers have a lot of overhead if there are few values in them, which is likely to happen in cases such as join. In particular, they have a pointer to an Object[] of size 16 by default, which is 24 bytes for the array header + 128 for the pointers in there, plus at least 32 for the ArrayBuffer data structure. This patch replaces the per-group buffers with a CompactBuffer class that can store up to 2 elements more efficiently (in fields of itself) and acts like an ArrayBuffer beyond that. For a key's elements in CoGroupedRDD, we use an Array of CompactBuffers instead of an ArrayBuffer of ArrayBuffers.

There are some changes throughout the code to deal with CoGroupedRDD returning Array instead. We can also decide not to do that but CoGroupedRDD is a `DeveloperAPI` so I think it's okay to change it here.

Author: Matei Zaharia <matei@databricks.com>

Closes #1555 from mateiz/compact-groupby and squashes the following commits:

845a356 [Matei Zaharia] Lower initial size of CompactBuffer's vector to 8
07621a7 [Matei Zaharia] Review comments
0c1cd12 [Matei Zaharia] Don't use varargs in CompactBuffer.apply
bdc8a39 [Matei Zaharia] Small tweak to +=, and typos
f61f040 [Matei Zaharia] Fix line lengths
59da88b0 [Matei Zaharia] Fix line lengths
197cde8 [Matei Zaharia] Make CompactBuffer extend Seq to make its toSeq more efficient
775110f [Matei Zaharia] Change CoGroupedRDD to give (K, Array[Iterable[_]]) to avoid wrappers
9b4c6e8 [Matei Zaharia] Use CompactBuffer in CoGroupedRDD
ed577ab [Matei Zaharia] Use CompactBuffer in groupByKey
10f0de1 [Matei Zaharia] A CompactBuffer that's more memory-efficient than ArrayBuffer for small buffers
2014-07-25 00:32:32 -07:00
Xiangrui Meng c960b50518 [SPARK-2479 (partial)][MLLIB] fix binary metrics unit tests
Allow small errors in comparison.

@dbtsai , this unit test blocks https://github.com/apache/spark/pull/1562 . I may need to merge this one first. We can change it to use the tools in https://github.com/apache/spark/pull/1425 after that PR gets merged.

Author: Xiangrui Meng <meng@databricks.com>

Closes #1576 from mengxr/fix-binary-metrics-unit-tests and squashes the following commits:

5076a7f [Xiangrui Meng] fix binary metrics unit tests
2014-07-24 12:37:02 -07:00
Xiangrui Meng 4c7243e109 [SPARK-2617] Correct doc and usages of preservesPartitioning
The name `preservesPartitioning` is ambiguous: 1) preserves the indices of partitions, 2) preserves the partitioner. The latter is correct and `preservesPartitioning` should really be called `preservesPartitioner` to avoid confusion. Unfortunately, this is already part of the API and we cannot change. We should be clear in the doc and fix wrong usages.

This PR

1. adds notes in `maPartitions*`,
2. makes `RDD.sample` preserve partitioner,
3. changes `preservesPartitioning` to false in  `RDD.zip` because the keys of the first RDD are no longer the keys of the zipped RDD,
4. fixes some wrong usages in MLlib.

Author: Xiangrui Meng <meng@databricks.com>

Closes #1526 from mengxr/preserve-partitioner and squashes the following commits:

b361e65 [Xiangrui Meng] update doc based on pwendell's comments
3b1ba19 [Xiangrui Meng] update doc
357575c [Xiangrui Meng] fix unit test
20b4816 [Xiangrui Meng] Merge branch 'master' into preserve-partitioner
d1caa65 [Xiangrui Meng] add doc to explain preservesPartitioning fix wrong usage of preservesPartitioning make sample preserse partitioning
2014-07-23 00:58:55 -07:00
peng.zhang 75db1742ab [SPARK-2612] [mllib] Fix data skew in ALS
Author: peng.zhang <peng.zhang@xiaomi.com>

Closes #1521 from renozhang/fix-als and squashes the following commits:

b5727a4 [peng.zhang] Remove no need argument
1a4f7a0 [peng.zhang] Fix data skew in ALS
2014-07-22 02:39:07 -07:00
Xiangrui Meng 1b10b8114a [SPARK-2495][MLLIB] remove private[mllib] from linear models' constructors
This is part of SPARK-2495 to allow users construct linear models manually.

Author: Xiangrui Meng <meng@databricks.com>

Closes #1492 from mengxr/public-constructor and squashes the following commits:

a48b766 [Xiangrui Meng] remove private[mllib] from linear models' constructors
2014-07-20 13:04:59 -07:00
Doris Xin a243364b22 [SPARK-2359][MLlib] Correlations
Implementation for Pearson and Spearman's correlation.

Author: Doris Xin <doris.s.xin@gmail.com>

Closes #1367 from dorx/correlation and squashes the following commits:

c0dd7dc [Doris Xin] here we go
32d83a3 [Doris Xin] Reviewer comments
4db0da1 [Doris Xin] added private[stat] to Spearman
b716f70 [Doris Xin] minor fixes
6e1b42a [Doris Xin] More comments addressed. Still some open questions
8104f44 [Doris Xin] addressed comments. some open questions still
39387c2 [Doris Xin] added missing header
bd3cf19 [Doris Xin] Merge branch 'master' into correlation
6341884 [Doris Xin] race condition bug squished
bd2bacf [Doris Xin] Race condition bug
b775ff9 [Doris Xin] old wrong impl
534ebf2 [Doris Xin] Merge branch 'master' into correlation
818fa31 [Doris Xin] wip units
9d808ee [Doris Xin] wip units
b843a13 [Doris Xin] revert change in stat counter
28561b6 [Doris Xin] wip
bb2e977 [Doris Xin] minor fix
8e02c63 [Doris Xin] Merge branch 'master' into correlation
2a40aa1 [Doris Xin] initial, untested implementation of Pearson
dfc4854 [Doris Xin] WIP
2014-07-18 17:25:32 -07:00
Manish Amde d88f6be446 [MLlib] SPARK-1536: multiclass classification support for decision tree
The ability to perform multiclass classification is a big advantage for using decision trees and was a highly requested feature for mllib. This pull request adds multiclass classification support to the MLlib decision tree. It also adds sample weights support using WeightedLabeledPoint class for handling unbalanced datasets during classification. It will also support algorithms such as AdaBoost which requires instances to be weighted.

It handles the special case where the categorical variables cannot be ordered for multiclass classification and thus the optimizations used for speeding up binary classification cannot be directly used for multiclass classification with categorical variables. More specifically, for m categories in a categorical feature, it analyses all the ```2^(m-1) - 1``` categorical splits provided that #splits are less than the maxBins provided in the input. This condition will not be met for features with large number of categories -- using decision trees is not recommended for such datasets in general since the categorical features are favored over continuous features. Moreover, the user can use a combination of tricks (increasing bin size of the tree algorithms, use binary encoding for categorical features or use one-vs-all classification strategy) to avoid these constraints.

The new code is accompanied by unit tests and has also been tested on the iris and covtype datasets.

cc: mengxr, etrain, hirakendu, atalwalkar, srowen

Author: Manish Amde <manish9ue@gmail.com>
Author: manishamde <manish9ue@gmail.com>
Author: Evan Sparks <sparks@cs.berkeley.edu>

Closes #886 from manishamde/multiclass and squashes the following commits:

26f8acc [Manish Amde] another attempt at fixing mima
c5b2d04 [Manish Amde] more MIMA fixes
1ce7212 [Manish Amde] change problem filter for mima
10fdd82 [Manish Amde] fixing MIMA excludes
e1c970d [Manish Amde] merged master
abf2901 [Manish Amde] adding classes to MimaExcludes.scala
45e767a [Manish Amde] adding developer api annotation for overriden methods
c8428c4 [Manish Amde] fixing weird multiline bug
afced16 [Manish Amde] removed label weights support
2d85a48 [Manish Amde] minor: fixed scalastyle issues reprise
4e85f2c [Manish Amde] minor: fixed scalastyle issues
b2ae41f [Manish Amde] minor: scalastyle
e4c1321 [Manish Amde] using while loop for regression histograms
d75ac32 [Manish Amde] removed WeightedLabeledPoint from this PR
0fecd38 [Manish Amde] minor: add newline to EOF
2061cf5 [Manish Amde] merged from master
06b1690 [Manish Amde] fixed off-by-one error in bin to split conversion
9cc3e31 [Manish Amde] added implicit conversion import
5c1b2ca [Manish Amde] doc for PointConverter class
485eaae [Manish Amde] implicit conversion from LabeledPoint to WeightedLabeledPoint
3d7f911 [Manish Amde] updated doc
8e44ab8 [Manish Amde] updated doc
adc7315 [Manish Amde] support ordered categorical splits for multiclass classification
e3e8843 [Manish Amde] minor code formatting
23d4268 [Manish Amde] minor: another minor code style
34ee7b9 [Manish Amde] minor: code style
237762d [Manish Amde] renaming functions
12e6d0a [Manish Amde] minor: removing line in doc
9a90c93 [Manish Amde] Merge branch 'master' into multiclass
1892a2c [Manish Amde] tests and use multiclass binaggregate length when atleast one categorical feature is present
f5f6b83 [Manish Amde] multiclass for continous variables
8cfd3b6 [Manish Amde] working for categorical multiclass classification
828ff16 [Manish Amde] added categorical variable test
bce835f [Manish Amde] code cleanup
7e5f08c [Manish Amde] minor doc
1dd2735 [Manish Amde] bin search logic for multiclass
f16a9bb [Manish Amde] fixing while loop
d811425 [Manish Amde] multiclass bin aggregate logic
ab5cb21 [Manish Amde] multiclass logic
d8e4a11 [Manish Amde] sample weights
ed5a2df [Manish Amde] fixed classification requirements
d012be7 [Manish Amde] fixed while loop
18d2835 [Manish Amde] changing default values for num classes
6b912dc [Manish Amde] added numclasses to tree runner, predict logic for multiclass, add multiclass option to train
75f2bfc [Manish Amde] minor code style fix
e547151 [Manish Amde] minor modifications
34549d0 [Manish Amde] fixing error during merge
098e8c5 [Manish Amde] merged master
e006f9d [Manish Amde] changing variable names
5c78e1a [Manish Amde] added multiclass support
6c7af22 [Manish Amde] prepared for multiclass without breaking binary classification
46e06ee [Manish Amde] minor mods
3f85a17 [Manish Amde] tests for multiclass classification
4d5f70c [Manish Amde] added multiclass support for find splits bins
46f909c [Manish Amde] todo for multiclass support
455bea9 [Manish Amde] fixed tests
14aea48 [Manish Amde] changing instance format to weighted labeled point
a1a6e09 [Manish Amde] added weighted point class
968ca9d [Manish Amde] merged master
7fc9545 [Manish Amde] added docs
ce004a1 [Manish Amde] minor formatting
b27ad2c [Manish Amde] formatting
426bb28 [Manish Amde] programming guide blurb
8053fed [Manish Amde] more formatting
5eca9e4 [Manish Amde] grammar
4731cda [Manish Amde] formatting
5e82202 [Manish Amde] added documentation, fixed off by 1 error in max level calculation
cbd9f14 [Manish Amde] modified scala.math to math
dad9652 [Manish Amde] removed unused imports
e0426ee [Manish Amde] renamed parameter
718506b [Manish Amde] added unit test
1517155 [Manish Amde] updated documentation
9dbdabe [Manish Amde] merge from master
719d009 [Manish Amde] updating user documentation
fecf89a [manishamde] Merge pull request #6 from etrain/deep_tree
0287772 [Evan Sparks] Fixing scalastyle issue.
2f1e093 [Manish Amde] minor: added doc for maxMemory parameter
2f6072c [manishamde] Merge pull request #5 from etrain/deep_tree
abc5a23 [Evan Sparks] Parameterizing max memory.
50b143a [Manish Amde] adding support for very deep trees
2014-07-18 14:00:13 -07:00
Joseph K. Bradley 935fe65ff6 SPARK-1215 [MLLIB]: Clustering: Index out of bounds error (2)
Added check to LocalKMeans.scala: kMeansPlusPlus initialization to handle case with fewer distinct data points than clusters k.  Added two related unit tests to KMeansSuite.  (Re-submitting PR after tangling commits in PR 1407 https://github.com/apache/spark/pull/1407 )

Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>

Closes #1468 from jkbradley/kmeans-fix and squashes the following commits:

4e9bd1e [Joseph K. Bradley] Updated PR per comments from mengxr
6c7a2ec [Joseph K. Bradley] Added check to LocalKMeans.scala: kMeansPlusPlus initialization to handle case with fewer distinct data points than clusters k.  Added two related unit tests to KMeansSuite.
2014-07-17 15:05:02 -07:00
Alexander Ulanov 04b01bb101 [MLLIB] [SPARK-2222] Add multiclass evaluation metrics
Adding two classes:
1) MulticlassMetrics implements various multiclass evaluation metrics
2) MulticlassMetricsSuite implements unit tests for MulticlassMetrics

Author: Alexander Ulanov <nashb@yandex.ru>
Author: unknown <ulanov@ULANOV1.emea.hpqcorp.net>
Author: Xiangrui Meng <meng@databricks.com>

Closes #1155 from avulanov/master and squashes the following commits:

2eae80f [Alexander Ulanov] Merge pull request #1 from mengxr/avulanov-master
5ebeb08 [Xiangrui Meng] minor updates
79c3555 [Alexander Ulanov] Addressing reviewers comments mengxr
0fa9511 [Alexander Ulanov] Addressing reviewers comments mengxr
f0dadc9 [Alexander Ulanov] Addressing reviewers comments mengxr
4811378 [Alexander Ulanov] Removing println
87fb11f [Alexander Ulanov] Addressing reviewers comments mengxr. Added confusion matrix
e3db569 [Alexander Ulanov] Addressing reviewers comments mengxr. Added true positive rate and false positive rate. Test suite code style.
a7e8bf0 [Alexander Ulanov] Addressing reviewers comments mengxr
c3a77ad [Alexander Ulanov] Addressing reviewers comments mengxr
e2c91c3 [Alexander Ulanov] Fixes to mutliclass metics
d5ce981 [unknown] Comments about Double
a5c8ba4 [unknown] Unit tests. Class rename
fcee82d [unknown] Unit tests. Class rename
d535d62 [unknown] Multiclass evaluation
2014-07-15 08:40:22 -07:00
DB Tsai 52beb20f79 [SPARK-2477][MLlib] Using appendBias for adding intercept in GeneralizedLinearAlgorithm
Instead of using prependOne currently in GeneralizedLinearAlgorithm, we would like to use appendBias for 1) keeping the indices of original training set unchanged by adding the intercept into the last element of vector and 2) using the same public API for consistently adding intercept.

Author: DB Tsai <dbtsai@alpinenow.com>

Closes #1410 from dbtsai/SPARK-2477_intercept_with_appendBias and squashes the following commits:

011432c [DB Tsai] From Alpine Data Labs
2014-07-15 02:14:58 -07:00
Sean Owen 635888cbed SPARK-2363. Clean MLlib's sample data files
(Just made a PR for this, mengxr was the reporter of:)

MLlib has sample data under serveral folders:
1) data/mllib
2) data/
3) mllib/data/*
Per previous discussion with Matei Zaharia, we want to put them under `data/mllib` and clean outdated files.

Author: Sean Owen <sowen@cloudera.com>

Closes #1394 from srowen/SPARK-2363 and squashes the following commits:

54313dd [Sean Owen] Move ML example data from /mllib/data/ and /data/ into /data/mllib/
2014-07-13 19:27:43 -07:00
Sandy Ryza 4c8be64e76 SPARK-2462. Make Vector.apply public.
Apologies if there's an already-discussed reason I missed for why this doesn't make sense.

Author: Sandy Ryza <sandy@cloudera.com>

Closes #1389 from sryza/sandy-spark-2462 and squashes the following commits:

2e5e201 [Sandy Ryza] SPARK-2462.  Make Vector.apply public.
2014-07-12 16:55:15 -07:00
Li Pu d38887b8a0 use specialized axpy in RowMatrix for SVD
After running some more tests on large matrix, found that the BV axpy (breeze/linalg/Vector.scala, axpy) is slower than the BSV axpy (breeze/linalg/operators/SparseVectorOps.scala, sv_dv_axpy), 8s v.s. 2s for each multiplication. The BV axpy operates on an iterator while BSV axpy directly operates on the underlying array. I think the overhead comes from creating the iterator (with a zip) and advancing the pointers.

Author: Li Pu <lpu@twitter.com>
Author: Xiangrui Meng <meng@databricks.com>
Author: Li Pu <li.pu@outlook.com>

Closes #1378 from vrilleup/master and squashes the following commits:

6fb01a3 [Li Pu] use specialized axpy in RowMatrix
5255f2a [Li Pu] Merge remote-tracking branch 'upstream/master'
7312ec1 [Li Pu] very minor comment fix
4c618e9 [Li Pu] Merge pull request #1 from mengxr/vrilleup-master
a461082 [Xiangrui Meng] make superscript show up correctly in doc
861ec48 [Xiangrui Meng] simplify axpy
62969fa [Xiangrui Meng] use BDV directly in symmetricEigs change the computation mode to local-svd, local-eigs, and dist-eigs update tests and docs
c273771 [Li Pu] automatically determine SVD compute mode and parameters
7148426 [Li Pu] improve RowMatrix multiply
5543cce [Li Pu] improve svd api
819824b [Li Pu] add flag for dense svd or sparse svd
eb15100 [Li Pu] fix binary compatibility
4c7aec3 [Li Pu] improve comments
e7850ed [Li Pu] use aggregate and axpy
827411b [Li Pu] fix EOF new line
9c80515 [Li Pu] use non-sparse implementation when k = n
fe983b0 [Li Pu] improve scala style
96d2ecb [Li Pu] improve eigenvalue sorting
e1db950 [Li Pu] SPARK-1782: svd for sparse matrix using ARPACK
2014-07-11 23:26:47 -07:00
DB Tsai 5596086935 [SPARK-1969][MLlib] Online summarizer APIs for mean, variance, min, and max
It basically moved the private ColumnStatisticsAggregator class from RowMatrix to public available DeveloperApi with documentation and unitests.

Changes:
1) Moved the private implementation from org.apache.spark.mllib.linalg.ColumnStatisticsAggregator to org.apache.spark.mllib.stat.MultivariateOnlineSummarizer
2) When creating OnlineSummarizer object, the number of columns is not needed in the constructor. It's determined when users add the first sample.
3) Added the APIs documentation for MultivariateOnlineSummarizer.
4) Added the unittests for MultivariateOnlineSummarizer.

Author: DB Tsai <dbtsai@dbtsai.com>

Closes #955 from dbtsai/dbtsai-summarizer and squashes the following commits:

b13ac90 [DB Tsai] dbtsai-summarizer
2014-07-11 23:04:43 -07:00
Xiangrui Meng 2f59ce7dbe [SPARK-2358][MLLIB] Add an option to include native BLAS/LAPACK loader in the build
It would be easy for users to include the netlib-java jniloader in the spark jar, which is LGPL-licensed. We can follow the same approach as ganglia support in Spark, which could be enabled by turning on "-Pganglia-lgpl" at build time. We can use "-Pnetlib-lgpl" flag for this.

Author: Xiangrui Meng <meng@databricks.com>

Closes #1295 from mengxr/netlib-lgpl and squashes the following commits:

aebf001 [Xiangrui Meng] add a profile to optionally include native BLAS/LAPACK loader in mllib
2014-07-10 21:57:54 -07:00
Prashant Sharma 628932b8d0 [SPARK-1776] Have Spark's SBT build read dependencies from Maven.
Patch introduces the new way of working also retaining the existing ways of doing things.

For example build instruction for yarn in maven is
`mvn -Pyarn -PHadoop2.2 clean package -DskipTests`
in sbt it can become
`MAVEN_PROFILES="yarn, hadoop-2.2" sbt/sbt clean assembly`
Also supports
`sbt/sbt -Pyarn -Phadoop-2.2 -Dhadoop.version=2.2.0 clean assembly`

Author: Prashant Sharma <prashant.s@imaginea.com>
Author: Patrick Wendell <pwendell@gmail.com>

Closes #772 from ScrapCodes/sbt-maven and squashes the following commits:

a8ac951 [Prashant Sharma] Updated sbt version.
62b09bb [Prashant Sharma] Improvements.
fa6221d [Prashant Sharma] Excluding sql from mima
4b8875e [Prashant Sharma] Sbt assembly no longer builds tools by default.
72651ca [Prashant Sharma] Addresses code reivew comments.
acab73d [Prashant Sharma] Revert "Small fix to run-examples script."
ac4312c [Prashant Sharma] Revert "minor fix"
6af91ac [Prashant Sharma] Ported oldDeps back. + fixes issues with prev commit.
65cf06c [Prashant Sharma] Servelet API jars mess up with the other servlet jars on the class path.
446768e [Prashant Sharma] minor fix
89b9777 [Prashant Sharma] Merge conflicts
d0a02f2 [Prashant Sharma] Bumped up pom versions, Since the build now depends on pom it is better updated there. + general cleanups.
dccc8ac [Prashant Sharma] updated mima to check against 1.0
a49c61b [Prashant Sharma] Fix for tools jar
a2f5ae1 [Prashant Sharma] Fixes a bug in dependencies.
cf88758 [Prashant Sharma] cleanup
9439ea3 [Prashant Sharma] Small fix to run-examples script.
96cea1f [Prashant Sharma] SPARK-1776 Have Spark's SBT build read dependencies from Maven.
36efa62 [Patrick Wendell] Set project name in pom files and added eclipse/intellij plugins.
4973dbd [Patrick Wendell] Example build using pom reader.
2014-07-10 11:03:37 -07:00
Li Pu 1f33e1f201 SPARK-1782: svd for sparse matrix using ARPACK
copy ARPACK dsaupd/dseupd code from latest breeze
change RowMatrix to use sparse SVD
change tests for sparse SVD

All tests passed. I will run it against some large matrices.

Author: Li Pu <lpu@twitter.com>
Author: Xiangrui Meng <meng@databricks.com>
Author: Li Pu <li.pu@outlook.com>

Closes #964 from vrilleup/master and squashes the following commits:

7312ec1 [Li Pu] very minor comment fix
4c618e9 [Li Pu] Merge pull request #1 from mengxr/vrilleup-master
a461082 [Xiangrui Meng] make superscript show up correctly in doc
861ec48 [Xiangrui Meng] simplify axpy
62969fa [Xiangrui Meng] use BDV directly in symmetricEigs change the computation mode to local-svd, local-eigs, and dist-eigs update tests and docs
c273771 [Li Pu] automatically determine SVD compute mode and parameters
7148426 [Li Pu] improve RowMatrix multiply
5543cce [Li Pu] improve svd api
819824b [Li Pu] add flag for dense svd or sparse svd
eb15100 [Li Pu] fix binary compatibility
4c7aec3 [Li Pu] improve comments
e7850ed [Li Pu] use aggregate and axpy
827411b [Li Pu] fix EOF new line
9c80515 [Li Pu] use non-sparse implementation when k = n
fe983b0 [Li Pu] improve scala style
96d2ecb [Li Pu] improve eigenvalue sorting
e1db950 [Li Pu] SPARK-1782: svd for sparse matrix using ARPACK
2014-07-09 12:15:08 -07:00
johnnywalleye d35e3db232 [SPARK-2417][MLlib] Fix DecisionTree tests
Fixes test failures introduced by https://github.com/apache/spark/pull/1316.

For both the regression and classification cases,
val stats is the InformationGainStats for the best tree split.
stats.predict is the predicted value for the data, before the split is made.
Since 600 of the 1,000 values generated by DecisionTreeSuite.generateCategoricalDataPoints() are 1.0 and the rest 0.0, the regression tree and classification tree both correctly predict a value of 0.6 for this data now, and the assertions have been changed to reflect that.

Author: johnnywalleye <jsondag@gmail.com>

Closes #1343 from johnnywalleye/decision-tree-tests and squashes the following commits:

ef80603 [johnnywalleye] [SPARK-2417][MLlib] Fix DecisionTree tests
2014-07-09 11:06:34 -07:00
johnnywalleye 1114207cc8 [SPARK-2152][MLlib] fix bin offset in DecisionTree node aggregations (also resolves SPARK-2160)
Hi, this pull fixes (what I believe to be) a bug in DecisionTree.scala.

In the extractLeftRightNodeAggregates function, the first set of rightNodeAgg values for Regression are set in line 792 as follows:

rightNodeAgg(featureIndex)(2 * (numBins - 2))
  = binData(shift + (2 * numBins - 1)))

Then there is a loop that sets the rest of the values, as in line 809:

rightNodeAgg(featureIndex)(2 * (numBins - 2 - splitIndex)) =
  binData(shift + (2 *(numBins - 2 - splitIndex))) +
  rightNodeAgg(featureIndex)(2 * (numBins - 1 - splitIndex))

But since splitIndex starts at 1, this ends up skipping a set of binData values.

The changes here address this issue, for both the Regression and Classification cases.

Author: johnnywalleye <jsondag@gmail.com>

Closes #1316 from johnnywalleye/master and squashes the following commits:

73809da [johnnywalleye] fix bin offset in DecisionTree node aggregations
2014-07-08 19:17:26 -07:00
Sean Owen 2b36344f58 SPARK-1675. Make clear whether computePrincipalComponents requires centered data
Just closing out this small JIRA, resolving with a comment change.

Author: Sean Owen <sowen@cloudera.com>

Closes #1171 from srowen/SPARK-1675 and squashes the following commits:

45ee9b7 [Sean Owen] Add simple note that data need not be centered for computePrincipalComponents
2014-07-03 11:54:51 -07:00
Szul, Piotr 441cdcca64 [SPARK-2172] PySpark cannot import mllib modules in YARN-client mode
Include pyspark/mllib python sources as resources in the mllib.jar.
This way they will be included in the final assembly

Author: Szul, Piotr <Piotr.Szul@csiro.au>

Closes #1223 from piotrszul/branch-1.0 and squashes the following commits:

69d5174 [Szul, Piotr] Removed unsed resource directory src/main/resource from mllib pom
f8c52a0 [Szul, Piotr] [SPARK-2172] PySpark cannot import mllib modules in YARN-client mode Include pyspark/mllib python sources as resources in the jar

(cherry picked from commit fa167194ce)
Signed-off-by: Reynold Xin <rxin@apache.org>
2014-06-25 23:07:16 -07:00
Gang Bai d484ddeff1 [SPARK-2163] class LBFGS optimize with Double tolerance instead of Int
https://issues.apache.org/jira/browse/SPARK-2163

This pull request includes the change for **[SPARK-2163]**:

* Changed the convergence tolerance parameter from type `Int` to type `Double`.
* Added types for vars in `class LBFGS`, making the style consistent with `class GradientDescent`.
* Added associated test to check that optimizing via `class LBFGS` produces the same results as via calling `runLBFGS` from `object LBFGS`.

This is a very minor change but it will solve the problem in my implementation of a regression model for count data, where I make use of LBFGS for parameter estimation.

Author: Gang Bai <me@baigang.net>

Closes #1104 from BaiGang/fix_int_tol and squashes the following commits:

cecf02c [Gang Bai] Changed setConvergenceTol'' to specify tolerance with a parameter of type Double. For the reason and the problem caused by an Int parameter, please check https://issues.apache.org/jira/browse/SPARK-2163. Added a test in LBFGSSuite for validating that optimizing via class LBFGS produces the same results as calling runLBFGS from object LBFGS. Keep the indentations and styles correct.
2014-06-20 08:52:20 -07:00
Doris Xin 566f70f214 Squishing a typo bug before it causes real harm
in updateNumRows method in RowMatrix

Author: Doris Xin <doris.s.xin@gmail.com>

Closes #1125 from dorx/updateNumRows and squashes the following commits:

8564aef [Doris Xin] Squishing a typo bug before it causes real harm
2014-06-18 22:19:06 -07:00
Shuo Xiang a6e0afdcf0 SPARK-2085: [MLlib] Apply user-specific regularization instead of uniform regularization in ALS
The current implementation of ALS takes a single regularization parameter and apply it on both of the user factors and the product factors. This kind of regularization can be less effective while user number is significantly larger than the number of products (and vice versa). For example, if we have 10M users and 1K product, regularization on user factors will dominate. Following the discussion in [this thread](http://apache-spark-user-list.1001560.n3.nabble.com/possible-bug-in-Spark-s-ALS-implementation-tt2567.html#a2704), the implementation in this PR will regularize each factor vector by #ratings * lambda.

Author: Shuo Xiang <sxiang@twitter.com>

Closes #1026 from coderxiang/als-reg and squashes the following commits:

93dfdb4 [Shuo Xiang] Merge remote-tracking branch 'upstream/master' into als-reg
b98f19c [Shuo Xiang] merge latest master
52c7b58 [Shuo Xiang] Apply user-specific regularization instead of uniform regularization in Alternating Least Squares (ALS)
2014-06-12 17:37:06 -07:00
Tor Myklebust d9203350b0 [SPARK-1672][MLLIB] Separate user and product partitioning in ALS
Some clean up work following #593.

1. Allow to set different number user blocks and number product blocks in `ALS`.
2. Update `MovieLensALS` to reflect the change.

Author: Tor Myklebust <tmyklebu@gmail.com>
Author: Xiangrui Meng <meng@databricks.com>

Closes #1014 from mengxr/SPARK-1672 and squashes the following commits:

0e910dd [Xiangrui Meng] change private[this] to private[recommendation]
36420c7 [Xiangrui Meng] set exclusion rules for ALS
9128b77 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-1672
294efe9 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-1672
9bab77b [Xiangrui Meng] clean up add numUserBlocks and numProductBlocks to MovieLensALS
84c8e8c [Xiangrui Meng] Merge branch 'master' into SPARK-1672
d17a8bf [Xiangrui Meng] merge master
a4925fd [Tor Myklebust] Style.
bd8a75c [Tor Myklebust] Merge branch 'master' of github.com:apache/spark into alsseppar
021f54b [Tor Myklebust] Separate user and product blocks.
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.
2014-06-11 18:16:33 -07:00
witgo c48b6222ea Resolve scalatest warnings during build
Author: witgo <witgo@qq.com>

Closes #1032 from witgo/ShouldMatchers and squashes the following commits:

7ebf34c [witgo] Resolve scalatest warnings during build
2014-06-10 20:24:05 -07:00
Marcelo Vanzin 668cb1defe Remove compile-scoped junit dependency.
This avoids having junit classes showing up in the assembly jar.
I verified that only test classes in the jtransforms package
use junit.

Author: Marcelo Vanzin <vanzin@cloudera.com>

Closes #794 from vanzin/junit-dep-exclusion and squashes the following commits:

274e1c2 [Marcelo Vanzin] Remove junit from assembly in sbt build also.
ad950be [Marcelo Vanzin] Remove compile-scoped junit dependency.
2014-06-05 13:13:33 -07:00
Takuya UESHIN 7c160293d6 [SPARK-2029] Bump pom.xml version number of master branch to 1.1.0-SNAPSHOT.
Author: Takuya UESHIN <ueshin@happy-camper.st>

Closes #974 from ueshin/issues/SPARK-2029 and squashes the following commits:

e19e8f4 [Takuya UESHIN] Bump version number to 1.1.0-SNAPSHOT.
2014-06-05 11:27:33 -07:00
Xiangrui Meng 189df165bb [SPARK-1752][MLLIB] Standardize text format for vectors and labeled points
We should standardize the text format used to represent vectors and labeled points. The proposed formats are the following:

1. dense vector: `[v0,v1,..]`
2. sparse vector: `(size,[i0,i1],[v0,v1])`
3. labeled point: `(label,vector)`

where "(..)" indicates a tuple and "[...]" indicate an array. `loadLabeledPoints` is added to pyspark's `MLUtils`. I didn't add `loadVectors` to pyspark because `RDD.saveAsTextFile` cannot stringify dense vectors in the proposed format automatically.

`MLUtils#saveLabeledData` and `MLUtils#loadLabeledData` are deprecated. Users should use `RDD#saveAsTextFile` and `MLUtils#loadLabeledPoints` instead. In Scala, `MLUtils#loadLabeledPoints` is compatible with the format used by `MLUtils#loadLabeledData`.

CC: @mateiz, @srowen

Author: Xiangrui Meng <meng@databricks.com>

Closes #685 from mengxr/labeled-io and squashes the following commits:

2d1116a [Xiangrui Meng] make loadLabeledData/saveLabeledData deprecated since 1.0.1
297be75 [Xiangrui Meng] change LabeledPoint.parse to LabeledPointParser.parse to maintain binary compatibility
d6b1473 [Xiangrui Meng] Merge branch 'master' into labeled-io
56746ea [Xiangrui Meng] replace # by .
623a5f0 [Xiangrui Meng] merge master
f06d5ba [Xiangrui Meng] add docs and minor updates
640fe0c [Xiangrui Meng] throw SparkException
5bcfbc4 [Xiangrui Meng] update test to add scientific notations
e86bf38 [Xiangrui Meng] remove NumericTokenizer
050fca4 [Xiangrui Meng] use StringTokenizer
6155b75 [Xiangrui Meng] merge master
f644438 [Xiangrui Meng] remove parse methods based on eval from pyspark
a41675a [Xiangrui Meng] python loadLabeledPoint uses Scala's implementation
ce9a475 [Xiangrui Meng] add deserialize_labeled_point to pyspark with tests
e9fcd49 [Xiangrui Meng] add serializeLabeledPoint and tests
aea4ae3 [Xiangrui Meng] minor updates
810d6df [Xiangrui Meng] update tokenizer/parser implementation
7aac03a [Xiangrui Meng] remove Scala parsers
c1885c1 [Xiangrui Meng] add headers and minor changes
b0c50cb [Xiangrui Meng] add customized parser
d731817 [Xiangrui Meng] style update
63dc396 [Xiangrui Meng] add loadLabeledPoints to pyspark
ea122b5 [Xiangrui Meng] Merge branch 'master' into labeled-io
cd6c78f [Xiangrui Meng] add __str__ and parse to LabeledPoint
a7a178e [Xiangrui Meng] add stringify to pyspark's Vectors
5c2dbfa [Xiangrui Meng] add parse to pyspark's Vectors
7853f88 [Xiangrui Meng] update pyspark's SparseVector.__str__
e761d32 [Xiangrui Meng] make LabelPoint.parse compatible with the dense format used before v1.0 and deprecate loadLabeledData and saveLabeledData
9e63a02 [Xiangrui Meng] add loadVectors and loadLabeledPoints
19aa523 [Xiangrui Meng] update toString and add parsers for Vectors and LabeledPoint
2014-06-04 12:56:56 -07:00
Neville Li b8d2580039 [MLLIB] set RDD names in ALS
This is very useful when debugging & fine tuning jobs with large data sets.

Author: Neville Li <neville@spotify.com>

Closes #966 from nevillelyh/master and squashes the following commits:

6747764 [Neville Li] [MLLIB] use string interpolation for RDD names
3b15d34 [Neville Li] [MLLIB] set RDD names in ALS
2014-06-04 01:51:34 -07:00
DB Tsai f4dd665c85 Fixed a typo
in RowMatrix.scala

Author: DB Tsai <dbtsai@dbtsai.com>

Closes #959 from dbtsai/dbtsai-typo and squashes the following commits:

fab0e0e [DB Tsai] Fixed typo
2014-06-03 18:10:58 -07:00
Syed Hashmi 7782a304ad [SPARK-1942] Stop clearing spark.driver.port in unit tests
stop resetting spark.driver.port in unit tests (scala, java and python).

Author: Syed Hashmi <shashmi@cloudera.com>
Author: CodingCat <zhunansjtu@gmail.com>

Closes #943 from syedhashmi/master and squashes the following commits:

885f210 [Syed Hashmi] Removing unnecessary file (created by mergetool)
b8bd4b5 [Syed Hashmi] Merge remote-tracking branch 'upstream/master'
b895e59 [Syed Hashmi] Revert "[SPARK-1784] Add a new partitioner"
57b6587 [Syed Hashmi] Revert "[SPARK-1784] Add a balanced partitioner"
1574769 [Syed Hashmi] [SPARK-1942] Stop clearing spark.driver.port in unit tests
4354836 [Syed Hashmi] Revert "SPARK-1686: keep schedule() calling in the main thread"
fd36542 [Syed Hashmi] [SPARK-1784] Add a balanced partitioner
6668015 [CodingCat] SPARK-1686: keep schedule() calling in the main thread
4ca94cc [Syed Hashmi] [SPARK-1784] Add a new partitioner
2014-06-03 12:04:47 -07:00
Tor Myklebust 9a5d482e09 [SPARK-1553] Alternating nonnegative least-squares
This pull request includes a nonnegative least-squares solver (NNLS) tailored to the kinds of small-scale problems that come up when training matrix factorisation models by alternating nonnegative least-squares (ANNLS).

The method used for the NNLS subproblems is based on the classical method of projected gradients.  There is a modification where, if the set of active constraints has not changed since the last iteration, a conjugate gradient step is considered and possibly rejected in favour of the gradient; this improves convergence once the optimal face has been located.

The NNLS solver is in `org.apache.spark.mllib.optimization.NNLSbyPCG`.

Author: Tor Myklebust <tmyklebu@gmail.com>

Closes #460 from tmyklebu/annls and squashes the following commits:

79bc4b5 [Tor Myklebust] Merge branch 'master' of https://github.com/apache/spark into annls
199b0bc [Tor Myklebust] Make the ctor private again and use the builder pattern.
7fbabf1 [Tor Myklebust] Cleanup matrix math in NNLSSuite.
65ef7f2 [Tor Myklebust] Make ALS's ctor public and remove a couple of "convenience" wrappers.
2d4f3cb [Tor Myklebust] Cleanup.
0cb4481 [Tor Myklebust] Drop the iteration limit from 40k to max(400,20n).
e2a01d1 [Tor Myklebust] Create a workspace object for NNLS to cut down on memory allocations.
b285106 [Tor Myklebust] Clean up NNLS test cases.
9c820b6 [Tor Myklebust] Tweak variable names.
8a1a436 [Tor Myklebust] Describe the problem and add a reference to Polyak's paper.
5345402 [Tor Myklebust] Style fixes that got eaten.
ac673bd [Tor Myklebust] More safeguards against numerical ridiculousness.
c288b6a [Tor Myklebust] Finish moving the NNLS solver.
9a82fa6 [Tor Myklebust] Fix scalastyle moanings.
33bf4f2 [Tor Myklebust] Fix missing space.
89ea0a8 [Tor Myklebust] Hack ALSSuite to support NNLS testing.
f5dbf4d [Tor Myklebust] Teach ALS how to use the NNLS solver.
6cb563c [Tor Myklebust] Tests for the nonnegative least squares solver.
a68ac10 [Tor Myklebust] A nonnegative least-squares solver.
2014-06-02 11:48:09 -07:00
zsxwing cb7fe50348 SPARK-1925: Replace '&' with '&&'
JIRA: https://issues.apache.org/jira/browse/SPARK-1925

Author: zsxwing <zsxwing@gmail.com>

Closes #879 from zsxwing/SPARK-1925 and squashes the following commits:

5cf5a6d [zsxwing] SPARK-1925: Replace '&' with '&&'
2014-05-26 14:34:58 -07:00
baishuo(白硕) a08262d876 Update LBFGSSuite.scala
the same reason as https://github.com/apache/spark/pull/588

Author: baishuo(白硕) <vc_java@hotmail.com>

Closes #815 from baishuo/master and squashes the following commits:

6876c1e [baishuo(白硕)] Update LBFGSSuite.scala
2014-05-23 13:02:40 -07:00
Xiangrui Meng d52761d67f [SPARK-1741][MLLIB] add predict(JavaRDD) to RegressionModel, ClassificationModel, and KMeans
`model.predict` returns a RDD of Scala primitive type (Int/Double), which is recognized as Object in Java. Adding predict(JavaRDD) could make life easier for Java users.

Added tests for KMeans, LinearRegression, and NaiveBayes.

Will update examples after https://github.com/apache/spark/pull/653 gets merged.

cc: @srowen

Author: Xiangrui Meng <meng@databricks.com>

Closes #670 from mengxr/predict-javardd and squashes the following commits:

b77ccd8 [Xiangrui Meng] Merge branch 'master' into predict-javardd
43caac9 [Xiangrui Meng] add predict(JavaRDD) to RegressionModel, ClassificationModel, and KMeans
2014-05-15 11:59:59 -07:00
Prashant Sharma 46324279da Package docs
This is a few changes based on the original patch by @scrapcodes.

Author: Prashant Sharma <prashant.s@imaginea.com>
Author: Patrick Wendell <pwendell@gmail.com>

Closes #785 from pwendell/package-docs and squashes the following commits:

c32b731 [Patrick Wendell] Changes based on Prashant's patch
c0463d3 [Prashant Sharma] added eof new line
ce8bf73 [Prashant Sharma] Added eof new line to all files.
4c35f2e [Prashant Sharma] SPARK-1563 Add package-info.java and package.scala files for all packages that appear in docs
2014-05-14 22:24:41 -07:00
Xiangrui Meng e3d72a74ad [SPARK-1696][MLLIB] use alpha in dense dspr
It doesn't affect existing code because only `alpha = 1.0` is used in the code.

Author: Xiangrui Meng <meng@databricks.com>

Closes #778 from mengxr/mllib-dspr-fix and squashes the following commits:

a37402e [Xiangrui Meng] use alpha in dense dspr
2014-05-14 17:18:30 -07:00
Andrew Tulloch d1e487473f SPARK-1791 - SVM implementation does not use threshold parameter
Summary:
https://issues.apache.org/jira/browse/SPARK-1791

Simple fix, and backward compatible, since

- anyone who set the threshold was getting completely wrong answers.
- anyone who did not set the threshold had the default 0.0 value for the threshold anyway.

Test Plan:
Unit test added that is verified to fail under the old implementation,
and pass under the new implementation.

Reviewers:

CC:

Author: Andrew Tulloch <andrew@tullo.ch>

Closes #725 from ajtulloch/SPARK-1791-SVM and squashes the following commits:

770f55d [Andrew Tulloch] SPARK-1791 - SVM implementation does not use threshold parameter
2014-05-13 17:31:27 -07:00
Sean Owen 7120a2979d SPARK-1798. Tests should clean up temp files
Three issues related to temp files that tests generate – these should be touched up for hygiene but are not urgent.

Modules have a log4j.properties which directs the unit-test.log output file to a directory like `[module]/target/unit-test.log`. But this ends up creating `[module]/[module]/target/unit-test.log` instead of former.

The `work/` directory is not deleted by "mvn clean", in the parent and in modules. Neither is the `checkpoint/` directory created under the various external modules.

Many tests create a temp directory, which is not usually deleted. This can be largely resolved by calling `deleteOnExit()` at creation and trying to call `Utils.deleteRecursively` consistently to clean up, sometimes in an `@After` method.

_If anyone seconds the motion, I can create a more significant change that introduces a new test trait along the lines of `LocalSparkContext`, which provides management of temp directories for subclasses to take advantage of._

Author: Sean Owen <sowen@cloudera.com>

Closes #732 from srowen/SPARK-1798 and squashes the following commits:

5af578e [Sean Owen] Try to consistently delete test temp dirs and files, and set deleteOnExit() for each
b21b356 [Sean Owen] Remove work/ and checkpoint/ dirs with mvn clean
bdd0f41 [Sean Owen] Remove duplicate module dir in log4j.properties output path for tests
2014-05-12 14:16:19 -07:00
Funes 191279ce4e Bug fix of sparse vector conversion
Fixed a small bug caused by the inconsistency of index/data array size and vector length.

Author: Funes <tianshaocun@gmail.com>
Author: funes <tianshaocun@gmail.com>

Closes #661 from funes/bugfix and squashes the following commits:

edb2b9d [funes] remove unused import
75dced3 [Funes] update test case
d129a66 [Funes] Add test for sparse breeze by vector builder
64e7198 [Funes] Copy data only when necessary
b85806c [Funes] Bug fix of sparse vector conversion
2014-05-08 17:54:10 -07:00
DB Tsai 910a13b3c5 [SPARK-1157][MLlib] Bug fix: lossHistory should exclude rejection steps, and remove miniBatch
Getting the lossHistory from Breeze's API which already excludes the rejection steps in line search. Also, remove the miniBatch in LBFGS since those quasi-Newton methods approximate the inverse of Hessian. It doesn't make sense if the gradients are computed from a varying objective.

Author: DB Tsai <dbtsai@alpinenow.com>

Closes #582 from dbtsai/dbtsai-lbfgs-bug and squashes the following commits:

9cc6cf9 [DB Tsai] Removed the miniBatch in LBFGS.
1ba6a33 [DB Tsai] Formatting the code.
d72c679 [DB Tsai] Using Breeze's states to get the loss.
2014-05-08 17:53:22 -07:00