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401 commits

Author SHA1 Message Date
Qiping Li eadc4c590e [SPARK-3207][MLLIB]Choose splits for continuous features in DecisionTree more adaptively
DecisionTree splits on continuous features by choosing an array of values from a subsample of the data.
Currently, it does not check for identical values in the subsample, so it could end up having multiple copies of the same split. In this PR, we choose splits for a continuous feature in 3 steps:

1. Sort sample values for this feature
2. Get number of occurrence of each distinct value
3. Iterate the value count array computed in step 2 to choose splits.

After find splits, `numSplits` and `numBins` in metadata will be updated.

CC: mengxr manishamde jkbradley, please help me review this, thanks.

Author: Qiping Li <liqiping1991@gmail.com>
Author: chouqin <liqiping1991@gmail.com>
Author: liqi <liqiping1991@gmail.com>
Author: qiping.lqp <qiping.lqp@alibaba-inc.com>

Closes #2780 from chouqin/dt-findsplits and squashes the following commits:

18d0301 [Qiping Li] check explicitly findsplits return distinct splits
8dc28ab [chouqin] remove blank lines
ffc920f [chouqin] adjust code based on comments and add more test cases
9857039 [chouqin] Merge branch 'master' of https://github.com/apache/spark into dt-findsplits
d353596 [qiping.lqp] fix pyspark doc test
9e64699 [Qiping Li] fix random forest unit test
3c72913 [Qiping Li] fix random forest unit test
092efcb [Qiping Li] fix bug
f69f47f [Qiping Li] fix bug
ab303a4 [Qiping Li] fix bug
af6dc97 [Qiping Li] fix bug
2a8267a [Qiping Li] fix bug
c339a61 [Qiping Li] fix bug
369f812 [Qiping Li] fix style
8f46af6 [Qiping Li] add comments and unit test
9e7138e [Qiping Li] Merge branch 'dt-findsplits' of https://github.com/chouqin/spark into dt-findsplits
1b25a35 [Qiping Li] Merge branch 'master' of https://github.com/apache/spark into dt-findsplits
0cd744a [liqi] fix bug
3652823 [Qiping Li] fix bug
af7cb79 [Qiping Li] Choose splits for continuous features in DecisionTree more adaptively
2014-10-20 13:12:26 -07:00
Joseph K. Bradley 477c6481cc [SPARK-3934] [SPARK-3918] [mllib] Bug fixes for RandomForest, DecisionTree
SPARK-3934: When run with a mix of unordered categorical and continuous features, on multiclass classification, RandomForest fails. The bug is in the sanity checks in getFeatureOffset and getLeftRightFeatureOffsets, which use the wrong indices for checking whether features are unordered.
Fix: Remove the sanity checks since they are not really needed, and since they would require DTStatsAggregator to keep track of an extra set of indices (for the feature subset).

Added test to RandomForestSuite which failed with old version but now works.

SPARK-3918: Added baggedInput.unpersist at end of training.

Also:
* I removed DTStatsAggregator.isUnordered since it is no longer used.
* DecisionTreeMetadata: Added logWarning when maxBins is automatically reduced.
* Updated DecisionTreeRunner to explicitly fix the test data to have the same number of features as the training data.  This is a temporary fix which should eventually be replaced by pre-indexing both datasets.
* RandomForestModel: Updated toString to print total number of nodes in forest.
* Changed Predict class to be public DeveloperApi.  This was necessary to allow users to create their own trees by hand (for testing).

CC: mengxr  manishamde chouqin codedeft  Just notifying you of these small bug fixes.

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

Closes #2785 from jkbradley/dtrunner-update and squashes the following commits:

9132321 [Joseph K. Bradley] merged with master, fixed imports
9dbd000 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dtrunner-update
e116473 [Joseph K. Bradley] Changed Predict class to be public DeveloperApi.
f502e65 [Joseph K. Bradley] bug fix for SPARK-3934
7f3d60f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dtrunner-update
ba567ab [Joseph K. Bradley] Changed DTRunner to load test data using same number of features as in training data.
4e88c1f [Joseph K. Bradley] changed RF toString to print total number of nodes
2014-10-17 15:02:57 -07:00
Davies Liu 091d32c52e [SPARK-3971] [MLLib] [PySpark] hotfix: Customized pickler should work in cluster mode
Customized pickler should be registered before unpickling, but in executor, there is no way to register the picklers before run the tasks.

So, we need to register the picklers in the tasks itself, duplicate the javaToPython() and pythonToJava() in MLlib, call SerDe.initialize() before pickling or unpickling.

Author: Davies Liu <davies.liu@gmail.com>

Closes #2830 from davies/fix_pickle and squashes the following commits:

0c85fb9 [Davies Liu] revert the privacy change
6b94e15 [Davies Liu] use JavaConverters instead of JavaConversions
0f02050 [Davies Liu] hotfix: Customized pickler does not work in cluster
2014-10-16 14:56:50 -07:00
Sean Owen 56096dbaa8 SPARK-3803 [MLLIB] ArrayIndexOutOfBoundsException found in executing computePrincipalComponents
Avoid overflow in computing n*(n+1)/2 as much as possible; throw explicit error when Gramian computation will fail due to negative array size; warn about large result when computing Gramian too

Author: Sean Owen <sowen@cloudera.com>

Closes #2801 from srowen/SPARK-3803 and squashes the following commits:

b4e6d92 [Sean Owen] Avoid overflow in computing n*(n+1)/2 as much as possible; throw explicit error when Gramian computation will fail due to negative array size; warn about large result when computing Gramian too
2014-10-14 14:42:09 -07:00
omgteam 942847fd94 Bug Fix: without unpersist method in RandomForest.scala
During trainning Gradient Boosting Decision Tree on large-scale sparse data, spark spill hundreds of data onto disk. And find the bug below:
    In version 1.1.0 DecisionTree.scala, train Method, treeInput has been persisted in Memory, but without unpersist. It caused heavy DISK usage.
    In github version(1.2.0 maybe), RandomForest.scala, train Method, baggedInput has been persisted but without unpersisted too.

After added unpersist, it works right.
https://issues.apache.org/jira/browse/SPARK-3918

Author: omgteam <Kimlong.Liu@gmail.com>

Closes #2775 from omgteam/master and squashes the following commits:

815d543 [omgteam] adjust tab to spaces
1a36f83 [omgteam] Bug: fix without unpersist baggedInput in RandomForest.scala
2014-10-13 09:59:41 -07:00
Sean Owen 363baacade SPARK-3811 [CORE] More robust / standard Utils.deleteRecursively, Utils.createTempDir
I noticed a few issues with how temp directories are created and deleted:

*Minor*

* Guava's `Files.createTempDir()` plus `File.deleteOnExit()` is used in many tests to make a temp dir, but `Utils.createTempDir()` seems to be the standard Spark mechanism
* Call to `File.deleteOnExit()` could be pushed into `Utils.createTempDir()` as well, along with this replacement
* _I messed up the message in an exception in `Utils` in SPARK-3794; fixed here_

*Bit Less Minor*

* `Utils.deleteRecursively()` fails immediately if any `IOException` occurs, instead of trying to delete any remaining files and subdirectories. I've observed this leave temp dirs around. I suggest changing it to continue in the face of an exception and throw one of the possibly several exceptions that occur at the end.
* `Utils.createTempDir()` will add a JVM shutdown hook every time the method is called. Even if the subdir is the parent of another parent dir, since this check is inside the hook. However `Utils` manages a set of all dirs to delete on shutdown already, called `shutdownDeletePaths`. A single hook can be registered to delete all of these on exit. This is how Tachyon temp paths are cleaned up in `TachyonBlockManager`.

I noticed a few other things that might be changed but wanted to ask first:

* Shouldn't the set of dirs to delete be `File`, not just `String` paths?
* `Utils` manages the set of `TachyonFile` that have been registered for deletion, but the shutdown hook is managed in `TachyonBlockManager`. Should this logic not live together, and not in `Utils`? it's more specific to Tachyon, and looks a slight bit odd to import in such a generic place.

Author: Sean Owen <sowen@cloudera.com>

Closes #2670 from srowen/SPARK-3811 and squashes the following commits:

071ae60 [Sean Owen] Update per @vanzin's review
da0146d [Sean Owen] Make Utils.deleteRecursively try to delete all paths even when an exception occurs; use one shutdown hook instead of one per method call to delete temp dirs
3a0faa4 [Sean Owen] Standardize on Utils.createTempDir instead of Files.createTempDir
2014-10-09 18:21:59 -07:00
GuoQiang Li 1e0aa4deba [Minor] use norm operator after breeze 0.10 upgrade
cc mengxr

Author: GuoQiang Li <witgo@qq.com>

Closes #2730 from witgo/SPARK-3856 and squashes the following commits:

2cffce1 [GuoQiang Li] use norm operator after breeze 0.10 upgrade
2014-10-09 09:22:32 -07:00
Qiping Li 14f222f7f7 [SPARK-3158][MLLIB]Avoid 1 extra aggregation for DecisionTree training
Currently, the implementation does one unnecessary aggregation step. The aggregation step for level L (to choose splits) gives enough information to set the predictions of any leaf nodes at level L+1. We can use that info and skip the aggregation step for the last level of the tree (which only has leaf nodes).

### Implementation Details

Each node now has a `impurity` field and the `predict` is changed from type `Double` to type `Predict`(this can be used to compute predict probability in the future) When compute best splits for each node, we also compute impurity and predict for the child nodes, which is used to constructed newly allocated child nodes. So at level L, we have set impurity and predict for nodes at level L +1.
If level L+1 is the last level, then we can avoid aggregation. What's more, calculation of parent impurity in

Top nodes for each tree needs to be treated differently because we have to compute impurity and predict for them first. In `binsToBestSplit`, if current node is top node(level == 0), we calculate impurity and predict first.
after finding best split, top node's predict and impurity is set to the calculated value. Non-top nodes's impurity and predict are already calculated and don't need to be recalculated again. I have considered to add a initialization step to set top nodes' impurity and predict and then we can treat all nodes in the same way, but this will need a lot of duplication of code(all the code to do seq operation(BinSeqOp) needs to be duplicated), so I choose the current way.

 CC mengxr manishamde jkbradley, please help me review this, thanks.

Author: Qiping Li <liqiping1991@gmail.com>

Closes #2708 from chouqin/avoid-agg and squashes the following commits:

8e269ea [Qiping Li] adjust code and comments
eefeef1 [Qiping Li] adjust comments and check child nodes' impurity
c41b1b6 [Qiping Li] fix pyspark unit test
7ad7a71 [Qiping Li] fix unit test
822c912 [Qiping Li] add comments and unit test
e41d715 [Qiping Li] fix bug in test suite
6cc0333 [Qiping Li] SPARK-3158: Avoid 1 extra aggregation for DecisionTree training
2014-10-09 01:36:58 -07:00
Xiangrui Meng 9c439d3316 [SPARK-3856][MLLIB] use norm operator after breeze 0.10 upgrade
Got warning msg:

~~~
[warn] /Users/meng/src/spark/mllib/src/main/scala/org/apache/spark/mllib/feature/Normalizer.scala:50: method norm in trait NumericOps is deprecated: Use norm(XXX) instead of XXX.norm
[warn]     var norm = vector.toBreeze.norm(p)
~~~

dbtsai

Author: Xiangrui Meng <meng@databricks.com>

Closes #2718 from mengxr/SPARK-3856 and squashes the following commits:

4f38169 [Xiangrui Meng] use norm operator
2014-10-08 22:35:14 -07:00
DB Tsai b32bb72e81 [SPARK-3832][MLlib] Upgrade Breeze dependency to 0.10
In Breeze 0.10, the L1regParam can be configured through anonymous function in OWLQN, and each component can be penalized differently. This is required for GLMNET in MLlib with L1/L2 regularization.
2570911026

Author: DB Tsai <dbtsai@dbtsai.com>

Closes #2693 from dbtsai/breeze0.10 and squashes the following commits:

7a0c45c [DB Tsai] In Breeze 0.10, the L1regParam can be configured through anonymous function in OWLQN, and each component can be penalized differently. This is required for GLMNET in MLlib with L1/L2 regularization. 2570911026
2014-10-07 16:47:24 -07:00
Liquan Pei 098c7344e6 [SPARK-3486][MLlib][PySpark] PySpark support for Word2Vec
mengxr
Added PySpark support for Word2Vec
Change list
(1) PySpark support for Word2Vec
(2) SerDe support of string sequence both on python side and JVM side
(3) Test for SerDe of string sequence on JVM side

Author: Liquan Pei <liquanpei@gmail.com>

Closes #2356 from Ishiihara/Word2Vec-python and squashes the following commits:

476ea34 [Liquan Pei] style fixes
b13a0b9 [Liquan Pei] resolve merge conflicts and minor fixes
8671eba [Liquan Pei] Merge remote-tracking branch 'upstream/master' into Word2Vec-python
daf88a6 [Liquan Pei] modification according to feedback
a73fa19 [Liquan Pei] clean up
3d8007b [Liquan Pei] fix findSynonyms for vector
1bdcd2e [Liquan Pei] minor fixes
cdef9f4 [Liquan Pei] add missing comments
b7447eb [Liquan Pei] modify according to feedback
b9a7383 [Liquan Pei] cache words RDD in fit
89490bf [Liquan Pei] add tests and Word2VecModelWrapper
78bbb53 [Liquan Pei] use pickle for seq string SerDe
a264b08 [Liquan Pei] Merge remote-tracking branch 'upstream/master' into Word2Vec-python
ca1e5ff [Liquan Pei] fix test
68e7276 [Liquan Pei] minor style fixes
48d5e72 [Liquan Pei] Functionality improvement
0ad3ac1 [Liquan Pei] minor fix
c867fdf [Liquan Pei] add Word2Vec to pyspark
2014-10-07 16:43:34 -07:00
Sandy Ryza 20ea54cc7a [SPARK-2461] [PySpark] Add a toString method to GeneralizedLinearModel
Add a toString method to GeneralizedLinearModel, also change `__str__` to `__repr__` for some classes, to provide better message in repr.

This PR is based on #1388, thanks to sryza!

closes #1388

Author: Sandy Ryza <sandy@cloudera.com>
Author: Davies Liu <davies.liu@gmail.com>

Closes #2625 from davies/string and squashes the following commits:

3544aad [Davies Liu] fix LinearModel
0bcd642 [Davies Liu] Merge branch 'sandy-spark-2461' of github.com:sryza/spark
1ce5c2d [Sandy Ryza] __repr__ back to __str__ in a couple places
aa9e962 [Sandy Ryza] Switch __str__ to __repr__
a0c5041 [Sandy Ryza] Add labels back in
1aa17f5 [Sandy Ryza] Match existing conventions
fac1bc4 [Sandy Ryza] Fix PEP8 error
f7b58ed [Sandy Ryza] SPARK-2461. Add a toString method to GeneralizedLinearModel
2014-10-06 14:05:45 -07:00
qiping.lqp 2e4eae3a52 [SPARK-3366][MLLIB]Compute best splits distributively in decision tree
Currently, all best splits are computed on the driver, which makes the driver a bottleneck for both communication and computation. This PR fix this problem by computed best splits on executors.
Instead of send all aggregate stats to the driver node, we can send aggregate stats for a node to a particular executor, using `reduceByKey` operation, then we can compute best split for this node there.

Implementation details:

Each node now has a nodeStatsAggregator, which save aggregate stats for all features and bins.
First use mapPartition to compute node aggregate stats for all nodes in each partition.
Then transform node aggregate stats to (nodeIndex, nodeStatsAggregator) pairs and use to `reduceByKey` operation to combine nodeStatsAggregator for the same node.
After all stats have been combined, best splits can be computed for each node based on the node aggregate stats. Best split result is collected to driver to construct the decision tree.

CC: mengxr manishamde jkbradley, please help me review this, thanks.

Author: qiping.lqp <qiping.lqp@alibaba-inc.com>
Author: chouqin <liqiping1991@gmail.com>

Closes #2595 from chouqin/dt-dist-agg and squashes the following commits:

db0d24a [chouqin] fix a minor bug and adjust code
a0d9de3 [chouqin] adjust code based on comments
9f201a6 [chouqin] fix bug: statsSize -> allStatsSize
a8a7ed0 [chouqin] Merge branch 'master' of https://github.com/apache/spark into dt-dist-agg
f13b346 [chouqin] adjust randomforest comments
c32636e [chouqin] adjust code based on comments
ac6a505 [chouqin] adjust code based on comments
7bbb787 [chouqin] add comments
bdd2a63 [qiping.lqp] fix test suite
a75df27 [qiping.lqp] fix test suite
b5b0bc2 [qiping.lqp] fix style
e76414f [qiping.lqp] fix testsuite
748bd45 [qiping.lqp] fix type-mismatch bug
24eacd8 [qiping.lqp] fix type-mismatch bug
5f63d6c [qiping.lqp] add multiclassification using One-Vs-All strategy
4f56496 [qiping.lqp] fix bug
f00fc22 [qiping.lqp] fix bug
532993a [qiping.lqp] Compute best splits distributively in decision tree
2014-10-03 03:26:17 -07:00
Reynold Xin 3888ee2f38 [SPARK-3748] Log thread name in unit test logs
Thread names are useful for correlating failures.

Author: Reynold Xin <rxin@apache.org>

Closes #2600 from rxin/log4j and squashes the following commits:

83ffe88 [Reynold Xin] [SPARK-3748] Log thread name in unit test logs
2014-10-01 01:03:49 -07:00
Joseph K. Bradley 7bf6cc9701 [SPARK-3751] [mllib] DecisionTree: example update + print options
DecisionTreeRunner functionality additions:
* Allow user to pass in a test dataset
* Do not print full model if the model is too large.

As part of this, modify DecisionTreeModel and RandomForestModel to allow printing less info.  Proposed updates:
* toString: prints model summary
* toDebugString: prints full model (named after RDD.toDebugString)

Similar update to Python API:
* __repr__() now prints a model summary
* toDebugString() now prints the full model

CC: mengxr  chouqin manishamde codedeft  Small update (whomever can take a look).  Thanks!

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

Closes #2604 from jkbradley/dtrunner-update and squashes the following commits:

b2b3c60 [Joseph K. Bradley] re-added python sql doc test, temporarily removed before
07b1fae [Joseph K. Bradley] repr() now prints a model summary toDebugString() now prints the full model
1d0d93d [Joseph K. Bradley] Updated DT and RF to print less when toString is called. Added toDebugString for verbose printing.
22eac8c [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dtrunner-update
e007a95 [Joseph K. Bradley] Updated DecisionTreeRunner to accept a test dataset.
2014-10-01 01:03:24 -07:00
Xiangrui Meng d75496b189 [SPARK-3701][MLLIB] update python linalg api and small fixes
1. doc updates
2. simple checks on vector dimensions
3. use column major for matrices

davies jkbradley

Author: Xiangrui Meng <meng@databricks.com>

Closes #2548 from mengxr/mllib-py-clean and squashes the following commits:

6dce2df [Xiangrui Meng] address comments
116b5db [Xiangrui Meng] use np.dot instead of array.dot
75f2fcc [Xiangrui Meng] fix python style
fefce00 [Xiangrui Meng] better check of vector size with more tests
067ef71 [Xiangrui Meng] majored -> major
ef853f9 [Xiangrui Meng] update python linalg api and small fixes
2014-09-30 17:10:36 -07:00
Reza Zadeh 587a0cd7ed [MLlib] [SPARK-2885] DIMSUM: All-pairs similarity
# All-pairs similarity via DIMSUM
Compute all pairs of similar vectors using brute force approach, and also DIMSUM sampling approach.

Laying down some notation: we are looking for all pairs of similar columns in an m x n RowMatrix whose entries are denoted a_ij, with the i’th row denoted r_i and the j’th column denoted c_j. There is an oversampling parameter labeled ɣ that should be set to 4 log(n)/s to get provably correct results (with high probability), where s is the similarity threshold.

The algorithm is stated with a Map and Reduce, with proofs of correctness and efficiency in published papers [1] [2]. The reducer is simply the summation reducer. The mapper is more interesting, and is also the heart of the scheme. As an exercise, you should try to see why in expectation, the map-reduce below outputs cosine similarities.

![dimsumv2](https://cloud.githubusercontent.com/assets/3220351/3807272/d1d9514e-1c62-11e4-9f12-3cfdb1d78b3a.png)

[1] Bosagh-Zadeh, Reza and Carlsson, Gunnar (2013), Dimension Independent Matrix Square using MapReduce, arXiv:1304.1467 http://arxiv.org/abs/1304.1467

[2] Bosagh-Zadeh, Reza and Goel, Ashish (2012), Dimension Independent Similarity Computation, arXiv:1206.2082 http://arxiv.org/abs/1206.2082

# Testing

Tests for all invocations included.

Added L1 and L2 norm computation to MultivariateStatisticalSummary since it was needed. Added tests for both of them.

Author: Reza Zadeh <rizlar@gmail.com>
Author: Xiangrui Meng <meng@databricks.com>

Closes #1778 from rezazadeh/dimsumv2 and squashes the following commits:

404c64c [Reza Zadeh] Merge remote-tracking branch 'upstream/master' into dimsumv2
4eb71c6 [Reza Zadeh] Add excludes for normL1 and normL2
ee8bd65 [Reza Zadeh] Merge remote-tracking branch 'upstream/master' into dimsumv2
976ddd4 [Reza Zadeh] Broadcast colMags. Avoid div by zero.
3467cff [Reza Zadeh] Merge remote-tracking branch 'upstream/master' into dimsumv2
aea0247 [Reza Zadeh] Allow large thresholds to promote sparsity
9fe17c0 [Xiangrui Meng] organize imports
2196ba5 [Xiangrui Meng] Merge branch 'rezazadeh-dimsumv2' into dimsumv2
254ca08 [Reza Zadeh] Merge remote-tracking branch 'upstream/master' into dimsumv2
f2947e4 [Xiangrui Meng] some optimization
3c4cf41 [Xiangrui Meng] Merge branch 'master' into rezazadeh-dimsumv2
0e4eda4 [Reza Zadeh] Use partition index for RNG
251bb9c [Reza Zadeh] Documentation
25e9d0d [Reza Zadeh] Line length for style
fb296f6 [Reza Zadeh] renamed to normL1 and normL2
3764983 [Reza Zadeh] Documentation
e9c6791 [Reza Zadeh] New interface and documentation
613f261 [Reza Zadeh] Column magnitude summary
75a0b51 [Reza Zadeh] Use Ints instead of Longs in the shuffle
0f12ade [Reza Zadeh] Style changes
eb1dc20 [Reza Zadeh] Use Double.PositiveInfinity instead of Double.Max
f56a882 [Reza Zadeh] Remove changes to MultivariateOnlineSummarizer
dbc55ba [Reza Zadeh] Make colMagnitudes a method in RowMatrix
41e8ece [Reza Zadeh] style changes
139c8e1 [Reza Zadeh] Syntax changes
029aa9c [Reza Zadeh] javadoc and new test
75edb25 [Reza Zadeh] All tests passing!
05e59b8 [Reza Zadeh] Add test
502ce52 [Reza Zadeh] new interface
654c4fb [Reza Zadeh] default methods
3726ca9 [Reza Zadeh] Remove MatrixAlgebra
6bebabb [Reza Zadeh] remove changes to MatrixSuite
5b8cd7d [Reza Zadeh] Initial files
2014-09-29 11:15:09 -07:00
Joseph K. Bradley 0dc2b6361d [SPARK-1545] [mllib] Add Random Forests
This PR adds RandomForest to MLlib.  The implementation is basic, and future performance optimizations will be important.  (Note: RFs = Random Forests.)

# Overview

## RandomForest
* trains multiple trees at once to reduce the number of passes over the data
* allows feature subsets at each node
* uses a queue of nodes instead of fixed groups for each level

This implementation is based an implementation by manishamde and the [Alpine Labs Sequoia Forest](https://github.com/AlpineNow/SparkML2) by codedeft (in particular, the TreePoint, BaggedPoint, and node queue implementations).  Thank you for your inputs!

## Testing

Correctness: This has been tested for correctness with the test suites and with DecisionTreeRunner on example datasets.

Performance: This has been performance tested using [this branch of spark-perf](https://github.com/jkbradley/spark-perf/tree/rfs).  Results below.

### Regression tests for DecisionTree

Summary: For training 1 tree, there are small regressions, especially from feature subsampling.

In the table below, each row is a single (random) dataset.  The 2 different sets of result columns are for 2 different RF implementations:
* (numTrees): This is from an earlier commit, after implementing RandomForest to train multiple trees at once.  It does not include any code for feature subsampling.
* (feature subsets): This is from this current PR's code, after implementing feature subsampling.
These tests were to identify regressions in DecisionTree, so they are training 1 tree with all of the features (i.e., no feature subsampling).

These were run on an EC2 cluster with 15 workers, training 1 tree with maxDepth = 5 (= 6 levels).  Speedup values < 1 indicate slowdowns from the old DecisionTree implementation.

numInstances | numFeatures | runtime (sec) | speedup | runtime (sec) | speedup
---- | ---- | ---- | ---- | ---- | ----
 | | (numTrees) | (numTrees) | (feature subsets) | (feature subsets)
20000 | 100 | 4.051 | 1.044433473 | 4.478 | 0.9448414471
20000 | 500 | 8.472 | 1.104461756 | 9.315 | 1.004508857
20000 | 1500 | 19.354 | 1.05854087 | 20.863 | 0.9819776638
20000 | 3500 | 43.674 | 1.072033704 | 45.887 | 1.020332556
200000 | 100 | 4.196 | 1.171830315 | 4.848 | 1.014232673
200000 | 500 | 8.926 | 1.082791844 | 9.771 | 0.989151571
200000 | 1500 | 20.58 | 1.068415938 | 22.134 | 0.9934038131
200000 | 3500 | 48.043 | 1.075203464 | 52.249 | 0.9886505005
2000000 | 100 | 4.944 | 1.01355178 | 5.796 | 0.8645617667
2000000 | 500 | 11.11 | 1.016831683 | 12.482 | 0.9050632911
2000000 | 1500 | 31.144 | 1.017852556 | 35.274 | 0.8986789136
2000000 | 3500 | 79.981 | 1.085382778 | 101.105 | 0.8586123337
20000000 | 100 | 8.304 | 0.9270231214 | 9.073 | 0.8484514494
20000000 | 500 | 28.174 | 1.083268262 | 34.236 | 0.8914592826
20000000 | 1500 | 143.97 | 0.9579634646 | 159.275 | 0.8659111599

### Tests for forests

I have run other tests with numTrees=10 and with sqrt(numFeatures), and those indicate that multi-model training and feature subsets can speed up training for forests, especially when training deeper trees.

# Details on specific classes

## Changes to DecisionTree
* Main train() method is now in RandomForest.
* findBestSplits() is no longer needed.  (It split levels into groups, but we now use a queue of nodes.)
* Many small changes to support RFs.  (Note: These methods should be moved to RandomForest.scala in a later PR, but are in DecisionTree.scala to make code comparison easier.)

## RandomForest
* Main train() method is from old DecisionTree.
* selectNodesToSplit: Note that it selects nodes and feature subsets jointly to track memory usage.

## RandomForestModel
* Stores an Array[DecisionTreeModel]
* Prediction:
 * For classification, most common label.  For regression, mean.
 * We could support other methods later.

## examples/.../DecisionTreeRunner
* This now takes numTrees and featureSubsetStrategy, to support RFs.

## DTStatsAggregator
* 2 types of functionality (w/ and w/o subsampling features): These require different indexing methods.  (We could treat both as subsampling, but this is less efficient
  DTStatsAggregator is now abstract, and 2 child classes implement these 2 types of functionality.

## impurities
* These now take instance weights.

## Node
* Some vals changed to vars.
 * This is unfortunately a public API change (DeveloperApi).  This could be avoided by creating a LearningNode struct, but would be awkward.

## RandomForestSuite
Please let me know if there are missing tests!

## BaggedPoint
This wraps TreePoint and holds bootstrap weights/counts.

# Design decisions

* BaggedPoint: BaggedPoint is separate from TreePoint since it may be useful for other bagging algorithms later on.

* RandomForest public API: What options should be easily supported by the train* methods?  Should ALL options be in the Java-friendly constructors?  Should there be a constructor taking Strategy?

* Feature subsampling options: What options should be supported?  scikit-learn supports the same options, except for "onethird."  One option would be to allow users to specific fractions ("0.1"): the current options could be supported, and any unrecognized values would be parsed as Doubles in [0,1].

* Splits and bins are computed before bootstrapping, so all trees use the same discretization.

* One queue, instead of one queue per tree.

CC: mengxr manishamde codedeft chouqin  Please let me know if you have suggestions---thanks!

Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Author: qiping.lqp <qiping.lqp@alibaba-inc.com>
Author: chouqin <liqiping1991@gmail.com>

Closes #2435 from jkbradley/rfs-new and squashes the following commits:

c694174 [Joseph K. Bradley] Fixed typo
cc59d78 [Joseph K. Bradley] fixed imports
e25909f [Joseph K. Bradley] Simplified node group maps.  Specifically, created NodeIndexInfo to store node index in agg and feature subsets, and no longer create extra maps in findBestSplits
fbe9a1e [Joseph K. Bradley] Changed default featureSubsetStrategy to be sqrt for classification, onethird for regression.  Updated docs with references.
ef7c293 [Joseph K. Bradley] Updates based on code review.  Most substantial changes: * Simplified DTStatsAggregator * Made RandomForestModel.trees public * Added test for regression to RandomForestSuite
593b13c [Joseph K. Bradley] Fixed bug in metadata for computing log2(num features).  Now it checks >= 1.
a1a08df [Joseph K. Bradley] Removed old comments
866e766 [Joseph K. Bradley] Changed RandomForestSuite randomized tests to use multiple fixed random seeds.
ff8bb96 [Joseph K. Bradley] removed usage of null from RandomForest and replaced with Option
bf1a4c5 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into rfs-new
6b79c07 [Joseph K. Bradley] Added RandomForestSuite, and fixed small bugs, style issues.
d7753d4 [Joseph K. Bradley] Added numTrees and featureSubsetStrategy to DecisionTreeRunner (to support RandomForest).  Fixed bugs so that RandomForest now runs.
746d43c [Joseph K. Bradley] Implemented feature subsampling.  Tested DecisionTree but not RandomForest.
6309d1d [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into rfs-new.  Added RandomForestModel.toString
b7ae594 [Joseph K. Bradley] Updated docs.  Small fix for bug which does not cause errors: No longer allocate unused child nodes for leaf nodes.
121c74e [Joseph K. Bradley] Basic random forests are implemented.  Random features per node not yet implemented.  Test suite not implemented.
325d18a [Joseph K. Bradley] Merge branch 'chouqin-dt-preprune' into rfs-new
4ef9bf1 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into rfs-new
61b2e72 [Joseph K. Bradley] Added max of 10GB for maxMemoryInMB in Strategy.
a95e7c8 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into chouqin-dt-preprune
6da8571 [Joseph K. Bradley] RFs partly implemented, not done yet
eddd1eb [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into rfs-new
5c4ac33 [Joseph K. Bradley] Added check in Strategy to make sure minInstancesPerNode >= 1
0dd4d87 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-spark-3160
95c479d [Joseph K. Bradley] * Fixed typo in tree suite test "do not choose split that does not satisfy min instance per node requirements" * small style fixes
e2628b6 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into chouqin-dt-preprune
19b01af [Joseph K. Bradley] Merge remote-tracking branch 'chouqin/dt-preprune' into chouqin-dt-preprune
f1d11d1 [chouqin] fix typo
c7ebaf1 [chouqin] fix typo
39f9b60 [chouqin] change edge `minInstancesPerNode` to 2 and add one more test
c6e2dfc [Joseph K. Bradley] Added minInstancesPerNode and minInfoGain parameters to DecisionTreeRunner.scala and to Python API in tree.py
306120f [Joseph K. Bradley] Fixed typo in DecisionTreeModel.scala doc
eaa1dcf [Joseph K. Bradley] Added topNode doc in DecisionTree and scalastyle fix
d4d7864 [Joseph K. Bradley] Marked Node.build as deprecated
d4dbb99 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-spark-3160
1a8f0ad [Joseph K. Bradley] Eliminated pre-allocated nodes array in main train() method. * Nodes are constructed and added to the tree structure as needed during training.
0278a11 [chouqin] remove `noSplit` and set `Predict` private to tree
d593ec7 [chouqin] fix docs and change minInstancesPerNode to 1
2ab763b [Joseph K. Bradley] Simplifications to DecisionTree code:
efcc736 [qiping.lqp] fix bug
10b8012 [qiping.lqp] fix style
6728fad [qiping.lqp] minor fix: remove empty lines
bb465ca [qiping.lqp] Merge branch 'master' of https://github.com/apache/spark into dt-preprune
cadd569 [qiping.lqp] add api docs
46b891f [qiping.lqp] fix bug
e72c7e4 [qiping.lqp] add comments
845c6fa [qiping.lqp] fix style
f195e83 [qiping.lqp] fix style
987cbf4 [qiping.lqp] fix bug
ff34845 [qiping.lqp] separate calculation of predict of node from calculation of info gain
ac42378 [qiping.lqp] add min info gain and min instances per node parameters in decision tree
2014-09-28 21:44:50 -07:00
RJ Nowling ec9df6a765 [SPARK-3614][MLLIB] Add minimumOccurence filtering to IDF
This PR for [SPARK-3614](https://issues.apache.org/jira/browse/SPARK-3614) adds functionality for filtering out terms which do not appear in at least a minimum number of documents.

This is implemented using a minimumOccurence parameter (default 0).  When terms' document frequencies are less than minimumOccurence, their IDFs are set to 0, just like when the DF is 0.  As a result, the TF-IDFs for the terms are found to be 0, as if the terms were not present in the documents.

This PR makes the following changes:
* Add a minimumOccurence parameter to the IDF and DocumentFrequencyAggregator classes.
* Create a parameter-less constructor for IDF with a default minimumOccurence value of 0 to remain backwards-compatibility with the original IDF API.
* Sets the IDFs to 0 for terms which DFs are less than minimumOccurence
* Add tests to the Spark IDFSuite and Java JavaTfIdfSuite test suites
* Updated the MLLib Feature Extraction programming guide to describe the new feature

Author: RJ Nowling <rnowling@gmail.com>

Closes #2494 from rnowling/spark-3614-idf-filter and squashes the following commits:

0aa3c63 [RJ Nowling] Fix identation
e6523a8 [RJ Nowling] Remove unnecessary toDouble's from IDFSuite
bfa82ec [RJ Nowling] Add space after if
30d20b3 [RJ Nowling] Add spaces around equals signs
9013447 [RJ Nowling] Add space before division operator
79978fc [RJ Nowling] Remove unnecessary semi-colon
40fd70c [RJ Nowling] Change minimumOccurence to minDocFreq in code and docs
47850ab [RJ Nowling] Changed minimumOccurence to Int from Long
9fb4093 [RJ Nowling] Remove unnecessary lines from IDF class docs
1fc09d8 [RJ Nowling] Add backwards-compatible constructor to DocumentFrequencyAggregator
1801fd2 [RJ Nowling] Fix style errors in IDF.scala
6897252 [RJ Nowling] Preface minimumOccurence members with val to make them final and immutable
a200bab [RJ Nowling] Remove unnecessary else statement
4b974f5 [RJ Nowling] Remove accidentally-added import from testing
c0cc643 [RJ Nowling] Add minimumOccurence filtering to IDF
2014-09-26 09:58:47 -07:00
Aaron Staple ff637c9380 [SPARK-1484][MLLIB] Warn when running an iterative algorithm on uncached data.
Add warnings to KMeans, GeneralizedLinearAlgorithm, and computeSVD when called with input data that is not cached. KMeans is implemented iteratively, and I believe that GeneralizedLinearAlgorithm’s current optimizers are iterative and its future optimizers are also likely to be iterative. RowMatrix’s computeSVD is iterative against an RDD when run in DistARPACK mode. ALS and DecisionTree are iterative as well, but they implement RDD caching internally so do not require a warning.

I added a warning to GeneralizedLinearAlgorithm rather than inside its optimizers, where the iteration actually occurs, because internally GeneralizedLinearAlgorithm maps its input data to an uncached RDD before passing it to an optimizer. (In other words, the warning would be printed for every GeneralizedLinearAlgorithm run, regardless of whether its input is cached, if the warning were in GradientDescent or other optimizer.) I assume that use of an uncached RDD by GeneralizedLinearAlgorithm is intentional, and that the mapping there (adding label, intercepts and scaling) is a lightweight operation. Arguably a user calling an optimizer such as GradientDescent will be knowledgable enough to cache their data without needing a log warning, so lack of a warning in the optimizers may be ok.

Some of the documentation examples making use of these iterative algorithms did not cache their training RDDs (while others did). I updated the examples to always cache. I also fixed some (unrelated) minor errors in the documentation examples.

Author: Aaron Staple <aaron.staple@gmail.com>

Closes #2347 from staple/SPARK-1484 and squashes the following commits:

bd49701 [Aaron Staple] Address review comments.
ab2d4a4 [Aaron Staple] Disable warnings on python code path.
a7a0f99 [Aaron Staple] Change code comments per review comments.
7cca1dc [Aaron Staple] Change warning message text.
c77e939 [Aaron Staple] [SPARK-1484][MLLIB] Warn when running an iterative algorithm on uncached data.
3b6c511 [Aaron Staple] Minor doc example fixes.
2014-09-25 16:11:00 -07:00
Davies Liu fce5e251d6 [SPARK-3491] [MLlib] [PySpark] use pickle to serialize data in MLlib
Currently, we serialize the data between JVM and Python case by case manually, this cannot scale to support so many APIs in MLlib.

This patch will try to address this problem by serialize the data using pickle protocol, using Pyrolite library to serialize/deserialize in JVM. Pickle protocol can be easily extended to support customized class.

All the modules are refactored to use this protocol.

Known issues: There will be some performance regression (both CPU and memory, the serialized data increased)

Author: Davies Liu <davies.liu@gmail.com>

Closes #2378 from davies/pickle_mllib and squashes the following commits:

dffbba2 [Davies Liu] Merge branch 'master' of github.com:apache/spark into pickle_mllib
810f97f [Davies Liu] fix equal of matrix
032cd62 [Davies Liu] add more type check and conversion for user_product
bd738ab [Davies Liu] address comments
e431377 [Davies Liu] fix cache of rdd, refactor
19d0967 [Davies Liu] refactor Picklers
2511e76 [Davies Liu] cleanup
1fccf1a [Davies Liu] address comments
a2cc855 [Davies Liu] fix tests
9ceff73 [Davies Liu] test size of serialized Rating
44e0551 [Davies Liu] fix cache
a379a81 [Davies Liu] fix pickle array in python2.7
df625c7 [Davies Liu] Merge commit '154d141' into pickle_mllib
154d141 [Davies Liu] fix autobatchedpickler
44736d7 [Davies Liu] speed up pickling array in Python 2.7
e1d1bfc [Davies Liu] refactor
708dc02 [Davies Liu] fix tests
9dcfb63 [Davies Liu] fix style
88034f0 [Davies Liu] rafactor, address comments
46a501e [Davies Liu] choose batch size automatically
df19464 [Davies Liu] memorize the module and class name during pickleing
f3506c5 [Davies Liu] Merge branch 'master' into pickle_mllib
722dd96 [Davies Liu] cleanup _common.py
0ee1525 [Davies Liu] remove outdated tests
b02e34f [Davies Liu] remove _common.py
84c721d [Davies Liu] Merge branch 'master' into pickle_mllib
4d7963e [Davies Liu] remove muanlly serialization
6d26b03 [Davies Liu] fix tests
c383544 [Davies Liu] classification
f2a0856 [Davies Liu] mllib/regression
d9f691f [Davies Liu] mllib/util
cccb8b1 [Davies Liu] mllib/tree
8fe166a [Davies Liu] Merge branch 'pickle' into pickle_mllib
aa2287e [Davies Liu] random
f1544c4 [Davies Liu] refactor clustering
52d1350 [Davies Liu] use new protocol in mllib/stat
b30ef35 [Davies Liu] use pickle to serialize data for mllib/recommendation
f44f771 [Davies Liu] enable tests about array
3908f5c [Davies Liu] Merge branch 'master' into pickle
c77c87b [Davies Liu] cleanup debugging code
60e4e2f [Davies Liu] support unpickle array.array for Python 2.6
2014-09-19 15:01:11 -07:00
Burak e76ef5cb8e [SPARK-3418] Sparse Matrix support (CCS) and additional native BLAS operations added
Local `SparseMatrix` support added in Compressed Column Storage (CCS) format in addition to Level-2 and Level-3 BLAS operations such as dgemv and dgemm respectively.

BLAS doesn't support  sparse matrix operations, therefore support for `SparseMatrix`-`DenseMatrix` multiplication and `SparseMatrix`-`DenseVector` implementations have been added. I will post performance comparisons in the comments momentarily.

Author: Burak <brkyvz@gmail.com>

Closes #2294 from brkyvz/SPARK-3418 and squashes the following commits:

88814ed [Burak] Hopefully fixed MiMa this time
47e49d5 [Burak] really fixed MiMa issue
f0bae57 [Burak] [SPARK-3418] Fixed MiMa compatibility issues (excluded from check)
4b7dbec [Burak] 9/17 comments addressed
7af2f83 [Burak] sealed traits Vector and Matrix
d3a8a16 [Burak] [SPARK-3418] Squashed missing alpha bug.
421045f [Burak] [SPARK-3418] New code review comments addressed
f35a161 [Burak] [SPARK-3418] Code review comments addressed and multiplication further optimized
2508577 [Burak] [SPARK-3418] Fixed one more style issue
d16e8a0 [Burak] [SPARK-3418] Fixed style issues and added documentation for methods
204a3f7 [Burak] [SPARK-3418] Fixed failing Matrix unit test
6025297 [Burak] [SPARK-3418] Fixed Scala-style errors
dc7be71 [Burak] [SPARK-3418][MLlib] Matrix unit tests expanded with indexing and updating
d2d5851 [Burak] [SPARK-3418][MLlib] Sparse Matrix support and additional native BLAS operations added
2014-09-18 22:18:51 -07:00
qiping.lqp fdb302f49c [SPARK-3516] [mllib] DecisionTree: Add minInstancesPerNode, minInfoGain params to example and Python API
Added minInstancesPerNode, minInfoGain params to:
* DecisionTreeRunner.scala example
* Python API (tree.py)

Also:
* Fixed typo in tree suite test "do not choose split that does not satisfy min instance per node requirements"
* small style fixes

CC: mengxr

Author: qiping.lqp <qiping.lqp@alibaba-inc.com>
Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>
Author: chouqin <liqiping1991@gmail.com>

Closes #2349 from jkbradley/chouqin-dt-preprune and squashes the following commits:

61b2e72 [Joseph K. Bradley] Added max of 10GB for maxMemoryInMB in Strategy.
a95e7c8 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into chouqin-dt-preprune
95c479d [Joseph K. Bradley] * Fixed typo in tree suite test "do not choose split that does not satisfy min instance per node requirements" * small style fixes
e2628b6 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into chouqin-dt-preprune
19b01af [Joseph K. Bradley] Merge remote-tracking branch 'chouqin/dt-preprune' into chouqin-dt-preprune
f1d11d1 [chouqin] fix typo
c7ebaf1 [chouqin] fix typo
39f9b60 [chouqin] change edge `minInstancesPerNode` to 2 and add one more test
c6e2dfc [Joseph K. Bradley] Added minInstancesPerNode and minInfoGain parameters to DecisionTreeRunner.scala and to Python API in tree.py
0278a11 [chouqin] remove `noSplit` and set `Predict` private to tree
d593ec7 [chouqin] fix docs and change minInstancesPerNode to 1
efcc736 [qiping.lqp] fix bug
10b8012 [qiping.lqp] fix style
6728fad [qiping.lqp] minor fix: remove empty lines
bb465ca [qiping.lqp] Merge branch 'master' of https://github.com/apache/spark into dt-preprune
cadd569 [qiping.lqp] add api docs
46b891f [qiping.lqp] fix bug
e72c7e4 [qiping.lqp] add comments
845c6fa [qiping.lqp] fix style
f195e83 [qiping.lqp] fix style
987cbf4 [qiping.lqp] fix bug
ff34845 [qiping.lqp] separate calculation of predict of node from calculation of info gain
ac42378 [qiping.lqp] add min info gain and min instances per node parameters in decision tree
2014-09-15 17:43:26 -07:00
Reza Zadeh 983d6a9c48 [MLlib] Update SVD documentation in IndexedRowMatrix
Updating this to reflect the newest SVD via ARPACK

Author: Reza Zadeh <rizlar@gmail.com>

Closes #2389 from rezazadeh/irmdocs and squashes the following commits:

7fa1313 [Reza Zadeh] Update svd docs
715da25 [Reza Zadeh] Updated computeSVD documentation IndexedRowMatrix
2014-09-15 17:41:15 -07:00
Christoph Sawade 3b93128139 [SPARK-3396][MLLIB] Use SquaredL2Updater in LogisticRegressionWithSGD
SimpleUpdater ignores the regularizer, which leads to an unregularized
LogReg. To enable the common L2 regularizer (and the corresponding
regularization parameter) for logistic regression the SquaredL2Updater
has to be used in SGD (see, e.g., [SVMWithSGD])

Author: Christoph Sawade <christoph@sawade.me>

Closes #2398 from BigCrunsh/fix-regparam-logreg and squashes the following commits:

0820c04 [Christoph Sawade] Use SquaredL2Updater in LogisticRegressionWithSGD
2014-09-15 17:39:31 -07:00
Joseph K. Bradley b8634df1f1 [SPARK-3160] [SPARK-3494] [mllib] DecisionTree: eliminate pre-allocated nodes, parentImpurities arrays. Memory calc bug fix.
This PR includes some code simplifications and re-organization which will be helpful for implementing random forests.  The main changes are that the nodes and parentImpurities arrays are no longer pre-allocated in the main train() method.

Also added 2 bug fixes:
* maxMemoryUsage calculation
* over-allocation of space for bins in DTStatsAggregator for unordered features.

Relation to RFs:
* Since RFs will be deeper and will therefore be more likely sparse (not full trees), it could be a cost savings to avoid pre-allocating a full tree.
* The associated re-organization also reduces bookkeeping, which will make RFs easier to implement.
* The return code doneTraining may be generalized to include cases such as nodes ready for local training.

Details:

No longer pre-allocate parentImpurities array in main train() method.
* parentImpurities values are now stored in individual nodes (in Node.stats.impurity).
* These were not really needed.  They were used in calculateGainForSplit(), but they can be calculated anyways using parentNodeAgg.

No longer using Node.build since tree structure is constructed on-the-fly.
* Did not eliminate since it is public (Developer) API.  Marked as deprecated.

Eliminated pre-allocated nodes array in main train() method.
* Nodes are constructed and added to the tree structure as needed during training.
* Moved tree construction from main train() method into findBestSplitsPerGroup() since there is no need to keep the (split, gain) array for an entire level of nodes.  Only one element of that array is needed at a time, so we do not the array.

findBestSplits() now returns 2 items:
* rootNode (newly created root node on first iteration, same root node on later iterations)
* doneTraining (indicating if all nodes at that level were leafs)

Updated DecisionTreeSuite.  Notes:
* Improved test "Second level node building with vs. without groups"
** generateOrderedLabeledPoints() modified so that it really does require 2 levels of internal nodes.
* Related update: Added Node.deepCopy (private[tree]), used for test suite

CC: mengxr

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

Closes #2341 from jkbradley/dt-spark-3160 and squashes the following commits:

07dd1ee [Joseph K. Bradley] Fixed overflow bug with computing maxMemoryUsage in DecisionTree.  Also fixed bug with over-allocating space in DTStatsAggregator for unordered features.
debe072 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-spark-3160
5c4ac33 [Joseph K. Bradley] Added check in Strategy to make sure minInstancesPerNode >= 1
0dd4d87 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-spark-3160
306120f [Joseph K. Bradley] Fixed typo in DecisionTreeModel.scala doc
eaa1dcf [Joseph K. Bradley] Added topNode doc in DecisionTree and scalastyle fix
d4d7864 [Joseph K. Bradley] Marked Node.build as deprecated
d4dbb99 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-spark-3160
1a8f0ad [Joseph K. Bradley] Eliminated pre-allocated nodes array in main train() method. * Nodes are constructed and added to the tree structure as needed during training.
2ab763b [Joseph K. Bradley] Simplifications to DecisionTree code:
2014-09-12 01:37:59 -07:00
qiping.lqp 79cdb9b64a [SPARK-2207][SPARK-3272][MLLib]Add minimum information gain and minimum instances per node as training parameters for decision tree.
These two parameters can act as early stop rules to do pre-pruning. When a split cause cause left or right child to have less than `minInstancesPerNode` or has less information gain than `minInfoGain`, current node will not be split by this split.

When there is no possible splits that satisfy requirements, there is no useful information gain stats, but we still need to calculate the predict value for current node. So I separated calculation of predict from calculation of information gain, which can also save computation when the number of possible splits is large. Please see [SPARK-3272](https://issues.apache.org/jira/browse/SPARK-3272) for more details.

CC: mengxr manishamde jkbradley, please help me review this, thanks.

Author: qiping.lqp <qiping.lqp@alibaba-inc.com>
Author: chouqin <liqiping1991@gmail.com>

Closes #2332 from chouqin/dt-preprune and squashes the following commits:

f1d11d1 [chouqin] fix typo
c7ebaf1 [chouqin] fix typo
39f9b60 [chouqin] change edge `minInstancesPerNode` to 2 and add one more test
0278a11 [chouqin] remove `noSplit` and set `Predict` private to tree
d593ec7 [chouqin] fix docs and change minInstancesPerNode to 1
efcc736 [qiping.lqp] fix bug
10b8012 [qiping.lqp] fix style
6728fad [qiping.lqp] minor fix: remove empty lines
bb465ca [qiping.lqp] Merge branch 'master' of https://github.com/apache/spark into dt-preprune
cadd569 [qiping.lqp] add api docs
46b891f [qiping.lqp] fix bug
e72c7e4 [qiping.lqp] add comments
845c6fa [qiping.lqp] fix style
f195e83 [qiping.lqp] fix style
987cbf4 [qiping.lqp] fix bug
ff34845 [qiping.lqp] separate calculation of predict of node from calculation of info gain
ac42378 [qiping.lqp] add min info gain and min instances per node parameters in decision tree
2014-09-10 15:37:10 -07:00
Xiangrui Meng 50a4fa774a [SPARK-3443][MLLIB] update default values of tree:
Adjust the default values of decision tree, based on the memory requirement discussed in https://github.com/apache/spark/pull/2125 :

1. maxMemoryInMB: 128 -> 256
2. maxBins: 100 -> 32
3. maxDepth: 4 -> 5 (in some example code)

jkbradley

Author: Xiangrui Meng <meng@databricks.com>

Closes #2322 from mengxr/tree-defaults and squashes the following commits:

cda453a [Xiangrui Meng] fix tests
5900445 [Xiangrui Meng] update comments
8c81831 [Xiangrui Meng] update default values of tree:
2014-09-08 18:59:57 -07:00
Joseph K. Bradley 711356b422 [SPARK-3086] [SPARK-3043] [SPARK-3156] [mllib] DecisionTree aggregation improvements
Summary:
1. Variable numBins for each feature [SPARK-3043]
2. Reduced data reshaping in aggregation [SPARK-3043]
3. Choose ordering for ordered categorical features adaptively [SPARK-3156]
4. Changed nodes to use 1-indexing [SPARK-3086]
5. Small clean-ups

Note: This PR looks bigger than it is since I moved several functions from inside findBestSplitsPerGroup to outside of it (to make it clear what was being serialized in the aggregation).

Speedups: This update helps most when many features use few bins but a few features use many bins.  Some example results on speedups with 2M examples, 3.5K features (15-worker EC2 cluster):
* Example where old code was reasonably efficient (1/2 continuous, 1/4 binary, 1/4 20-category): 164.813 --> 116.491 sec
* Example where old code wasted many bins (1/10 continuous, 81/100 binary, 9/100 20-category): 128.701 --> 39.334 sec

Details:

(1) Variable numBins for each feature [SPARK-3043]

DecisionTreeMetadata now computes a variable numBins for each feature.  It also tracks numSplits.

(2) Reduced data reshaping in aggregation [SPARK-3043]

Added DTStatsAggregator, a wrapper around the aggregate statistics array for easy but efficient indexing.
* Added ImpurityAggregator and ImpurityCalculator classes, to make DecisionTree code more oblivious to the type of impurity.
* Design note: I originally tried creating Impurity classes which stored data and storing the aggregates in an Array[Array[Array[Impurity]]].  However, this led to significant slowdowns, perhaps because of overhead in creating so many objects.

The aggregate statistics are never reshaped, and cumulative sums are computed in-place.

Updated the layout of aggregation functions.  The update simplifies things by (1) dividing features into ordered/unordered (instead of ordered/unordered/continuous) and (2) making use of the DTStatsAggregator for indexing.
For this update, the following functions were refactored:
* updateBinForOrderedFeature
* updateBinForUnorderedFeature
* binaryOrNotCategoricalBinSeqOp
* multiclassWithCategoricalBinSeqOp
* regressionBinSeqOp
The above 5 functions were replaced with:
* orderedBinSeqOp
* someUnorderedBinSeqOp

Other changes:
* calculateGainForSplit now treats all feature types the same way.
* Eliminated extractLeftRightNodeAggregates.

(3) Choose ordering for ordered categorical features adaptively [SPARK-3156]

Updated binsToBestSplit():
* This now computes cumulative sums of stats for ordered features.
* For ordered categorical features, it chooses an ordering for categories. (This uses to be done by findSplitsBins.)
* Uses iterators to shorten code and avoid building an Array[Array[InformationGainStats]].

Side effects:
* In findSplitsBins: A sample of the data is only taken for data with continuous features.  It is not needed for data with only categorical features.
* In findSplitsBins: splits and bins are no longer pre-computed for ordered categorical features since they are not needed.
* TreePoint binning is simpler for categorical features.

(4) Changed nodes to use 1-indexing [SPARK-3086]

Nodes used to be indexed from 0.  Now they are indexed from 1.
Node indexing functions are now collected in object Node (Node.scala).

(5) Small clean-ups

Eliminated functions extractNodeInfo() and extractInfoForLowerLevels() to reduce duplicate code.
Eliminated InvalidBinIndex since it is no longer used.

CC: mengxr  manishamde  Please let me know if you have thoughts on this—thanks!

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

Closes #2125 from jkbradley/dt-opt3alt and squashes the following commits:

42c192a [Joseph K. Bradley] Merge branch 'rfs' into dt-opt3alt
d3cc46b [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3alt
00e4404 [Joseph K. Bradley] optimization for TreePoint construction (pre-computing featureArity and isUnordered as arrays)
425716c [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into rfs
a2acea5 [Joseph K. Bradley] Small optimizations based on profiling
aa4e4df [Joseph K. Bradley] Updated DTStatsAggregator with bug fix (nodeString should not be multiplied by statsSize)
4651154 [Joseph K. Bradley] Changed numBins semantics for unordered features. * Before: numBins = numSplits = (1 << k - 1) - 1 * Now: numBins = 2 * numSplits = 2 * [(1 << k - 1) - 1] * This also involved changing the semantics of: ** DecisionTreeMetadata.numUnorderedBins()
1e3b1c7 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3alt
1485fcc [Joseph K. Bradley] Made some DecisionTree methods private.
92f934f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3alt
e676da1 [Joseph K. Bradley] Updated documentation for DecisionTree
37ca845 [Joseph K. Bradley] Fixed problem with how DecisionTree handles ordered categorical	features.
105f8ab [Joseph K. Bradley] Removed commented-out getEmptyBinAggregates from DecisionTree
062c31d [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3alt
6d32ccd [Joseph K. Bradley] In DecisionTree.binsToBestSplit, changed loops to iterators to shorten code.
807cd00 [Joseph K. Bradley] Finished DTStatsAggregator, a wrapper around the aggregate statistics for easy but hopefully efficient indexing.  Modified old ImpurityAggregator classes and renamed them ImpurityCalculator; added ImpurityAggregator classes which work with DTStatsAggregator but do not store data.  Unit tests all succeed.
f2166fd [Joseph K. Bradley] still working on DTStatsAggregator
92f7118 [Joseph K. Bradley] Added partly written DTStatsAggregator
fd8df30 [Joseph K. Bradley] Moved some aggregation helpers outside of findBestSplitsPerGroup
d7c53ee [Joseph K. Bradley] Added more doc for ImpurityAggregator
a40f8f1 [Joseph K. Bradley] Changed nodes to be indexed from 1.  Tests work.
95cad7c [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3
5f94342 [Joseph K. Bradley] Added treeAggregate since not yet merged from master.  Moved node indexing functions to Node.
61c4509 [Joseph K. Bradley] Fixed bugs from merge: missing DT timer call, and numBins setting.  Cleaned up DT Suite some.
3ba7166 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3
b314659 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt3
9c83363 [Joseph K. Bradley] partial merge but not done yet
45f7ea7 [Joseph K. Bradley] partial merge, not yet done
5fce635 [Joseph K. Bradley] Merge branch 'dt-opt2' into dt-opt3
26d10dd [Joseph K. Bradley] Removed tree/model/Filter.scala since no longer used.  Removed debugging println calls in DecisionTree.scala.
356daba [Joseph K. Bradley] Merge branch 'dt-opt1' into dt-opt2
430d782 [Joseph K. Bradley] Added more debug info on binning error.  Added some docs.
d036089 [Joseph K. Bradley] Print timing info to logDebug.
e66f1b1 [Joseph K. Bradley] TreePoint * Updated doc * Made some methods private
8464a6e [Joseph K. Bradley] Moved TimeTracker to tree/impl/ in its own file, and cleaned it up.  Removed debugging println calls from DecisionTree.  Made TreePoint extend Serialiable
a87e08f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
dd4d3aa [Joseph K. Bradley] Mid-process in bug fix: bug for binary classification with categorical features * Bug: Categorical features were all treated as ordered for binary classification.  This is possible but would require the bin ordering to be determined on-the-fly after the aggregation.  Currently, the ordering is determined a priori and fixed for all splits. * (Temp) Fix: Treat low-arity categorical features as unordered for binary classification. * Related change: I removed most tests for isMulticlass in the code.  I instead test metadata for whether there are unordered features. * Status: The bug may be fixed, but more testing needs to be done.
438a660 [Joseph K. Bradley] removed subsampling for mnist8m from DT
86e217f [Joseph K. Bradley] added cache to DT input
e3c84cc [Joseph K. Bradley] Added stuff fro mnist8m to D T Runner
51ef781 [Joseph K. Bradley] Fixed bug introduced by last commit: Variance impurity calculation was incorrect since counts were swapped accidentally
fd65372 [Joseph K. Bradley] Major changes: * Created ImpurityAggregator classes, rather than old aggregates. * Feature split/bin semantics are based on ordered vs. unordered ** E.g.: numSplits = numBins for all unordered features, and numSplits = numBins - 1 for all ordered features. * numBins can differ for each feature
c1565a5 [Joseph K. Bradley] Small DecisionTree updates: * Simplification: Updated calculateGainForSplit to take aggregates for a single (feature, split) pair. * Internal doc: findAggForOrderedFeatureClassification
b914f3b [Joseph K. Bradley] DecisionTree optimization: eliminated filters + small changes
b2ed1f3 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt
0f676e2 [Joseph K. Bradley] Optimizations + Bug fix for DecisionTree
3211f02 [Joseph K. Bradley] Optimizing DecisionTree * Added TreePoint representation to avoid calling findBin multiple times. * (not working yet, but debugging)
f61e9d2 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
bcf874a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
511ec85 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
a95bc22 [Joseph K. Bradley] timing for DecisionTree internals
2014-09-08 09:47:13 -07:00
GuoQiang Li 607ae39c22 [SPARK-3397] Bump pom.xml version number of master branch to 1.2.0-SNAPSHOT
Author: GuoQiang Li <witgo@qq.com>

Closes #2268 from witgo/SPARK-3397 and squashes the following commits:

eaf913f [GuoQiang Li] Bump pom.xml version number of master branch to 1.2.0-SNAPSHOT
2014-09-06 15:04:50 -07:00
Kousuke Saruta 1bed0a3869 [SPARK-3372] [MLlib] MLlib doesn't pass maven build / checkstyle due to multi-byte character contained in Gradient.scala
Author: Kousuke Saruta <sarutak@oss.nttdata.co.jp>

Closes #2248 from sarutak/SPARK-3372 and squashes the following commits:

73a28b8 [Kousuke Saruta] Replaced UTF-8 hyphen with ascii hyphen
2014-09-03 20:47:00 -07:00
Reza Zadeh 0f16b23cd1 [MLlib] Squash bug in IndexedRowMatrix
Kill this bug fast before it does damage.

Author: Reza Zadeh <rizlar@gmail.com>

Closes #2224 from rezazadeh/indexrmbug and squashes the following commits:

53386d6 [Reza Zadeh] Squash bug in IndexedRowMatrix
2014-09-02 09:48:05 -07:00
Xiangrui Meng 220f413686 [SPARK-2495][MLLIB] make KMeans constructor public
to re-construct k-means models freeman-lab

Author: Xiangrui Meng <meng@databricks.com>

Closes #2112 from mengxr/public-constructors and squashes the following commits:

18d53a9 [Xiangrui Meng] make KMeans constructor public
2014-08-25 12:30:02 -07:00
Xiangrui Meng 0a984aa155 [SPARK-3142][MLLIB] output shuffle data directly in Word2Vec
Sorry I didn't realize this in #2043. Ishiihara

Author: Xiangrui Meng <meng@databricks.com>

Closes #2049 from mengxr/more-w2v and squashes the following commits:

050b1c5 [Xiangrui Meng] output shuffle data directly
2014-08-19 22:16:22 -07:00
Xiangrui Meng fce5c0fb63 [HOTFIX][Streaming][MLlib] use temp folder for checkpoint
or Jenkins will complain about no Apache header in checkpoint files. tdas rxin

Author: Xiangrui Meng <meng@databricks.com>

Closes #2046 from mengxr/tmp-checkpoint and squashes the following commits:

0d3ec73 [Xiangrui Meng] remove ssc.stop
9797843 [Xiangrui Meng] change checkpointDir to lazy val
89964ab [Xiangrui Meng] use temp folder for checkpoint
2014-08-19 22:05:29 -07:00
Xiangrui Meng 068b6fe6a1 [SPARK-3130][MLLIB] detect negative values in naive Bayes
because NB treats feature values as term frequencies. jkbradley

Author: Xiangrui Meng <meng@databricks.com>

Closes #2038 from mengxr/nb-neg and squashes the following commits:

52c37c3 [Xiangrui Meng] address comments
65f892d [Xiangrui Meng] detect negative values in nb
2014-08-19 21:01:23 -07:00
Xiangrui Meng 1870dbaa55 [MLLIB] minor update to word2vec
very minor update Ishiihara

Author: Xiangrui Meng <meng@databricks.com>

Closes #2043 from mengxr/minor-w2v and squashes the following commits:

be649fd [Xiangrui Meng] remove map because we only need append
eccefcc [Xiangrui Meng] minor updates to word2vec
2014-08-19 17:41:37 -07:00
Xiangrui Meng 825d4fe47b [SPARK-3136][MLLIB] Create Java-friendly methods in RandomRDDs
Though we don't use default argument for methods in RandomRDDs, it is still not easy for Java users to use because the output type is either `RDD[Double]` or `RDD[Vector]`. Java users should expect `JavaDoubleRDD` and `JavaRDD[Vector]`, respectively. We should create dedicated methods for Java users, and allow default arguments in Scala methods in RandomRDDs, to make life easier for both Java and Scala users. This PR also contains documentation for random data generation. brkyvz

Author: Xiangrui Meng <meng@databricks.com>

Closes #2041 from mengxr/stat-doc and squashes the following commits:

fc5eedf [Xiangrui Meng] add missing comma
ffde810 [Xiangrui Meng] address comments
aef6d07 [Xiangrui Meng] add doc for random data generation
b99d94b [Xiangrui Meng] add java-friendly methods to RandomRDDs
2014-08-19 16:06:48 -07:00
freeman 31f0b071ef [SPARK-3128][MLLIB] Use streaming test suite for StreamingLR
Refactored tests for streaming linear regression to use existing  streaming test utilities. Summary of changes:
- Made ``mllib`` depend on tests from ``streaming``
- Rewrote accuracy and convergence tests to use ``setupStreams`` and ``runStreams``
- Added new test for the accuracy of predictions generated by ``predictOnValue``

These tests should run faster, be easier to extend/maintain, and provide a reference for new tests.

mengxr tdas

Author: freeman <the.freeman.lab@gmail.com>

Closes #2037 from freeman-lab/streamingLR-predict-tests and squashes the following commits:

e851ca7 [freeman] Fixed long lines
50eb0bf [freeman] Refactored tests to use streaming test tools
32c43c2 [freeman] Added test for prediction
2014-08-19 13:28:57 -07:00
Xiangrui Meng 217b5e915e [SPARK-3108][MLLIB] add predictOnValues to StreamingLR and fix predictOn
It is useful in streaming to allow users to carry extra data with the prediction, for monitoring the prediction error for example. freeman-lab

Author: Xiangrui Meng <meng@databricks.com>

Closes #2023 from mengxr/predict-on-values and squashes the following commits:

cac47b8 [Xiangrui Meng] add classtag
2821b3b [Xiangrui Meng] use mapValues
0925efa [Xiangrui Meng] add predictOnValues to StreamingLR and fix predictOn
2014-08-18 18:20:54 -07:00
Joseph K. Bradley c8b16ca0d8 [SPARK-2850] [SPARK-2626] [mllib] MLlib stats examples + small fixes
Added examples for statistical summarization:
* Scala: StatisticalSummary.scala
** Tests: correlation, MultivariateOnlineSummarizer
* python: statistical_summary.py
** Tests: correlation (since MultivariateOnlineSummarizer has no Python API)

Added examples for random and sampled RDDs:
* Scala: RandomAndSampledRDDs.scala
* python: random_and_sampled_rdds.py
* Both test:
** RandomRDDGenerators.normalRDD, normalVectorRDD
** RDD.sample, takeSample, sampleByKey

Added sc.stop() to all examples.

CorrelationSuite.scala
* Added 1 test for RDDs with only 1 value

RowMatrix.scala
* numCols(): Added check for numRows = 0, with error message.
* computeCovariance(): Added check for numRows <= 1, with error message.

Python SparseVector (pyspark/mllib/linalg.py)
* Added toDense() function

python/run-tests script
* Added stat.py (doc test)

CC: mengxr dorx  Main changes were examples to show usage across APIs.

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

Closes #1878 from jkbradley/mllib-stats-api-check and squashes the following commits:

ea5c047 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
dafebe2 [Joseph K. Bradley] Bug fixes for examples SampledRDDs.scala and sampled_rdds.py: Check for division by 0 and for missing key in maps.
8d1e555 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
60c72d9 [Joseph K. Bradley] Fixed stat.py doc test to work for Python versions printing nan or NaN.
b20d90a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
4e5d15e [Joseph K. Bradley] Changed pyspark/mllib/stat.py doc tests to use NaN instead of nan.
32173b7 [Joseph K. Bradley] Stats examples update.
c8c20dc [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
cf70b07 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
0b7cec3 [Joseph K. Bradley] Small updates based on code review.  Renamed statistical_summary.py to correlations.py
ab48f6e [Joseph K. Bradley] RowMatrix.scala * numCols(): Added check for numRows = 0, with error message. * computeCovariance(): Added check for numRows <= 1, with error message.
65e4ebc [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
8195c78 [Joseph K. Bradley] Added examples for random and sampled RDDs: * Scala: RandomAndSampledRDDs.scala * python: random_and_sampled_rdds.py * Both test: ** RandomRDDGenerators.normalRDD, normalVectorRDD ** RDD.sample, takeSample, sampleByKey
064985b [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into mllib-stats-api-check
ee918e9 [Joseph K. Bradley] Added examples for statistical summarization: * Scala: StatisticalSummary.scala ** Tests: correlation, MultivariateOnlineSummarizer * python: statistical_summary.py ** Tests: correlation (since MultivariateOnlineSummarizer has no Python API)
2014-08-18 18:01:39 -07:00
Joseph K. Bradley 115eeb30dd [mllib] DecisionTree: treeAggregate + Python example bug fix
Small DecisionTree updates:
* Changed main DecisionTree aggregate to treeAggregate.
* Fixed bug in python example decision_tree_runner.py with missing argument (since categoricalFeaturesInfo is no longer an optional argument for trainClassifier).
* Fixed same bug in python doc tests, and added tree.py to doc tests.

CC: mengxr

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

Closes #2015 from jkbradley/dt-opt2 and squashes the following commits:

b5114fa [Joseph K. Bradley] Fixed python tree.py doc test (extra newline)
8e4665d [Joseph K. Bradley] Added tree.py to python doc tests.  Fixed bug from missing categoricalFeaturesInfo argument.
b7b2922 [Joseph K. Bradley] Fixed bug in python example decision_tree_runner.py with missing argument.  Changed main DecisionTree aggregate to treeAggregate.
85bbc1f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt2
66d076f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt2
a0ed0da [Joseph K. Bradley] Renamed DTMetadata to DecisionTreeMetadata.  Small doc updates.
3726d20 [Joseph K. Bradley] Small code improvements based on code review.
ac0b9f8 [Joseph K. Bradley] Small updates based on code review. Main change: Now using << instead of math.pow.
db0d773 [Joseph K. Bradley] scala style fix
6a38f48 [Joseph K. Bradley] Added DTMetadata class for cleaner code
931a3a7 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt2
797f68a [Joseph K. Bradley] Fixed DecisionTreeSuite bug for training second level.  Needed to update treePointToNodeIndex with groupShift.
f40381c [Joseph K. Bradley] Merge branch 'dt-opt1' into dt-opt2
5f2dec2 [Joseph K. Bradley] Fixed scalastyle issue in TreePoint
6b5651e [Joseph K. Bradley] Updates based on code review.  1 major change: persisting to memory + disk, not just memory.
2d2aaaf [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
26d10dd [Joseph K. Bradley] Removed tree/model/Filter.scala since no longer used.  Removed debugging println calls in DecisionTree.scala.
356daba [Joseph K. Bradley] Merge branch 'dt-opt1' into dt-opt2
430d782 [Joseph K. Bradley] Added more debug info on binning error.  Added some docs.
d036089 [Joseph K. Bradley] Print timing info to logDebug.
e66f1b1 [Joseph K. Bradley] TreePoint * Updated doc * Made some methods private
8464a6e [Joseph K. Bradley] Moved TimeTracker to tree/impl/ in its own file, and cleaned it up.  Removed debugging println calls from DecisionTree.  Made TreePoint extend Serialiable
a87e08f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
c1565a5 [Joseph K. Bradley] Small DecisionTree updates: * Simplification: Updated calculateGainForSplit to take aggregates for a single (feature, split) pair. * Internal doc: findAggForOrderedFeatureClassification
b914f3b [Joseph K. Bradley] DecisionTree optimization: eliminated filters + small changes
b2ed1f3 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt
0f676e2 [Joseph K. Bradley] Optimizations + Bug fix for DecisionTree
3211f02 [Joseph K. Bradley] Optimizing DecisionTree * Added TreePoint representation to avoid calling findBin multiple times. * (not working yet, but debugging)
f61e9d2 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
bcf874a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
511ec85 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
a95bc22 [Joseph K. Bradley] timing for DecisionTree internals
2014-08-18 14:40:05 -07:00
Liquan Pei 9306b8c6c8 [MLlib] Remove transform(dataset: RDD[String]) from Word2Vec public API
mengxr
Remove  transform(dataset: RDD[String]) from public API.

Author: Liquan Pei <liquanpei@gmail.com>

Closes #2010 from Ishiihara/Word2Vec-api and squashes the following commits:

17b1031 [Liquan Pei] remove transform(dataset: RDD[String]) from public API
2014-08-18 01:15:45 -07:00
Liquan Pei 3c8fa50590 [SPARK-3097][MLlib] Word2Vec performance improvement
mengxr Please review the code. Adding weights in reduceByKey soon.

Only output model entry for words appeared in the partition before merging and use reduceByKey to combine model. In general, this implementation is 30s or so faster than implementation using big array.

Author: Liquan Pei <liquanpei@gmail.com>

Closes #1932 from Ishiihara/Word2Vec-improve2 and squashes the following commits:

d5377a9 [Liquan Pei] use syn0Global and syn1Global to represent model
cad2011 [Liquan Pei] bug fix for synModify array out of bound
083aa66 [Liquan Pei] update synGlobal in place and reduce synOut size
9075e1c [Liquan Pei] combine syn0Global and syn1Global to synGlobal
aa2ab36 [Liquan Pei] use reduceByKey to combine models
2014-08-17 23:29:44 -07:00
Xiangrui Meng c77f40668f [SPARK-3087][MLLIB] fix col indexing bug in chi-square and add a check for number of distinct values
There is a bug determining the column index. dorx

Author: Xiangrui Meng <meng@databricks.com>

Closes #1997 from mengxr/chisq-index and squashes the following commits:

8fc2ab2 [Xiangrui Meng] fix col indexing bug and add a check for number of distinct values
2014-08-17 20:53:18 -07:00
Joseph K. Bradley 73ab7f141c [SPARK-3042] [mllib] DecisionTree Filter top-down instead of bottom-up
DecisionTree needs to match each example to a node at each iteration.  It currently does this with a set of filters very inefficiently: For each example, it examines each node at the current level and traces up to the root to see if that example should be handled by that node.

Fix: Filter top-down using the partly built tree itself.

Major changes:
* Eliminated Filter class, findBinsForLevel() method.
* Set up node parent links in main loop over levels in train().
* Added predictNodeIndex() for filtering top-down.
* Added DTMetadata class

Other changes:
* Pre-compute set of unorderedFeatures.

Notes for following expected PR based on [https://issues.apache.org/jira/browse/SPARK-3043]:
* The unorderedFeatures set will next be stored in a metadata structure to simplify function calls (to store other items such as the data in strategy).

I've done initial tests indicating that this speeds things up, but am only now running large-scale ones.

CC: mengxr manishamde chouqin  Any comments are welcome---thanks!

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

Closes #1975 from jkbradley/dt-opt2 and squashes the following commits:

a0ed0da [Joseph K. Bradley] Renamed DTMetadata to DecisionTreeMetadata.  Small doc updates.
3726d20 [Joseph K. Bradley] Small code improvements based on code review.
ac0b9f8 [Joseph K. Bradley] Small updates based on code review. Main change: Now using << instead of math.pow.
db0d773 [Joseph K. Bradley] scala style fix
6a38f48 [Joseph K. Bradley] Added DTMetadata class for cleaner code
931a3a7 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt2
797f68a [Joseph K. Bradley] Fixed DecisionTreeSuite bug for training second level.  Needed to update treePointToNodeIndex with groupShift.
f40381c [Joseph K. Bradley] Merge branch 'dt-opt1' into dt-opt2
5f2dec2 [Joseph K. Bradley] Fixed scalastyle issue in TreePoint
6b5651e [Joseph K. Bradley] Updates based on code review.  1 major change: persisting to memory + disk, not just memory.
2d2aaaf [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
26d10dd [Joseph K. Bradley] Removed tree/model/Filter.scala since no longer used.  Removed debugging println calls in DecisionTree.scala.
356daba [Joseph K. Bradley] Merge branch 'dt-opt1' into dt-opt2
430d782 [Joseph K. Bradley] Added more debug info on binning error.  Added some docs.
d036089 [Joseph K. Bradley] Print timing info to logDebug.
e66f1b1 [Joseph K. Bradley] TreePoint * Updated doc * Made some methods private
8464a6e [Joseph K. Bradley] Moved TimeTracker to tree/impl/ in its own file, and cleaned it up.  Removed debugging println calls from DecisionTree.  Made TreePoint extend Serialiable
a87e08f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
c1565a5 [Joseph K. Bradley] Small DecisionTree updates: * Simplification: Updated calculateGainForSplit to take aggregates for a single (feature, split) pair. * Internal doc: findAggForOrderedFeatureClassification
b914f3b [Joseph K. Bradley] DecisionTree optimization: eliminated filters + small changes
b2ed1f3 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt
0f676e2 [Joseph K. Bradley] Optimizations + Bug fix for DecisionTree
3211f02 [Joseph K. Bradley] Optimizing DecisionTree * Added TreePoint representation to avoid calling findBin multiple times. * (not working yet, but debugging)
f61e9d2 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
bcf874a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
511ec85 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
a95bc22 [Joseph K. Bradley] timing for DecisionTree internals
2014-08-16 23:53:14 -07:00
Xiangrui Meng fbad72288d [SPARK-3077][MLLIB] fix some chisq-test
- promote nullHypothesis field in ChiSqTestResult to TestResult. Every test should have a null hypothesis
- correct null hypothesis statement for independence test
- p-value: 0.01 -> 0.1

Author: Xiangrui Meng <meng@databricks.com>

Closes #1982 from mengxr/fix-chisq and squashes the following commits:

5f0de02 [Xiangrui Meng] make ChiSqTestResult constructor package private
bc74ea1 [Xiangrui Meng] update chisq-test
2014-08-16 21:16:27 -07:00
Xiangrui Meng ac6411c6e7 [SPARK-3081][MLLIB] rename RandomRDDGenerators to RandomRDDs
`RandomRDDGenerators` means factory for `RandomRDDGenerator`. However, its methods return RDDs but not RDDGenerators. So a more proper (and shorter) name would be `RandomRDDs`.

dorx brkyvz

Author: Xiangrui Meng <meng@databricks.com>

Closes #1979 from mengxr/randomrdds and squashes the following commits:

b161a2d [Xiangrui Meng] rename RandomRDDGenerators to RandomRDDs
2014-08-16 15:14:43 -07:00
Xiangrui Meng 7e70708a99 [SPARK-3048][MLLIB] add LabeledPoint.parse and remove loadStreamingLabeledPoints
Move `parse()` from `LabeledPointParser` to `LabeledPoint` and make it public. This breaks binary compatibility only when a user uses synthesized methods like `tupled` and `curried`, which is rare.

`LabeledPoint.parse` is more consistent with `Vectors.parse`, which is why `LabeledPointParser` is not preferred.

freeman-lab tdas

Author: Xiangrui Meng <meng@databricks.com>

Closes #1952 from mengxr/labelparser and squashes the following commits:

c818fb2 [Xiangrui Meng] merge master
ce20e6f [Xiangrui Meng] update mima excludes
b386b8d [Xiangrui Meng] fix tests
2436b3d [Xiangrui Meng] add parse() to LabeledPoint
2014-08-16 15:13:34 -07:00
Xiangrui Meng 2e069ca656 [SPARK-3001][MLLIB] Improve Spearman's correlation
The current implementation requires sorting individual columns, which could be done with a global sort.

result on a 32-node cluster:

m | n | prev | this
---|---|-------|-----
1000000 | 50 | 55s | 9s
10000000 | 50 | 97s | 76s
1000000 | 100  | 119s | 15s

Author: Xiangrui Meng <meng@databricks.com>

Closes #1917 from mengxr/spearman and squashes the following commits:

4d5d262 [Xiangrui Meng] remove unused import
85c48de [Xiangrui Meng] minor updates
a048d0c [Xiangrui Meng] remove cache and set a limit to cachedIds
b98bb18 [Xiangrui Meng] add comments
0846e07 [Xiangrui Meng] first version
2014-08-15 21:07:55 -07:00