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306 commits

Author SHA1 Message Date
Joseph K. Bradley cc67bd5732 [SPARK-20929][ML] LinearSVC should use its own threshold param
## What changes were proposed in this pull request?

LinearSVC should use its own threshold param, rather than the shared one, since it applies to rawPrediction instead of probability.  This PR changes the param in the Scala, Python and R APIs.

## How was this patch tested?

New unit test to make sure the threshold can be set to any Double value.

Author: Joseph K. Bradley <joseph@databricks.com>

Closes #18151 from jkbradley/ml-2.2-linearsvc-cleanup.
2017-06-19 23:04:17 -07:00
actuaryzhang ff5676b01f [SPARK-20899][PYSPARK] PySpark supports stringIndexerOrderType in RFormula
## What changes were proposed in this pull request?

PySpark supports stringIndexerOrderType in RFormula as in #17967.

## How was this patch tested?
docstring test

Author: actuaryzhang <actuaryzhang10@gmail.com>

Closes #18122 from actuaryzhang/PythonRFormula.
2017-05-31 01:02:19 +08:00
Yan Facai (颜发才) 139da116f1 [SPARK-20768][PYSPARK][ML] Expose numPartitions (expert) param of PySpark FPGrowth.
## What changes were proposed in this pull request?

Expose numPartitions (expert) param of PySpark FPGrowth.

## How was this patch tested?

+ [x] Pass all unit tests.

Author: Yan Facai (颜发才) <facai.yan@gmail.com>

Closes #18058 from facaiy/ENH/pyspark_fpg_add_num_partition.
2017-05-25 21:40:39 +08:00
Yanbo Liang 913a6bfe4b [SPARK-19281][FOLLOWUP][ML] Minor fix for PySpark FPGrowth.
## What changes were proposed in this pull request?
Follow-up for #17218, some minor fix for PySpark ```FPGrowth```.

## How was this patch tested?
Existing UT.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #18089 from yanboliang/spark-19281.
2017-05-25 20:15:15 +08:00
zero323 1816eb3bef [SPARK-20631][FOLLOW-UP] Fix incorrect tests.
## What changes were proposed in this pull request?

- Fix incorrect tests for `_check_thresholds`.
- Move test to `ParamTests`.

## How was this patch tested?

Unit tests.

Author: zero323 <zero323@users.noreply.github.com>

Closes #18085 from zero323/SPARK-20631-FOLLOW-UP.
2017-05-24 19:57:44 +08:00
Peng 9afcf127d3 [SPARK-20764][ML][PYSPARK][FOLLOWUP] Fix visibility discrepancy with numInstances and degreesOfFreedom in LR and GLR - Python version
## What changes were proposed in this pull request?
Add test cases for PR-18062

## How was this patch tested?
The existing UT

Author: Peng <peng.meng@intel.com>

Closes #18068 from mpjlu/moreTest.
2017-05-24 19:54:17 +08:00
Bago Amirbekian 9434280cfd [SPARK-20861][ML][PYTHON] Delegate looping over paramMaps to estimators
Changes:

pyspark.ml Estimators can take either a list of param maps or a dict of params. This change allows the CrossValidator and TrainValidationSplit Estimators to pass through lists of param maps to the underlying estimators so that those estimators can handle parallelization when appropriate (eg distributed hyper parameter tuning).

Testing:

Existing unit tests.

Author: Bago Amirbekian <bago@databricks.com>

Closes #18077 from MrBago/delegate_params.
2017-05-23 20:56:01 -07:00
Peng cfca01136b [SPARK-20764][ML][PYSPARK] Fix visibility discrepancy with numInstances and degreesOfFreedom in LR and GLR - Python version
## What changes were proposed in this pull request?

SPARK-20097 exposed degreesOfFreedom in LinearRegressionSummary and numInstances in GeneralizedLinearRegressionSummary. Python API should be updated to reflect these changes.

## How was this patch tested?
The existing UT

Author: Peng <peng.meng@intel.com>

Closes #18062 from mpjlu/spark-20764.
2017-05-22 22:42:37 +08:00
Wayne Zhang 0f2f56c37b [SPARK-20736][PYTHON] PySpark StringIndexer supports StringOrderType
## What changes were proposed in this pull request?
PySpark StringIndexer supports StringOrderType added in #17879.

Author: Wayne Zhang <actuaryzhang@uber.com>

Closes #17978 from actuaryzhang/PythonStringIndexer.
2017-05-21 16:51:55 -07:00
Yanbo Liang dbe81633a7 [SPARK-20501][ML] ML 2.2 QA: New Scala APIs, docs
## What changes were proposed in this pull request?
Review new Scala APIs introduced in 2.2.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17934 from yanboliang/spark-20501.
2017-05-15 21:21:54 -07:00
Yanbo Liang d4022d4951 [SPARK-20707][ML] ML deprecated APIs should be removed in major release.
## What changes were proposed in this pull request?
Before 2.2, MLlib keep to remove APIs deprecated in last feature/minor release. But from Spark 2.2, we decide to remove deprecated APIs in a major release, so we need to change corresponding annotations to tell users those will be removed in 3.0.
Meanwhile, this fixed bugs in ML documents. The original ML docs can't show deprecated annotations in ```MLWriter``` and ```MLReader``` related class, we correct it in this PR.

Before:
![image](https://cloud.githubusercontent.com/assets/1962026/25939889/f8c55f20-3666-11e7-9fa2-0605bfb3ed06.png)

After:
![image](https://cloud.githubusercontent.com/assets/1962026/25939870/e9b0d5be-3666-11e7-9765-5e04885e4b32.png)

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17946 from yanboliang/spark-20707.
2017-05-16 10:08:23 +08:00
Yanbo Liang 0698e6c88c [SPARK-20606][ML] Revert "[] ML 2.2 QA: Remove deprecated methods for ML"
This reverts commit b8733e0ad9.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17944 from yanboliang/spark-20606-revert.
2017-05-11 14:48:13 +08:00
zero323 804949c6bf [SPARK-20631][PYTHON][ML] LogisticRegression._checkThresholdConsistency should use values not Params
## What changes were proposed in this pull request?

- Replace `getParam` calls with `getOrDefault` calls.
- Fix exception message to avoid unintended `TypeError`.
- Add unit tests

## How was this patch tested?

New unit tests.

Author: zero323 <zero323@users.noreply.github.com>

Closes #17891 from zero323/SPARK-20631.
2017-05-10 16:57:52 +08:00
Yanbo Liang b8733e0ad9 [SPARK-20606][ML] ML 2.2 QA: Remove deprecated methods for ML
## What changes were proposed in this pull request?
Remove ML methods we deprecated in 2.1.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17867 from yanboliang/spark-20606.
2017-05-09 17:30:37 +08:00
Nick Pentreath e300a5a145 [SPARK-20300][ML][PYSPARK] Python API for ALSModel.recommendForAllUsers,Items
Add Python API for `ALSModel` methods `recommendForAllUsers`, `recommendForAllItems`

## How was this patch tested?

New doc tests.

Author: Nick Pentreath <nickp@za.ibm.com>

Closes #17622 from MLnick/SPARK-20300-pyspark-recall.
2017-05-02 10:49:13 +02:00
Yanbo Liang dbb06c689c [MINOR][ML] Fix some PySpark & SparkR flaky tests
## What changes were proposed in this pull request?
Some PySpark & SparkR tests run with tiny dataset and tiny ```maxIter```, which means they are not converged. I don’t think checking intermediate result during iteration make sense, and these intermediate result may vulnerable and not stable, so we should switch to check the converged result. We hit this issue at #17746 when we upgrade breeze to 0.13.1.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17757 from yanboliang/flaky-test.
2017-04-26 21:34:18 +08:00
Yanbo Liang 67eef47acf
[SPARK-20449][ML] Upgrade breeze version to 0.13.1
## What changes were proposed in this pull request?
Upgrade breeze version to 0.13.1, which fixed some critical bugs of L-BFGS-B.

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

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17746 from yanboliang/spark-20449.
2017-04-25 17:10:41 +00:00
Liang-Chi Hsieh 1a52a62377 [SPARK-20076][ML][PYSPARK] Add Python interface for ml.stats.Correlation
## What changes were proposed in this pull request?

The Dataframes-based support for the correlation statistics is added in #17108. This patch adds the Python interface for it.

## How was this patch tested?

Python unit test.

Please review http://spark.apache.org/contributing.html before opening a pull request.

Author: Liang-Chi Hsieh <viirya@gmail.com>

Closes #17494 from viirya/correlation-python-api.
2017-04-07 11:00:10 +02:00
Liang-Chi Hsieh 12206058e8 [SPARK-20214][ML] Make sure converted csc matrix has sorted indices
## What changes were proposed in this pull request?

`_convert_to_vector` converts a scipy sparse matrix to csc matrix for initializing `SparseVector`. However, it doesn't guarantee the converted csc matrix has sorted indices and so a failure happens when you do something like that:

    from scipy.sparse import lil_matrix
    lil = lil_matrix((4, 1))
    lil[1, 0] = 1
    lil[3, 0] = 2
    _convert_to_vector(lil.todok())

    File "/home/jenkins/workspace/python/pyspark/mllib/linalg/__init__.py", line 78, in _convert_to_vector
      return SparseVector(l.shape[0], csc.indices, csc.data)
    File "/home/jenkins/workspace/python/pyspark/mllib/linalg/__init__.py", line 556, in __init__
      % (self.indices[i], self.indices[i + 1]))
    TypeError: Indices 3 and 1 are not strictly increasing

A simple test can confirm that `dok_matrix.tocsc()` won't guarantee sorted indices:

    >>> from scipy.sparse import lil_matrix
    >>> lil = lil_matrix((4, 1))
    >>> lil[1, 0] = 1
    >>> lil[3, 0] = 2
    >>> dok = lil.todok()
    >>> csc = dok.tocsc()
    >>> csc.has_sorted_indices
    0
    >>> csc.indices
    array([3, 1], dtype=int32)

I checked the source codes of scipy. The only way to guarantee it is `csc_matrix.tocsr()` and `csr_matrix.tocsc()`.

## How was this patch tested?

Existing tests.

Please review http://spark.apache.org/contributing.html before opening a pull request.

Author: Liang-Chi Hsieh <viirya@gmail.com>

Closes #17532 from viirya/make-sure-sorted-indices.
2017-04-05 17:46:44 -07:00
Bago Amirbekian a5c87707ea [SPARK-20040][ML][PYTHON] pyspark wrapper for ChiSquareTest
## What changes were proposed in this pull request?

A pyspark wrapper for spark.ml.stat.ChiSquareTest

## How was this patch tested?

unit tests
doctests

Author: Bago Amirbekian <bago@databricks.com>

Closes #17421 from MrBago/chiSquareTestWrapper.
2017-03-28 19:19:16 -07:00
zero323 0bc8847aa2 [SPARK-19281][PYTHON][ML] spark.ml Python API for FPGrowth
## What changes were proposed in this pull request?

- Add `HasSupport` and `HasConfidence` `Params`.
- Add new module `pyspark.ml.fpm`.
- Add `FPGrowth` / `FPGrowthModel` wrappers.
- Provide tests for new features.

## How was this patch tested?

Unit tests.

Author: zero323 <zero323@users.noreply.github.com>

Closes #17218 from zero323/SPARK-19281.
2017-03-26 16:49:27 -07:00
Nick Pentreath d9f4ce6943 [SPARK-15040][ML][PYSPARK] Add Imputer to PySpark
Add Python wrapper for `Imputer` feature transformer.

## How was this patch tested?

New doc tests and tweak to PySpark ML `tests.py`

Author: Nick Pentreath <nickp@za.ibm.com>

Closes #17316 from MLnick/SPARK-15040-pyspark-imputer.
2017-03-24 08:01:15 -07:00
Yanbo Liang 81303f7ca7 [SPARK-19806][ML][PYSPARK] PySpark GeneralizedLinearRegression supports tweedie distribution.
## What changes were proposed in this pull request?
PySpark ```GeneralizedLinearRegression``` supports tweedie distribution.

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

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17146 from yanboliang/spark-19806.
2017-03-08 02:09:36 -08:00
Bryan Cutler 44281ca81d [SPARK-19348][PYTHON] PySpark keyword_only decorator is not thread-safe
## What changes were proposed in this pull request?
The `keyword_only` decorator in PySpark is not thread-safe.  It writes kwargs to a static class variable in the decorator, which is then retrieved later in the class method as `_input_kwargs`.  If multiple threads are constructing the same class with different kwargs, it becomes a race condition to read from the static class variable before it's overwritten.  See [SPARK-19348](https://issues.apache.org/jira/browse/SPARK-19348) for reproduction code.

This change will write the kwargs to a member variable so that multiple threads can operate on separate instances without the race condition.  It does not protect against multiple threads operating on a single instance, but that is better left to the user to synchronize.

## How was this patch tested?
Added new unit tests for using the keyword_only decorator and a regression test that verifies `_input_kwargs` can be overwritten from different class instances.

Author: Bryan Cutler <cutlerb@gmail.com>

Closes #16782 from BryanCutler/pyspark-keyword_only-threadsafe-SPARK-19348.
2017-03-03 16:43:45 -08:00
Mark Grover d2a879762a [SPARK-19734][PYTHON][ML] Correct OneHotEncoder doc string to say dropLast
## What changes were proposed in this pull request?
Updates the doc string to match up with the code
i.e. say dropLast instead of includeFirst

## How was this patch tested?
Not much, since it's a doc-like change. Will run unit tests via Jenkins job.

Author: Mark Grover <mark@apache.org>

Closes #17127 from markgrover/spark_19734.
2017-03-01 22:57:34 -08:00
Yun Ni 3bd8ddf7c3 [MINOR][ML] Fix comments in LSH Examples and Python API
## What changes were proposed in this pull request?
Remove `org.apache.spark.examples.` in
Add slash in one of the python doc.

## How was this patch tested?
Run examples using the commands in the comments.

Author: Yun Ni <yunn@uber.com>

Closes #17104 from Yunni/yunn_minor.
2017-03-01 22:55:13 -08:00
Nick Pentreath b405466513 [SPARK-14489][ML][PYSPARK] ALS unknown user/item prediction strategy
This PR adds a param to `ALS`/`ALSModel` to set the strategy used when encountering unknown users or items at prediction time in `transform`. This can occur in 2 scenarios: (a) production scoring, and (b) cross-validation & evaluation.

The current behavior returns `NaN` if a user/item is unknown. In scenario (b), this can easily occur when using `CrossValidator` or `TrainValidationSplit` since some users/items may only occur in the test set and not in the training set. In this case, the evaluator returns `NaN` for all metrics, making model selection impossible.

The new param, `coldStartStrategy`, defaults to `nan` (the current behavior). The other option supported initially is `drop`, which drops all rows with `NaN` predictions. This flag allows users to use `ALS` in cross-validation settings. It is made an `expertParam`. The param is made a string so that the set of strategies can be extended in future (some options are discussed in [SPARK-14489](https://issues.apache.org/jira/browse/SPARK-14489)).
## How was this patch tested?

New unit tests, and manual "before and after" tests for Scala & Python using MovieLens `ml-latest-small` as example data. Here, using `CrossValidator` or `TrainValidationSplit` with the default param setting results in metrics that are all `NaN`, while setting `coldStartStrategy` to `drop` results in valid metrics.

Author: Nick Pentreath <nickp@za.ibm.com>

Closes #12896 from MLnick/SPARK-14489-als-nan.
2017-02-28 16:17:35 +02:00
Bryan Cutler 2f69e3f60f [SPARK-14772][PYTHON][ML] Fixed Params.copy method to match Scala implementation
## What changes were proposed in this pull request?
Fixed the PySpark Params.copy method to behave like the Scala implementation.  The main issue was that it did not account for the _defaultParamMap and merged it into the explicitly created param map.

## How was this patch tested?
Added new unit test to verify the copy method behaves correctly for copying uid, explicitly created params, and default params.

Author: Bryan Cutler <cutlerb@gmail.com>

Closes #16772 from BryanCutler/pyspark-ml-param_copy-Scala_sync-SPARK-14772.
2017-02-23 18:05:58 -08:00
Yun Ni 08c1972a06 [SPARK-18080][ML][PYTHON] Python API & Examples for Locality Sensitive Hashing
## What changes were proposed in this pull request?
This pull request includes python API and examples for LSH. The API changes was based on yanboliang 's PR #15768 and resolved conflicts and API changes on the Scala API. The examples are consistent with Scala examples of MinHashLSH and BucketedRandomProjectionLSH.

## How was this patch tested?
API and examples are tested using spark-submit:
`bin/spark-submit examples/src/main/python/ml/min_hash_lsh.py`
`bin/spark-submit examples/src/main/python/ml/bucketed_random_projection_lsh.py`

User guide changes are generated and manually inspected:
`SKIP_API=1 jekyll build`

Author: Yun Ni <yunn@uber.com>
Author: Yanbo Liang <ybliang8@gmail.com>
Author: Yunni <Euler57721@gmail.com>

Closes #16715 from Yunni/spark-18080.
2017-02-15 16:26:05 -08:00
VinceShieh 6eca21ba88 [SPARK-19590][PYSPARK][ML] Update the document for QuantileDiscretizer in pyspark
## What changes were proposed in this pull request?
This PR is to document the changes on QuantileDiscretizer in pyspark for PR:
https://github.com/apache/spark/pull/15428

## How was this patch tested?
No test needed

Signed-off-by: VinceShieh <vincent.xieintel.com>

Author: VinceShieh <vincent.xie@intel.com>

Closes #16922 from VinceShieh/spark-19590.
2017-02-15 10:12:07 -08:00
zero323 5e7cd3322b [SPARK-19506][ML][PYTHON] Import warnings in pyspark.ml.util
## What changes were proposed in this pull request?

Add missing `warnings` import.

## How was this patch tested?

Manual tests.

Author: zero323 <zero323@users.noreply.github.com>

Closes #16846 from zero323/SPARK-19506.
2017-02-13 09:26:49 -08:00
zero323 fab0d62a71 [SPARK-19467][ML][PYTHON] Remove cyclic imports from pyspark.ml.pipeline
## What changes were proposed in this pull request?

Remove cyclic imports between `pyspark.ml.pipeline` and `pyspark.ml`.

## How was this patch tested?

Existing unit tests.

Author: zero323 <zero323@users.noreply.github.com>

Closes #16814 from zero323/SPARK-19467.
2017-02-06 18:12:20 -08:00
Zheng RuiFeng 317fa75081 [SPARK-19421][ML][PYSPARK] Remove numClasses and numFeatures methods in LinearSVC
## What changes were proposed in this pull request?
Methods `numClasses` and `numFeatures` in LinearSVCModel are already usable by inheriting `JavaClassificationModel`
we should not explicitly add them.

## How was this patch tested?
existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #16727 from zhengruifeng/nits_in_linearSVC.
2017-02-05 19:06:51 -08:00
Joseph K. Bradley 1d5d2a9d09 [SPARK-19389][ML][PYTHON][DOC] Minor doc fixes for ML Python Params and LinearSVC
## What changes were proposed in this pull request?

* Removed Since tags in Python Params since they are inherited by other classes
* Fixed doc links for LinearSVC

## How was this patch tested?

* doc tests
* generating docs locally and checking manually

Author: Joseph K. Bradley <joseph@databricks.com>

Closes #16723 from jkbradley/pyparam-fix-doc.
2017-02-02 11:58:46 -08:00
Bryan Cutler 57d70d26c8 [SPARK-17161][PYSPARK][ML] Add PySpark-ML JavaWrapper convenience function to create Py4J JavaArrays
## What changes were proposed in this pull request?

Adding convenience function to Python `JavaWrapper` so that it is easy to create a Py4J JavaArray that is compatible with current class constructors that have a Scala `Array` as input so that it is not necessary to have a Java/Python friendly constructor.  The function takes a Java class as input that is used by Py4J to create the Java array of the given class.  As an example, `OneVsRest` has been updated to use this and the alternate constructor is removed.

## How was this patch tested?

Added unit tests for the new convenience function and updated `OneVsRest` doctests which use this to persist the model.

Author: Bryan Cutler <cutlerb@gmail.com>

Closes #14725 from BryanCutler/pyspark-new_java_array-CountVectorizer-SPARK-17161.
2017-01-31 15:42:36 -08:00
wm624@hotmail.com bb1a1fe05e [SPARK-19336][ML][PYSPARK] LinearSVC Python API
## What changes were proposed in this pull request?

Add Python API for the newly added LinearSVC algorithm.

## How was this patch tested?

Add new doc string test.

Author: wm624@hotmail.com <wm624@hotmail.com>

Closes #16694 from wangmiao1981/ser.
2017-01-27 16:03:53 -08:00
Zheng RuiFeng 8ccca9170f [SPARK-14272][ML] Add Loglikelihood in GaussianMixtureSummary
## What changes were proposed in this pull request?

add loglikelihood in GMM.summary

## How was this patch tested?

added tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>
Author: Ruifeng Zheng <ruifengz@foxmail.com>

Closes #12064 from zhengruifeng/gmm_metric.
2017-01-19 03:46:37 -08:00
Peng, Meng 32286ba68a
[SPARK-17645][MLLIB][ML][FOLLOW-UP] document minor change
## What changes were proposed in this pull request?
Add FDR test case in ml/feature/ChiSqSelectorSuite.
Improve some comments in the code.
This is a follow-up pr for #15212.

## How was this patch tested?
ut

Author: Peng, Meng <peng.meng@intel.com>

Closes #16434 from mpjlu/fdr_fwe_update.
2017-01-10 13:09:58 +00:00
Yanbo Liang 3ef6d98a80 [SPARK-17847][ML] Reduce shuffled data size of GaussianMixture & copy the implementation from mllib to ml
## What changes were proposed in this pull request?

Copy `GaussianMixture` implementation from mllib to ml, then we can add new features to it.
I left mllib `GaussianMixture` untouched, unlike some other algorithms to wrap the ml implementation. For the following reasons:
- mllib `GaussianMixture` allows k == 1, but ml does not.
- mllib `GaussianMixture` supports setting initial model, but ml does not support currently. (We will definitely add this feature for ml in the future)

We can get around these issues to make mllib as a wrapper calling into ml, but I'd prefer to leave mllib untouched which can make ml clean.

Meanwhile, There is a big performance improvement for `GaussianMixture` in this PR. Since the covariance matrix of multivariate gaussian distribution is symmetric, we can only store the upper triangular part of the matrix and it will greatly reduce the shuffled data size. In my test, this change will reduce shuffled data size by about 50% and accelerate the job execution.

Before this PR:
![image](https://cloud.githubusercontent.com/assets/1962026/19641622/4bb017ac-9996-11e6-8ece-83db184b620a.png)
After this PR:
![image](https://cloud.githubusercontent.com/assets/1962026/19641635/629c21fe-9996-11e6-91e9-83ab74ae0126.png)
## How was this patch tested?

Existing tests and added new tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15413 from yanboliang/spark-17847.
2017-01-09 21:38:46 -08:00
Niranjan Padmanabhan a1e40b1f5d
[MINOR][DOCS] Remove consecutive duplicated words/typo in Spark Repo
## What changes were proposed in this pull request?
There are many locations in the Spark repo where the same word occurs consecutively. Sometimes they are appropriately placed, but many times they are not. This PR removes the inappropriately duplicated words.

## How was this patch tested?
N/A since only docs or comments were updated.

Author: Niranjan Padmanabhan <niranjan.padmanabhan@gmail.com>

Closes #16455 from neurons/np.structure_streaming_doc.
2017-01-04 15:07:29 +00:00
Peng 79ff853631 [SPARK-17645][MLLIB][ML] add feature selector method based on: False Discovery Rate (FDR) and Family wise error rate (FWE)
## What changes were proposed in this pull request?

Univariate feature selection works by selecting the best features based on univariate statistical tests.
FDR and FWE are a popular univariate statistical test for feature selection.
In 2005, the Benjamini and Hochberg paper on FDR was identified as one of the 25 most-cited statistical papers. The FDR uses the Benjamini-Hochberg procedure in this PR. https://en.wikipedia.org/wiki/False_discovery_rate.
In statistics, FWE is the probability of making one or more false discoveries, or type I errors, among all the hypotheses when performing multiple hypotheses tests.
https://en.wikipedia.org/wiki/Family-wise_error_rate

We add  FDR and FWE methods for ChiSqSelector in this PR, like it is implemented in scikit-learn.
http://scikit-learn.org/stable/modules/feature_selection.html#univariate-feature-selection
## How was this patch tested?

ut will be added soon

(Please explain how this patch was tested. E.g. unit tests, integration tests, manual tests)

(If this patch involves UI changes, please attach a screenshot; otherwise, remove this)

Author: Peng <peng.meng@intel.com>
Author: Peng, Meng <peng.meng@intel.com>

Closes #15212 from mpjlu/fdr_fwe.
2016-12-28 00:49:36 -08:00
krishnakalyan3 c802ad8718
[SPARK-18628][ML] Update Scala param and Python param to have quotes
## What changes were proposed in this pull request?

Updated Scala param and Python param to have quotes around the options making it easier for users to read.

## How was this patch tested?

Manually checked the docstrings

Author: krishnakalyan3 <krishnakalyan3@gmail.com>

Closes #16242 from krishnakalyan3/doc-string.
2016-12-11 09:28:16 +00:00
Sandeep Singh 78bb7f8071 [SPARK-18274][ML][PYSPARK] Memory leak in PySpark JavaWrapper
## What changes were proposed in this pull request?
In`JavaWrapper `'s destructor make Java Gateway dereference object in destructor, using `SparkContext._active_spark_context._gateway.detach`
Fixing the copying parameter bug, by moving the `copy` method from `JavaModel` to `JavaParams`

## How was this patch tested?
```scala
import random, string
from pyspark.ml.feature import StringIndexer

l = [(''.join(random.choice(string.ascii_uppercase) for _ in range(10)), ) for _ in range(int(7e5))]  # 700000 random strings of 10 characters
df = spark.createDataFrame(l, ['string'])

for i in range(50):
    indexer = StringIndexer(inputCol='string', outputCol='index')
    indexer.fit(df)
```
* Before: would keep StringIndexer strong reference, causing GC issues and is halted midway
After: garbage collection works as the object is dereferenced, and computation completes
* Mem footprint tested using profiler
* Added a parameter copy related test which was failing before.

Author: Sandeep Singh <sandeep@techaddict.me>
Author: jkbradley <joseph.kurata.bradley@gmail.com>

Closes #15843 from techaddict/SPARK-18274.
2016-12-01 13:22:40 -08:00
Sandeep Singh fe854f2e4f [SPARK-18366][PYSPARK][ML] Add handleInvalid to Pyspark for QuantileDiscretizer and Bucketizer
## What changes were proposed in this pull request?
added the new handleInvalid param for these transformers to Python to maintain API parity.

## How was this patch tested?
existing tests
testing is done with new doctests

Author: Sandeep Singh <sandeep@techaddict.me>

Closes #15817 from techaddict/SPARK-18366.
2016-11-30 11:33:15 +02:00
Jeff Zhang 4c82ca86d9 [SPARK-15819][PYSPARK][ML] Add KMeanSummary in KMeans of PySpark
## What changes were proposed in this pull request?

Add python api for KMeansSummary
## How was this patch tested?

unit test added

Author: Jeff Zhang <zjffdu@apache.org>

Closes #13557 from zjffdu/SPARK-15819.
2016-11-29 20:51:27 -08:00
Yuhao 9b670bcaec [SPARK-18319][ML][QA2.1] 2.1 QA: API: Experimental, DeveloperApi, final, sealed audit
## What changes were proposed in this pull request?
make a pass through the items marked as Experimental or DeveloperApi and see if any are stable enough to be unmarked. Also check for items marked final or sealed to see if they are stable enough to be opened up as APIs.

Some discussions in the jira: https://issues.apache.org/jira/browse/SPARK-18319

## How was this patch tested?
existing ut

Author: Yuhao <yuhao.yang@intel.com>
Author: Yuhao Yang <hhbyyh@gmail.com>

Closes #15972 from hhbyyh/experimental21.
2016-11-29 18:46:59 -08:00
Yanbo Liang c4a7eef0ce [SPARK-18481][ML] ML 2.1 QA: Remove deprecated methods for ML
## What changes were proposed in this pull request?
Remove deprecated methods for ML.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15913 from yanboliang/spark-18481.
2016-11-26 05:28:41 -08:00
hyukjinkwon 933a6548d4
[SPARK-18447][DOCS] Fix the markdown for Note:/NOTE:/Note that across Python API documentation
## What changes were proposed in this pull request?

It seems in Python, there are

- `Note:`
- `NOTE:`
- `Note that`
- `.. note::`

This PR proposes to fix those to `.. note::` to be consistent.

**Before**

<img width="567" alt="2016-11-21 1 18 49" src="https://cloud.githubusercontent.com/assets/6477701/20464305/85144c86-af88-11e6-8ee9-90f584dd856c.png">

<img width="617" alt="2016-11-21 12 42 43" src="https://cloud.githubusercontent.com/assets/6477701/20464263/27be5022-af88-11e6-8577-4bbca7cdf36c.png">

**After**

<img width="554" alt="2016-11-21 1 18 42" src="https://cloud.githubusercontent.com/assets/6477701/20464306/8fe48932-af88-11e6-83e1-fc3cbf74407d.png">

<img width="628" alt="2016-11-21 12 42 51" src="https://cloud.githubusercontent.com/assets/6477701/20464264/2d3e156e-af88-11e6-93f3-cab8d8d02983.png">

## How was this patch tested?

The notes were found via

```bash
grep -r "Note: " .
grep -r "NOTE: " .
grep -r "Note that " .
```

And then fixed one by one comparing with API documentation.

After that, manually tested via `make html` under `./python/docs`.

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #15947 from HyukjinKwon/SPARK-18447.
2016-11-22 11:40:18 +00:00
sethah e811fbf9ed [SPARK-18282][ML][PYSPARK] Add python clustering summaries for GMM and BKM
## What changes were proposed in this pull request?

Add model summary APIs for `GaussianMixtureModel` and `BisectingKMeansModel` in pyspark.

## How was this patch tested?

Unit tests.

Author: sethah <seth.hendrickson16@gmail.com>

Closes #15777 from sethah/pyspark_cluster_summaries.
2016-11-21 05:36:49 -08:00
Felix Cheung 55964c15a7 [SPARK-18239][SPARKR] Gradient Boosted Tree for R
## What changes were proposed in this pull request?

Gradient Boosted Tree in R.
With a few minor improvements to RandomForest in R.

Since this is relatively isolated I'd like to target this for branch-2.1

## How was this patch tested?

manual tests, unit tests

Author: Felix Cheung <felixcheung_m@hotmail.com>

Closes #15746 from felixcheung/rgbt.
2016-11-08 16:00:45 -08:00