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276 commits

Author SHA1 Message Date
Shuo Xiang a6e0afdcf0 SPARK-2085: [MLlib] Apply user-specific regularization instead of uniform regularization in ALS
The current implementation of ALS takes a single regularization parameter and apply it on both of the user factors and the product factors. This kind of regularization can be less effective while user number is significantly larger than the number of products (and vice versa). For example, if we have 10M users and 1K product, regularization on user factors will dominate. Following the discussion in [this thread](http://apache-spark-user-list.1001560.n3.nabble.com/possible-bug-in-Spark-s-ALS-implementation-tt2567.html#a2704), the implementation in this PR will regularize each factor vector by #ratings * lambda.

Author: Shuo Xiang <sxiang@twitter.com>

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

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

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

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

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

0e910dd [Xiangrui Meng] change private[this] to private[recommendation]
36420c7 [Xiangrui Meng] set exclusion rules for ALS
9128b77 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-1672
294efe9 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-1672
9bab77b [Xiangrui Meng] clean up add numUserBlocks and numProductBlocks to MovieLensALS
84c8e8c [Xiangrui Meng] Merge branch 'master' into SPARK-1672
d17a8bf [Xiangrui Meng] merge master
a4925fd [Tor Myklebust] Style.
bd8a75c [Tor Myklebust] Merge branch 'master' of github.com:apache/spark into alsseppar
021f54b [Tor Myklebust] Separate user and product blocks.
dcf583a [Tor Myklebust] Remove the partitioner member variable; instead, thread that needle everywhere it needs to go.
23d6f91 [Tor Myklebust] Stop making the partitioner configurable.
495784f [Tor Myklebust] Merge branch 'master' of https://github.com/apache/spark
674933a [Tor Myklebust] Fix style.
40edc23 [Tor Myklebust] Fix missing space.
f841345 [Tor Myklebust] Fix daft bug creating 'pairs', also for -> foreach.
5ec9e6c [Tor Myklebust] Clean a couple of things up using 'map'.
36a0f43 [Tor Myklebust] Make the partitioner private.
d872b09 [Tor Myklebust] Add negative id ALS test.
df27697 [Tor Myklebust] Support custom partitioners.  Currently we use the same partitioner for users and products.
c90b6d8 [Tor Myklebust] Scramble user and product ids before bucketing.
c774d7d [Tor Myklebust] Make the partitioner a member variable and use it instead of modding directly.
2014-06-11 18:16:33 -07:00
witgo c48b6222ea Resolve scalatest warnings during build
Author: witgo <witgo@qq.com>

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

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

Author: Marcelo Vanzin <vanzin@cloudera.com>

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

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

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

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

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

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

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

CC: @mateiz, @srowen

Author: Xiangrui Meng <meng@databricks.com>

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

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

Author: Neville Li <neville@spotify.com>

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

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

Author: DB Tsai <dbtsai@dbtsai.com>

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

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

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

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

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

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

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

Author: Tor Myklebust <tmyklebu@gmail.com>

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

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

Author: zsxwing <zsxwing@gmail.com>

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

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

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

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

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

Added tests for KMeans, LinearRegression, and NaiveBayes.

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

cc: @srowen

Author: Xiangrui Meng <meng@databricks.com>

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

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

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

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

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

Author: Xiangrui Meng <meng@databricks.com>

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

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

Simple fix, and backward compatible, since

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

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

Reviewers:

CC:

Author: Andrew Tulloch <andrew@tullo.ch>

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

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

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

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

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

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

Author: Sean Owen <sowen@cloudera.com>

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

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

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

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

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

Author: DB Tsai <dbtsai@alpinenow.com>

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

9cc6cf9 [DB Tsai] Removed the miniBatch in LBFGS.
1ba6a33 [DB Tsai] Formatting the code.
d72c679 [DB Tsai] Using Breeze's states to get the loss.
2014-05-08 17:53:22 -07:00
Manish Amde f269b016ac SPARK-1544 Add support for deep decision trees.
@etrain and I came with a PR for arbitrarily deep decision trees at the cost of multiple passes over the data at deep tree levels.

To summarize:
1) We take a parameter that indicates the amount of memory users want to reserve for computation on each worker (and 2x that at the driver).
2) Using that information, we calculate two things - the maximum depth to which we train as usual (which is, implicitly, the maximum number of nodes we want to train in parallel), and the size of the groups we should use in the case where we exceed this depth.

cc: @atalwalkar, @hirakendu, @mengxr

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

Closes #475 from manishamde/deep_tree and squashes the following commits:

968ca9d [Manish Amde] merged master
7fc9545 [Manish Amde] added docs
ce004a1 [Manish Amde] minor formatting
b27ad2c [Manish Amde] formatting
426bb28 [Manish Amde] programming guide blurb
8053fed [Manish Amde] more formatting
5eca9e4 [Manish Amde] grammar
4731cda [Manish Amde] formatting
5e82202 [Manish Amde] added documentation, fixed off by 1 error in max level calculation
cbd9f14 [Manish Amde] modified scala.math to math
dad9652 [Manish Amde] removed unused imports
e0426ee [Manish Amde] renamed parameter
718506b [Manish Amde] added unit test
1517155 [Manish Amde] updated documentation
9dbdabe [Manish Amde] merge from master
719d009 [Manish Amde] updating user documentation
fecf89a [manishamde] Merge pull request #6 from etrain/deep_tree
0287772 [Evan Sparks] Fixing scalastyle issue.
2f1e093 [Manish Amde] minor: added doc for maxMemory parameter
2f6072c [manishamde] Merge pull request #5 from etrain/deep_tree
abc5a23 [Evan Sparks] Parameterizing max memory.
50b143a [Manish Amde] adding support for very deep trees
2014-05-07 17:08:38 -07:00
baishuo(白硕) 0c19bb161b Update GradientDescentSuite.scala
use more faster way to construct an array

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

Closes #588 from baishuo/master and squashes the following commits:

45b95fb [baishuo(白硕)] Update GradientDescentSuite.scala
c03b61c [baishuo(白硕)] Update GradientDescentSuite.scala
b666d27 [baishuo(白硕)] Update GradientDescentSuite.scala
2014-05-07 16:02:55 -07:00
Sean Owen 25ad8f9301 SPARK-1727. Correct small compile errors, typos, and markdown issues in (primarly) MLlib docs
While play-testing the Scala and Java code examples in the MLlib docs, I noticed a number of small compile errors, and some typos. This led to finding and fixing a few similar items in other docs.

Then in the course of building the site docs to check the result, I found a few small suggestions for the build instructions. I also found a few more formatting and markdown issues uncovered when I accidentally used maruku instead of kramdown.

Author: Sean Owen <sowen@cloudera.com>

Closes #653 from srowen/SPARK-1727 and squashes the following commits:

6e7c38a [Sean Owen] Final doc updates - one more compile error, and use of mean instead of sum and count
8f5e847 [Sean Owen] Fix markdown syntax issues that maruku flags, even though we use kramdown (but only those that do not affect kramdown's output)
99966a9 [Sean Owen] Update issue tracker URL in docs
23c9ac3 [Sean Owen] Add Scala Naive Bayes example, to use existing example data file (whose format needed a tweak)
8c81982 [Sean Owen] Fix small compile errors and typos across MLlib docs
2014-05-06 20:07:22 -07:00
Xiangrui Meng 98750a74da [SPARK-1594][MLLIB] Cleaning up MLlib APIs and guide
Final pass before the v1.0 release.

* Remove `VectorRDDs`
* Move `BinaryClassificationMetrics` from `evaluation.binary` to `evaluation`
* Change default value of `addIntercept` to false and allow to add intercept in Ridge and Lasso.
* Clean `DecisionTree` package doc and test suite.
* Mark model constructors `private[spark]`
* Rename `loadLibSVMData` to `loadLibSVMFile` and hide `LabelParser` from users.
* Add `saveAsLibSVMFile`.
* Add `appendBias` to `MLUtils`.

Author: Xiangrui Meng <meng@databricks.com>

Closes #524 from mengxr/mllib-cleaning and squashes the following commits:

295dc8b [Xiangrui Meng] update loadLibSVMFile doc
1977ac1 [Xiangrui Meng] fix doc of appendBias
649fcf0 [Xiangrui Meng] rename loadLibSVMData to loadLibSVMFile; hide LabelParser from user APIs
54b812c [Xiangrui Meng] add appendBias
a71e7d0 [Xiangrui Meng] add saveAsLibSVMFile
d976295 [Xiangrui Meng] Merge branch 'master' into mllib-cleaning
b7e5cec [Xiangrui Meng] remove some experimental annotations and make model constructors private[mllib]
9b02b93 [Xiangrui Meng] minor code style update
a593ddc [Xiangrui Meng] fix python tests
fc28c18 [Xiangrui Meng] mark more classes experimental
f6cbbff [Xiangrui Meng] fix Java tests
0af70b0 [Xiangrui Meng] minor
6e139ef [Xiangrui Meng] Merge branch 'master' into mllib-cleaning
94e6dce [Xiangrui Meng] move BinaryLabelCounter and BinaryConfusionMatrixImpl to evaluation.binary
df34907 [Xiangrui Meng] clean DecisionTreeSuite to use LocalSparkContext
c81807f [Xiangrui Meng] set the default value of AddIntercept to false
03389c0 [Xiangrui Meng] allow to add intercept in Ridge and Lasso
c66c56f [Xiangrui Meng] move tree md to package object doc
a2695df [Xiangrui Meng] update guide for BinaryClassificationMetrics
9194f4c [Xiangrui Meng] move BinaryClassificationMetrics one level up
1c1a0e3 [Xiangrui Meng] remove VectorRDDs because it only contains one function that is not necessary for us to maintain
2014-05-05 18:32:54 -07:00
Tor Myklebust 5c0cd5c1a5 [SPARK-1646] Micro-optimisation of ALS
This change replaces some Scala `for` and `foreach` constructs with `while` constructs.  There may be a slight performance gain on the order of 1-2% when training an ALS model.

I trained an ALS model on the Movielens 10M-rating dataset repeatedly both with and without these changes.  All 7 runs in both columns were done in a Scala `for` loop like this:

    for (iter <- 0 to 10) {
      val before = System.currentTimeMillis()
      val model = ALS.train(rats, 20, 10)
      val after = System.currentTimeMillis()
      println("%d ms".format(after-before))
      println("rmse %g".format(computeRmse(model, rats, numRatings)))
    }

The timings were done on a multiuser machine, and I stopped one set of timings after 7 had been completed.  It would be nice if somebody with dedicated hardware could confirm my timings.

    After           Before
    121980 ms       122041 ms
    117069 ms       117127 ms
    115332 ms       117523 ms
    115381 ms       117402 ms
    114635 ms       116550 ms
    114140 ms       114076 ms
    112993 ms       117200 ms

Ratios are about 1.0005, 1.0005, 1.019, 1.0175, 1.01671, 0.99944, and 1.03723.  I therefore suspect these changes make for a slight performance gain on the order of 1-2%.

Author: Tor Myklebust <tmyklebu@gmail.com>

Closes #568 from tmyklebu/alsopt and squashes the following commits:

5ded80f [Tor Myklebust] Fix style.
79595ff [Tor Myklebust] Fix style error.
4ef0313 [Tor Myklebust] Merge branch 'master' of github.com:apache/spark into alsopt
114fb74 [Tor Myklebust] Turn some 'for' loops into 'while' loops.
dcf583a [Tor Myklebust] Remove the partitioner member variable; instead, thread that needle everywhere it needs to go.
23d6f91 [Tor Myklebust] Stop making the partitioner configurable.
495784f [Tor Myklebust] Merge branch 'master' of https://github.com/apache/spark
674933a [Tor Myklebust] Fix style.
40edc23 [Tor Myklebust] Fix missing space.
f841345 [Tor Myklebust] Fix daft bug creating 'pairs', also for -> foreach.
5ec9e6c [Tor Myklebust] Clean a couple of things up using 'map'.
36a0f43 [Tor Myklebust] Make the partitioner private.
d872b09 [Tor Myklebust] Add negative id ALS test.
df27697 [Tor Myklebust] Support custom partitioners.  Currently we use the same partitioner for users and products.
c90b6d8 [Tor Myklebust] Scramble user and product ids before bucketing.
c774d7d [Tor Myklebust] Make the partitioner a member variable and use it instead of modding directly.
2014-04-29 22:04:34 -07:00
Xiangrui Meng 3f38334f44 [SPARK-1636][MLLIB] Move main methods to examples
* `NaiveBayes` -> `SparseNaiveBayes`
* `KMeans` -> `DenseKMeans`
* `SVMWithSGD` and `LogisticRegerssionWithSGD` -> `BinaryClassification`
* `ALS` -> `MovieLensALS`
* `LinearRegressionWithSGD`, `LassoWithSGD`, and `RidgeRegressionWithSGD` -> `LinearRegression`
* `DecisionTree` -> `DecisionTreeRunner`

`scopt` is used for parsing command-line parameters. `scopt` has MIT license and it only depends on `scala-library`.

Example help message:

~~~
BinaryClassification: an example app for binary classification.
Usage: BinaryClassification [options] <input>

  --numIterations <value>
        number of iterations
  --stepSize <value>
        initial step size, default: 1.0
  --algorithm <value>
        algorithm (SVM,LR), default: LR
  --regType <value>
        regularization type (L1,L2), default: L2
  --regParam <value>
        regularization parameter, default: 0.1
  <input>
        input paths to labeled examples in LIBSVM format
~~~

Author: Xiangrui Meng <meng@databricks.com>

Closes #584 from mengxr/mllib-main and squashes the following commits:

7b58c60 [Xiangrui Meng] minor
6e35d7e [Xiangrui Meng] make imports explicit and fix code style
c6178c9 [Xiangrui Meng] update TS PCA/SVD to use new spark-submit
6acff75 [Xiangrui Meng] use scopt for DecisionTreeRunner
be86069 [Xiangrui Meng] use main instead of extending App
b3edf68 [Xiangrui Meng] move DecisionTree's main method to examples
8bfaa5a [Xiangrui Meng] change NaiveBayesParams to Params
fe23dcb [Xiangrui Meng] remove main from KMeans and add DenseKMeans as an example
67f4448 [Xiangrui Meng] remove main methods from linear regression algorithms and add LinearRegression example
b066bbc [Xiangrui Meng] remove main from ALS and add MovieLensALS example
b040f3b [Xiangrui Meng] change BinaryClassificationParams to Params
577945b [Xiangrui Meng] remove unused imports from NB
3d299bc [Xiangrui Meng] remove main from LR/SVM and add an example app for binary classification
f70878e [Xiangrui Meng] remove main from NaiveBayes and add an example NaiveBayes app
01ec2cd [Xiangrui Meng] Merge branch 'master' into mllib-main
9420692 [Xiangrui Meng] add scopt to examples dependencies
2014-04-29 00:41:03 -07:00
witgo 030f2c2126 Improved build configuration
1, Fix SPARK-1441: compile spark core error with hadoop 0.23.x
2, Fix SPARK-1491: maven hadoop-provided profile fails to build
3, Fix org.scala-lang: * ,org.apache.avro:* inconsistent versions dependency
4, A modified on the sql/catalyst/pom.xml,sql/hive/pom.xml,sql/core/pom.xml (Four spaces formatted into two spaces)

Author: witgo <witgo@qq.com>

Closes #480 from witgo/format_pom and squashes the following commits:

03f652f [witgo] review commit
b452680 [witgo] Merge branch 'master' of https://github.com/apache/spark into format_pom
bee920d [witgo] revert fix SPARK-1629: Spark Core missing commons-lang dependence
7382a07 [witgo] Merge branch 'master' of https://github.com/apache/spark into format_pom
6902c91 [witgo] fix SPARK-1629: Spark Core missing commons-lang dependence
0da4bc3 [witgo] merge master
d1718ed [witgo] Merge branch 'master' of https://github.com/apache/spark into format_pom
e345919 [witgo] add avro dependency to yarn-alpha
77fad08 [witgo] Merge branch 'master' of https://github.com/apache/spark into format_pom
62d0862 [witgo] Fix org.scala-lang: * inconsistent versions dependency
1a162d7 [witgo] Merge branch 'master' of https://github.com/apache/spark into format_pom
934f24d [witgo] review commit
cf46edc [witgo] exclude jruby
06e7328 [witgo] Merge branch 'SparkBuild' into format_pom
99464d2 [witgo] fix maven hadoop-provided profile fails to build
0c6c1fc [witgo] Fix compile spark core error with hadoop 0.23.x
6851bec [witgo] Maintain consistent SparkBuild.scala, pom.xml
2014-04-28 22:51:46 -07:00
Sandeep bb68f47745 [Fix #79] Replace Breakable For Loops By While Loops
Author: Sandeep <sandeep@techaddict.me>

Closes #503 from techaddict/fix-79 and squashes the following commits:

e3f6746 [Sandeep] Style changes
07a4f6b [Sandeep] for loop to While loop
0a6d8e9 [Sandeep] Breakable for loop to While loop
2014-04-23 22:47:59 -07:00
Xiangrui Meng 26d35f3fd9 [SPARK-1506][MLLIB] Documentation improvements for MLlib 1.0
Preview: http://54.82.240.23:4000/mllib-guide.html

Table of contents:

* Basics
  * Data types
  * Summary statistics
* Classification and regression
  * linear support vector machine (SVM)
  * logistic regression
  * linear linear squares, Lasso, and ridge regression
  * decision tree
  * naive Bayes
* Collaborative Filtering
  * alternating least squares (ALS)
* Clustering
  * k-means
* Dimensionality reduction
  * singular value decomposition (SVD)
  * principal component analysis (PCA)
* Optimization
  * stochastic gradient descent
  * limited-memory BFGS (L-BFGS)

Author: Xiangrui Meng <meng@databricks.com>

Closes #422 from mengxr/mllib-doc and squashes the following commits:

944e3a9 [Xiangrui Meng] merge master
f9fda28 [Xiangrui Meng] minor
9474065 [Xiangrui Meng] add alpha to ALS examples
928e630 [Xiangrui Meng] initialization_mode -> initializationMode
5bbff49 [Xiangrui Meng] add imports to labeled point examples
c17440d [Xiangrui Meng] fix python nb example
28f40dc [Xiangrui Meng] remove localhost:4000
369a4d3 [Xiangrui Meng] Merge branch 'master' into mllib-doc
7dc95cc [Xiangrui Meng] update linear methods
053ad8a [Xiangrui Meng] add links to go back to the main page
abbbf7e [Xiangrui Meng] update ALS argument names
648283e [Xiangrui Meng] level down statistics
14e2287 [Xiangrui Meng] add sample libsvm data and use it in guide
8cd2441 [Xiangrui Meng] minor updates
186ab07 [Xiangrui Meng] update section names
6568d65 [Xiangrui Meng] update toc, level up lr and svm
162ee12 [Xiangrui Meng] rename section names
5c1e1b1 [Xiangrui Meng] minor
8aeaba1 [Xiangrui Meng] wrap long lines
6ce6a6f [Xiangrui Meng] add summary statistics to toc
5760045 [Xiangrui Meng] claim beta
cc604bf [Xiangrui Meng] remove classification and regression
92747b3 [Xiangrui Meng] make section titles consistent
e605dd6 [Xiangrui Meng] add LIBSVM loader
f639674 [Xiangrui Meng] add python section to migration guide
c82ffb4 [Xiangrui Meng] clean optimization
31660eb [Xiangrui Meng] update linear algebra and stat
0a40837 [Xiangrui Meng] first pass over linear methods
1fc8271 [Xiangrui Meng] update toc
906ed0a [Xiangrui Meng] add a python example to naive bayes
5f0a700 [Xiangrui Meng] update collaborative filtering
656d416 [Xiangrui Meng] update mllib-clustering
86e143a [Xiangrui Meng] remove data types section from main page
8d1a128 [Xiangrui Meng] move part of linear algebra to data types and add Java/Python examples
d1b5cbf [Xiangrui Meng] merge master
72e4804 [Xiangrui Meng] one pass over tree guide
64f8995 [Xiangrui Meng] move decision tree guide to a separate file
9fca001 [Xiangrui Meng] add first version of linear algebra guide
53c9552 [Xiangrui Meng] update dependencies
f316ec2 [Xiangrui Meng] add migration guide
f399f6c [Xiangrui Meng] move linear-algebra to dimensionality-reduction
182460f [Xiangrui Meng] add guide for naive Bayes
137fd1d [Xiangrui Meng] re-organize toc
a61e434 [Xiangrui Meng] update mllib's toc
2014-04-22 11:20:47 -07:00
Tor Myklebust bf9d49b6d1 [SPARK-1281] Improve partitioning in ALS
ALS was using HashPartitioner and explicit uses of `%` together.  Further, the naked use of `%` meant that, if the number of partitions corresponded with the stride of arithmetic progressions appearing in user and product ids, users and products could be mapped into buckets in an unfair or unwise way.

This pull request:
1) Makes the Partitioner an instance variable of ALS.
2) Replaces the direct uses of `%` with calls to a Partitioner.
3) Defines an anonymous Partitioner that scrambles the bits of the object's hashCode before reducing to the number of present buckets.

This pull request does not make the partitioner user-configurable.

I'm not all that happy about the way I did (1).  It introduces an icky lifetime issue and dances around it by nulling something.  However, I don't know a better way to make the partitioner visible everywhere it needs to be visible.

Author: Tor Myklebust <tmyklebu@gmail.com>

Closes #407 from tmyklebu/master and squashes the following commits:

dcf583a [Tor Myklebust] Remove the partitioner member variable; instead, thread that needle everywhere it needs to go.
23d6f91 [Tor Myklebust] Stop making the partitioner configurable.
495784f [Tor Myklebust] Merge branch 'master' of https://github.com/apache/spark
674933a [Tor Myklebust] Fix style.
40edc23 [Tor Myklebust] Fix missing space.
f841345 [Tor Myklebust] Fix daft bug creating 'pairs', also for -> foreach.
5ec9e6c [Tor Myklebust] Clean a couple of things up using 'map'.
36a0f43 [Tor Myklebust] Make the partitioner private.
d872b09 [Tor Myklebust] Add negative id ALS test.
df27697 [Tor Myklebust] Support custom partitioners.  Currently we use the same partitioner for users and products.
c90b6d8 [Tor Myklebust] Scramble user and product ids before bucketing.
c774d7d [Tor Myklebust] Make the partitioner a member variable and use it instead of modding directly.
2014-04-22 11:07:30 -07:00
Andrew Or b3e5366f69 [Fix #274] Document + fix annotation usages
... so that we don't follow an unspoken set of forbidden rules for adding **@AlphaComponent**, **@DeveloperApi**, and **@Experimental** annotations in the code.

In addition, this PR
(1) removes unnecessary `:: * ::` tags,
(2) adds missing `:: * ::` tags, and
(3) removes annotations for internal APIs.

Author: Andrew Or <andrewor14@gmail.com>

Closes #470 from andrewor14/annotations-fix and squashes the following commits:

92a7f42 [Andrew Or] Document + fix annotation usages
2014-04-21 22:24:44 -07:00
Tor Myklebust 25fc31884b [SPARK-1535] ALS: Avoid the garbage-creating ctor of DoubleMatrix
`new DoubleMatrix(double[])` creates a garbage `double[]` of the same length as its argument and immediately throws it away.  This pull request avoids that constructor in the ALS code.

Author: Tor Myklebust <tmyklebu@gmail.com>

Closes #442 from tmyklebu/foo2 and squashes the following commits:

2784fc5 [Tor Myklebust] Mention that this is probably fixed as of jblas 1.2.4; repunctuate.
a09904f [Tor Myklebust] Helper function for wrapping Array[Double]'s with DoubleMatrix's.
2014-04-19 15:10:18 -07:00
Sean Owen 8aa1f4c4f6 SPARK-1357 (addendum). More Experimental items in MLlib
Per discussion, this is my suggestion to make ALS Rating, ClassificationModel, RegressionModel experimental for now, to reserve the right to possibly change after 1.0. See what you think of this much.

Author: Sean Owen <sowen@cloudera.com>

Closes #372 from srowen/SPARK-1357Addendum and squashes the following commits:

17cf1ea [Sean Owen] Remove (another) blank line after ":: Experimental ::"
6800e4c [Sean Owen] Remove blank line after ":: Experimental ::"
b3a88d2 [Sean Owen] Make ALS Rating, ClassificationModel, RegressionModel experimental for now, to reserve the right to possibly change after 1.0
2014-04-18 10:04:02 -07:00
CodingCat e31c8ffca6 SPARK-1483: Rename minSplits to minPartitions in public APIs
https://issues.apache.org/jira/browse/SPARK-1483

From the original JIRA: " The parameter name is part of the public API in Scala and Python, since you can pass named parameters to a method, so we should name it to this more descriptive term. Everywhere else we refer to "splits" as partitions." - @mateiz

Author: CodingCat <zhunansjtu@gmail.com>

Closes #430 from CodingCat/SPARK-1483 and squashes the following commits:

4b60541 [CodingCat] deprecate defaultMinSplits
ba2c663 [CodingCat] Rename minSplits to minPartitions in public APIs
2014-04-18 10:01:16 -07:00
Holden Karau c3527a333a SPARK-1310: Start adding k-fold cross validation to MLLib [adds kFold to MLUtils & fixes bug in BernoulliSampler]
Author: Holden Karau <holden@pigscanfly.ca>

Closes #18 from holdenk/addkfoldcrossvalidation and squashes the following commits:

208db9b [Holden Karau] Fix a bad space
e84f2fc [Holden Karau] Fix the test, we should be looking at the second element instead
6ddbf05 [Holden Karau] swap training and validation order
7157ae9 [Holden Karau] CR feedback
90896c7 [Holden Karau] New line
150889c [Holden Karau] Fix up error messages in the MLUtilsSuite
2cb90b3 [Holden Karau] Fix the names in kFold
c702a96 [Holden Karau] Fix imports in MLUtils
e187e35 [Holden Karau] Move { up to same line as whenExecuting(random) in RandomSamplerSuite.scala
c5b723f [Holden Karau] clean up
7ebe4d5 [Holden Karau] CR feedback, remove unecessary learners (came back during merge mistake) and insert an empty line
bb5fa56 [Holden Karau] extra line sadness
163c5b1 [Holden Karau] code review feedback 1.to -> 1 to and folds -> numFolds
5a33f1d [Holden Karau] Code review follow up.
e8741a7 [Holden Karau] CR feedback
b78804e [Holden Karau] Remove cross validation [TODO in another pull request]
91eae64 [Holden Karau] Consolidate things in mlutils
264502a [Holden Karau] Add a test for the bug that was found with BernoulliSampler not copying the complement param
dd0b737 [Holden Karau] Wrap long lines (oops)
c0b7fa4 [Holden Karau] Switch FoldedRDD to use BernoulliSampler and PartitionwiseSampledRDD
08f8e4d [Holden Karau] Fix BernoulliSampler to respect complement
a751ec6 [Holden Karau] Add k-fold cross validation to MLLib
2014-04-16 09:33:27 -07:00
Matei Zaharia 63ca581d9c [WIP] SPARK-1430: Support sparse data in Python MLlib
This PR adds a SparseVector class in PySpark and updates all the regression, classification and clustering algorithms and models to support sparse data, similar to MLlib. I chose to add this class because SciPy is quite difficult to install in many environments (more so than NumPy), but I plan to add support for SciPy sparse vectors later too, and make the methods work transparently on objects of either type.

On the Scala side, we keep Python sparse vectors sparse and pass them to MLlib. We always return dense vectors from our models.

Some to-do items left:
- [x] Support SciPy's scipy.sparse matrix objects when SciPy is available. We can easily add a function to convert these to our own SparseVector.
- [x] MLlib currently uses a vector with one extra column on the left to represent what we call LabeledPoint in Scala. Do we really want this? It may get annoying once you deal with sparse data since you must add/subtract 1 to each feature index when training. We can remove this API in 1.0 and use tuples for labeling.
- [x] Explain how to use these in the Python MLlib docs.

CC @mengxr, @joshrosen

Author: Matei Zaharia <matei@databricks.com>

Closes #341 from mateiz/py-ml-update and squashes the following commits:

d52e763 [Matei Zaharia] Remove no-longer-needed slice code and handle review comments
ea5a25a [Matei Zaharia] Fix remaining uses of copyto() after merge
b9f97a3 [Matei Zaharia] Fix test
1e1bd0f [Matei Zaharia] Add MLlib logistic regression example in Python
88bc01f [Matei Zaharia] Clean up inheritance of LinearModel in Python, and expose its parametrs
37ab747 [Matei Zaharia] Fix some examples and docs due to changes in MLlib API
da0f27e [Matei Zaharia] Added a MLlib K-means example and updated docs to discuss sparse data
c48e85a [Matei Zaharia] Added some tests for passing lists as input, and added mllib/tests.py to run-tests script.
a07ba10 [Matei Zaharia] Fix some typos and calculation of initial weights
74eefe7 [Matei Zaharia] Added LabeledPoint class in Python
889dde8 [Matei Zaharia] Support scipy.sparse matrices in all our algorithms and models
ab244d1 [Matei Zaharia] Allow SparseVectors to be initialized using a dict
a5d6426 [Matei Zaharia] Add linalg.py to run-tests script
0e7a3d8 [Matei Zaharia] Keep vectors sparse in Java when reading LabeledPoints
eaee759 [Matei Zaharia] Update regression, classification and clustering models for sparse data
2abbb44 [Matei Zaharia] Further work to get linear models working with sparse data
154f45d [Matei Zaharia] Update docs, name some magic values
881fef7 [Matei Zaharia] Added a sparse vector in Python and made Java-Python format more compact
2014-04-15 20:33:24 -07:00
Manish Amde 07d72fe696 Decision Tree documentation for MLlib programming guide
Added documentation for user to use the decision tree algorithms for classification and regression in Spark 1.0 release.

Apart from a general review, I need specific input on the following:
* I had to move a lot of the existing documentation under the *linear methods* umbrella to accommodate decision trees. I wonder if there is a better way to organize the programming guide given we are so close to the release.
* I have not looked closely at pyspark but I am wondering new mllib algorithms are automatically plugged in or do we need to some extra work to call mllib functions from pyspark. I will add to the pyspark examples based upon the advice I get.

cc: @mengxr, @hirakendu, @etrain, @atalwalkar

Author: Manish Amde <manish9ue@gmail.com>

Closes #402 from manishamde/tree_doc and squashes the following commits:

022485a [Manish Amde] more documentation
865826e [Manish Amde] minor: grammar
dbb0e5e [Manish Amde] minor improvements to text
b9ef6c4 [Manish Amde] basic decision tree code examples
6e297d7 [Manish Amde] added subsections
f427e84 [Manish Amde] renaming sections
9c0c4be [Manish Amde] split candidate
6925275 [Manish Amde] impurity and information gain
94fd2f9 [Manish Amde] more reorg
b93125c [Manish Amde] more subsection reorg
3ecb2ad [Manish Amde] minor text addition
1537dd3 [Manish Amde] added placeholders and some doc
d06511d [Manish Amde] basic skeleton
2014-04-15 11:14:28 -07:00
DB Tsai 6843d637e7 [SPARK-1157][MLlib] L-BFGS Optimizer based on Breeze's implementation.
This PR uses Breeze's L-BFGS implement, and Breeze dependency has already been introduced by Xiangrui's sparse input format work in SPARK-1212. Nice work, @mengxr !

When use with regularized updater, we need compute the regVal and regGradient (the gradient of regularized part in the cost function), and in the currently updater design, we can compute those two values by the following way.

Let's review how updater works when returning newWeights given the input parameters.

w' = w - thisIterStepSize * (gradient + regGradient(w))  Note that regGradient is function of w!
If we set gradient = 0, thisIterStepSize = 1, then
regGradient(w) = w - w'

As a result, for regVal, it can be computed by

    val regVal = updater.compute(
      weights,
      new DoubleMatrix(initialWeights.length, 1), 0, 1, regParam)._2
and for regGradient, it can be obtained by

      val regGradient = weights.sub(
        updater.compute(weights, new DoubleMatrix(initialWeights.length, 1), 1, 1, regParam)._1)

The PR includes the tests which compare the result with SGD with/without regularization.

We did a comparison between LBFGS and SGD, and often we saw 10x less
steps in LBFGS while the cost of per step is the same (just computing
the gradient).

The following is the paper by Prof. Ng at Stanford comparing different
optimizers including LBFGS and SGD. They use them in the context of
deep learning, but worth as reference.
http://cs.stanford.edu/~jngiam/papers/LeNgiamCoatesLahiriProchnowNg2011.pdf

Author: DB Tsai <dbtsai@alpinenow.com>

Closes #353 from dbtsai/dbtsai-LBFGS and squashes the following commits:

984b18e [DB Tsai] L-BFGS Optimizer based on Breeze's implementation. Also fixed indentation issue in GradientDescent optimizer.
2014-04-15 11:12:47 -07:00
Sean Owen 0247b5c546 SPARK-1488. Resolve scalac feature warnings during build
For your consideration: scalac currently notes a number of feature warnings during compilation:

```
[warn] there were 65 feature warning(s); re-run with -feature for details
```

Warnings are like:

```
[warn] /Users/srowen/Documents/spark/core/src/main/scala/org/apache/spark/SparkContext.scala:1261: implicit conversion method rddToPairRDDFunctions should be enabled
[warn] by making the implicit value scala.language.implicitConversions visible.
[warn] This can be achieved by adding the import clause 'import scala.language.implicitConversions'
[warn] or by setting the compiler option -language:implicitConversions.
[warn] See the Scala docs for value scala.language.implicitConversions for a discussion
[warn] why the feature should be explicitly enabled.
[warn]   implicit def rddToPairRDDFunctions[K: ClassTag, V: ClassTag](rdd: RDD[(K, V)]) =
[warn]                ^
```

scalac is suggesting that it's just best practice to explicitly enable certain language features by importing them where used.

This PR simply adds the imports it suggests (and squashes one other Java warning along the way). This leaves just deprecation warnings in the build.

Author: Sean Owen <sowen@cloudera.com>

Closes #404 from srowen/SPARK-1488 and squashes the following commits:

8598980 [Sean Owen] Quiet scalac warnings about language features by explicitly importing language features.
39bc831 [Sean Owen] Enable -feature in scalac to emit language feature warnings
2014-04-14 19:50:00 -07:00
Xusen Yin fdfb45e691 [WIP] [SPARK-1328] Add vector statistics
As with the new vector system in MLlib, we find that it is good to add some new APIs to precess the `RDD[Vector]`. Beside, the former implementation of `computeStat` is not stable which could loss precision, and has the possibility to cause `Nan` in scientific computing, just as said in the [SPARK-1328](https://spark-project.atlassian.net/browse/SPARK-1328).

APIs contain:

* rowMeans(): RDD[Double]
* rowNorm2(): RDD[Double]
* rowSDs(): RDD[Double]
* colMeans(): Vector
* colMeans(size: Int): Vector
* colNorm2(): Vector
* colNorm2(size: Int): Vector
* colSDs(): Vector
* colSDs(size: Int): Vector
* maxOption((Vector, Vector) => Boolean): Option[Vector]
* minOption((Vector, Vector) => Boolean): Option[Vector]
* rowShrink(): RDD[Vector]
* colShrink(): RDD[Vector]

This is working in process now, and some more APIs will add to `LabeledPoint`. Moreover, the implicit declaration will move from `MLUtils` to `MLContext` later.

Author: Xusen Yin <yinxusen@gmail.com>
Author: Xiangrui Meng <meng@databricks.com>

Closes #268 from yinxusen/vector-statistics and squashes the following commits:

d61363f [Xusen Yin] rebase to latest master
16ae684 [Xusen Yin] fix minor error and remove useless method
10cf5d3 [Xusen Yin] refine some return type
b064714 [Xusen Yin] remove computeStat in MLUtils
cbbefdb [Xiangrui Meng] update multivariate statistical summary interface and clean tests
4eaf28a [Xusen Yin] merge VectorRDDStatistics into RowMatrix
48ee053 [Xusen Yin] fix minor error
e624f93 [Xusen Yin] fix scala style error
1fba230 [Xusen Yin] merge while loop together
69e1f37 [Xusen Yin] remove lazy eval, and minor memory footprint
548e9de [Xusen Yin] minor revision
86522c4 [Xusen Yin] add comments on functions
dc77e38 [Xusen Yin] test sparse vector RDD
18cf072 [Xusen Yin] change def to lazy val to make sure that the computations in function be evaluated only once
f7a3ca2 [Xusen Yin] fix the corner case of maxmin
967d041 [Xusen Yin] full revision with Aggregator class
138300c [Xusen Yin] add new Aggregator class
1376ff4 [Xusen Yin] rename variables and adjust code
4a5c38d [Xusen Yin] add scala doc, refine code and comments
036b7a5 [Xusen Yin] fix the bug of Nan occur
f6e8e9a [Xusen Yin] add sparse vectors test
4cfbadf [Xusen Yin] fix bug of min max
4e4fbd1 [Xusen Yin] separate seqop and combop out as independent functions
a6d5a2e [Xusen Yin] rewrite for only computing non-zero elements
3980287 [Xusen Yin] rename variables
62a2c3e [Xusen Yin] use axpy and in-place if possible
9a75ebd [Xusen Yin] add case class to wrap return values
d816ac7 [Xusen Yin] remove useless APIs
c4651bb [Xusen Yin] remove row-wise APIs and refine code
1338ea1 [Xusen Yin] all-in-one version test passed
cc65810 [Xusen Yin] add parallel mean and variance
9af2e95 [Xusen Yin] refine the code style
ad6c82d [Xusen Yin] add shrink test
e09d5d2 [Xusen Yin] add scala docs and refine shrink method
8ef3377 [Xusen Yin] pass all tests
28cf060 [Xusen Yin] fix error of column means
54b19ab [Xusen Yin] add new API to shrink RDD[Vector]
8c6c0e1 [Xusen Yin] add basic statistics
2014-04-11 19:43:22 -07:00
Xiangrui Meng f5ace8da34 [SPARK-1225, 1241] [MLLIB] Add AreaUnderCurve and BinaryClassificationMetrics
This PR implements a generic version of `AreaUnderCurve` using the `RDD.sliding` implementation from https://github.com/apache/spark/pull/136 . It also contains refactoring of https://github.com/apache/spark/pull/160 for binary classification evaluation.

Author: Xiangrui Meng <meng@databricks.com>

Closes #364 from mengxr/auc and squashes the following commits:

a05941d [Xiangrui Meng] replace TP/FP/TN/FN by their full names
3f42e98 [Xiangrui Meng] add (0, 0), (1, 1) to roc, and (0, 1) to pr
fb4b6d2 [Xiangrui Meng] rename Evaluator to Metrics and add more metrics
b1b7dab [Xiangrui Meng] fix code styles
9dc3518 [Xiangrui Meng] add tests for BinaryClassificationEvaluator
ca31da5 [Xiangrui Meng] remove PredictionAndResponse
3d71525 [Xiangrui Meng] move binary evalution classes to evaluation.binary
8f78958 [Xiangrui Meng] add PredictionAndResponse
dda82d5 [Xiangrui Meng] add confusion matrix
aa7e278 [Xiangrui Meng] add initial version of binary classification evaluator
221ebce [Xiangrui Meng] add a new test to sliding
a920865 [Xiangrui Meng] Merge branch 'sliding' into auc
a9b250a [Xiangrui Meng] move sliding to mllib
cab9a52 [Xiangrui Meng] use last for the last element
db6cb30 [Xiangrui Meng] remove unnecessary toSeq
9916202 [Xiangrui Meng] change RDD.sliding return type to RDD[Seq[T]]
284d991 [Xiangrui Meng] change SlidedRDD to SlidingRDD
c1c6c22 [Xiangrui Meng] add AreaUnderCurve
65461b2 [Xiangrui Meng] Merge branch 'sliding' into auc
5ee6001 [Xiangrui Meng] add TODO
d2a600d [Xiangrui Meng] add sliding to rdd
2014-04-11 12:06:13 -07:00
Sandeep 930b70f052 Remove Unnecessary Whitespace's
stack these together in a commit else they show up chunk by chunk in different commits.

Author: Sandeep <sandeep@techaddict.me>

Closes #380 from techaddict/white_space and squashes the following commits:

b58f294 [Sandeep] Remove Unnecessary Whitespace's
2014-04-10 15:04:13 -07:00
Xiangrui Meng 0adc932add [SPARK-1357 (fix)] remove empty line after :: DeveloperApi/Experimental ::
Remove empty line after :: DeveloperApi/Experimental :: in comments to make the original doc show up in the preview of the generated html docs. Thanks @andrewor14 !

Author: Xiangrui Meng <meng@databricks.com>

Closes #373 from mengxr/api and squashes the following commits:

9c35bdc [Xiangrui Meng] remove the empty line after :: DeveloperApi/Experimental ::
2014-04-09 17:08:17 -07:00
Xiangrui Meng bde9cc11fe [SPARK-1357] [MLLIB] Annotate developer and experimental APIs
Annotate developer and experimental APIs in MLlib.

Author: Xiangrui Meng <meng@databricks.com>

Closes #298 from mengxr/api and squashes the following commits:

13390e8 [Xiangrui Meng] Merge branch 'master' into api
dc4cbb3 [Xiangrui Meng] mark distribute matrices experimental
6b9f8e2 [Xiangrui Meng] add Experimental annotation
8773d0d [Xiangrui Meng] add DeveloperApi annotation
da31733 [Xiangrui Meng] update developer and experimental tags
555e0fe [Xiangrui Meng] Merge branch 'master' into api
ef1a717 [Xiangrui Meng] mark some constructors private add default parameters to JavaDoc
00ffbcc [Xiangrui Meng] update tree API annotation
0b674fa [Xiangrui Meng] mark decision tree APIs
86b9e34 [Xiangrui Meng] one pass over APIs of GLMs, NaiveBayes, and ALS
f21d862 [Xiangrui Meng] Merge branch 'master' into api
2b133d6 [Xiangrui Meng] intial annotation of developer and experimental apis
2014-04-09 02:21:15 -07:00
Xiangrui Meng 9689b663a2 [SPARK-1390] Refactoring of matrices backed by RDDs
This is to refactor interfaces for matrices backed by RDDs. It would be better if we have a clear separation of local matrices and those backed by RDDs. Right now, we have

1. `org.apache.spark.mllib.linalg.SparseMatrix`, which is a wrapper over an RDD of matrix entries, i.e., coordinate list format.
2. `org.apache.spark.mllib.linalg.TallSkinnyDenseMatrix`, which is a wrapper over RDD[Array[Double]], i.e. row-oriented format.

We will see naming collision when we introduce local `SparseMatrix`, and the name `TallSkinnyDenseMatrix` is not exact if we switch to `RDD[Vector]` from `RDD[Array[Double]]`. It would be better to have "RDD" in the class name to suggest that operations may trigger jobs.

The proposed names are (all under `org.apache.spark.mllib.linalg.rdd`):

1. `RDDMatrix`: trait for matrices backed by one or more RDDs
2. `CoordinateRDDMatrix`: wrapper of `RDD[(Long, Long, Double)]`
3. `RowRDDMatrix`: wrapper of `RDD[Vector]` whose rows do not have special ordering
4. `IndexedRowRDDMatrix`: wrapper of `RDD[(Long, Vector)]` whose rows are associated with indices

The current code also introduces local matrices.

Author: Xiangrui Meng <meng@databricks.com>

Closes #296 from mengxr/mat and squashes the following commits:

24d8294 [Xiangrui Meng] fix for groupBy returning Iterable
bfc2b26 [Xiangrui Meng] merge master
8e4f1f5 [Xiangrui Meng] Merge branch 'master' into mat
0135193 [Xiangrui Meng] address Reza's comments
03cd7e1 [Xiangrui Meng] add pca/gram to IndexedRowMatrix add toBreeze to DistributedMatrix for test simplify tests
b177ff1 [Xiangrui Meng] address Matei's comments
be119fe [Xiangrui Meng] rename m/n to numRows/numCols for local matrix add tests for matrices
b881506 [Xiangrui Meng] rename SparkPCA/SVD to TallSkinnyPCA/SVD
e7d0d4a [Xiangrui Meng] move IndexedRDDMatrixRow to IndexedRowRDDMatrix
0d1491c [Xiangrui Meng] fix test errors
a85262a [Xiangrui Meng] rename RDDMatrixRow to IndexedRDDMatrixRow
b8b6ac3 [Xiangrui Meng] Remove old code
4cf679c [Xiangrui Meng] port pca to RowRDDMatrix, and add multiply and covariance
7836e2f [Xiangrui Meng] initial refactoring of matrices backed by RDDs
2014-04-08 23:01:15 -07:00
Xiangrui Meng b9e0c937df [SPARK-1434] [MLLIB] change labelParser from anonymous function to trait
This is a patch to address @mateiz 's comment in https://github.com/apache/spark/pull/245

MLUtils#loadLibSVMData uses an anonymous function for the label parser. Java users won't like it. So I make a trait for LabelParser and provide two implementations: binary and multiclass.

Author: Xiangrui Meng <meng@databricks.com>

Closes #345 from mengxr/label-parser and squashes the following commits:

ac44409 [Xiangrui Meng] use singleton objects for label parsers
3b1a7c6 [Xiangrui Meng] add tests for label parsers
c2e571c [Xiangrui Meng] rename LabelParser.apply to LabelParser.parse use extends for singleton
11c94e0 [Xiangrui Meng] add return types
7f8eb36 [Xiangrui Meng] change labelParser from annoymous function to trait
2014-04-08 20:37:01 -07:00
Holden Karau ce8ec54561 Spark 1271: Co-Group and Group-By should pass Iterable[X]
Author: Holden Karau <holden@pigscanfly.ca>

Closes #242 from holdenk/spark-1320-cogroupandgroupshouldpassiterator and squashes the following commits:

f289536 [Holden Karau] Fix bad merge, should have been Iterable rather than Iterator
77048f8 [Holden Karau] Fix merge up to master
d3fe909 [Holden Karau] use toSeq instead
7a092a3 [Holden Karau] switch resultitr to resultiterable
eb06216 [Holden Karau] maybe I should have had a coffee first. use correct import for guava iterables
c5075aa [Holden Karau] If guava 14 had iterables
2d06e10 [Holden Karau] Fix Java 8 cogroup tests for the new API
11e730c [Holden Karau] Fix streaming tests
66b583d [Holden Karau] Fix the core test suite to compile
4ed579b [Holden Karau] Refactor from iterator to iterable
d052c07 [Holden Karau] Python tests now pass with iterator pandas
3bcd81d [Holden Karau] Revert "Try and make pickling list iterators work"
cd1e81c [Holden Karau] Try and make pickling list iterators work
c60233a [Holden Karau] Start investigating moving to iterators for python API like the Java/Scala one. tl;dr: We will have to write our own iterator since the default one doesn't pickle well
88a5cef [Holden Karau] Fix cogroup test in JavaAPISuite for streaming
a5ee714 [Holden Karau] oops, was checking wrong iterator
e687f21 [Holden Karau] Fix groupbykey test in JavaAPISuite of streaming
ec8cc3e [Holden Karau] Fix test issues\!
4b0eeb9 [Holden Karau] Switch cast in PairDStreamFunctions
fa395c9 [Holden Karau] Revert "Add a join based on the problem in SVD"
ec99e32 [Holden Karau] Revert "Revert this but for now put things in list pandas"
b692868 [Holden Karau] Revert
7e533f7 [Holden Karau] Fix the bug
8a5153a [Holden Karau] Revert me, but we have some stuff to debug
b4e86a9 [Holden Karau] Add a join based on the problem in SVD
c4510e2 [Holden Karau] Revert this but for now put things in list pandas
b4e0b1d [Holden Karau] Fix style issues
71e8b9f [Holden Karau] I really need to stop calling size on iterators, it is the path of sadness.
b1ae51a [Holden Karau] Fix some of the types in the streaming JavaAPI suite. Probably still needs more work
37888ec [Holden Karau] core/tests now pass
249abde [Holden Karau] org.apache.spark.rdd.PairRDDFunctionsSuite passes
6698186 [Holden Karau] Revert "I think this might be a bad rabbit hole. Started work to make CoGroupedRDD use iterator and then went crazy"
fe992fe [Holden Karau] hmmm try and fix up basic operation suite
172705c [Holden Karau] Fix Java API suite
caafa63 [Holden Karau] I think this might be a bad rabbit hole. Started work to make CoGroupedRDD use iterator and then went crazy
88b3329 [Holden Karau] Fix groupbykey to actually give back an iterator
4991af6 [Holden Karau] Fix some tests
be50246 [Holden Karau] Calling size on an iterator is not so good if we want to use it after
687ffbc [Holden Karau] This is the it compiles point of replacing Seq with Iterator and JList with JIterator in the groupby and cogroup signatures
2014-04-08 18:15:59 -07:00
Sean Owen 856c50f59b SPARK-1387. Update build plugins, avoid plugin version warning, centralize versions
Another handful of small build changes to organize and standardize a bit, and avoid warnings:

- Update Maven plugin versions for good measure
- Since plugins need maven 3.0.4 already, require it explicitly (<3.0.4 had some bugs anyway)
- Use variables to define versions across dependencies where they should move in lock step
- ... and make this consistent between Maven/SBT

OK, I also updated the JIRA URL while I was at it here.

Author: Sean Owen <sowen@cloudera.com>

Closes #291 from srowen/SPARK-1387 and squashes the following commits:

461eca1 [Sean Owen] Couldn't resist also updating JIRA location to new one
c2d5cc5 [Sean Owen] Update plugins and Maven version; use variables consistently across Maven/SBT to define dependency versions that should stay in step.
2014-04-06 17:41:01 -07:00
Xiangrui Meng 9c65fa76f9 [SPARK-1212, Part II] Support sparse data in MLlib
In PR https://github.com/apache/spark/pull/117, we added dense/sparse vector data model and updated KMeans to support sparse input. This PR is to replace all other `Array[Double]` usage by `Vector` in generalized linear models (GLMs) and Naive Bayes. Major changes:

1. `LabeledPoint` becomes `LabeledPoint(Double, Vector)`.
2. Methods that accept `RDD[Array[Double]]` now accept `RDD[Vector]`. We cannot support both in an elegant way because of type erasure.
3. Mark 'createModel' and 'predictPoint' protected because they are not for end users.
4. Add libSVMFile to MLContext.
5. NaiveBayes can accept arbitrary labels (introducing a breaking change to Python's `NaiveBayesModel`).
6. Gradient computation no longer creates temp vectors.
7. Column normalization and centering are removed from Lasso and Ridge because the operation will densify the data. Simple feature transformation can be done before training.

TODO:
1. ~~Use axpy when possible.~~
2. ~~Optimize Naive Bayes.~~

Author: Xiangrui Meng <meng@databricks.com>

Closes #245 from mengxr/vector and squashes the following commits:

eb6e793 [Xiangrui Meng] move libSVMFile to MLUtils and rename to loadLibSVMData
c26c4fc [Xiangrui Meng] update DecisionTree to use RDD[Vector]
11999c7 [Xiangrui Meng] Merge branch 'master' into vector
f7da54b [Xiangrui Meng] add minSplits to libSVMFile
da25e24 [Xiangrui Meng] revert the change to default addIntercept because it might change the behavior of existing code without warning
493f26f [Xiangrui Meng] Merge branch 'master' into vector
7c1bc01 [Xiangrui Meng] add a TODO to NB
b9b7ef7 [Xiangrui Meng] change default value of addIntercept to false
b01df54 [Xiangrui Meng] allow to change or clear threshold in LR and SVM
4addc50 [Xiangrui Meng] merge master
4ca5b1b [Xiangrui Meng] remove normalization from Lasso and update tests
f04fe8a [Xiangrui Meng] remove normalization from RidgeRegression and update tests
d088552 [Xiangrui Meng] use static constructor for MLContext
6f59eed [Xiangrui Meng] update libSVMFile to determine number of features automatically
3432e84 [Xiangrui Meng] update NaiveBayes to support sparse data
0f8759b [Xiangrui Meng] minor updates to NB
b11659c [Xiangrui Meng] style update
78c4671 [Xiangrui Meng] add libSVMFile to MLContext
f0fe616 [Xiangrui Meng] add a test for sparse linear regression
44733e1 [Xiangrui Meng] use in-place gradient computation
e981396 [Xiangrui Meng] use axpy in Updater
db808a1 [Xiangrui Meng] update JavaLR example
befa592 [Xiangrui Meng] passed scala/java tests
75c83a4 [Xiangrui Meng] passed test compile
1859701 [Xiangrui Meng] passed compile
834ada2 [Xiangrui Meng] optimized MLUtils.computeStats update some ml algorithms to use Vector (cont.)
135ab72 [Xiangrui Meng] merge glm
0e57aa4 [Xiangrui Meng] update Lasso and RidgeRegression to parse the weights correctly from GLM mark createModel protected mark predictPoint protected
d7f629f [Xiangrui Meng] fix a bug in GLM when intercept is not used
3f346ba [Xiangrui Meng] update some ml algorithms to use Vector
2014-04-02 14:01:12 -07:00
Manish Amde 8b3045ceab MLI-1 Decision Trees
Joint work with @hirakendu, @etrain, @atalwalkar and @harsha2010.

Key features:
+ Supports binary classification and regression
+ Supports gini, entropy and variance for information gain calculation
+ Supports both continuous and categorical features

The algorithm has gone through several development iterations over the last few months leading to a highly optimized implementation. Optimizations include:

1. Level-wise training to reduce passes over the entire dataset.
2. Bin-wise split calculation to reduce computation overhead.
3. Aggregation over partitions before combining to reduce communication overhead.

Author: Manish Amde <manish9ue@gmail.com>
Author: manishamde <manish9ue@gmail.com>
Author: Xiangrui Meng <meng@databricks.com>

Closes #79 from manishamde/tree and squashes the following commits:

1e8c704 [Manish Amde] remove numBins field in the Strategy class
7d54b4f [manishamde] Merge pull request #4 from mengxr/dtree
f536ae9 [Xiangrui Meng] another pass on code style
e1dd86f [Manish Amde] implementing code style suggestions
62dc723 [Manish Amde] updating javadoc and converting helper methods to package private to allow unit testing
201702f [Manish Amde] making some more methods private
f963ef5 [Manish Amde] making methods private
c487e6a [manishamde] Merge pull request #1 from mengxr/dtree
24500c5 [Xiangrui Meng] minor style updates
4576b64 [Manish Amde] documentation and for to while loop conversion
ff363a7 [Manish Amde] binary search for bins and while loop for categorical feature bins
632818f [Manish Amde] removing threshold for classification predict method
2116360 [Manish Amde] removing dummy bin calculation for categorical variables
6068356 [Manish Amde] ensuring num bins is always greater than max number of categories
62c2562 [Manish Amde] fixing comment indentation
ad1fc21 [Manish Amde] incorporated mengxr's code style suggestions
d1ef4f6 [Manish Amde] more documentation
794ff4d [Manish Amde] minor improvements to docs and style
eb8fcbe [Manish Amde] minor code style updates
cd2c2b4 [Manish Amde] fixing code style based on feedback
63e786b [Manish Amde] added multiple train methods for java compatability
d3023b3 [Manish Amde] adding more docs for nested methods
84f85d6 [Manish Amde] code documentation
9372779 [Manish Amde] code style: max line lenght <= 100
dd0c0d7 [Manish Amde] minor: some docs
0dd7659 [manishamde] basic doc
5841c28 [Manish Amde] unit tests for categorical features
f067d68 [Manish Amde] minor cleanup
c0e522b [Manish Amde] updated predict and split threshold logic
b09dc98 [Manish Amde] minor refactoring
6b7de78 [Manish Amde] minor refactoring and tests
d504eb1 [Manish Amde] more tests for categorical features
dbb7ac1 [Manish Amde] categorical feature support
6df35b9 [Manish Amde] regression predict logic
53108ed [Manish Amde] fixing index for highest bin
e23c2e5 [Manish Amde] added regression support
c8f6d60 [Manish Amde] adding enum for feature type
b0e3e76 [Manish Amde] adding enum for feature type
154aa77 [Manish Amde] enums for configurations
733d6dd [Manish Amde] fixed tests
02c595c [Manish Amde] added command line parsing
98ec8d5 [Manish Amde] tree building and prediction logic
b0eb866 [Manish Amde] added logic to handle leaf nodes
80e8c66 [Manish Amde] working version of multi-level split calculation
4798aae [Manish Amde] added gain stats class
dad0afc [Manish Amde] decison stump functionality working
03f534c [Manish Amde] some more tests
0012a77 [Manish Amde] basic stump working
8bca1e2 [Manish Amde] additional code for creating intermediate RDD
92cedce [Manish Amde] basic building blocks for intermediate RDD calculation. untested.
cd53eae [Manish Amde] skeletal framework
2014-04-01 21:40:49 -07:00
Xiangrui Meng d679843a39 [SPARK-1327] GLM needs to check addIntercept for intercept and weights
GLM needs to check addIntercept for intercept and weights. The current implementation always uses the first weight as intercept. Added a test for training without adding intercept.

JIRA: https://spark-project.atlassian.net/browse/SPARK-1327

Author: Xiangrui Meng <meng@databricks.com>

Closes #236 from mengxr/glm and squashes the following commits:

bcac1ac [Xiangrui Meng] add two tests to ensure {Lasso, Ridge}.setIntercept will throw an exceptions
a104072 [Xiangrui Meng] remove protected to be compatible with 0.9
0e57aa4 [Xiangrui Meng] update Lasso and RidgeRegression to parse the weights correctly from GLM mark createModel protected mark predictPoint protected
d7f629f [Xiangrui Meng] fix a bug in GLM when intercept is not used
2014-03-26 19:30:20 -07:00