(Just made a PR for this, mengxr was the reporter of:)
MLlib has sample data under serveral folders:
1) data/mllib
2) data/
3) mllib/data/*
Per previous discussion with Matei Zaharia, we want to put them under `data/mllib` and clean outdated files.
Author: Sean Owen <sowen@cloudera.com>
Closes#1394 from srowen/SPARK-2363 and squashes the following commits:
54313dd [Sean Owen] Move ML example data from /mllib/data/ and /data/ into /data/mllib/
Apologies if there's an already-discussed reason I missed for why this doesn't make sense.
Author: Sandy Ryza <sandy@cloudera.com>
Closes#1389 from sryza/sandy-spark-2462 and squashes the following commits:
2e5e201 [Sandy Ryza] SPARK-2462. Make Vector.apply public.
After running some more tests on large matrix, found that the BV axpy (breeze/linalg/Vector.scala, axpy) is slower than the BSV axpy (breeze/linalg/operators/SparseVectorOps.scala, sv_dv_axpy), 8s v.s. 2s for each multiplication. The BV axpy operates on an iterator while BSV axpy directly operates on the underlying array. I think the overhead comes from creating the iterator (with a zip) and advancing the pointers.
Author: Li Pu <lpu@twitter.com>
Author: Xiangrui Meng <meng@databricks.com>
Author: Li Pu <li.pu@outlook.com>
Closes#1378 from vrilleup/master and squashes the following commits:
6fb01a3 [Li Pu] use specialized axpy in RowMatrix
5255f2a [Li Pu] Merge remote-tracking branch 'upstream/master'
7312ec1 [Li Pu] very minor comment fix
4c618e9 [Li Pu] Merge pull request #1 from mengxr/vrilleup-master
a461082 [Xiangrui Meng] make superscript show up correctly in doc
861ec48 [Xiangrui Meng] simplify axpy
62969fa [Xiangrui Meng] use BDV directly in symmetricEigs change the computation mode to local-svd, local-eigs, and dist-eigs update tests and docs
c273771 [Li Pu] automatically determine SVD compute mode and parameters
7148426 [Li Pu] improve RowMatrix multiply
5543cce [Li Pu] improve svd api
819824b [Li Pu] add flag for dense svd or sparse svd
eb15100 [Li Pu] fix binary compatibility
4c7aec3 [Li Pu] improve comments
e7850ed [Li Pu] use aggregate and axpy
827411b [Li Pu] fix EOF new line
9c80515 [Li Pu] use non-sparse implementation when k = n
fe983b0 [Li Pu] improve scala style
96d2ecb [Li Pu] improve eigenvalue sorting
e1db950 [Li Pu] SPARK-1782: svd for sparse matrix using ARPACK
It basically moved the private ColumnStatisticsAggregator class from RowMatrix to public available DeveloperApi with documentation and unitests.
Changes:
1) Moved the private implementation from org.apache.spark.mllib.linalg.ColumnStatisticsAggregator to org.apache.spark.mllib.stat.MultivariateOnlineSummarizer
2) When creating OnlineSummarizer object, the number of columns is not needed in the constructor. It's determined when users add the first sample.
3) Added the APIs documentation for MultivariateOnlineSummarizer.
4) Added the unittests for MultivariateOnlineSummarizer.
Author: DB Tsai <dbtsai@dbtsai.com>
Closes#955 from dbtsai/dbtsai-summarizer and squashes the following commits:
b13ac90 [DB Tsai] dbtsai-summarizer
It would be easy for users to include the netlib-java jniloader in the spark jar, which is LGPL-licensed. We can follow the same approach as ganglia support in Spark, which could be enabled by turning on "-Pganglia-lgpl" at build time. We can use "-Pnetlib-lgpl" flag for this.
Author: Xiangrui Meng <meng@databricks.com>
Closes#1295 from mengxr/netlib-lgpl and squashes the following commits:
aebf001 [Xiangrui Meng] add a profile to optionally include native BLAS/LAPACK loader in mllib
Patch introduces the new way of working also retaining the existing ways of doing things.
For example build instruction for yarn in maven is
`mvn -Pyarn -PHadoop2.2 clean package -DskipTests`
in sbt it can become
`MAVEN_PROFILES="yarn, hadoop-2.2" sbt/sbt clean assembly`
Also supports
`sbt/sbt -Pyarn -Phadoop-2.2 -Dhadoop.version=2.2.0 clean assembly`
Author: Prashant Sharma <prashant.s@imaginea.com>
Author: Patrick Wendell <pwendell@gmail.com>
Closes#772 from ScrapCodes/sbt-maven and squashes the following commits:
a8ac951 [Prashant Sharma] Updated sbt version.
62b09bb [Prashant Sharma] Improvements.
fa6221d [Prashant Sharma] Excluding sql from mima
4b8875e [Prashant Sharma] Sbt assembly no longer builds tools by default.
72651ca [Prashant Sharma] Addresses code reivew comments.
acab73d [Prashant Sharma] Revert "Small fix to run-examples script."
ac4312c [Prashant Sharma] Revert "minor fix"
6af91ac [Prashant Sharma] Ported oldDeps back. + fixes issues with prev commit.
65cf06c [Prashant Sharma] Servelet API jars mess up with the other servlet jars on the class path.
446768e [Prashant Sharma] minor fix
89b9777 [Prashant Sharma] Merge conflicts
d0a02f2 [Prashant Sharma] Bumped up pom versions, Since the build now depends on pom it is better updated there. + general cleanups.
dccc8ac [Prashant Sharma] updated mima to check against 1.0
a49c61b [Prashant Sharma] Fix for tools jar
a2f5ae1 [Prashant Sharma] Fixes a bug in dependencies.
cf88758 [Prashant Sharma] cleanup
9439ea3 [Prashant Sharma] Small fix to run-examples script.
96cea1f [Prashant Sharma] SPARK-1776 Have Spark's SBT build read dependencies from Maven.
36efa62 [Patrick Wendell] Set project name in pom files and added eclipse/intellij plugins.
4973dbd [Patrick Wendell] Example build using pom reader.
copy ARPACK dsaupd/dseupd code from latest breeze
change RowMatrix to use sparse SVD
change tests for sparse SVD
All tests passed. I will run it against some large matrices.
Author: Li Pu <lpu@twitter.com>
Author: Xiangrui Meng <meng@databricks.com>
Author: Li Pu <li.pu@outlook.com>
Closes#964 from vrilleup/master and squashes the following commits:
7312ec1 [Li Pu] very minor comment fix
4c618e9 [Li Pu] Merge pull request #1 from mengxr/vrilleup-master
a461082 [Xiangrui Meng] make superscript show up correctly in doc
861ec48 [Xiangrui Meng] simplify axpy
62969fa [Xiangrui Meng] use BDV directly in symmetricEigs change the computation mode to local-svd, local-eigs, and dist-eigs update tests and docs
c273771 [Li Pu] automatically determine SVD compute mode and parameters
7148426 [Li Pu] improve RowMatrix multiply
5543cce [Li Pu] improve svd api
819824b [Li Pu] add flag for dense svd or sparse svd
eb15100 [Li Pu] fix binary compatibility
4c7aec3 [Li Pu] improve comments
e7850ed [Li Pu] use aggregate and axpy
827411b [Li Pu] fix EOF new line
9c80515 [Li Pu] use non-sparse implementation when k = n
fe983b0 [Li Pu] improve scala style
96d2ecb [Li Pu] improve eigenvalue sorting
e1db950 [Li Pu] SPARK-1782: svd for sparse matrix using ARPACK
Fixes test failures introduced by https://github.com/apache/spark/pull/1316.
For both the regression and classification cases,
val stats is the InformationGainStats for the best tree split.
stats.predict is the predicted value for the data, before the split is made.
Since 600 of the 1,000 values generated by DecisionTreeSuite.generateCategoricalDataPoints() are 1.0 and the rest 0.0, the regression tree and classification tree both correctly predict a value of 0.6 for this data now, and the assertions have been changed to reflect that.
Author: johnnywalleye <jsondag@gmail.com>
Closes#1343 from johnnywalleye/decision-tree-tests and squashes the following commits:
ef80603 [johnnywalleye] [SPARK-2417][MLlib] Fix DecisionTree tests
Hi, this pull fixes (what I believe to be) a bug in DecisionTree.scala.
In the extractLeftRightNodeAggregates function, the first set of rightNodeAgg values for Regression are set in line 792 as follows:
rightNodeAgg(featureIndex)(2 * (numBins - 2))
= binData(shift + (2 * numBins - 1)))
Then there is a loop that sets the rest of the values, as in line 809:
rightNodeAgg(featureIndex)(2 * (numBins - 2 - splitIndex)) =
binData(shift + (2 *(numBins - 2 - splitIndex))) +
rightNodeAgg(featureIndex)(2 * (numBins - 1 - splitIndex))
But since splitIndex starts at 1, this ends up skipping a set of binData values.
The changes here address this issue, for both the Regression and Classification cases.
Author: johnnywalleye <jsondag@gmail.com>
Closes#1316 from johnnywalleye/master and squashes the following commits:
73809da [johnnywalleye] fix bin offset in DecisionTree node aggregations
Just closing out this small JIRA, resolving with a comment change.
Author: Sean Owen <sowen@cloudera.com>
Closes#1171 from srowen/SPARK-1675 and squashes the following commits:
45ee9b7 [Sean Owen] Add simple note that data need not be centered for computePrincipalComponents
Include pyspark/mllib python sources as resources in the mllib.jar.
This way they will be included in the final assembly
Author: Szul, Piotr <Piotr.Szul@csiro.au>
Closes#1223 from piotrszul/branch-1.0 and squashes the following commits:
69d5174 [Szul, Piotr] Removed unsed resource directory src/main/resource from mllib pom
f8c52a0 [Szul, Piotr] [SPARK-2172] PySpark cannot import mllib modules in YARN-client mode Include pyspark/mllib python sources as resources in the jar
(cherry picked from commit fa167194ce)
Signed-off-by: Reynold Xin <rxin@apache.org>
https://issues.apache.org/jira/browse/SPARK-2163
This pull request includes the change for **[SPARK-2163]**:
* Changed the convergence tolerance parameter from type `Int` to type `Double`.
* Added types for vars in `class LBFGS`, making the style consistent with `class GradientDescent`.
* Added associated test to check that optimizing via `class LBFGS` produces the same results as via calling `runLBFGS` from `object LBFGS`.
This is a very minor change but it will solve the problem in my implementation of a regression model for count data, where I make use of LBFGS for parameter estimation.
Author: Gang Bai <me@baigang.net>
Closes#1104 from BaiGang/fix_int_tol and squashes the following commits:
cecf02c [Gang Bai] Changed setConvergenceTol'' to specify tolerance with a parameter of type Double. For the reason and the problem caused by an Int parameter, please check https://issues.apache.org/jira/browse/SPARK-2163. Added a test in LBFGSSuite for validating that optimizing via class LBFGS produces the same results as calling runLBFGS from object LBFGS. Keep the indentations and styles correct.
in updateNumRows method in RowMatrix
Author: Doris Xin <doris.s.xin@gmail.com>
Closes#1125 from dorx/updateNumRows and squashes the following commits:
8564aef [Doris Xin] Squishing a typo bug before it causes real harm
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)
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.
Author: witgo <witgo@qq.com>
Closes#1032 from witgo/ShouldMatchers and squashes the following commits:
7ebf34c [witgo] Resolve scalatest warnings during build
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.
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.
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
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
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
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
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.
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 '&&'
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
`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
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
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
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
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
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
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.
@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
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
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
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
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.
* `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
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
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.
... 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
`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.
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
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
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
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
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
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.
