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1975 commits

Author SHA1 Message Date
Daniel Li 88e6d75072 [SPARK-20484][MLLIB] Add documentation to ALS code
## What changes were proposed in this pull request?

This PR adds documentation to the ALS code.

## How was this patch tested?

Existing tests were used.

mengxr srowen

This contribution is my original work.  I have the license to work on this project under the Spark project’s open source license.

Author: Daniel Li <dan@danielyli.com>

Closes #17793 from danielyli/spark-20484.
2017-05-07 10:09:58 +01:00
Wayne Zhang 0d16faab90 [SPARK-20574][ML] Allow Bucketizer to handle non-Double numeric column
## What changes were proposed in this pull request?
Bucketizer currently requires input column to be Double, but the logic should work on any numeric data types. Many practical problems have integer/float data types, and it could get very tedious to manually cast them into Double before calling bucketizer. This PR extends bucketizer to handle all numeric types.

## How was this patch tested?
New test.

Author: Wayne Zhang <actuaryzhang@uber.com>

Closes #17840 from actuaryzhang/bucketizer.
2017-05-05 10:23:58 +08:00
Yanbo Liang c5dceb8c65 [SPARK-20047][FOLLOWUP][ML] Constrained Logistic Regression follow up
## What changes were proposed in this pull request?
Address some minor comments for #17715:
* Put bound-constrained optimization params under expertParams.
* Update some docs.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17829 from yanboliang/spark-20047-followup.
2017-05-04 17:56:43 +08:00
Yan Facai (颜发才) 7f96f2d7f2 [SPARK-16957][MLLIB] Use midpoints for split values.
## What changes were proposed in this pull request?

Use midpoints for split values now, and maybe later to make it weighted.

## How was this patch tested?

+ [x] add unit test.
+ [x] revise Split's unit test.

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

Closes #17556 from facaiy/ENH/decision_tree_overflow_and_precision_in_aggregation.
2017-05-03 10:54:40 +01:00
Sean Owen 16fab6b0ef [SPARK-20523][BUILD] Clean up build warnings for 2.2.0 release
## What changes were proposed in this pull request?

Fix build warnings primarily related to Breeze 0.13 operator changes, Java style problems

## How was this patch tested?

Existing tests

Author: Sean Owen <sowen@cloudera.com>

Closes #17803 from srowen/SPARK-20523.
2017-05-03 10:18:35 +01:00
wangmiao1981 ee694cdff6 [SPARK-20533][SPARKR] SparkR Wrappers Model should be private and value should be lazy
## What changes were proposed in this pull request?

MultilayerPerceptronClassifierWrapper model should be private.
LogisticRegressionWrapper.scala rFeatures and rCoefficients should be lazy.

## How was this patch tested?

Unit tests.

Author: wangmiao1981 <wm624@hotmail.com>

Closes #17808 from wangmiao1981/lazy.
2017-04-29 10:58:48 -07:00
Yuhao Yang add9d1bba5 [SPARK-19791][ML] Add doc and example for fpgrowth
## What changes were proposed in this pull request?

Add a new section for fpm
Add Example for FPGrowth in scala and Java

updated: Rewrite transform to be more compact.

## How was this patch tested?

local doc generation.

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

Closes #17130 from hhbyyh/fpmdoc.
2017-04-29 10:51:45 -07:00
Yanbo Liang 606432a13a
[SPARK-20047][ML] Constrained Logistic Regression
## What changes were proposed in this pull request?
MLlib ```LogisticRegression``` should support bound constrained optimization (only for L2 regularization). Users can add bound constraints to coefficients to make the solver produce solution in the specified range.

Under the hood, we call Breeze [```L-BFGS-B```](https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/optimize/LBFGSB.scala) as the solver for bound constrained optimization. But in the current breeze implementation, there are some bugs in L-BFGS-B, and https://github.com/scalanlp/breeze/pull/633 fixed them. We need to upgrade dependent breeze later, and currently we use the workaround L-BFGS-B in this PR temporary for reviewing.

## How was this patch tested?
Unit tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17715 from yanboliang/spark-20047.
2017-04-27 20:48:43 +00:00
ding 0a7f5f2798 [SPARK-5484][GRAPHX] Periodically do checkpoint in Pregel
## What changes were proposed in this pull request?

Pregel-based iterative algorithms with more than ~50 iterations begin to slow down and eventually fail with a StackOverflowError due to Spark's lack of support for long lineage chains.

This PR causes Pregel to checkpoint the graph periodically if the checkpoint directory is set.
This PR moves PeriodicGraphCheckpointer.scala from mllib to graphx, moves PeriodicRDDCheckpointer.scala, PeriodicCheckpointer.scala from mllib to core
## How was this patch tested?

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

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

Author: ding <ding@localhost.localdomain>
Author: dding3 <ding.ding@intel.com>
Author: Michael Allman <michael@videoamp.com>

Closes #15125 from dding3/cp2_pregel.
2017-04-25 11:20:32 -07:00
Yanbo Liang 67eef47acf
[SPARK-20449][ML] Upgrade breeze version to 0.13.1
## What changes were proposed in this pull request?
Upgrade breeze version to 0.13.1, which fixed some critical bugs of L-BFGS-B.

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

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17746 from yanboliang/spark-20449.
2017-04-25 17:10:41 +00:00
wangmiao1981 387565cf14 [SPARK-18901][FOLLOWUP][ML] Require in LR LogisticAggregator is redundant
## What changes were proposed in this pull request?

This is a follow-up PR of #17478.

## How was this patch tested?

Existing tests

Author: wangmiao1981 <wm624@hotmail.com>

Closes #17754 from wangmiao1981/followup.
2017-04-25 16:30:36 +08:00
Josh Rosen f44c8a843c [SPARK-20453] Bump master branch version to 2.3.0-SNAPSHOT
This patch bumps the master branch version to `2.3.0-SNAPSHOT`.

Author: Josh Rosen <joshrosen@databricks.com>

Closes #17753 from JoshRosen/SPARK-20453.
2017-04-24 21:48:04 -07:00
wm624@hotmail.com 90264aced7 [SPARK-18901][ML] Require in LR LogisticAggregator is redundant
## What changes were proposed in this pull request?

In MultivariateOnlineSummarizer,

`add` and `merge` have check for weights and feature sizes. The checks in LR are redundant, which are removed from this PR.

## How was this patch tested?

Existing tests.

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

Closes #17478 from wangmiao1981/logit.
2017-04-24 23:43:06 +08:00
WeichenXu eb00378f0e
[SPARK-20423][ML] fix MLOR coeffs centering when reg == 0
## What changes were proposed in this pull request?

When reg == 0, MLOR has multiple solutions and we need to centralize the coeffs to get identical result.
BUT current implementation centralize the `coefficientMatrix` by the global coeffs means.

In fact the `coefficientMatrix` should be centralized on each feature index itself.
Because, according to the MLOR probability distribution function, it can be proven easily that:
suppose `{ w0, w1, .. w(K-1) }` make up the `coefficientMatrix`,
then `{ w0 + c, w1 + c, ... w(K - 1) + c}` will also be the equivalent solution.
`c` is an arbitrary vector of `numFeatures` dimension.
reference
https://core.ac.uk/download/pdf/6287975.pdf

So that we need to centralize the `coefficientMatrix` on each feature dimension separately.

**We can also confirm this through R library `glmnet`, that MLOR in `glmnet` always generate coefficients result that the sum of each dimension is all `zero`, when reg == 0.**

## How was this patch tested?

Tests added.

Author: WeichenXu <WeichenXu123@outlook.com>

Closes #17706 from WeichenXu123/mlor_center.
2017-04-21 17:58:13 +00:00
Syrux 095d1cb3aa [SPARK-20265][MLLIB] Improve Prefix'span pre-processing efficiency
## What changes were proposed in this pull request?

Improve PrefixSpan pre-processing efficency by preventing sequences of zero in the cleaned database.
The efficiency gain is reflected in the following graph : https://postimg.org/image/9x6ireuvn/

## How was this patch tested?

Using MLlib's PrefixSpan existing tests and tests of my own on the 8 datasets shown in the graph. All
result obtained were stricly the same as the original implementation (without this change).
dev/run-tests was also runned, no error were found.

Author : Cyril de Vogelaere <cyril.devogelaeregmail.com>

Author: Syrux <pokcyril@hotmail.com>

Closes #17575 from Syrux/SPARK-20265.
2017-04-13 09:44:33 +01:00
hyukjinkwon ceaf77ae43 [SPARK-18692][BUILD][DOCS] Test Java 8 unidoc build on Jenkins
## What changes were proposed in this pull request?

This PR proposes to run Spark unidoc to test Javadoc 8 build as Javadoc 8 is easily re-breakable.

There are several problems with it:

- It introduces little extra bit of time to run the tests. In my case, it took 1.5 mins more (`Elapsed :[94.8746569157]`). How it was tested is described in "How was this patch tested?".

- > One problem that I noticed was that Unidoc appeared to be processing test sources: if we can find a way to exclude those from being processed in the first place then that might significantly speed things up.

  (see  joshrosen's [comment](https://issues.apache.org/jira/browse/SPARK-18692?focusedCommentId=15947627&page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel#comment-15947627))

To complete this automated build, It also suggests to fix existing Javadoc breaks / ones introduced by test codes as described above.

There fixes are similar instances that previously fixed. Please refer https://github.com/apache/spark/pull/15999 and https://github.com/apache/spark/pull/16013

Note that this only fixes **errors** not **warnings**. Please see my observation https://github.com/apache/spark/pull/17389#issuecomment-288438704 for spurious errors by warnings.

## How was this patch tested?

Manually via `jekyll build` for building tests. Also, tested via running `./dev/run-tests`.

This was tested via manually adding `time.time()` as below:

```diff
     profiles_and_goals = build_profiles + sbt_goals

     print("[info] Building Spark unidoc (w/Hive 1.2.1) using SBT with these arguments: ",
           " ".join(profiles_and_goals))

+    import time
+    st = time.time()
     exec_sbt(profiles_and_goals)
+    print("Elapsed :[%s]" % str(time.time() - st))
```

produces

```
...
========================================================================
Building Unidoc API Documentation
========================================================================
...
[info] Main Java API documentation successful.
...
Elapsed :[94.8746569157]
...

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #17477 from HyukjinKwon/SPARK-18692.
2017-04-12 12:38:48 +01:00
Benjamin Fradet 0d2b796427 [SPARK-20097][ML] Fix visibility discrepancy with numInstances and degreesOfFreedom in LR and GLR
## What changes were proposed in this pull request?

- made `numInstances` public in GLR
- made `degreesOfFreedom` public in LR

## How was this patch tested?

reran the concerned test suites

Author: Benjamin Fradet <benjamin.fradet@gmail.com>

Closes #17431 from BenFradet/SPARK-20097.
2017-04-11 09:12:49 +02:00
Sean Owen a26e3ed5e4 [SPARK-20156][CORE][SQL][STREAMING][MLLIB] Java String toLowerCase "Turkish locale bug" causes Spark problems
## What changes were proposed in this pull request?

Add Locale.ROOT to internal calls to String `toLowerCase`, `toUpperCase`, to avoid inadvertent locale-sensitive variation in behavior (aka the "Turkish locale problem").

The change looks large but it is just adding `Locale.ROOT` (the locale with no country or language specified) to every call to these methods.

## How was this patch tested?

Existing tests.

Author: Sean Owen <sowen@cloudera.com>

Closes #17527 from srowen/SPARK-20156.
2017-04-10 20:11:56 +01:00
Vijay Ramesh 261eaf5149 [SPARK-20260][MLLIB] String interpolation required for error message
## What changes were proposed in this pull request?
This error message doesn't get properly formatted because of a missing `s`.  Currently the error looks like:

```
Caused by: java.lang.IllegalArgumentException: requirement failed: indices should be one-based and in ascending order; found current=$current, previous=$previous; line="$line"
```
(note the literal `$current` instead of the interpolated value)

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

Author: Vijay Ramesh <vramesh@demandbase.com>

Closes #17572 from vijaykramesh/master.
2017-04-09 19:39:09 +01:00
Liang-Chi Hsieh 1a52a62377 [SPARK-20076][ML][PYSPARK] Add Python interface for ml.stats.Correlation
## What changes were proposed in this pull request?

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

## How was this patch tested?

Python unit test.

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

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

Closes #17494 from viirya/correlation-python-api.
2017-04-07 11:00:10 +02:00
Bryan Cutler e156b5dd39 [SPARK-19953][ML] Random Forest Models use parent UID when being fit
## What changes were proposed in this pull request?

The ML `RandomForestClassificationModel` and `RandomForestRegressionModel` were not using the estimator parent UID when being fit.  This change fixes that so the models can be properly be identified with their parents.

## How was this patch tested?Existing tests.

Added check to verify that model uid matches that of the parent, then renamed `checkCopy` to `checkCopyAndUids` and verified that it was called by one test for each ML algorithm.

Author: Bryan Cutler <cutlerb@gmail.com>

Closes #17296 from BryanCutler/rfmodels-use-parent-uid-SPARK-19953.
2017-04-06 09:41:32 +02:00
Yuhao Yang b28bbffbad [SPARK-20003][ML] FPGrowthModel setMinConfidence should affect rules generation and transform
## What changes were proposed in this pull request?

jira: https://issues.apache.org/jira/browse/SPARK-20003
I was doing some test and found the issue. ml.fpm.FPGrowthModel `setMinConfidence` should always affect rules generation and transform.
Currently associationRules in FPGrowthModel is a lazy val and `setMinConfidence` in FPGrowthModel has no impact once associationRules got computed .

I try to cache the associationRules to avoid re-computation if `minConfidence` is not changed, but this makes FPGrowthModel somehow stateful. Let me know if there's any concern.

## How was this patch tested?

new unit test and I strength the unit test for model save/load to ensure the cache mechanism.

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

Closes #17336 from hhbyyh/fpmodelminconf.
2017-04-04 17:51:45 -07:00
Seth Hendrickson a59759e6c0 [SPARK-20183][ML] Added outlierRatio arg to MLTestingUtils.testOutliersWithSmallWeights
## What changes were proposed in this pull request?

This is a small piece from https://github.com/apache/spark/pull/16722 which ultimately will add sample weights to decision trees.  This is to allow more flexibility in testing outliers since linear models and trees behave differently.

Note: The primary author when this is committed should be sethah since this is taken from his code.

## How was this patch tested?

Existing tests

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

Closes #17501 from jkbradley/SPARK-20183.
2017-04-04 17:04:41 -07:00
zero323 b34f7665dd [SPARK-19825][R][ML] spark.ml R API for FPGrowth
## What changes were proposed in this pull request?

Adds SparkR API for FPGrowth: [SPARK-19825](https://issues.apache.org/jira/browse/SPARK-19825):

- `spark.fpGrowth` -model training.
- `freqItemsets` and `associationRules` methods with new corresponding generics.
- Scala helper: `org.apache.spark.ml.r. FPGrowthWrapper`
- unit tests.

## How was this patch tested?

Feature specific unit tests.

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

Closes #17170 from zero323/SPARK-19825.
2017-04-03 23:42:04 -07:00
Yuhao Yang 4d28e8430d [SPARK-19969][ML] Imputer doc and example
## What changes were proposed in this pull request?

Add docs and examples for spark.ml.feature.Imputer. Currently scala and Java examples are included. Python example will be added after https://github.com/apache/spark/pull/17316

## How was this patch tested?

local doc generation and example execution

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

Closes #17324 from hhbyyh/imputerdoc.
2017-04-03 11:42:33 +02:00
Bryan Cutler 2a903a1eec [SPARK-19985][ML] Fixed copy method for some ML Models
## What changes were proposed in this pull request?
Some ML Models were using `defaultCopy` which expects a default constructor, and others were not setting the parent estimator.  This change fixes these by creating a new instance of the model and explicitly setting values and parent.

## How was this patch tested?
Added `MLTestingUtils.checkCopy` to the offending models to tests to verify the copy is made and parent is set.

Author: Bryan Cutler <cutlerb@gmail.com>

Closes #17326 from BryanCutler/ml-model-copy-error-SPARK-19985.
2017-04-03 10:56:54 +02:00
Jacek Laskowski 0197262a35 [DOCS] Docs-only improvements
…adoc

## What changes were proposed in this pull request?

Use recommended values for row boundaries in Window's scaladoc, i.e. `Window.unboundedPreceding`, `Window.unboundedFollowing`, and `Window.currentRow` (that were introduced in 2.1.0).

## How was this patch tested?

Local build

Author: Jacek Laskowski <jacek@japila.pl>

Closes #17417 from jaceklaskowski/window-expression-scaladoc.
2017-03-30 16:07:27 +01:00
Bago Amirbekian a5c87707ea [SPARK-20040][ML][PYTHON] pyspark wrapper for ChiSquareTest
## What changes were proposed in this pull request?

A pyspark wrapper for spark.ml.stat.ChiSquareTest

## How was this patch tested?

unit tests
doctests

Author: Bago Amirbekian <bago@databricks.com>

Closes #17421 from MrBago/chiSquareTestWrapper.
2017-03-28 19:19:16 -07:00
颜发才(Yan Facai) 7d432af8f3 [SPARK-20043][ML] DecisionTreeModel: ImpurityCalculator builder fails for uppercase impurity type Gini
Fix bug: DecisionTreeModel can't recongnize Impurity "Gini" when loading

TODO:
+ [x] add unit test
+ [x] fix the bug

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

Closes #17407 from facaiy/BUG/decision_tree_loader_failer_with_Gini_impurity.
2017-03-28 16:14:01 -07:00
sethah be85245a98
[SPARK-17137][ML][WIP] Compress logistic regression coefficients
## What changes were proposed in this pull request?

Use the new `compressed` method on matrices to store the logistic regression coefficients as sparse or dense - whichever is requires less memory.

Marked as WIP so we can add some performance test results. Basically, we should see if prediction is slower because of using a sparse matrix over a dense one. This can happen since sparse matrices do not use native BLAS operations when computing the margins.

## How was this patch tested?

Unit tests added.

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

Closes #17426 from sethah/SPARK-17137.
2017-03-25 17:41:59 +00:00
Nick Pentreath d9f4ce6943 [SPARK-15040][ML][PYSPARK] Add Imputer to PySpark
Add Python wrapper for `Imputer` feature transformer.

## How was this patch tested?

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

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

Closes #17316 from MLnick/SPARK-15040-pyspark-imputer.
2017-03-24 08:01:15 -07:00
Timothy Hunter d27daa54bd [SPARK-19636][ML] Feature parity for correlation statistics in MLlib
## What changes were proposed in this pull request?

This patch adds the Dataframes-based support for the correlation statistics found in the `org.apache.spark.mllib.stat.correlation.Statistics`, following the design doc discussed in the JIRA ticket.

The current implementation is a simple wrapper around the `spark.mllib` implementation. Future optimizations can be implemented at a later stage.

## How was this patch tested?

```
build/sbt "testOnly org.apache.spark.ml.stat.StatisticsSuite"
```

Author: Timothy Hunter <timhunter@databricks.com>

Closes #17108 from thunterdb/19636.
2017-03-23 18:42:13 -07:00
hyukjinkwon aefe798905 [MINOR][BUILD] Fix javadoc8 break
## What changes were proposed in this pull request?

Several javadoc8 breaks have been introduced. This PR proposes fix those instances so that we can build Scala/Java API docs.

```
[error] .../spark/sql/core/target/java/org/apache/spark/sql/streaming/GroupState.java:6: error: reference not found
[error]  * <code>flatMapGroupsWithState</code> operations on {link KeyValueGroupedDataset}.
[error]                                                             ^
[error] .../spark/sql/core/target/java/org/apache/spark/sql/streaming/GroupState.java:10: error: reference not found
[error]  * Both, <code>mapGroupsWithState</code> and <code>flatMapGroupsWithState</code> in {link KeyValueGroupedDataset}
[error]                                                                                            ^
[error] .../spark/sql/core/target/java/org/apache/spark/sql/streaming/GroupState.java:51: error: reference not found
[error]  *    {link GroupStateTimeout.ProcessingTimeTimeout}) or event time (i.e.
[error]              ^
[error] .../spark/sql/core/target/java/org/apache/spark/sql/streaming/GroupState.java:52: error: reference not found
[error]  *    {link GroupStateTimeout.EventTimeTimeout}).
[error]              ^
[error] .../spark/sql/core/target/java/org/apache/spark/sql/streaming/GroupState.java:158: error: reference not found
[error]  *           Spark SQL types (see {link Encoder} for more details).
[error]                                          ^
[error] .../spark/mllib/target/java/org/apache/spark/ml/fpm/FPGrowthParams.java:26: error: bad use of '>'
[error]    * Number of partitions (>=1) used by parallel FP-growth. By default the param is not set, and
[error]                            ^
[error] .../spark/sql/core/src/main/java/org/apache/spark/api/java/function/FlatMapGroupsWithStateFunction.java:30: error: reference not found
[error]  * {link org.apache.spark.sql.KeyValueGroupedDataset#flatMapGroupsWithState(
[error]           ^
[error] .../spark/sql/core/target/java/org/apache/spark/sql/KeyValueGroupedDataset.java:211: error: reference not found
[error]    * See {link GroupState} for more details.
[error]                 ^
[error] .../spark/sql/core/target/java/org/apache/spark/sql/KeyValueGroupedDataset.java:232: error: reference not found
[error]    * See {link GroupState} for more details.
[error]                 ^
[error] .../spark/sql/core/target/java/org/apache/spark/sql/KeyValueGroupedDataset.java:254: error: reference not found
[error]    * See {link GroupState} for more details.
[error]                 ^
[error] .../spark/sql/core/target/java/org/apache/spark/sql/KeyValueGroupedDataset.java:277: error: reference not found
[error]    * See {link GroupState} for more details.
[error]                 ^
[error] .../spark/core/target/java/org/apache/spark/TaskContextImpl.java:10: error: reference not found
[error]  * {link TaskMetrics} &amp; {link MetricsSystem} objects are not thread safe.
[error]           ^
[error] .../spark/core/target/java/org/apache/spark/TaskContextImpl.java:10: error: reference not found
[error]  * {link TaskMetrics} &amp; {link MetricsSystem} objects are not thread safe.
[error]                                     ^
[info] 13 errors
```

```
jekyll 3.3.1 | Error:  Unidoc generation failed
```

## How was this patch tested?

Manually via `jekyll build`

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #17389 from HyukjinKwon/minor-javadoc8-fix.
2017-03-23 08:41:30 +00:00
Joseph K. Bradley ae4b91d1f5 [SPARK-20039][ML] rename ChiSquare to ChiSquareTest
## What changes were proposed in this pull request?

I realized that since ChiSquare is in the package stat, it's pretty unclear if it's the hypothesis test, distribution, or what. This PR renames it to ChiSquareTest to clarify this.

## How was this patch tested?

Existing unit tests

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

Closes #17368 from jkbradley/SPARK-20039.
2017-03-21 11:01:25 -07:00
Zheng RuiFeng 63f077fbe5 [SPARK-20041][DOC] Update docs for NaN handling in approxQuantile
## What changes were proposed in this pull request?
Update docs for NaN handling in approxQuantile.

## How was this patch tested?
existing tests.

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #17369 from zhengruifeng/doc_quantiles_nan.
2017-03-21 08:45:59 -07:00
christopher snow 7620aed828 [SPARK-20011][ML][DOCS] Clarify documentation for ALS 'rank' parameter
## What changes were proposed in this pull request?

API documentation and collaborative filtering documentation page changes to clarify inconsistent description of ALS rank parameter.

 - [DOCS] was previously: "rank is the number of latent factors in the model."
 - [API] was previously:  "rank - number of features to use"

This change describes rank in both places consistently as:

 - "Number of features to use (also referred to as the number of latent factors)"

Author: Chris Snow <chris.snowuk.ibm.com>

Author: christopher snow <chsnow123@gmail.com>

Closes #17345 from snowch/SPARK-20011.
2017-03-21 13:23:59 +00:00
zero323 bec6b16c19 [SPARK-19899][ML] Replace featuresCol with itemsCol in ml.fpm.FPGrowth
## What changes were proposed in this pull request?

Replaces `featuresCol` `Param` with `itemsCol`. See [SPARK-19899](https://issues.apache.org/jira/browse/SPARK-19899).

## How was this patch tested?

Manual tests. Existing unit tests.

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

Closes #17321 from zero323/SPARK-19899.
2017-03-20 10:58:30 -07:00
Joseph K. Bradley 4c3200546c [SPARK-19635][ML] DataFrame-based API for chi square test
## What changes were proposed in this pull request?

Wrapper taking and return a DataFrame

## How was this patch tested?

Copied unit tests from RDD-based API

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

Closes #17110 from jkbradley/df-hypotests.
2017-03-16 17:10:15 -07:00
Yuhao Yang d647aae278 [SPARK-13568][ML] Create feature transformer to impute missing values
## What changes were proposed in this pull request?

jira: https://issues.apache.org/jira/browse/SPARK-13568
It is quite common to encounter missing values in data sets. It would be useful to implement a Transformer that can impute missing data points, similar to e.g. Imputer in scikit-learn.
Initially, options for imputation could include mean, median and most frequent, but we could add various other approaches, where possible existing DataFrame code can be used (e.g. for approximate quantiles etc).

Currently this PR supports imputation for Double and Vector (null and NaN in Vector).
## How was this patch tested?

new unit tests and manual test

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

Closes #11601 from hhbyyh/imputer.
2017-03-16 12:49:59 +02:00
Menglong TAN 85941ecf28 [SPARK-11569][ML] Fix StringIndexer to handle null value properly
## What changes were proposed in this pull request?

This PR is to enhance StringIndexer with NULL values handling.

Before the PR, StringIndexer will throw an exception when encounters NULL values.
With this PR:
- handleInvalid=error: Throw an exception as before
- handleInvalid=skip: Skip null values as well as unseen labels
- handleInvalid=keep: Give null values an additional index as well as unseen labels

BTW, I noticed someone was trying to solve the same problem ( #9920 ) but seems getting no progress or response for a long time. Would you mind to give me a chance to solve it ? I'm eager to help. :-)

## How was this patch tested?

new unit tests

Author: Menglong TAN <tanmenglong@renrenche.com>
Author: Menglong TAN <tanmenglong@gmail.com>

Closes #17233 from crackcell/11569_StringIndexer_NULL.
2017-03-14 07:45:42 -07:00
zero323 d4a637cd46 [SPARK-19940][ML][MINOR] FPGrowthModel.transform should skip duplicated items
## What changes were proposed in this pull request?

This commit moved `distinct` in its intended place to avoid duplicated predictions and adds unit test covering the issue.

## How was this patch tested?

Unit tests.

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

Closes #17283 from zero323/SPARK-19940.
2017-03-14 07:34:44 -07:00
Asher Krim 5e96a57b2f [SPARK-19922][ML] small speedups to findSynonyms
Currently generating synonyms using a large model (I've tested with 3m words) is very slow. These efficiencies have sped things up for us by ~17%

I wasn't sure if such small changes were worthy of a jira, but the guidelines seemed to suggest that that is the preferred approach

## What changes were proposed in this pull request?

Address a few small issues in the findSynonyms logic:
1) remove usage of ``Array.fill`` to zero out the ``cosineVec`` array. The default float value in Scala and Java is 0.0f, so explicitly setting the values to zero is not needed
2) use Floats throughout. The conversion to Doubles before doing the ``priorityQueue`` is totally superfluous, since all the similarity computations are done using Floats anyway. Creating a second large array just serves to put extra strain on the GC
3) convert the slow ``for(i <- cosVec.indices)`` to an ugly, but faster, ``while`` loop

These efficiencies are really only apparent when working with a large model
## How was this patch tested?

Existing unit tests + some in-house tests to time the difference

cc jkbradley MLNick srowen

Author: Asher Krim <krim.asher@gmail.com>
Author: Asher Krim <krim.asher@gmail>

Closes #17263 from Krimit/fasterFindSynonyms.
2017-03-14 13:08:11 +00:00
actuaryzhang f6314eab4b [SPARK-19391][SPARKR][ML] Tweedie GLM API for SparkR
## What changes were proposed in this pull request?
Port Tweedie GLM  #16344  to SparkR

felixcheung yanboliang

## How was this patch tested?
new test in SparkR

Author: actuaryzhang <actuaryzhang10@gmail.com>

Closes #16729 from actuaryzhang/sparkRTweedie.
2017-03-14 00:50:38 -07:00
Joseph K. Bradley 72c66dbbb4 [MINOR][ML] Improve MLWriter overwrite error message
## What changes were proposed in this pull request?

Give proper syntax for Java and Python in addition to Scala.

## How was this patch tested?

Manually.

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

Closes #17215 from jkbradley/write-err-msg.
2017-03-13 16:30:15 -07:00
Xin Ren 9f8ce4825e [SPARK-19282][ML][SPARKR] RandomForest Wrapper and GBT Wrapper return param "maxDepth" to R models
## What changes were proposed in this pull request?

RandomForest R Wrapper and GBT R Wrapper return param `maxDepth` to R models.

Below 4 R wrappers are changed:
* `RandomForestClassificationWrapper`
* `RandomForestRegressionWrapper`
* `GBTClassificationWrapper`
* `GBTRegressionWrapper`

## How was this patch tested?

Test manually on my local machine.

Author: Xin Ren <iamshrek@126.com>

Closes #17207 from keypointt/SPARK-19282.
2017-03-12 12:15:19 -07:00
Anthony Truchet 9ea201cf64 [SPARK-16440][MLLIB] Ensure broadcasted variables are destroyed even in case of exception
## What changes were proposed in this pull request?

Ensure broadcasted variable are destroyed even in case of exception
## How was this patch tested?

Word2VecSuite was run locally

Author: Anthony Truchet <a.truchet@criteo.com>

Closes #14299 from AnthonyTruchet/SPARK-16440.
2017-03-08 11:44:25 +00:00
Yanbo Liang 81303f7ca7 [SPARK-19806][ML][PYSPARK] PySpark GeneralizedLinearRegression supports tweedie distribution.
## What changes were proposed in this pull request?
PySpark ```GeneralizedLinearRegression``` supports tweedie distribution.

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

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17146 from yanboliang/spark-19806.
2017-03-08 02:09:36 -08:00
Yanbo Liang 1fa58868bc [ML][MINOR] Separate estimator and model params for read/write test.
## What changes were proposed in this pull request?
Since we allow ```Estimator``` and ```Model``` not always share same params (see ```ALSParams``` and ```ALSModelParams```), we should pass in test params for estimator and model separately in function ```testEstimatorAndModelReadWrite```.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #17151 from yanboliang/test-rw.
2017-03-08 02:05:01 -08:00
Asher Krim 56e1bd337c [SPARK-17629][ML] methods to return synonyms directly
## What changes were proposed in this pull request?
provide methods to return synonyms directly, without wrapping them in a dataframe

In performance sensitive applications (such as user facing apis) the roundtrip to and from dataframes is costly and unnecessary

The methods are named ``findSynonymsArray`` to make the return type clear, which also implies a local datastructure
## How was this patch tested?
updated word2vec tests

Author: Asher Krim <akrim@hubspot.com>

Closes #16811 from Krimit/w2vFindSynonymsLocal.
2017-03-07 20:36:46 -08:00
VinceShieh 4a9034b173 [SPARK-17498][ML] StringIndexer enhancement for handling unseen labels
## What changes were proposed in this pull request?
This PR is an enhancement to ML StringIndexer.
Before this PR, String Indexer only supports "skip"/"error" options to deal with unseen records.
But those unseen records might still be useful and user would like to keep the unseen labels in
certain use cases, This PR enables StringIndexer to support keeping unseen labels as
indices [numLabels].

'''Before
StringIndexer().setHandleInvalid("skip")
StringIndexer().setHandleInvalid("error")
'''After
support the third option "keep"
StringIndexer().setHandleInvalid("keep")

## How was this patch tested?
Test added in StringIndexerSuite

Signed-off-by: VinceShieh <vincent.xieintel.com>
(Please fill in changes proposed in this fix)

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

Closes #16883 from VinceShieh/spark-17498.
2017-03-07 11:24:20 -08:00
wm624@hotmail.com 926543664f [SPARK-19382][ML] Test sparse vectors in LinearSVCSuite
## What changes were proposed in this pull request?

Add unit tests for testing SparseVector.

We can't add mixed DenseVector and SparseVector test case, as discussed in JIRA 19382.

 def merge(other: MultivariateOnlineSummarizer): this.type = {
if (this.totalWeightSum != 0.0 && other.totalWeightSum != 0.0) {
require(n == other.n, s"Dimensions mismatch when merging with another summarizer. " +
s"Expecting $n but got $
{other.n}

.")

## How was this patch tested?

Unit tests

Author: wm624@hotmail.com <wm624@hotmail.com>
Author: Miao Wang <wangmiao1981@users.noreply.github.com>

Closes #16784 from wangmiao1981/bk.
2017-03-06 13:08:59 -08:00
Sue Ann Hong 70f9d7f71c [SPARK-19535][ML] RecommendForAllUsers RecommendForAllItems for ALS on Dataframe
## What changes were proposed in this pull request?

This is a simple implementation of RecommendForAllUsers & RecommendForAllItems for the Dataframe version of ALS. It uses Dataframe operations (not a wrapper on the RDD implementation). Haven't benchmarked against a wrapper, but unit test examples do work.

## How was this patch tested?

Unit tests
```
$ build/sbt
> mllib/testOnly *ALSSuite -- -z "recommendFor"
> mllib/testOnly
```

Author: Your Name <you@example.com>
Author: sueann <sueann@databricks.com>

Closes #17090 from sueann/SPARK-19535.
2017-03-05 16:49:31 -08:00
sethah 93ae176e89 [SPARK-19745][ML] SVCAggregator captures coefficients in its closure
## What changes were proposed in this pull request?

JIRA: [SPARK-19745](https://issues.apache.org/jira/browse/SPARK-19745)

Reorganize SVCAggregator to avoid serializing coefficients. This patch also makes the gradient array a `lazy val` which will avoid materializing a large array on the driver before shipping the class to the executors. This improvement stems from https://github.com/apache/spark/pull/16037. Actually, probably all ML aggregators can benefit from this.

We can either: a.) separate the gradient improvement into another patch b.) keep what's here _plus_ add the lazy evaluation to all other aggregators in this patch or c.) keep it as is.

## How was this patch tested?

This is an interesting question! I don't know of a reasonable way to test this right now. Ideally, we could perform an optimization and look at the shuffle write data for each task, and we could compare the size to what it we know it should be: `numCoefficients * 8 bytes`. Not sure if there is a good way to do that right now? We could discuss this here or in another JIRA, but I suspect it would be a significant undertaking.

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

Closes #17076 from sethah/svc_agg.
2017-03-02 19:38:25 -08:00
Zheng RuiFeng 50c08e82f0 [SPARK-19704][ML] AFTSurvivalRegression should support numeric censorCol
## What changes were proposed in this pull request?
make `AFTSurvivalRegression` support numeric censorCol
## How was this patch tested?
existing tests and added tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #17034 from zhengruifeng/aft_numeric_censor.
2017-03-02 13:34:04 +02:00
Vasilis Vryniotis 625cfe09e6 [SPARK-19733][ML] Removed unnecessary castings and refactored checked casts in ALS.
## What changes were proposed in this pull request?

The original ALS was performing unnecessary casting to the user and item ids because the protected checkedCast() method required a double. I removed the castings and refactored the method to receive Any and efficiently handle all permitted numeric values.

## How was this patch tested?

I tested it by running the unit-tests and by manually validating the result of checkedCast for various legal and illegal values.

Author: Vasilis Vryniotis <bbriniotis@datumbox.com>

Closes #17059 from datumbox/als_casting_fix.
2017-03-02 12:37:42 +02:00
Vasilis Vryniotis 417140e441 [SPARK-19787][ML] Changing the default parameter of regParam.
## What changes were proposed in this pull request?

In the ALS method the default values of regParam do not match within the same file (lines [224](https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/ml/recommendation/ALS.scala#L224) and [714](https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/ml/recommendation/ALS.scala#L714)). In one place we set it to 1.0 and in the other to 0.1.

I changed the one of train() method to 0.1 and now it matches the default value which is visible to Spark users. The method is marked with DeveloperApi so it should not affect the users. Whenever we use the particular method we provide all parameters, so the default does not matter. Only exception is the unit-tests on ALSSuite but the change does not break them.

Note: This PR should get the award of the laziest commit in Spark history. Originally I wanted to correct this on another PR but MLnick [suggested](https://github.com/apache/spark/pull/17059#issuecomment-283333572) to create a separate PR & ticket. If you think this change is too insignificant/minor, you are probably right, so feel free to reject and close this. :)

## How was this patch tested?

Unit-tests

Author: Vasilis Vryniotis <vvryniotis@hotels.com>

Closes #17121 from datumbox/als_regparam.
2017-03-01 20:55:17 +02:00
Yuhao 0fe8020f3a [SPARK-14503][ML] spark.ml API for FPGrowth
## What changes were proposed in this pull request?

jira: https://issues.apache.org/jira/browse/SPARK-14503
Function parity: Add FPGrowth and AssociationRules to ML.

design doc: https://docs.google.com/document/d/1bVhABn5DiEj8bw0upqGMJT2L4nvO_0_cXdwu4uMT6uU/pub

Currently I make FPGrowthModel a transformer. For each association rule,  it will just examine the input items against antecedents and summarize the consequents.

Update:
Thinking again, FPGrowth is only the algorithm to find the frequent itemsets, and can be replaced by other algorithms. The frequent itemsets are used by AssociationRules to generate the association rules. Then we can use the association rules to predict with other records.

![drawing1](https://cloud.githubusercontent.com/assets/7981698/22489294/76b9302c-e7cb-11e6-8d2d-3fc53f407b2f.png)

**For reviewers**, Let's first decide if the current `transform` function meets your expectation.

Current options:

1. Current implementation: Use Estimator and Transformer pattern in ML, the `transform` function will examine the input items against all the association rules and summarize the consequents. Users can also access frequent items and association rules via other model members.

2. Keep the Estimator and Transformer pattern. But AssociationRulesModel and FPGrowthModel will have empty `transform` function, meaning DataFrame has no change after transform. But users can access frequent items and association rules via other model members.

3. (mentioned by zhengruifeng) Keep the Estimator and Transformer pattern. But `FPGrowthModel` and `AssociationRulesModel` will just return frequent itemsets and association rules DataFrame in the `transform` function. Meaning the resulting DataFrame after `transform` will not be related to the input DataFrame.

4. Discard the Estimator and Transformer pattern. Both FPGrowth and FPGrowthModel will directly extend from PipelineStage, thus we don't need to have a `transform` function.

 I'd like to hear more concrete suggestions. I would prefer option 1 or 2.

update 2:

As discussed  in the jira, we will not expose AssociationRules as a public API for now.

## How was this patch tested?

new unit test suites

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

Closes #15415 from hhbyyh/mlfpm.
2017-02-28 15:53:41 -08:00
Nick Pentreath b405466513 [SPARK-14489][ML][PYSPARK] ALS unknown user/item prediction strategy
This PR adds a param to `ALS`/`ALSModel` to set the strategy used when encountering unknown users or items at prediction time in `transform`. This can occur in 2 scenarios: (a) production scoring, and (b) cross-validation & evaluation.

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

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

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

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

Closes #12896 from MLnick/SPARK-14489-als-nan.
2017-02-28 16:17:35 +02:00
sethah 16d8472f74
[SPARK-19746][ML] Faster indexing for logistic aggregator
## What changes were proposed in this pull request?

JIRA: [SPARK-19746](https://issues.apache.org/jira/browse/SPARK-19746)

The following code is inefficient:

````scala
    val localCoefficients: Vector = bcCoefficients.value

    features.foreachActive { (index, value) =>
      val stdValue = value / localFeaturesStd(index)
      var j = 0
      while (j < numClasses) {
        margins(j) += localCoefficients(index * numClasses + j) * stdValue
        j += 1
      }
    }
````

`localCoefficients(index * numClasses + j)` calls `Vector.apply` which creates a new Breeze vector and indexes that. Even if it is not that slow to create the object, we will generate a lot of extra garbage that may result in longer GC pauses. This is a hot inner loop, so we should optimize wherever possible.

## How was this patch tested?

I don't think there's a great way to test this patch. It's purely performance related, so unit tests should guarantee that we haven't made any unwanted changes. Empirically I observed between 10-40% speedups just running short local tests. I suspect the big differences will be seen when large data/coefficient sizes have to pause for GC more often. I welcome other ideas for testing.

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

Closes #17078 from sethah/logistic_agg_indexing.
2017-02-28 00:34:38 +00:00
hyukjinkwon 4ba9c6c453 [MINOR][BUILD] Fix lint-java breaks in Java
## What changes were proposed in this pull request?

This PR proposes to fix the lint-breaks as below:

```
[ERROR] src/test/java/org/apache/spark/network/TransportResponseHandlerSuite.java:[29,8] (imports) UnusedImports: Unused import - org.apache.spark.network.buffer.ManagedBuffer.
[ERROR] src/main/java/org/apache/spark/unsafe/types/UTF8String.java:[156,10] (modifier) ModifierOrder: 'Nonnull' annotation modifier does not precede non-annotation modifiers.
[ERROR] src/main/java/org/apache/spark/SparkFirehoseListener.java:[122] (sizes) LineLength: Line is longer than 100 characters (found 105).
[ERROR] src/main/java/org/apache/spark/util/collection/unsafe/sort/UnsafeExternalSorter.java:[164,78] (coding) OneStatementPerLine: Only one statement per line allowed.
[ERROR] src/test/java/test/org/apache/spark/JavaAPISuite.java:[1157] (sizes) LineLength: Line is longer than 100 characters (found 121).
[ERROR] src/test/java/org/apache/spark/streaming/JavaMapWithStateSuite.java:[149] (sizes) LineLength: Line is longer than 100 characters (found 113).
[ERROR] src/test/java/test/org/apache/spark/streaming/Java8APISuite.java:[146] (sizes) LineLength: Line is longer than 100 characters (found 122).
[ERROR] src/test/java/test/org/apache/spark/streaming/JavaAPISuite.java:[32,8] (imports) UnusedImports: Unused import - org.apache.spark.streaming.Time.
[ERROR] src/test/java/test/org/apache/spark/streaming/JavaAPISuite.java:[611] (sizes) LineLength: Line is longer than 100 characters (found 101).
[ERROR] src/test/java/test/org/apache/spark/streaming/JavaAPISuite.java:[1317] (sizes) LineLength: Line is longer than 100 characters (found 102).
[ERROR] src/test/java/test/org/apache/spark/sql/JavaDatasetAggregatorSuite.java:[91] (sizes) LineLength: Line is longer than 100 characters (found 102).
[ERROR] src/test/java/test/org/apache/spark/sql/JavaDatasetSuite.java:[113] (sizes) LineLength: Line is longer than 100 characters (found 101).
[ERROR] src/test/java/test/org/apache/spark/sql/JavaDatasetSuite.java:[164] (sizes) LineLength: Line is longer than 100 characters (found 110).
[ERROR] src/test/java/test/org/apache/spark/sql/JavaDatasetSuite.java:[212] (sizes) LineLength: Line is longer than 100 characters (found 114).
[ERROR] src/test/java/org/apache/spark/mllib/tree/JavaDecisionTreeSuite.java:[36] (sizes) LineLength: Line is longer than 100 characters (found 101).
[ERROR] src/main/java/org/apache/spark/examples/streaming/JavaKinesisWordCountASL.java:[26,8] (imports) UnusedImports: Unused import - com.amazonaws.regions.RegionUtils.
[ERROR] src/test/java/org/apache/spark/streaming/kinesis/JavaKinesisStreamSuite.java:[20,8] (imports) UnusedImports: Unused import - com.amazonaws.regions.RegionUtils.
[ERROR] src/test/java/org/apache/spark/streaming/kinesis/JavaKinesisStreamSuite.java:[94] (sizes) LineLength: Line is longer than 100 characters (found 103).
[ERROR] src/main/java/org/apache/spark/examples/ml/JavaTokenizerExample.java:[30,8] (imports) UnusedImports: Unused import - org.apache.spark.sql.api.java.UDF1.
[ERROR] src/main/java/org/apache/spark/examples/ml/JavaTokenizerExample.java:[72] (sizes) LineLength: Line is longer than 100 characters (found 104).
[ERROR] src/main/java/org/apache/spark/examples/mllib/JavaRankingMetricsExample.java:[121] (sizes) LineLength: Line is longer than 100 characters (found 101).
[ERROR] src/main/java/org/apache/spark/examples/sql/JavaSQLDataSourceExample.java:[28,8] (imports) UnusedImports: Unused import - org.apache.spark.api.java.JavaRDD.
[ERROR] src/main/java/org/apache/spark/examples/sql/JavaSQLDataSourceExample.java:[29,8] (imports) UnusedImports: Unused import - org.apache.spark.api.java.JavaSparkContext.
```

## How was this patch tested?

Manually via

```bash
./dev/lint-java
```

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #17072 from HyukjinKwon/java-lint.
2017-02-27 08:44:26 +00:00
Joseph K. Bradley 6ab60542e8 [MINOR][ML][DOC] Document default value for GeneralizedLinearRegression.linkPower
Add Scaladoc for GeneralizedLinearRegression.linkPower default value

Follow-up to https://github.com/apache/spark/pull/16344

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

Closes #17069 from jkbradley/tweedie-comment.
2017-02-25 22:24:08 -08:00
wm624@hotmail.com 1f86e795b8 [SPARK-19616][SPARKR] weightCol and aggregationDepth should be improved for some SparkR APIs
## What changes were proposed in this pull request?

This is a follow-up PR of #16800

When doing SPARK-19456, we found that "" should be consider a NULL column name and should not be set. aggregationDepth should be exposed as an expert parameter.

## How was this patch tested?
Existing tests.

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

Closes #16945 from wangmiao1981/svc.
2017-02-22 11:50:24 -08:00
Zheng RuiFeng bf7bb49778 [SPARK-19679][ML] Destroy broadcasted object without blocking
## What changes were proposed in this pull request?
Destroy broadcasted object without blocking
use `find mllib -name '*.scala' | xargs -i bash -c 'egrep "destroy" -n {} && echo {}'`

## How was this patch tested?
existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #17016 from zhengruifeng/destroy_without_block.
2017-02-22 16:36:03 +02:00
Zheng RuiFeng ef3c73535f [SPARK-19694][ML] Add missing 'setTopicDistributionCol' for LDAModel
## What changes were proposed in this pull request?
Add missing 'setTopicDistributionCol' for LDAModel
## How was this patch tested?
existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #17021 from zhengruifeng/lda_outputCol.
2017-02-22 16:33:14 +02:00
Sean Owen 1487c9af20
[SPARK-19534][TESTS] Convert Java tests to use lambdas, Java 8 features
## What changes were proposed in this pull request?

Convert tests to use Java 8 lambdas, and modest related fixes to surrounding code.

## How was this patch tested?

Jenkins tests

Author: Sean Owen <sowen@cloudera.com>

Closes #16964 from srowen/SPARK-19534.
2017-02-19 09:42:50 -08:00
Moussa Taifi 21c7d3c31a
[MLLIB][TYPO] Replace LeastSquaresAggregator with LogisticAggregator
## What changes were proposed in this pull request?

Replace LeastSquaresAggregator with LogisticAggregator in the require statement of the merge op.

## How was this patch tested?

Simple message fix.

Author: Moussa Taifi <moutai10@gmail.com>

Closes #16903 from moutai/master.
2017-02-18 14:10:21 +00:00
Yun Ni 08c1972a06 [SPARK-18080][ML][PYTHON] Python API & Examples for Locality Sensitive Hashing
## What changes were proposed in this pull request?
This pull request includes python API and examples for LSH. The API changes was based on yanboliang 's PR #15768 and resolved conflicts and API changes on the Scala API. The examples are consistent with Scala examples of MinHashLSH and BucketedRandomProjectionLSH.

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

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

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

Closes #16715 from Yunni/spark-18080.
2017-02-15 16:26:05 -08:00
wm624@hotmail.com 3973403d5d [SPARK-19456][SPARKR] Add LinearSVC R API
## What changes were proposed in this pull request?

Linear SVM classifier is newly added into ML and python API has been added. This JIRA is to add R side API.

Marked as WIP, as I am designing unit tests.

## How was this patch tested?

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

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

Closes #16800 from wangmiao1981/svc.
2017-02-15 01:15:50 -08:00
sureshthalamati f48c5a57d6 [SPARK-19318][SQL] Fix to treat JDBC connection properties specified by the user in case-sensitive manner.
## What changes were proposed in this pull request?
The reason for test failure is that the property “oracle.jdbc.mapDateToTimestamp” set by the test was getting converted into all lower case. Oracle database expects this property in case-sensitive manner.

This test was passing in previous releases because connection properties were sent as user specified for the test case scenario. Fixes to handle all option uniformly in case-insensitive manner, converted the JDBC connection properties also to lower case.

This PR  enhances CaseInsensitiveMap to keep track of input case-sensitive keys , and uses those when creating connection properties that are passed to the JDBC connection.

Alternative approach PR https://github.com/apache/spark/pull/16847  is to pass original input keys to JDBC data source by adding check in the  Data source class and handle case-insensitivity in the JDBC source code.

## How was this patch tested?
Added new test cases to JdbcSuite , and OracleIntegrationSuite. Ran docker integration tests passed on my laptop, all tests passed successfully.

Author: sureshthalamati <suresh.thalamati@gmail.com>

Closes #16891 from sureshthalamati/jdbc_case_senstivity_props_fix-SPARK-19318.
2017-02-14 15:34:12 -08:00
sueann 3a43ae7c0b [SPARK-18613][ML] make spark.mllib LDA dependencies in spark.ml LDA private
## What changes were proposed in this pull request?
spark.ml.*LDAModel classes were exposing spark.mllib LDA models via protected methods. Made them package (clustering) private.

## How was this patch tested?
```
build/sbt doc  # "millib.clustering" no longer appears in the docs for *LDA* classes
build/sbt compile  # compiles
build/sbt
> mllib/testOnly   # tests pass
```

Author: sueann <sueann@databricks.com>

Closes #16860 from sueann/SPARK-18613.
2017-02-10 11:50:23 -08:00
actuaryzhang 1aeb9f6cba [SPARK-19400][ML] Allow GLM to handle intercept only model
## What changes were proposed in this pull request?
Intercept-only GLM is failing for non-Gaussian family because of reducing an empty array in IWLS. The following code `val maxTolOfCoefficients = oldCoefficients.toArray.reduce { (x, y) => math.max(math.abs(x), math.abs(y))` fails in the intercept-only model because `oldCoefficients` is empty. This PR fixes this issue.

yanboliang srowen imatiach-msft zhengruifeng

## How was this patch tested?
New test for intercept only model.

Author: actuaryzhang <actuaryzhang10@gmail.com>

Closes #16740 from actuaryzhang/interceptOnly.
2017-02-08 10:42:20 -08:00
gatorsmile e33aaa2ac5 [SPARK-19397][SQL] Make option names of LIBSVM and TEXT case insensitive
### What changes were proposed in this pull request?
Prior to Spark 2.1, the option names are case sensitive for all the formats. Since Spark 2.1, the option key names become case insensitive except the format `Text` and `LibSVM `. This PR is to fix these issues.

Also, add a check to know whether the input option vector type is legal for `LibSVM`.

### How was this patch tested?
Added test cases

Author: gatorsmile <gatorsmile@gmail.com>

Closes #16737 from gatorsmile/libSVMTextOptions.
2017-02-08 09:33:18 +08:00
gatorsmile 65b10ffb38 [SPARK-19279][SQL] Infer Schema for Hive Serde Tables and Block Creating a Hive Table With an Empty Schema
### What changes were proposed in this pull request?
So far, we allow users to create a table with an empty schema: `CREATE TABLE tab1`. This could break many code paths if we enable it. Thus, we should follow Hive to block it.

For Hive serde tables, some serde libraries require the specified schema and record it in the metastore. To get the list, we need to check `hive.serdes.using.metastore.for.schema,` which contains a list of serdes that require user-specified schema. The default values are

- org.apache.hadoop.hive.ql.io.orc.OrcSerde
- org.apache.hadoop.hive.serde2.lazy.LazySimpleSerDe
- org.apache.hadoop.hive.serde2.columnar.ColumnarSerDe
- org.apache.hadoop.hive.serde2.dynamic_type.DynamicSerDe
- org.apache.hadoop.hive.serde2.MetadataTypedColumnsetSerDe
- org.apache.hadoop.hive.serde2.columnar.LazyBinaryColumnarSerDe
- org.apache.hadoop.hive.ql.io.parquet.serde.ParquetHiveSerDe
- org.apache.hadoop.hive.serde2.lazybinary.LazyBinarySerDe

### How was this patch tested?
Added test cases for both Hive and data source tables

Author: gatorsmile <gatorsmile@gmail.com>

Closes #16636 from gatorsmile/fixEmptyTableSchema.
2017-02-06 13:30:07 +08:00
Asher Krim b3e89802ae [SPARK-19247][ML] Save large word2vec models
## What changes were proposed in this pull request?

* save word2vec models as distributed files rather than as one large datum. Backwards compatibility with the previous save format is maintained by checking for the "wordIndex" column
* migrate the fix for loading large models (SPARK-11994) to ml word2vec

## How was this patch tested?

Tested loading the new and old formats locally

srowen yanboliang MLnick

Author: Asher Krim <akrim@hubspot.com>

Closes #16607 from Krimit/saveLargeModels.
2017-02-05 16:14:07 -08:00
Joseph K. Bradley 1d5d2a9d09 [SPARK-19389][ML][PYTHON][DOC] Minor doc fixes for ML Python Params and LinearSVC
## What changes were proposed in this pull request?

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

## How was this patch tested?

* doc tests
* generating docs locally and checking manually

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

Closes #16723 from jkbradley/pyparam-fix-doc.
2017-02-02 11:58:46 -08:00
hyukjinkwon f1a1f2607d
[SPARK-19402][DOCS] Support LaTex inline formula correctly and fix warnings in Scala/Java APIs generation
## What changes were proposed in this pull request?

This PR proposes three things as below:

- Support LaTex inline-formula, `\( ... \)` in Scala API documentation
  It seems currently,

  ```
  \( ... \)
  ```

  are rendered as they are, for example,

  <img width="345" alt="2017-01-30 10 01 13" src="https://cloud.githubusercontent.com/assets/6477701/22423960/ab37d54a-e737-11e6-9196-4f6229c0189c.png">

  It seems mistakenly more backslashes were added.

- Fix warnings Scaladoc/Javadoc generation
  This PR fixes t two types of warnings as below:

  ```
  [warn] .../spark/sql/catalyst/src/main/scala/org/apache/spark/sql/Row.scala:335: Could not find any member to link for "UnsupportedOperationException".
  [warn]   /**
  [warn]   ^
  ```

  ```
  [warn] .../spark/sql/core/src/main/scala/org/apache/spark/sql/internal/VariableSubstitution.scala:24: Variable var undefined in comment for class VariableSubstitution in class VariableSubstitution
  [warn]  * `${var}`, `${system:var}` and `${env:var}`.
  [warn]      ^
  ```

- Fix Javadoc8 break
  ```
  [error] .../spark/mllib/target/java/org/apache/spark/ml/PredictionModel.java:7: error: reference not found
  [error]  *                       E.g., {link VectorUDT} for vector features.
  [error]                                       ^
  [error] .../spark/mllib/target/java/org/apache/spark/ml/PredictorParams.java:12: error: reference not found
  [error]    *                          E.g., {link VectorUDT} for vector features.
  [error]                                            ^
  [error] .../spark/mllib/target/java/org/apache/spark/ml/Predictor.java:10: error: reference not found
  [error]  *                       E.g., {link VectorUDT} for vector features.
  [error]                                       ^
  [error] .../spark/sql/hive/target/java/org/apache/spark/sql/hive/HiveAnalysis.java:5: error: reference not found
  [error]  * Note that, this rule must be run after {link PreprocessTableInsertion}.
  [error]                                                  ^
  ```

## How was this patch tested?

Manually via `sbt unidoc` and `jeykil build`.

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #16741 from HyukjinKwon/warn-and-break.
2017-02-01 13:26:16 +00:00
wm624@hotmail.com 9ac05225e8 [SPARK-19319][SPARKR] SparkR Kmeans summary returns error when the cluster size doesn't equal to k
## What changes were proposed in this pull request

When Kmeans using initMode = "random" and some random seed, it is possible the actual cluster size doesn't equal to the configured `k`.

In this case, summary(model) returns error due to the number of cols of coefficient matrix doesn't equal to k.

Example:
>  col1 <- c(1, 2, 3, 4, 0, 1, 2, 3, 4, 0)
>   col2 <- c(1, 2, 3, 4, 0, 1, 2, 3, 4, 0)
>   col3 <- c(1, 2, 3, 4, 0, 1, 2, 3, 4, 0)
>   cols <- as.data.frame(cbind(col1, col2, col3))
>   df <- createDataFrame(cols)
>
>   model2 <- spark.kmeans(data = df, ~ ., k = 5, maxIter = 10,  initMode = "random", seed = 22222, tol = 1E-5)
>
> summary(model2)
Error in `colnames<-`(`*tmp*`, value = c("col1", "col2", "col3")) :
  length of 'dimnames' [2] not equal to array extent
In addition: Warning message:
In matrix(coefficients, ncol = k) :
  data length [9] is not a sub-multiple or multiple of the number of rows [2]

Fix: Get the actual cluster size in the summary and use it to build the coefficient matrix.
## How was this patch tested?

Add unit tests.

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

Closes #16666 from wangmiao1981/kmeans.
2017-01-31 21:16:37 -08:00
Bryan Cutler 57d70d26c8 [SPARK-17161][PYSPARK][ML] Add PySpark-ML JavaWrapper convenience function to create Py4J JavaArrays
## What changes were proposed in this pull request?

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

## How was this patch tested?

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

Author: Bryan Cutler <cutlerb@gmail.com>

Closes #14725 from BryanCutler/pyspark-new_java_array-CountVectorizer-SPARK-17161.
2017-01-31 15:42:36 -08:00
Zheng RuiFeng 42ad93b2c9
[SPARK-19384][ML] forget unpersist input dataset in IsotonicRegression
## What changes were proposed in this pull request?
unpersist the input dataset if `handlePersistence` = true

## How was this patch tested?
existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #16718 from zhengruifeng/isoReg_unpersisit.
2017-01-28 10:18:47 +00:00
wm624@hotmail.com bb1a1fe05e [SPARK-19336][ML][PYSPARK] LinearSVC Python API
## What changes were proposed in this pull request?

Add Python API for the newly added LinearSVC algorithm.

## How was this patch tested?

Add new doc string test.

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

Closes #16694 from wangmiao1981/ser.
2017-01-27 16:03:53 -08:00
actuaryzhang 4172ff80dd [SPARK-18929][ML] Add Tweedie distribution in GLM
## What changes were proposed in this pull request?
I propose to add the full Tweedie family into the GeneralizedLinearRegression model. The Tweedie family is characterized by a power variance function. Currently supported distributions such as Gaussian, Poisson and Gamma families are a special case of the Tweedie https://en.wikipedia.org/wiki/Tweedie_distribution.

yanboliang srowen sethah

Author: actuaryzhang <actuaryzhang10@gmail.com>
Author: Wayne Zhang <actuaryzhang10@gmail.com>

Closes #16344 from actuaryzhang/tweedie.
2017-01-26 23:01:13 -08:00
wm624@hotmail.com c0ba284300 [SPARK-18821][SPARKR] Bisecting k-means wrapper in SparkR
## What changes were proposed in this pull request?

Add R wrapper for bisecting Kmeans.

As JIRA is down, I will update title to link with corresponding JIRA later.

## How was this patch tested?

Add new unit tests.

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

Closes #16566 from wangmiao1981/bk.
2017-01-26 21:01:59 -08:00
WeichenXu 1191fe267d [SPARK-18218][ML][MLLIB] Reduce shuffled data size of BlockMatrix multiplication and solve potential OOM and low parallelism usage problem By split middle dimension in matrix multiplication
## What changes were proposed in this pull request?

### The problem in current block matrix mulitiplication

As in JIRA https://issues.apache.org/jira/browse/SPARK-18218 described, block matrix multiplication in spark may cause some problem, suppose we have `M*N` dimensions matrix A multiply `N*P` dimensions matrix B, when N is much larger than M and P, then the following problem may occur:
- when the middle dimension N is too large, it will cause reducer OOM.
- even if OOM do not occur, it will still cause parallism too low.
- when N is much large than M and P, and matrix A and B have many partitions, it may cause too many partition on M and P dimension, it will cause much larger shuffled data size. (I will expain this in detail in the following.)

### Key point of my improvement

In this PR, I introduce `midDimSplitNum` parameter, and improve the algorithm, to resolve this problem.

In order to understand the improvement in this PR, first let me give a simple case to explain how the current mulitiplication works and what cause the problems above:

suppose we have block matrix A, contains 200 blocks (`2 numRowBlocks * 100 numColBlocks`), blocks arranged in 2 rows, 100 cols:
```
A00 A01 A02 ... A0,99
A10 A11 A12 ... A1,99
```
and we have block matrix B, also contains 200 blocks (`100 numRowBlocks * 2 numColBlocks`), blocks arranged in 100 rows, 2 cols:
```
B00    B01
B10    B11
B20    B21
...
B99,0  B99,1
```
Suppose all blocks in the two matrices are dense for now.
Now we call A.multiply(B), suppose the generated `resultPartitioner` contains 2 rowPartitions and 2 colPartitions (can't be more partitions because the result matrix only contains `2 * 2` blocks), the current algorithm will contains two shuffle steps:

**step-1**
Step-1 will generate 4 reducer, I tag them as reducer-00, reducer-01, reducer-10, reducer-11, and shuffle data as following:
```
A00 A01 A02 ... A0,99
B00 B10 B20 ... B99,0    shuffled into reducer-00

A00 A01 A02 ... A0,99
B01 B11 B21 ... B99,1    shuffled into reducer-01

A10 A11 A12 ... A1,99
B00 B10 B20 ... B99,0    shuffled into reducer-10

A10 A11 A12 ... A1,99
B01 B11 B21 ... B99,1    shuffled into reducer-11
```

and the shuffling above is a `cogroup` transform, note that each reducer contains **only one group**.

**step-2**
Step-2 will do an `aggregateByKey` transform on the result of step-1, will also generate 4 reducers, and generate the final result RDD, contains 4 partitions, each partition contains one block.

The main problems are in step-1. Now we have only 4 reducers, but matrix A and B have 400 blocks in total, obviously the reducer number is too small.
and, we can see that, each reducer contains only one group(the group concept in `coGroup` transform), each group contains 200 blocks. This is terrible because we know that `coGroup` transformer will load each group into memory when computing. It is un-extensable in the algorithm level. Suppose matrix A has 10000 cols blocks or more instead of 100? Than each reducer will load 20000 blocks into memory. It will easily cause reducer OOM.

This PR try to resolve the problem described above.
When matrix A with dimension M * N multiply matrix B with dimension N * P, the middle dimension N is the keypoint. If N is large, the current mulitiplication implementation works badly.
In this PR, I introduce a `numMidDimSplits` parameter, represent how many splits it will cut on the middle dimension N.
Still using the example described above, now we set `numMidDimSplits = 10`, now we can generate 40 reducers in **step-1**:

the reducer-ij above now will be splited into 10 reducers: reducer-ij0, reducer-ij1, ... reducer-ij9, each reducer will receive 20 blocks.
now the shuffle works as following:

**reducer-000 to reducer-009**
```
A0,0 A0,10 A0,20 ... A0,90
B0,0 B10,0 B20,0 ... B90,0    shuffled into reducer-000

A0,1 A0,11 A0,21 ... A0,91
B1,0 B11,0 B21,0 ... B91,0    shuffled into reducer-001

A0,2 A0,12 A0,22 ... A0,92
B2,0 B12,0 B22,0 ... B92,0    shuffled into reducer-002

...

A0,9 A0,19 A0,29 ... A0,99
B9,0 B19,0 B29,0 ... B99,0    shuffled into reducer-009
```

**reducer-010 to reducer-019**
```
A0,0 A0,10 A0,20 ... A0,90
B0,1 B10,1 B20,1 ... B90,1    shuffled into reducer-010

A0,1 A0,11 A0,21 ... A0,91
B1,1 B11,1 B21,1 ... B91,1    shuffled into reducer-011

A0,2 A0,12 A0,22 ... A0,92
B2,1 B12,1 B22,1 ... B92,1    shuffled into reducer-012

...

A0,9 A0,19 A0,29 ... A0,99
B9,1 B19,1 B29,1 ... B99,1    shuffled into reducer-019
```

**reducer-100 to reducer-109** and **reducer-110 to reducer-119** is similar to the above, I omit to write them out.

### API for this optimized algorithm

I add a new API as following:
```
  def multiply(
      other: BlockMatrix,
      numMidDimSplits: Int // middle dimension split number, expained above
): BlockMatrix
```

### Shuffled data size analysis (compared under the same parallelism)

The optimization has some subtle influence on the total shuffled data size. Appropriate `numMidDimSplits` will significantly reduce the shuffled data size,
but too large `numMidDimSplits` may increase the shuffled data in reverse. For now I don't want to introduce formula to make thing too complex, I only use a simple case to represent it here:

Suppose we have two same size square matrices X and Y, both have `16 numRowBlocks * 16 numColBlocks`. X and Y are both dense matrix. Now let me analysis the shuffling data size in the following case:

**case 1: X and Y both partitioned in 16 rowPartitions and 16 colPartitions, numMidDimSplits = 1**
ShufflingDataSize = (16 * 16 * (16 + 16) + 16 * 16) blocks = 8448 blocks
parallelism = 16 * 16 * 1 = 256 //use step-1 reducers number as the parallism because it cost most of the computation time in this algorithm.

**case 2: X and Y both partitioned in 8 rowPartitions and 8 colPartitions, numMidDimSplits = 4**
ShufflingDataSize = (8 * 8 * (32 + 32) + 16 * 16 * 4) blocks = 5120 blocks
parallelism = 8 * 8 * 4 = 256 //use step-1 reducers number as the parallism because it cost most of the computation time in this algorithm.

**The two cases above all have parallism = 256**, case 1 `numMidDimSplits = 1` is equivalent with current implementation in mllib, but case 2 shuffling data is 60.6% of case 1, **it shows that under the same parallelism, proper `numMidDimSplits` will significantly reduce the shuffling data size**.

## How was this patch tested?

Test suites added.
Running result:
![blockmatrix](https://cloud.githubusercontent.com/assets/19235986/21600989/5e162cc2-d1bf-11e6-868c-0ec29190b605.png)

Author: WeichenXu <WeichenXu123@outlook.com>

Closes #15730 from WeichenXu123/optim_block_matrix.
2017-01-26 20:10:17 -08:00
sethah 0e821ec6fa [SPARK-19313][ML][MLLIB] GaussianMixture should limit the number of features
## What changes were proposed in this pull request?

The following test will fail on current master

````scala
test("gmm fails on high dimensional data") {
    val ctx = spark.sqlContext
    import ctx.implicits._
    val df = Seq(
      Vectors.sparse(GaussianMixture.MAX_NUM_FEATURES + 1, Array(0, 4), Array(3.0, 8.0)),
      Vectors.sparse(GaussianMixture.MAX_NUM_FEATURES + 1, Array(1, 5), Array(4.0, 9.0)))
      .map(Tuple1.apply).toDF("features")
    val gm = new GaussianMixture()
    intercept[IllegalArgumentException] {
      gm.fit(df)
    }
  }
````

Instead, you'll get an `ArrayIndexOutOfBoundsException` or something similar for MLlib. That's because the covariance matrix allocates an array of `numFeatures * numFeatures`, and in this case we get integer overflow. While there is currently a warning that the algorithm does not perform well for high number of features, we should perform an appropriate check to communicate this limitation to users.

This patch adds a `require(numFeatures < GaussianMixture.MAX_NUM_FEATURES)` check to ML and MLlib algorithms. For the feature limitation, we can limit it such that we do not get numerical overflow to something like `math.sqrt(Integer.MaxValue).toInt` (about 46k) which eliminates the cryptic error. However in, for example WLS, we need to collect an array on the order of `numFeatures * numFeatures` to the driver and we therefore limit to 4096 features. We may want to keep that convention here for consistency.

## How was this patch tested?
Unit tests in ML and MLlib.

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

Closes #16661 from sethah/gmm_high_dim.
2017-01-25 07:12:25 -08:00
Ilya Matiach d9783380ff [SPARK-18036][ML][MLLIB] Fixing decision trees handling edge cases
## What changes were proposed in this pull request?

Decision trees/GBT/RF do not handle edge cases such as constant features or empty features.
In the case of constant features we choose any arbitrary split instead of failing with a cryptic error message.
In the case of empty features we fail with a better error message stating:
DecisionTree requires number of features > 0, but was given an empty features vector
Instead of the cryptic error message:
java.lang.UnsupportedOperationException: empty.max

## How was this patch tested?

Unit tests are added in the patch for:
DecisionTreeRegressor
GBTRegressor
Random Forest Regressor

Author: Ilya Matiach <ilmat@microsoft.com>

Closes #16377 from imatiach-msft/ilmat/fix-decision-tree.
2017-01-24 10:25:12 -08:00
Souljoy Zhuo cca8680047
delete useless var “j”
the var “j” defined in "var j = 0" is useless for “def compress”

Author: Souljoy Zhuo <zhuoshoujie@126.com>

Closes #16676 from xiaoyesoso/patch-1.
2017-01-24 11:33:17 +00:00
Zheng RuiFeng 49f5b0ae4c [SPARK-17747][ML] WeightCol support non-double numeric datatypes
## What changes were proposed in this pull request?

1, add test for `WeightCol` in `MLTestingUtils.checkNumericTypes`
2, move datatype cast to `Predict.fit`, and supply algos' `train()` with casted dataframe
## How was this patch tested?

local tests in spark-shell and unit tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15314 from zhengruifeng/weightCol_support_int.
2017-01-23 17:24:53 -08:00
Ilya Matiach 5b258b8b07 [SPARK-16473][MLLIB] Fix BisectingKMeans Algorithm failing in edge case
[SPARK-16473][MLLIB] Fix BisectingKMeans Algorithm failing in edge case where no children exist in updateAssignments

## What changes were proposed in this pull request?

Fix a bug in which BisectingKMeans fails with error:
java.util.NoSuchElementException: key not found: 166
        at scala.collection.MapLike$class.default(MapLike.scala:228)
        at scala.collection.AbstractMap.default(Map.scala:58)
        at scala.collection.MapLike$class.apply(MapLike.scala:141)
        at scala.collection.AbstractMap.apply(Map.scala:58)
        at org.apache.spark.mllib.clustering.BisectingKMeans$$anonfun$org$apache$spark$mllib$clustering$BisectingKMeans$$updateAssignments$1$$anonfun$2.apply$mcDJ$sp(BisectingKMeans.scala:338)
        at org.apache.spark.mllib.clustering.BisectingKMeans$$anonfun$org$apache$spark$mllib$clustering$BisectingKMeans$$updateAssignments$1$$anonfun$2.apply(BisectingKMeans.scala:337)
        at org.apache.spark.mllib.clustering.BisectingKMeans$$anonfun$org$apache$spark$mllib$clustering$BisectingKMeans$$updateAssignments$1$$anonfun$2.apply(BisectingKMeans.scala:337)
        at scala.collection.TraversableOnce$$anonfun$minBy$1.apply(TraversableOnce.scala:231)
        at scala.collection.LinearSeqOptimized$class.foldLeft(LinearSeqOptimized.scala:111)
        at scala.collection.immutable.List.foldLeft(List.scala:84)
        at scala.collection.LinearSeqOptimized$class.reduceLeft(LinearSeqOptimized.scala:125)
        at scala.collection.immutable.List.reduceLeft(List.scala:84)
        at scala.collection.TraversableOnce$class.minBy(TraversableOnce.scala:231)
        at scala.collection.AbstractTraversable.minBy(Traversable.scala:105)
        at org.apache.spark.mllib.clustering.BisectingKMeans$$anonfun$org$apache$spark$mllib$clustering$BisectingKMeans$$updateAssignments$1.apply(BisectingKMeans.scala:337)
        at org.apache.spark.mllib.clustering.BisectingKMeans$$anonfun$org$apache$spark$mllib$clustering$BisectingKMeans$$updateAssignments$1.apply(BisectingKMeans.scala:334)
        at scala.collection.Iterator$$anon$11.next(Iterator.scala:328)
        at scala.collection.Iterator$$anon$14.hasNext(Iterator.scala:389)

## How was this patch tested?

The dataset was run against the code change to verify that the code works.  I will try to add unit tests to the code.

(Please explain how this patch was tested. E.g. unit tests, integration tests, manual tests)
(If this patch involves UI changes, please attach a screenshot; otherwise, remove this)

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

Author: Ilya Matiach <ilmat@microsoft.com>

Closes #16355 from imatiach-msft/ilmat/fix-kmeans.
2017-01-23 13:34:27 -08:00
z001qdp c8aea7445c [SPARK-17455][MLLIB] Improve PAVA implementation in IsotonicRegression
## What changes were proposed in this pull request?

New implementation of the Pool Adjacent Violators Algorithm (PAVA) in mllib.IsotonicRegression, which used under the hood by ml.regression.IsotonicRegression. The previous implementation could have factorial complexity in the worst case. This implementation, which closely follows those in scikit-learn and the R `iso` package, runs in quadratic time in the worst case.
## How was this patch tested?

Existing unit tests in both `mllib` and `ml` passed before and after this patch. Scaling properties were tested by running the `poolAdjacentViolators` method in [scala-benchmarking-template](https://github.com/sirthias/scala-benchmarking-template) with the input generated by

``` scala
val x = (1 to length).toArray.map(_.toDouble)
val y = x.reverse.zipWithIndex.map{ case (yi, i) => if (i % 2 == 1) yi - 1.5 else yi}
val w = Array.fill(length)(1d)

val input: Array[(Double, Double, Double)] = (y zip x zip w) map{ case ((y, x), w) => (y, x, w)}
```

Before this patch:

| Input Length | Time (us) |
| --: | --: |
| 100 | 1.35 |
| 200 | 3.14 |
| 400 | 116.10 |
| 800 | 2134225.90 |

After this patch:

| Input Length | Time (us) |
| --: | --: |
| 100 | 1.25 |
| 200 | 2.53 |
| 400 | 5.86 |
| 800 | 10.55 |

Benchmarking was also performed with randomly-generated y values, with similar results.

Author: z001qdp <Nicholas.Eggert@target.com>

Closes #15018 from neggert/SPARK-17455-isoreg-algo.
2017-01-23 13:20:52 -08:00
Yuhao 4a11d029dc [SPARK-14709][ML] spark.ml API for linear SVM
## What changes were proposed in this pull request?

jira: https://issues.apache.org/jira/browse/SPARK-14709

Provide API for SVM algorithm for DataFrames. As discussed in jira, the initial implementation uses OWL-QN with Hinge loss function.
The API should mimic existing spark.ml.classification APIs.
Currently only Binary Classification is supported. Multinomial support can be added in this or following release.
## How was this patch tested?

new unit tests and simple manual test

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

Closes #15211 from hhbyyh/mlsvm.
2017-01-23 12:18:06 -08:00
actuaryzhang f067acefab [SPARK-19155][ML] Make family case insensitive in GLM
## What changes were proposed in this pull request?
This is a supplement to PR #16516 which did not make the value from `getFamily` case insensitive. Current tests of poisson/binomial glm with weight fail when specifying 'Poisson' or 'Binomial', because the calculation of `dispersion` and `pValue` checks the value of family retrieved from `getFamily`
```
model.getFamily == Binomial.name || model.getFamily == Poisson.name
```

## How was this patch tested?
Update existing tests for 'Poisson' and 'Binomial'.

yanboliang felixcheung imatiach-msft

Author: actuaryzhang <actuaryzhang10@gmail.com>

Closes #16675 from actuaryzhang/family.
2017-01-23 00:53:44 -08:00
Yanbo Liang 0c589e3713 [SPARK-19291][SPARKR][ML] spark.gaussianMixture supports output log-likelihood.
## What changes were proposed in this pull request?
```spark.gaussianMixture``` supports output total log-likelihood for the model like R ```mvnormalmixEM```.

## How was this patch tested?
R unit test.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #16646 from yanboliang/spark-19291.
2017-01-21 21:26:14 -08:00
Yanbo Liang 3dcad9fab1 [SPARK-19155][ML] MLlib GeneralizedLinearRegression family and link should case insensitive
## What changes were proposed in this pull request?
MLlib ```GeneralizedLinearRegression``` ```family``` and ```link``` should be case insensitive. This is consistent with some other MLlib params such as [```featureSubsetStrategy```](https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/ml/tree/treeParams.scala#L415).

## How was this patch tested?
Update corresponding tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #16516 from yanboliang/spark-19133.
2017-01-21 21:15:57 -08:00
Zheng RuiFeng 8ccca9170f [SPARK-14272][ML] Add Loglikelihood in GaussianMixtureSummary
## What changes were proposed in this pull request?

add loglikelihood in GMM.summary

## How was this patch tested?

added tests

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

Closes #12064 from zhengruifeng/gmm_metric.
2017-01-19 03:46:37 -08:00
Ilya Matiach fe409f31d9 [SPARK-14975][ML] Fixed GBTClassifier to predict probability per training instance and fixed interfaces
## What changes were proposed in this pull request?

For all of the classifiers in MLLib we can predict probabilities except for GBTClassifier.
Also, all classifiers inherit from ProbabilisticClassifier but GBTClassifier strangely inherits from Predictor, which is a bug.
This change corrects the interface and adds the ability for the classifier to give a probabilities vector.

## How was this patch tested?

The basic ML tests were run after making the changes.  I've marked this as WIP as I need to add more tests.

Author: Ilya Matiach <ilmat@microsoft.com>

Closes #16441 from imatiach-msft/ilmat/fix-GBT.
2017-01-18 15:33:41 -08:00
uncleGen eefdf9f9dd
[SPARK-19227][SPARK-19251] remove unused imports and outdated comments
## What changes were proposed in this pull request?
remove ununsed imports and outdated comments, and fix some minor code style issue.

## How was this patch tested?
existing ut

Author: uncleGen <hustyugm@gmail.com>

Closes #16591 from uncleGen/SPARK-19227.
2017-01-18 09:44:32 +00:00
Zheng RuiFeng e7f982b20d [SPARK-18206][ML] Add instrumentation for MLP,NB,LDA,AFT,GLM,Isotonic,LiR
## What changes were proposed in this pull request?

add instrumentation for MLP,NB,LDA,AFT,GLM,Isotonic,LiR
## How was this patch tested?

local test in spark-shell

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

Closes #15671 from zhengruifeng/lir_instr.
2017-01-17 15:39:51 -08:00
hyukjinkwon 6c00c069e3
[SPARK-3249][DOC] Fix links in ScalaDoc that cause warning messages in sbt/sbt unidoc
## What changes were proposed in this pull request?

This PR proposes to fix ambiguous link warnings by simply making them as code blocks for both javadoc and scaladoc.

```
[warn] .../spark/core/src/main/scala/org/apache/spark/Accumulator.scala:20: The link target "SparkContext#accumulator" is ambiguous. Several members fit the target:
[warn] .../spark/mllib/src/main/scala/org/apache/spark/mllib/optimization/GradientDescent.scala:281: The link target "runMiniBatchSGD" is ambiguous. Several members fit the target:
[warn] .../spark/mllib/src/main/scala/org/apache/spark/mllib/fpm/AssociationRules.scala:83: The link target "run" is ambiguous. Several members fit the target:
...
```

This PR also fixes javadoc8 break as below:

```
[error] .../spark/sql/core/target/java/org/apache/spark/sql/LowPrioritySQLImplicits.java:7: error: reference not found
[error]  * newProductEncoder - to disambiguate for {link List}s which are both {link Seq} and {link Product}
[error]                                                   ^
[error] .../spark/sql/core/target/java/org/apache/spark/sql/LowPrioritySQLImplicits.java:7: error: reference not found
[error]  * newProductEncoder - to disambiguate for {link List}s which are both {link Seq} and {link Product}
[error]                                                                                ^
[error] .../spark/sql/core/target/java/org/apache/spark/sql/LowPrioritySQLImplicits.java:7: error: reference not found
[error]  * newProductEncoder - to disambiguate for {link List}s which are both {link Seq} and {link Product}
[error]                                                                                                ^
[info] 3 errors
```

## How was this patch tested?

Manually via `sbt unidoc > output.txt` and the checked it via `cat output.txt | grep ambiguous`

and `sbt unidoc | grep error`.

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #16604 from HyukjinKwon/SPARK-3249.
2017-01-17 12:28:15 +00:00
wm624@hotmail.com 12c8c21608 [SPARK-19066][SPARKR] SparkR LDA doesn't set optimizer correctly
## What changes were proposed in this pull request?

spark.lda passes the optimizer "em" or "online" as a string to the backend. However, LDAWrapper doesn't set optimizer based on the value from R. Therefore, for optimizer "em", the `isDistributed` field is FALSE, which should be TRUE based on scala code.

In addition, the `summary` method should bring back the results related to `DistributedLDAModel`.

## How was this patch tested?
Manual tests by comparing with scala example.
Modified the current unit test: fix the incorrect unit test and add necessary tests for `summary` method.

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

Closes #16464 from wangmiao1981/new.
2017-01-16 06:05:59 -08:00
wm624@hotmail.com 7f24a0b6c3 [SPARK-19142][SPARKR] spark.kmeans should take seed, initSteps, and tol as parameters
## What changes were proposed in this pull request?
spark.kmeans doesn't have interface to set initSteps, seed and tol. As Spark Kmeans algorithm doesn't take the same set of parameters as R kmeans, we should maintain a different interface in spark.kmeans.

Add missing parameters and corresponding document.

Modified existing unit tests to take additional parameters.

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

Closes #16523 from wangmiao1981/kmeans.
2017-01-12 22:27:57 -08:00
wm624@hotmail.com c983267b08 [SPARK-19110][MLLIB][FOLLOWUP] Add a unit test for testing logPrior and logLikelihood of DistributedLDAModel in MLLIB
## What changes were proposed in this pull request?
#16491 added the fix to mllib and a unit test to ml. This followup PR, add unit tests to mllib suite.

## How was this patch tested?
Unit tests.

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

Closes #16524 from wangmiao1981/ldabug.
2017-01-12 18:31:57 -08:00
Peng, Meng 32286ba68a
[SPARK-17645][MLLIB][ML][FOLLOW-UP] document minor change
## What changes were proposed in this pull request?
Add FDR test case in ml/feature/ChiSqSelectorSuite.
Improve some comments in the code.
This is a follow-up pr for #15212.

## How was this patch tested?
ut

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

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

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

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

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

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

Existing tests and added new tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15413 from yanboliang/spark-17847.
2017-01-09 21:38:46 -08:00
wm624@hotmail.com 036b50347c [SPARK-19110][ML][MLLIB] DistributedLDAModel returns different logPrior for original and loaded model
## What changes were proposed in this pull request?

While adding DistributedLDAModel training summary for SparkR, I found that the logPrior for original and loaded model is different.
For example, in the test("read/write DistributedLDAModel"), I add the test:
val logPrior = model.asInstanceOf[DistributedLDAModel].logPrior
val logPrior2 = model2.asInstanceOf[DistributedLDAModel].logPrior
assert(logPrior === logPrior2)
The test fails:
-4.394180878889078 did not equal -4.294290536919573

The reason is that `graph.vertices.aggregate(0.0)(seqOp, _ + _)` only returns the value of a single vertex instead of the aggregation of all vertices. Therefore, when the loaded model does the aggregation in a different order, it returns different `logPrior`.

Please refer to #16464 for details.
## How was this patch tested?
Add a new unit test for testing logPrior.

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

Closes #16491 from wangmiao1981/ldabug.
2017-01-07 11:07:49 -08:00
Wenchen Fan b3d39620c5 [SPARK-19085][SQL] cleanup OutputWriterFactory and OutputWriter
## What changes were proposed in this pull request?

`OutputWriterFactory`/`OutputWriter` are internal interfaces and we can remove some unnecessary APIs:
1. `OutputWriterFactory.newWriter(path: String)`: no one calls it and no one implements it.
2. `OutputWriter.write(row: Row)`: during execution we only call `writeInternal`, which is weird as `OutputWriter` is already an internal interface. We should rename `writeInternal` to `write` and remove `def write(row: Row)` and it's related converter code. All implementations should just implement `def write(row: InternalRow)`

## How was this patch tested?

existing tests.

Author: Wenchen Fan <wenchen@databricks.com>

Closes #16479 from cloud-fan/hive-writer.
2017-01-08 00:42:09 +08:00
sueann d60f6f62d0 [SPARK-18194][ML] Log instrumentation in OneVsRest, CrossValidator, TrainValidationSplit
## What changes were proposed in this pull request?

Added instrumentation logging for OneVsRest classifier, CrossValidator, TrainValidationSplit fit() functions.

## How was this patch tested?

Ran unit tests and checked the log file (see output in comments).

Author: sueann <sueann@databricks.com>

Closes #16480 from sueann/SPARK-18194.
2017-01-06 18:53:16 -08:00
Yanbo Liang dfc4c935ba [MINOR] Correct LogisticRegression test case for probability2prediction.
## What changes were proposed in this pull request?
Set correct column names for ```force to use probability2prediction``` in ```LogisticRegressionSuite```.

## How was this patch tested?
Change unit test.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #16477 from yanboliang/lor-pred.
2017-01-05 18:59:49 -08:00
Niranjan Padmanabhan a1e40b1f5d
[MINOR][DOCS] Remove consecutive duplicated words/typo in Spark Repo
## What changes were proposed in this pull request?
There are many locations in the Spark repo where the same word occurs consecutively. Sometimes they are appropriately placed, but many times they are not. This PR removes the inappropriately duplicated words.

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

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

Closes #16455 from neurons/np.structure_streaming_doc.
2017-01-04 15:07:29 +00:00
Zheng RuiFeng 7a82505817
[SPARK-19054][ML] Eliminate extra pass in NB
## What changes were proposed in this pull request?
eliminate unnecessary extra pass in NB's train

## How was this patch tested?
existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #16453 from zhengruifeng/nb_getNC.
2017-01-04 11:54:13 +00:00
Weiqing Yang e5c307c50a
[MINOR] Add missing sc.stop() to end of examples
## What changes were proposed in this pull request?

Add `finally` clause for `sc.stop()` in the `test("register and deregister Spark listener from SparkContext")`.

## How was this patch tested?
Pass the build and unit tests.

Author: Weiqing Yang <yangweiqing001@gmail.com>

Closes #16426 from weiqingy/testIssue.
2017-01-03 09:56:42 +00:00
Sean Owen 56d3a7eb83
[SPARK-18808][ML][MLLIB] ml.KMeansModel.transform is very inefficient
## What changes were proposed in this pull request?

mllib.KMeansModel.clusterCentersWithNorm is a method than ends up being called every time `predict` is called on a single vector, which is bad news for now the ml.KMeansModel Transformer works, which necessarily transforms one vector at a time.

This causes the model to just store the vectors with norms upfront. The extra norm should be small compared to the vectors. This would avoid this form of overhead on this and other code paths.

## How was this patch tested?

Existing tests.

Author: Sean Owen <sowen@cloudera.com>

Closes #16328 from srowen/SPARK-18808.
2016-12-30 10:40:17 +00:00
Ilya Matiach 87bc4112c5 [SPARK-18698][ML] Adding public constructor that takes uid for IndexToString
## What changes were proposed in this pull request?

Based on SPARK-18698, this adds a public constructor that takes a UID for IndexToString.  Other transforms have similar constructors.

## How was this patch tested?

A unit test was added to verify the new functionality.

Author: Ilya Matiach <ilmat@microsoft.com>

Closes #16436 from imatiach-msft/ilmat/fix-indextostring.
2016-12-29 13:25:49 -08:00
sethah 6a475ae466 [SPARK-17772][ML][TEST] Add test functions for ML sample weights
## What changes were proposed in this pull request?

More and more ML algos are accepting sample weights, and they have been tested rather heterogeneously and with code duplication. This patch adds extensible helper methods to `MLTestingUtils` that can be reused by various algorithms accepting sample weights. Up to now, there seems to be a few tests that have been implemented commonly:

* Check that oversampling is the same as giving the instances sample weights proportional to the number of samples
* Check that outliers with tiny sample weights do not affect the algorithm's performance

This patch adds an additional test:

* Check that algorithms are invariant to constant scaling of the sample weights. i.e. uniform sample weights with `w_i = 1.0` is effectively the same as uniform sample weights with `w_i = 10000` or `w_i = 0.0001`

The instances of these tests occurred in LinearRegression, NaiveBayes, and LogisticRegression. Those tests have been removed/modified to use the new helper methods. These helper functions will be of use when [SPARK-9478](https://issues.apache.org/jira/browse/SPARK-9478) is implemented.

## How was this patch tested?

This patch only involves modifying test suites.

## Other notes

Both IsotonicRegression and GeneralizedLinearRegression also extend `HasWeightCol`. I did not modify these test suites because it will make this patch easier to review, and because they did not duplicate the same tests as the three suites that were modified. If we want to change them later, we can create a JIRA for it now, but it's open for debate.

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

Closes #15721 from sethah/SPARK-17772.
2016-12-28 07:01:14 -08:00
Yanbo Liang 9cff67f346 [MINOR][ML] Correct test cases of LoR raw2prediction & probability2prediction.
## What changes were proposed in this pull request?
Correct test cases of ```LogisticRegression``` raw2prediction & probability2prediction.

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

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #16407 from yanboliang/raw-probability.
2016-12-28 01:24:18 -08:00
Peng 79ff853631 [SPARK-17645][MLLIB][ML] add feature selector method based on: False Discovery Rate (FDR) and Family wise error rate (FWE)
## What changes were proposed in this pull request?

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

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

ut will be added soon

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

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

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

Closes #15212 from mpjlu/fdr_fwe.
2016-12-28 00:49:36 -08:00
Ryan Williams afd9bc1d8a [SPARK-17807][CORE] split test-tags into test-JAR
Remove spark-tag's compile-scope dependency (and, indirectly, spark-core's compile-scope transitive-dependency) on scalatest by splitting test-oriented tags into spark-tags' test JAR.

Alternative to #16303.

Author: Ryan Williams <ryan.blake.williams@gmail.com>

Closes #16311 from ryan-williams/tt.
2016-12-21 16:37:20 -08:00
Zakaria_Hili 7db09abb01
[SPARK-18356][ML] KMeans should cache RDD before training
## What changes were proposed in this pull request?

According to request of Mr. Joseph Bradley , I did this update of my PR https://github.com/apache/spark/pull/15965 in order to eliminate the extrat fit() method.

jkbradley
## How was this patch tested?
Pass existing tests

Author: Zakaria_Hili <zakahili@gmail.com>
Author: HILI Zakaria <zakahili@gmail.com>

Closes #16295 from ZakariaHili/zakbranch.
2016-12-19 10:30:38 +00:00
Anthony Truchet 9e8a9d7c6a
[SPARK-18471][MLLIB] In LBFGS, avoid sending huge vectors of 0
## What changes were proposed in this pull request?

CostFun used to send a dense vector of zeroes as a closure in a
treeAggregate call. To avoid that, we replace treeAggregate by
mapPartition + treeReduce, creating a zero vector inside the mapPartition
block in-place.

## How was this patch tested?

Unit test for module mllib run locally for correctness.

As for performance we run an heavy optimization on our production data (50 iterations on 128 MB weight vectors) and have seen significant decrease in terms both of runtime and container being killed by lack of off-heap memory.

Author: Anthony Truchet <a.truchet@criteo.com>
Author: sethah <seth.hendrickson16@gmail.com>
Author: Anthony Truchet <AnthonyTruchet@users.noreply.github.com>

Closes #16037 from AnthonyTruchet/ENG-17719-lbfgs-only.
2016-12-13 21:30:57 +00:00
actuaryzhang e57e3938c6
[SPARK-18715][ML] Fix AIC calculations in Binomial GLM
The AIC calculation in Binomial GLM seems to be off when the response or weight is non-integer: the result is different from that in R. This issue arises when one models rates, i.e, num of successes normalized over num of trials, and uses num of trials as weights. In this case, the effective likelihood is  weight * label ~ binomial(weight, mu), where weight = number of trials, and weight * label = number of successes and mu = is the success rate.

srowen sethah yanboliang HyukjinKwon zhengruifeng

## What changes were proposed in this pull request?
I suggest changing the current aic calculation for the Binomial family from
```
-2.0 * predictions.map { case (y: Double, mu: Double, weight: Double) =>
        weight * dist.Binomial(1, mu).logProbabilityOf(math.round(y).toInt)
      }.sum()
```
to the following which generalizes to the case of real-valued response and weights.
```
      -2.0 * predictions.map { case (y: Double, mu: Double, weight: Double) =>
        val wt = math.round(weight).toInt
        if (wt == 0){
          0.0
        } else {
          dist.Binomial(wt, mu).logProbabilityOf(math.round(y * weight).toInt)
        }
      }.sum()
```
## How was this patch tested?
I will write the unit test once the community wants to include the proposed change. For now, the following modifies existing tests in weighted Binomial GLM to illustrate the issue. The second label is changed from 0 to 0.5.

```
val datasetWithWeight = Seq(
    (1.0, 1.0, 0.0, 5.0),
    (0.5, 2.0, 1.0, 2.0),
    (1.0, 3.0, 2.0, 1.0),
    (0.0, 4.0, 3.0, 3.0)
  ).toDF("y", "w", "x1", "x2")

val formula = (new RFormula()
  .setFormula("y ~ x1 + x2")
  .setFeaturesCol("features")
  .setLabelCol("label"))
val output = formula.fit(datasetWithWeight).transform(datasetWithWeight).select("features", "label", "w")

val glr = new GeneralizedLinearRegression()
    .setFamily("binomial")
    .setWeightCol("w")
    .setFitIntercept(false)
    .setRegParam(0)

val model = glr.fit(output)
model.summary.aic
```
The AIC from Spark is 17.3227, and the AIC from R is 15.66454.

Author: actuaryzhang <actuaryzhang10@gmail.com>

Closes #16149 from actuaryzhang/aic.
2016-12-13 21:27:29 +00:00
krishnakalyan3 c802ad8718
[SPARK-18628][ML] Update Scala param and Python param to have quotes
## What changes were proposed in this pull request?

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

## How was this patch tested?

Manually checked the docstrings

Author: krishnakalyan3 <krishnakalyan3@gmail.com>

Closes #16242 from krishnakalyan3/doc-string.
2016-12-11 09:28:16 +00:00
Michal Senkyr 114324832a
[SPARK-3359][DOCS] Fix greater-than symbols in Javadoc to allow building with Java 8
## What changes were proposed in this pull request?

The API documentation build was failing when using Java 8 due to incorrect character `>` in Javadoc.

Replace `>` with literals in Javadoc to allow the build to pass.

## How was this patch tested?

Documentation was built and inspected manually to ensure it still displays correctly in the browser

```
cd docs && jekyll serve
```

Author: Michal Senkyr <mike.senkyr@gmail.com>

Closes #16201 from michalsenkyr/javadoc8-gt-fix.
2016-12-10 19:54:07 +00:00
Yanbo Liang 97255497d8 [SPARK-18326][SPARKR][ML] Review SparkR ML wrappers API for 2.1
## What changes were proposed in this pull request?
Reviewing SparkR ML wrappers API for 2.1 release, mainly two issues:
* Remove ```probabilityCol``` from the argument list of ```spark.logit``` and ```spark.randomForest```. Since it was used when making prediction and should be an argument of ```predict```, and we will work on this at [SPARK-18618](https://issues.apache.org/jira/browse/SPARK-18618) in the next release cycle.
* Fix ```spark.als``` params to make it consistent with MLlib.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #16169 from yanboliang/spark-18326.
2016-12-07 20:23:28 -08:00
actuaryzhang b828027139
[SPARK-18701][ML] Fix Poisson GLM failure due to wrong initialization
Poisson GLM fails for many standard data sets (see example in test or JIRA). The issue is incorrect initialization leading to almost zero probability and weights. Specifically, the mean is initialized as the response, which could be zero. Applying the log link results in very negative numbers (protected against -Inf), which again leads to close to zero probability and weights in the weighted least squares. Fix and test are included in the commits.

## What changes were proposed in this pull request?
Update initialization in Poisson GLM

## How was this patch tested?
Add test in GeneralizedLinearRegressionSuite

srowen sethah yanboliang HyukjinKwon mengxr

Author: actuaryzhang <actuaryzhang10@gmail.com>

Closes #16131 from actuaryzhang/master.
2016-12-07 16:37:25 +08:00
Yanbo Liang 90b59d1bf2 [SPARK-18686][SPARKR][ML] Several cleanup and improvements for spark.logit.
## What changes were proposed in this pull request?
Several cleanup and improvements for ```spark.logit```:
* ```summary``` should return coefficients matrix, and should output labels for each class if the model is multinomial logistic regression model.
* ```summary``` should not return ```areaUnderROC, roc, pr, ...```, since most of them are DataFrame which are less important for R users. Meanwhile, these metrics ignore instance weights (setting all to 1.0) which will be changed in later Spark version. In case it will introduce breaking changes, we do not expose them currently.
* SparkR test improvement: comparing the training result with native R glmnet.
* Remove argument ```aggregationDepth``` from ```spark.logit```, since it's an expert Param(related with Spark architecture and job execution) that would be used rarely by R users.

## How was this patch tested?
Unit tests.

The ```summary``` output after this change:
multinomial logistic regression:
```
> df <- suppressWarnings(createDataFrame(iris))
> model <- spark.logit(df, Species ~ ., regParam = 0.5)
> summary(model)
$coefficients
             versicolor  virginica   setosa
(Intercept)  1.514031    -2.609108   1.095077
Sepal_Length 0.02511006  0.2649821   -0.2900921
Sepal_Width  -0.5291215  -0.02016446 0.549286
Petal_Length 0.03647411  0.1544119   -0.190886
Petal_Width  0.000236092 0.4195804   -0.4198165
```
binomial logistic regression:
```
> df <- suppressWarnings(createDataFrame(iris))
> training <- df[df$Species %in% c("versicolor", "virginica"), ]
> model <- spark.logit(training, Species ~ ., regParam = 0.5)
> summary(model)
$coefficients
             Estimate
(Intercept)  -6.053815
Sepal_Length 0.2449379
Sepal_Width  0.1648321
Petal_Length 0.4730718
Petal_Width  1.031947
```

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #16117 from yanboliang/spark-18686.
2016-12-07 00:31:11 -08:00
Yuhao fac5b75b74
[SPARK-18374][ML] Incorrect words in StopWords/english.txt
## What changes were proposed in this pull request?

Currently English stop words list in MLlib contains only the argumented words after removing all the apostrophes, so "wouldn't" become "wouldn" and "t". Yet by default Tokenizer and RegexTokenizer don't split on apostrophes or quotes.

Adding original form to stop words list to match the behavior of Tokenizer and StopwordsRemover. Also remove "won" from list.

see more discussion in the jira: https://issues.apache.org/jira/browse/SPARK-18374

## How was this patch tested?
existing ut

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

Closes #16103 from hhbyyh/addstopwords.
2016-12-07 05:12:24 +08:00
Zheng RuiFeng bdfe7f6746 [SPARK-18625][ML] OneVsRestModel should support setFeaturesCol and setPredictionCol
## What changes were proposed in this pull request?
add `setFeaturesCol` and `setPredictionCol` for `OneVsRestModel`

## How was this patch tested?
added tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #16059 from zhengruifeng/ovrm_setCol.
2016-12-05 00:32:58 -08:00
Reynold Xin c7c7265950 [SPARK-18695] Bump master branch version to 2.2.0-SNAPSHOT
## What changes were proposed in this pull request?
This patch bumps master branch version to 2.2.0-SNAPSHOT.

## How was this patch tested?
N/A

Author: Reynold Xin <rxin@databricks.com>

Closes #16126 from rxin/SPARK-18695.
2016-12-02 21:09:37 -08:00
Yanbo Liang a985dd8e99 [SPARK-18291][SPARKR][ML] Revert "[SPARK-18291][SPARKR][ML] SparkR glm predict should output original label when family = binomial."
## What changes were proposed in this pull request?
It's better we can fix this issue by providing an option ```type``` for users to change the ```predict``` output schema, then they could output probabilities, log-space predictions, or original labels. In order to not involve breaking API change for 2.1, so revert this change firstly and will add it back after [SPARK-18618](https://issues.apache.org/jira/browse/SPARK-18618) resolved.

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

This reverts commit daa975f4bf.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #16118 from yanboliang/spark-18291-revert.
2016-12-02 12:16:57 -08:00
Nathan Howell c82f16c15e [SPARK-18658][SQL] Write text records directly to a FileOutputStream
## What changes were proposed in this pull request?

This replaces uses of `TextOutputFormat` with an `OutputStream`, which will either write directly to the filesystem or indirectly via a compressor (if so configured). This avoids intermediate buffering.

The inverse of this (reading directly from a stream) is necessary for streaming large JSON records (when `wholeFile` is enabled) so I wanted to keep the read and write paths symmetric.

## How was this patch tested?

Existing unit tests.

Author: Nathan Howell <nhowell@godaddy.com>

Closes #16089 from NathanHowell/SPARK-18658.
2016-12-01 21:40:49 -08:00
wm624@hotmail.com 2eb6764fbb [SPARK-18476][SPARKR][ML] SparkR Logistic Regression should should support output original label.
## What changes were proposed in this pull request?

Similar to SPARK-18401, as a classification algorithm, logistic regression should support output original label instead of supporting index label.

In this PR, original label output is supported and test cases are modified and added. Document is also modified.

## How was this patch tested?

Unit tests.

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

Closes #15910 from wangmiao1981/audit.
2016-11-30 20:32:17 -08:00
Yanbo Liang 60022bfd65 [SPARK-18318][ML] ML, Graph 2.1 QA: API: New Scala APIs, docs
## What changes were proposed in this pull request?
API review for 2.1, except ```LSH``` related classes which are still under development.

## How was this patch tested?
Only doc changes, no new tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #16009 from yanboliang/spark-18318.
2016-11-30 13:21:05 -08:00
Anthony Truchet c5a64d7606
[SPARK-18612][MLLIB] Delete broadcasted variable in LBFGS CostFun
## What changes were proposed in this pull request?

Fix a broadcasted variable leak occurring at each invocation of CostFun in L-BFGS.

## How was this patch tested?

UTests + check that fixed fatal memory consumption on Criteo's use cases.

This contribution is made on behalf of Criteo S.A.
(http://labs.criteo.com/) under the terms of the Apache v2 License.

Author: Anthony Truchet <a.truchet@criteo.com>

Closes #16040 from AnthonyTruchet/SPARK-18612-lbfgs-cost-fun.
2016-11-30 10:04:47 +00:00
Yuhao 9b670bcaec [SPARK-18319][ML][QA2.1] 2.1 QA: API: Experimental, DeveloperApi, final, sealed audit
## What changes were proposed in this pull request?
make a pass through the items marked as Experimental or DeveloperApi and see if any are stable enough to be unmarked. Also check for items marked final or sealed to see if they are stable enough to be opened up as APIs.

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

## How was this patch tested?
existing ut

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

Closes #15972 from hhbyyh/experimental21.
2016-11-29 18:46:59 -08:00
Yanbo Liang 95f7985012 [SPARK-18592][ML] Move DT/RF/GBT Param setter methods to subclasses
## What changes were proposed in this pull request?
Mainly two changes:
* Move DT/RF/GBT Param setter methods to subclasses.
* Deprecate corresponding setter methods in the model classes.

See discussion here https://github.com/apache/spark/pull/15913#discussion_r89662469.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #16017 from yanboliang/spark-18592.
2016-11-29 11:19:35 -08:00
hyukjinkwon 1a870090e4
[SPARK-18615][DOCS] Switch to multi-line doc to avoid a genjavadoc bug for backticks
## What changes were proposed in this pull request?

Currently, single line comment does not mark down backticks to `<code>..</code>` but prints as they are (`` `..` ``). For example, the line below:

```scala
/** Return an RDD with the pairs from `this` whose keys are not in `other`. */
```

So, we could work around this as below:

```scala
/**
 * Return an RDD with the pairs from `this` whose keys are not in `other`.
 */
```

- javadoc

  - **Before**
    ![2016-11-29 10 39 14](https://cloud.githubusercontent.com/assets/6477701/20693606/e64c8f90-b622-11e6-8dfc-4a029216e23d.png)

  - **After**
    ![2016-11-29 10 39 08](https://cloud.githubusercontent.com/assets/6477701/20693607/e7280d36-b622-11e6-8502-d2e21cd5556b.png)

- scaladoc (this one looks fine either way)

  - **Before**
    ![2016-11-29 10 38 22](https://cloud.githubusercontent.com/assets/6477701/20693640/12c18aa8-b623-11e6-901a-693e2f6f8066.png)

  - **After**
    ![2016-11-29 10 40 05](https://cloud.githubusercontent.com/assets/6477701/20693642/14eb043a-b623-11e6-82ac-7cd0000106d1.png)

I suspect this is related with SPARK-16153 and genjavadoc issue in ` typesafehub/genjavadoc#85`.

## How was this patch tested?

I found them via

```
grep -r "\/\*\*.*\`" . | grep .scala
````

and then checked if each is in the public API documentation with manually built docs (`jekyll build`) with Java 7.

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #16050 from HyukjinKwon/javadoc-markdown.
2016-11-29 13:50:24 +00:00
hyukjinkwon f830bb9170
[SPARK-3359][DOCS] Make javadoc8 working for unidoc/genjavadoc compatibility in Java API documentation
## What changes were proposed in this pull request?

This PR make `sbt unidoc` complete with Java 8.

This PR roughly includes several fixes as below:

- Fix unrecognisable class and method links in javadoc by changing it from `[[..]]` to `` `...` ``

  ```diff
  - * A column that will be computed based on the data in a [[DataFrame]].
  + * A column that will be computed based on the data in a `DataFrame`.
  ```

- Fix throws annotations so that they are recognisable in javadoc

- Fix URL links to `<a href="http..."></a>`.

  ```diff
  - * [[http://en.wikipedia.org/wiki/Decision_tree_learning Decision tree]] model for regression.
  + * <a href="http://en.wikipedia.org/wiki/Decision_tree_learning">
  + * Decision tree (Wikipedia)</a> model for regression.
  ```

  ```diff
  -   * see http://en.wikipedia.org/wiki/Receiver_operating_characteristic
  +   * see <a href="http://en.wikipedia.org/wiki/Receiver_operating_characteristic">
  +   * Receiver operating characteristic (Wikipedia)</a>
  ```

- Fix < to > to

  - `greater than`/`greater than or equal to` or `less than`/`less than or equal to` where applicable.

  - Wrap it with `{{{...}}}` to print them in javadoc or use `{code ...}` or `{literal ..}`. Please refer https://github.com/apache/spark/pull/16013#discussion_r89665558

- Fix `</p>` complaint

## How was this patch tested?

Manually tested by `jekyll build` with Java 7 and 8

```
java version "1.7.0_80"
Java(TM) SE Runtime Environment (build 1.7.0_80-b15)
Java HotSpot(TM) 64-Bit Server VM (build 24.80-b11, mixed mode)
```

```
java version "1.8.0_45"
Java(TM) SE Runtime Environment (build 1.8.0_45-b14)
Java HotSpot(TM) 64-Bit Server VM (build 25.45-b02, mixed mode)
```

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #16013 from HyukjinKwon/SPARK-3359-errors-more.
2016-11-29 09:41:32 +00:00
Yun Ni 05f7c6ffab [SPARK-18408][ML] API Improvements for LSH
## What changes were proposed in this pull request?

(1) Change output schema to `Array of Vector` instead of `Vectors`
(2) Use `numHashTables` as the dimension of Array
(3) Rename `RandomProjection` to `BucketedRandomProjectionLSH`, `MinHash` to `MinHashLSH`
(4) Make `randUnitVectors/randCoefficients` private
(5) Make Multi-Probe NN Search and `hashDistance` private for future discussion

Saved for future PRs:
(1) AND-amplification and `numHashFunctions` as the dimension of Vector are saved for a future PR.
(2) `hashDistance` and MultiProbe NN Search needs more discussion. The current implementation is just a backward compatible one.

## How was this patch tested?
Related unit tests are modified to make sure the performance of LSH are ensured, and the outputs of the APIs meets expectation.

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

Closes #15874 from Yunni/SPARK-18408-yunn-api-improvements.
2016-11-28 15:14:46 -08:00
Yanbo Liang c4a7eef0ce [SPARK-18481][ML] ML 2.1 QA: Remove deprecated methods for ML
## What changes were proposed in this pull request?
Remove deprecated methods for ML.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15913 from yanboliang/spark-18481.
2016-11-26 05:28:41 -08:00
Zakaria_Hili 445d4d9e13
[SPARK-18356][ML] Improve MLKmeans Performance
## What changes were proposed in this pull request?

Spark Kmeans fit() doesn't cache the RDD which generates a lot of warnings :
 WARN KMeans: The input data is not directly cached, which may hurt performance if its parent RDDs are also uncached.
So, Kmeans should cache the internal rdd before calling the Mllib.Kmeans algo, this helped to improve spark kmeans performance by 14%

a9cf905cf7

hhbyyh
## How was this patch tested?
Pass Kmeans tests and existing tests

Author: Zakaria_Hili <zakahili@gmail.com>
Author: HILI Zakaria <zakahili@gmail.com>

Closes #15965 from ZakariaHili/zakbranch.
2016-11-25 13:19:26 +00:00
hyukjinkwon 51b1c1551d
[SPARK-3359][BUILD][DOCS] More changes to resolve javadoc 8 errors that will help unidoc/genjavadoc compatibility
## What changes were proposed in this pull request?

This PR only tries to fix things that looks pretty straightforward and were fixed in other previous PRs before.

This PR roughly fixes several things as below:

- Fix unrecognisable class and method links in javadoc by changing it from `[[..]]` to `` `...` ``

  ```
  [error] .../spark/sql/core/target/java/org/apache/spark/sql/streaming/DataStreamReader.java:226: error: reference not found
  [error]    * Loads text files and returns a {link DataFrame} whose schema starts with a string column named
  ```

- Fix an exception annotation and remove code backticks in `throws` annotation

  Currently, sbt unidoc with Java 8 complains as below:

  ```
  [error] .../java/org/apache/spark/sql/streaming/StreamingQuery.java:72: error: unexpected text
  [error]    * throws StreamingQueryException, if <code>this</code> query has terminated with an exception.
  ```

  `throws` should specify the correct class name from `StreamingQueryException,` to `StreamingQueryException` without backticks. (see [JDK-8007644](https://bugs.openjdk.java.net/browse/JDK-8007644)).

- Fix `[[http..]]` to `<a href="http..."></a>`.

  ```diff
  -   * [[https://blogs.oracle.com/java-platform-group/entry/diagnosing_tls_ssl_and_https Oracle
  -   * blog page]].
  +   * <a href="https://blogs.oracle.com/java-platform-group/entry/diagnosing_tls_ssl_and_https">
  +   * Oracle blog page</a>.
  ```

   `[[http...]]` link markdown in scaladoc is unrecognisable in javadoc.

- It seems class can't have `return` annotation. So, two cases of this were removed.

  ```
  [error] .../java/org/apache/spark/mllib/regression/IsotonicRegression.java:27: error: invalid use of return
  [error]    * return New instance of IsotonicRegression.
  ```

- Fix < to `&lt;` and > to `&gt;` according to HTML rules.

- Fix `</p>` complaint

- Exclude unrecognisable in javadoc, `constructor`, `todo` and `groupname`.

## How was this patch tested?

Manually tested by `jekyll build` with Java 7 and 8

```
java version "1.7.0_80"
Java(TM) SE Runtime Environment (build 1.7.0_80-b15)
Java HotSpot(TM) 64-Bit Server VM (build 24.80-b11, mixed mode)
```

```
java version "1.8.0_45"
Java(TM) SE Runtime Environment (build 1.8.0_45-b14)
Java HotSpot(TM) 64-Bit Server VM (build 25.45-b02, mixed mode)
```

Note: this does not yet make sbt unidoc suceed with Java 8 yet but it reduces the number of errors with Java 8.

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #15999 from HyukjinKwon/SPARK-3359-errors.
2016-11-25 11:27:07 +00:00
Zheng RuiFeng 2dfabec38c [SPARK-18520][ML] Add missing setXXXCol methods for BisectingKMeansModel and GaussianMixtureModel
## What changes were proposed in this pull request?
add `setFeaturesCol` and `setPredictionCol` for BiKModel and GMModel
add `setProbabilityCol` for GMModel
## How was this patch tested?
existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15957 from zhengruifeng/bikm_set.
2016-11-24 05:46:05 -08:00
Yanbo Liang 982b82e32e [SPARK-18501][ML][SPARKR] Fix spark.glm errors when fitting on collinear data
## What changes were proposed in this pull request?
* Fix SparkR ```spark.glm``` errors when fitting on collinear data, since ```standard error of coefficients, t value and p value``` are not available in this condition.
* Scala/Python GLM summary should throw exception if users get ```standard error of coefficients, t value and p value``` but the underlying WLS was solved by local "l-bfgs".

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

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15930 from yanboliang/spark-18501.
2016-11-22 19:17:48 -08:00
sethah e811fbf9ed [SPARK-18282][ML][PYSPARK] Add python clustering summaries for GMM and BKM
## What changes were proposed in this pull request?

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

## How was this patch tested?

Unit tests.

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

Closes #15777 from sethah/pyspark_cluster_summaries.
2016-11-21 05:36:49 -08:00
sethah 856e004200
[SPARK-18456][ML][FOLLOWUP] Use matrix abstraction for coefficients in LogisticRegression training
## What changes were proposed in this pull request?

This is a follow up to some of the discussion [here](https://github.com/apache/spark/pull/15593). During LogisticRegression training, we store the coefficients combined with intercepts as a flat vector, but a more natural abstraction is a matrix. Here, we refactor the code to use matrix where possible, which makes the code more readable and greatly simplifies the indexing.

Note: We do not use a Breeze matrix for the cost function as was mentioned in the linked PR. This is because LBFGS/OWLQN require an implicit `MutableInnerProductModule[DenseMatrix[Double], Double]` which is not natively defined in Breeze. We would need to extend Breeze in Spark to define it ourselves. Also, we do not modify the `regParamL1Fun` because OWLQN in Breeze requires a `MutableEnumeratedCoordinateField[(Int, Int), DenseVector[Double]]` (since we still use a dense vector for coefficients). Here again we would have to extend Breeze inside Spark.

## How was this patch tested?

This is internal code refactoring - the current unit tests passing show us that the change did not break anything. No added functionality in this patch.

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

Closes #15893 from sethah/logreg_refactor.
2016-11-20 01:42:37 +00:00
hyukjinkwon d5b1d5fc80
[SPARK-18445][BUILD][DOCS] Fix the markdown for Note:/NOTE:/Note that/'''Note:''' across Scala/Java API documentation
## What changes were proposed in this pull request?

It seems in Scala/Java,

- `Note:`
- `NOTE:`
- `Note that`
- `'''Note:'''`
- `note`

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

**Before**

- Scala
  ![2016-11-17 6 16 39](https://cloud.githubusercontent.com/assets/6477701/20383180/1a7aed8c-acf2-11e6-9611-5eaf6d52c2e0.png)

- Java
  ![2016-11-17 6 14 41](https://cloud.githubusercontent.com/assets/6477701/20383096/c8ffc680-acf1-11e6-914a-33460bf1401d.png)

**After**

- Scala
  ![2016-11-17 6 16 44](https://cloud.githubusercontent.com/assets/6477701/20383167/09940490-acf2-11e6-937a-0d5e1dc2cadf.png)

- Java
  ![2016-11-17 6 13 39](https://cloud.githubusercontent.com/assets/6477701/20383132/e7c2a57e-acf1-11e6-9c47-b849674d4d88.png)

## How was this patch tested?

The notes were found via

```bash
grep -r "NOTE: " . | \ # Note:|NOTE:|Note that|'''Note:'''
grep -v "// NOTE: " | \  # starting with // does not appear in API documentation.
grep -E '.scala|.java' | \ # java/scala files
grep -v Suite | \ # exclude tests
grep -v Test | \ # exclude tests
grep -e 'org.apache.spark.api.java' \ # packages appear in API documenation
-e 'org.apache.spark.api.java.function' \ # note that this is a regular expression. So actual matches were mostly `org/apache/spark/api/java/functions ...`
-e 'org.apache.spark.api.r' \
...
```

```bash
grep -r "Note that " . | \ # Note:|NOTE:|Note that|'''Note:'''
grep -v "// Note that " | \  # starting with // does not appear in API documentation.
grep -E '.scala|.java' | \ # java/scala files
grep -v Suite | \ # exclude tests
grep -v Test | \ # exclude tests
grep -e 'org.apache.spark.api.java' \ # packages appear in API documenation
-e 'org.apache.spark.api.java.function' \
-e 'org.apache.spark.api.r' \
...
```

```bash
grep -r "Note: " . | \ # Note:|NOTE:|Note that|'''Note:'''
grep -v "// Note: " | \  # starting with // does not appear in API documentation.
grep -E '.scala|.java' | \ # java/scala files
grep -v Suite | \ # exclude tests
grep -v Test | \ # exclude tests
grep -e 'org.apache.spark.api.java' \ # packages appear in API documenation
-e 'org.apache.spark.api.java.function' \
-e 'org.apache.spark.api.r' \
...
```

```bash
grep -r "'''Note:'''" . | \ # Note:|NOTE:|Note that|'''Note:'''
grep -v "// '''Note:''' " | \  # starting with // does not appear in API documentation.
grep -E '.scala|.java' | \ # java/scala files
grep -v Suite | \ # exclude tests
grep -v Test | \ # exclude tests
grep -e 'org.apache.spark.api.java' \ # packages appear in API documenation
-e 'org.apache.spark.api.java.function' \
-e 'org.apache.spark.api.r' \
...
```

And then fixed one by one comparing with API documentation/access modifiers.

After that, manually tested via `jekyll build`.

Author: hyukjinkwon <gurwls223@gmail.com>

Closes #15889 from HyukjinKwon/SPARK-18437.
2016-11-19 11:24:15 +00:00
Zheng RuiFeng cdaf4ce9fe
[SPARK-18480][DOCS] Fix wrong links for ML guide docs
## What changes were proposed in this pull request?
1, There are two `[Graph.partitionBy]` in `graphx-programming-guide.md`, the first one had no effert.
2, `DataFrame`, `Transformer`, `Pipeline` and `Parameter`  in `ml-pipeline.md` were linked to `ml-guide.html` by mistake.
3, `PythonMLLibAPI` in `mllib-linear-methods.md` was not accessable, because class `PythonMLLibAPI` is private.
4, Other link updates.
## How was this patch tested?
 manual tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15912 from zhengruifeng/md_fix.
2016-11-17 13:40:16 +00:00
VinceShieh de77c67750
[SPARK-17462][MLLIB]use VersionUtils to parse Spark version strings
## What changes were proposed in this pull request?

Several places in MLlib use custom regexes or other approaches to parse Spark versions.
Those should be fixed to use the VersionUtils. This PR replaces custom regexes with
VersionUtils to get Spark version numbers.
## How was this patch tested?

Existing tests.

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

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

Closes #15055 from VinceShieh/SPARK-17462.
2016-11-17 13:37:42 +00:00
Zheng RuiFeng c68f1a38af [SPARK-18434][ML] Add missing ParamValidations for ML algos
## What changes were proposed in this pull request?
Add missing ParamValidations for ML algos
## How was this patch tested?
existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15881 from zhengruifeng/arg_checking.
2016-11-16 02:46:27 -08:00
Yanbo Liang 95eb06bd7d [SPARK-18438][SPARKR][ML] spark.mlp should support RFormula.
## What changes were proposed in this pull request?
```spark.mlp``` should support ```RFormula``` like other ML algorithm wrappers.
BTW, I did some cleanup and improvement for ```spark.mlp```.

## How was this patch tested?
Unit tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15883 from yanboliang/spark-18438.
2016-11-16 01:04:18 -08:00
actuaryzhang ae6cddb787
[SPARK-18166][MLLIB] Fix Poisson GLM bug due to wrong requirement of response values
## What changes were proposed in this pull request?

The current implementation of Poisson GLM seems to allow only positive values. This is incorrect since the support of Poisson includes the origin. The bug is easily fixed by changing the test of the Poisson variable from  'require(y **>** 0.0' to  'require(y **>=** 0.0'.

mengxr  srowen

Author: actuaryzhang <actuaryzhang10@gmail.com>
Author: actuaryzhang <actuaryzhang@uber.com>

Closes #15683 from actuaryzhang/master.
2016-11-14 12:08:06 +01:00
Yanbo Liang 07be232ea1 [SPARK-18412][SPARKR][ML] Fix exception for some SparkR ML algorithms training on libsvm data
## What changes were proposed in this pull request?
* Fix the following exceptions which throws when ```spark.randomForest```(classification), ```spark.gbt```(classification), ```spark.naiveBayes``` and ```spark.glm```(binomial family) were fitted on libsvm data.
```
java.lang.IllegalArgumentException: requirement failed: If label column already exists, forceIndexLabel can not be set with true.
```
See [SPARK-18412](https://issues.apache.org/jira/browse/SPARK-18412) for more detail about how to reproduce this bug.
* Refactor out ```getFeaturesAndLabels``` to RWrapperUtils, since lots of ML algorithm wrappers use this function.
* Drop some unwanted columns when making prediction.

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

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15851 from yanboliang/spark-18412.
2016-11-13 20:25:12 -08:00
Yanbo Liang 22cb3a060a [SPARK-14077][ML][FOLLOW-UP] Minor refactor and cleanup for NaiveBayes
## What changes were proposed in this pull request?
* Refactor out ```trainWithLabelCheck``` and make ```mllib.NaiveBayes``` call into it.
* Avoid capturing the outer object for ```modelType```.
* Move ```requireNonnegativeValues``` and ```requireZeroOneBernoulliValues``` to companion object.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15826 from yanboliang/spark-14077-2.
2016-11-12 06:13:22 -08:00
sethah 46b2550bcd
[SPARK-18060][ML] Avoid unnecessary computation for MLOR
## What changes were proposed in this pull request?

Before this patch, the gradient updates for multinomial logistic regression were computed by an outer loop over the number of classes and an inner loop over the number of features. Inside the inner loop, we standardized the feature value (`value / featuresStd(index)`), which means we performed the computation `numFeatures * numClasses` times. We only need to perform that computation `numFeatures` times, however. If we re-order the inner and outer loop, we can avoid this, but then we lose sequential memory access. In this patch, we instead lay out the coefficients in column major order while we train, so that we can avoid the extra computation and retain sequential memory access. We convert back to row-major order when we create the model.

## How was this patch tested?

This is an implementation detail only, so the original behavior should be maintained. All tests pass. I ran some performance tests to verify speedups. The results are below, and show significant speedups.
## Performance Tests

**Setup**

3 node bare-metal cluster
120 cores total
384 gb RAM total

**Results**

NOTE: The `currentMasterTime` and `thisPatchTime` are times in seconds for a single iteration of L-BFGS or OWL-QN.

|    |   numPoints |   numFeatures |   numClasses |   regParam |   elasticNetParam |   currentMasterTime (sec) |   thisPatchTime (sec) |   pctSpeedup |
|----|-------------|---------------|--------------|------------|-------------------|---------------------------|-----------------------|--------------|
|  0 |       1e+07 |           100 |          500 |       0.5  |                 0 |                        90 |                    18 |           80 |
|  1 |       1e+08 |           100 |           50 |       0.5  |                 0 |                        90 |                    19 |           78 |
|  2 |       1e+08 |           100 |           50 |       0.05 |                 1 |                        72 |                    19 |           73 |
|  3 |       1e+06 |           100 |         5000 |       0.5  |                 0 |                        93 |                    53 |           43 |
|  4 |       1e+07 |           100 |         5000 |       0.5  |                 0 |                       900 |                   390 |           56 |
|  5 |       1e+08 |           100 |          500 |       0.5  |                 0 |                       840 |                   174 |           79 |
|  6 |       1e+08 |           100 |          200 |       0.5  |                 0 |                       360 |                    72 |           80 |
|  7 |       1e+08 |          1000 |            5 |       0.5  |                 0 |                         9 |                     3 |           66 |

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

Closes #15593 from sethah/MLOR_PERF_COL_MAJOR_COEF.
2016-11-12 01:38:26 +00:00
Yanbo Liang 5ddf69470b [SPARK-18401][SPARKR][ML] SparkR random forest should support output original label.
## What changes were proposed in this pull request?
SparkR ```spark.randomForest``` classification prediction should output original label rather than the indexed label. This issue is very similar with [SPARK-18291](https://issues.apache.org/jira/browse/SPARK-18291).

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

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15842 from yanboliang/spark-18401.
2016-11-10 17:13:10 -08:00
Sandeep Singh 96a59109a9
[SPARK-18268][ML][MLLIB] ALS fail with better message if ratings is empty rdd
## What changes were proposed in this pull request?
ALS.run fail with better message if ratings is empty rdd
ALS.train and ALS.trainImplicit are also affected

## How was this patch tested?
added new tests

Author: Sandeep Singh <sandeep@techaddict.me>

Closes #15809 from techaddict/SPARK-18268.
2016-11-10 10:33:35 +00:00
Felix Cheung 55964c15a7 [SPARK-18239][SPARKR] Gradient Boosted Tree for R
## What changes were proposed in this pull request?

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

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

## How was this patch tested?

manual tests, unit tests

Author: Felix Cheung <felixcheung_m@hotmail.com>

Closes #15746 from felixcheung/rgbt.
2016-11-08 16:00:45 -08:00
Joseph K. Bradley 26e1c53ace [SPARK-17748][ML] Minor cleanups to one-pass linear regression with elastic net
## What changes were proposed in this pull request?

* Made SingularMatrixException private ml
* WeightedLeastSquares: Changed to allow tol >= 0 instead of only tol > 0

## How was this patch tested?

existing tests

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

Closes #15779 from jkbradley/wls-cleanups.
2016-11-08 12:58:29 -08:00
Hyukjin Kwon 8f0ea011a7 [SPARK-14914][CORE] Fix Resource not closed after using, mostly for unit tests
## What changes were proposed in this pull request?

Close `FileStreams`, `ZipFiles` etc to release the resources after using. Not closing the resources will cause IO Exception to be raised while deleting temp files.
## How was this patch tested?

Existing tests

Author: U-FAREAST\tl <tl@microsoft.com>
Author: hyukjinkwon <gurwls223@gmail.com>
Author: Tao LI <tl@microsoft.com>

Closes #15618 from HyukjinKwon/SPARK-14914-1.
2016-11-07 12:47:39 -08:00
Yanbo Liang daa975f4bf [SPARK-18291][SPARKR][ML] SparkR glm predict should output original label when family = binomial.
## What changes were proposed in this pull request?
SparkR ```spark.glm``` predict should output original label when family = "binomial".

## How was this patch tested?
Add unit test.
You can also run the following code to test:
```R
training <- suppressWarnings(createDataFrame(iris))
training <- training[training$Species %in% c("versicolor", "virginica"), ]
model <- spark.glm(training, Species ~ Sepal_Length + Sepal_Width,family = binomial(link = "logit"))
showDF(predict(model, training))
```
Before this change:
```
+------------+-----------+------------+-----------+----------+-----+-------------------+
|Sepal_Length|Sepal_Width|Petal_Length|Petal_Width|   Species|label|         prediction|
+------------+-----------+------------+-----------+----------+-----+-------------------+
|         7.0|        3.2|         4.7|        1.4|versicolor|  0.0| 0.8271421517601544|
|         6.4|        3.2|         4.5|        1.5|versicolor|  0.0| 0.6044595910413112|
|         6.9|        3.1|         4.9|        1.5|versicolor|  0.0| 0.7916340858281998|
|         5.5|        2.3|         4.0|        1.3|versicolor|  0.0|0.16080518180591158|
|         6.5|        2.8|         4.6|        1.5|versicolor|  0.0| 0.6112229217050189|
|         5.7|        2.8|         4.5|        1.3|versicolor|  0.0| 0.2555087295500885|
|         6.3|        3.3|         4.7|        1.6|versicolor|  0.0| 0.5681507664364834|
|         4.9|        2.4|         3.3|        1.0|versicolor|  0.0|0.05990570219972002|
|         6.6|        2.9|         4.6|        1.3|versicolor|  0.0| 0.6644434078306246|
|         5.2|        2.7|         3.9|        1.4|versicolor|  0.0|0.11293577405862379|
|         5.0|        2.0|         3.5|        1.0|versicolor|  0.0|0.06152372321585971|
|         5.9|        3.0|         4.2|        1.5|versicolor|  0.0|0.35250697207602555|
|         6.0|        2.2|         4.0|        1.0|versicolor|  0.0|0.32267018290814303|
|         6.1|        2.9|         4.7|        1.4|versicolor|  0.0|  0.433391153814592|
|         5.6|        2.9|         3.6|        1.3|versicolor|  0.0| 0.2280744262436993|
|         6.7|        3.1|         4.4|        1.4|versicolor|  0.0| 0.7219848389339459|
|         5.6|        3.0|         4.5|        1.5|versicolor|  0.0|0.23527698971404695|
|         5.8|        2.7|         4.1|        1.0|versicolor|  0.0|  0.285024533520016|
|         6.2|        2.2|         4.5|        1.5|versicolor|  0.0| 0.4107047877447493|
|         5.6|        2.5|         3.9|        1.1|versicolor|  0.0|0.20083561961645083|
+------------+-----------+------------+-----------+----------+-----+-------------------+
```
After this change:
```
+------------+-----------+------------+-----------+----------+-----+----------+
|Sepal_Length|Sepal_Width|Petal_Length|Petal_Width|   Species|label|prediction|
+------------+-----------+------------+-----------+----------+-----+----------+
|         7.0|        3.2|         4.7|        1.4|versicolor|  0.0| virginica|
|         6.4|        3.2|         4.5|        1.5|versicolor|  0.0| virginica|
|         6.9|        3.1|         4.9|        1.5|versicolor|  0.0| virginica|
|         5.5|        2.3|         4.0|        1.3|versicolor|  0.0|versicolor|
|         6.5|        2.8|         4.6|        1.5|versicolor|  0.0| virginica|
|         5.7|        2.8|         4.5|        1.3|versicolor|  0.0|versicolor|
|         6.3|        3.3|         4.7|        1.6|versicolor|  0.0| virginica|
|         4.9|        2.4|         3.3|        1.0|versicolor|  0.0|versicolor|
|         6.6|        2.9|         4.6|        1.3|versicolor|  0.0| virginica|
|         5.2|        2.7|         3.9|        1.4|versicolor|  0.0|versicolor|
|         5.0|        2.0|         3.5|        1.0|versicolor|  0.0|versicolor|
|         5.9|        3.0|         4.2|        1.5|versicolor|  0.0|versicolor|
|         6.0|        2.2|         4.0|        1.0|versicolor|  0.0|versicolor|
|         6.1|        2.9|         4.7|        1.4|versicolor|  0.0|versicolor|
|         5.6|        2.9|         3.6|        1.3|versicolor|  0.0|versicolor|
|         6.7|        3.1|         4.4|        1.4|versicolor|  0.0| virginica|
|         5.6|        3.0|         4.5|        1.5|versicolor|  0.0|versicolor|
|         5.8|        2.7|         4.1|        1.0|versicolor|  0.0|versicolor|
|         6.2|        2.2|         4.5|        1.5|versicolor|  0.0|versicolor|
|         5.6|        2.5|         3.9|        1.1|versicolor|  0.0|versicolor|
+------------+-----------+------------+-----------+----------+-----+----------+
```

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15788 from yanboliang/spark-18291.
2016-11-07 04:07:19 -08:00
Wojciech Szymanski b89d0556df [SPARK-18210][ML] Pipeline.copy does not create an instance with the same UID
## What changes were proposed in this pull request?

Motivation:
`org.apache.spark.ml.Pipeline.copy(extra: ParamMap)` does not create an instance with the same UID. It does not conform to the method specification from its base class `org.apache.spark.ml.param.Params.copy(extra: ParamMap)`

Solution:
- fix for Pipeline UID
- introduced new tests for `org.apache.spark.ml.Pipeline.copy`
- minor improvements in test for `org.apache.spark.ml.PipelineModel.copy`

## How was this patch tested?

Introduced new unit test: `org.apache.spark.ml.PipelineSuite."Pipeline.copy"`
Improved existing unit test: `org.apache.spark.ml.PipelineSuite."PipelineModel.copy"`

Author: Wojciech Szymanski <wk.szymanski@gmail.com>

Closes #15759 from wojtek-szymanski/SPARK-18210.
2016-11-06 07:43:13 -08:00
sethah 23ce0d1e91 [SPARK-18276][ML] ML models should copy the training summary and set parent
## What changes were proposed in this pull request?

Only some of the models which contain a training summary currently set the summaries in the copy method. Linear/Logistic regression do, GLR, GMM, KM, and BKM do not. Additionally, these copy methods did not set the parent pointer of the copied model. This patch modifies the copy methods of the four models mentioned above to copy the training summary and set the parent.

## How was this patch tested?

Add unit tests in Linear/Logistic/GeneralizedLinear regression and GaussianMixture/KMeans/BisectingKMeans to check the parent pointer of the copied model and check that the copied model has a summary.

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

Closes #15773 from sethah/SPARK-18276.
2016-11-05 22:38:07 -07:00
Sean Owen 9c8deef64e
[SPARK-18076][CORE][SQL] Fix default Locale used in DateFormat, NumberFormat to Locale.US
## What changes were proposed in this pull request?

Fix `Locale.US` for all usages of `DateFormat`, `NumberFormat`
## How was this patch tested?

Existing tests.

Author: Sean Owen <sowen@cloudera.com>

Closes #15610 from srowen/SPARK-18076.
2016-11-02 09:39:15 +00:00
Joseph K. Bradley 91c33a0ca5 [SPARK-18088][ML] Various ChiSqSelector cleanups
## What changes were proposed in this pull request?
- Renamed kbest to numTopFeatures
- Renamed alpha to fpr
- Added missing Since annotations
- Doc cleanups
## How was this patch tested?

Added new standardized unit tests for spark.ml.
Improved existing unit test coverage a bit.

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

Closes #15647 from jkbradley/chisqselector-follow-ups.
2016-11-01 17:00:00 -07:00
Zheng RuiFeng 8ac09108fc [SPARK-17848][ML] Move LabelCol datatype cast into Predictor.fit
## What changes were proposed in this pull request?

1, move cast to `Predictor`
2, and then, remove unnecessary cast
## How was this patch tested?

existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15414 from zhengruifeng/move_cast.
2016-11-01 10:46:36 -07:00
Reynold Xin d9d1465009 [SPARK-18024][SQL] Introduce an internal commit protocol API
## What changes were proposed in this pull request?
This patch introduces an internal commit protocol API that is used by the batch data source to do write commits. It currently has only one implementation that uses Hadoop MapReduce's OutputCommitter API. In the future, this commit API can be used to unify streaming and batch commits.

## How was this patch tested?
Should be covered by existing write tests.

Author: Reynold Xin <rxin@databricks.com>
Author: Eric Liang <ekl@databricks.com>

Closes #15707 from rxin/SPARK-18024-2.
2016-10-31 22:23:38 -07:00
Felix Cheung b6879b8b35 [SPARK-16137][SPARKR] randomForest for R
## What changes were proposed in this pull request?

Random Forest Regression and Classification for R
Clean-up/reordering generics.R

## How was this patch tested?

manual tests, unit tests

Author: Felix Cheung <felixcheung_m@hotmail.com>

Closes #15607 from felixcheung/rrandomforest.
2016-10-30 16:19:19 -07:00
Sean Owen a489567e36
[SPARK-3261][MLLIB] KMeans clusterer can return duplicate cluster centers
## What changes were proposed in this pull request?

Return potentially fewer than k cluster centers in cases where k distinct centroids aren't available or aren't selected.

## How was this patch tested?

Existing tests

Author: Sean Owen <sowen@cloudera.com>

Closes #15450 from srowen/SPARK-3261.
2016-10-30 09:36:23 +00:00
Yunni ac26e9cf27 [SPARK-5992][ML] Locality Sensitive Hashing
## What changes were proposed in this pull request?

Implement Locality Sensitive Hashing along with approximate nearest neighbors and approximate similarity join based on the [design doc](https://docs.google.com/document/d/1D15DTDMF_UWTTyWqXfG7y76iZalky4QmifUYQ6lH5GM/edit).

Detailed changes are as follows:
(1) Implement abstract LSH, LSHModel classes as Estimator-Model
(2) Implement approxNearestNeighbors and approxSimilarityJoin in the abstract LSHModel
(3) Implement Random Projection as LSH subclass for Euclidean distance, Min Hash for Jaccard Distance
(4) Implement unit test utility methods including checkLshProperty, checkNearestNeighbor and checkSimilarityJoin

Things that will be implemented in a follow-up PR:
 - Bit Sampling for Hamming Distance, SignRandomProjection for Cosine Distance
 - PySpark Integration for the scala classes and methods.

## How was this patch tested?
Unit test is implemented for all the implemented classes and algorithms. A scalability test on Uber's dataset was performed internally.

Tested the methods on [WEX dataset](https://aws.amazon.com/items/2345) from AWS, with the steps and results [here](https://docs.google.com/document/d/19BXg-67U83NVB3M0I84HVBVg3baAVaESD_mrg_-vLro/edit).

## References
Gionis, Aristides, Piotr Indyk, and Rajeev Motwani. "Similarity search in high dimensions via hashing." VLDB 7 Sep. 1999: 518-529.
Wang, Jingdong et al. "Hashing for similarity search: A survey." arXiv preprint arXiv:1408.2927 (2014).

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

Closes #15148 from Yunni/SPARK-5992-yunn-lsh.
2016-10-28 14:57:52 -07:00
Zheng RuiFeng 569788a55e [SPARK-18109][ML] Add instrumentation to GMM
## What changes were proposed in this pull request?

Add instrumentation to GMM

## How was this patch tested?

Test in spark-shell

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15636 from zhengruifeng/gmm_instr.
2016-10-28 00:40:06 -07:00
VinceShieh 0b076d4cb6 [SPARK-17219][ML] enhanced NaN value handling in Bucketizer
## What changes were proposed in this pull request?

This PR is an enhancement of PR with commit ID:57dc326bd00cf0a49da971e9c573c48ae28acaa2.
NaN is a special type of value which is commonly seen as invalid. But We find that there are certain cases where NaN are also valuable, thus need special handling. We provided user when dealing NaN values with 3 options, to either reserve an extra bucket for NaN values, or remove the NaN values, or report an error, by setting handleNaN "keep", "skip", or "error"(default) respectively.

'''Before:
val bucketizer: Bucketizer = new Bucketizer()
          .setInputCol("feature")
          .setOutputCol("result")
          .setSplits(splits)
'''After:
val bucketizer: Bucketizer = new Bucketizer()
          .setInputCol("feature")
          .setOutputCol("result")
          .setSplits(splits)
          .setHandleNaN("keep")

## How was this patch tested?
Tests added in QuantileDiscretizerSuite, BucketizerSuite and DataFrameStatSuite

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

Author: VinceShieh <vincent.xie@intel.com>
Author: Vincent Xie <vincent.xie@intel.com>
Author: Joseph K. Bradley <joseph@databricks.com>

Closes #15428 from VinceShieh/spark-17219_followup.
2016-10-27 11:52:15 -07:00
wm624@hotmail.com 29cea8f332 [SPARK-17157][SPARKR] Add multiclass logistic regression SparkR Wrapper
## What changes were proposed in this pull request?

As we discussed in #14818, I added a separate R wrapper spark.logit for logistic regression.

This single interface supports both binary and multinomial logistic regression. It also has "predict" and "summary" for binary logistic regression.

## How was this patch tested?

New unit tests are added.

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

Closes #15365 from wangmiao1981/glm.
2016-10-26 16:12:55 -07:00
Yanbo Liang ea3605e825 [MINOR][ML] Refactor clustering summary.
## What changes were proposed in this pull request?
Abstract ```ClusteringSummary``` from ```KMeansSummary```, ```GaussianMixtureSummary``` and ```BisectingSummary```, and eliminate duplicated pieces of code.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15555 from yanboliang/clustering-summary.
2016-10-26 11:48:54 -07:00
Yanbo Liang 312ea3f7f6 [SPARK-17748][FOLLOW-UP][ML] Reorg variables of WeightedLeastSquares.
## What changes were proposed in this pull request?
This is follow-up work of #15394.
Reorg some variables of ```WeightedLeastSquares``` and fix one minor issue of ```WeightedLeastSquaresSuite```.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15621 from yanboliang/spark-17748.
2016-10-26 09:28:28 -07:00
WeichenXu 12b3e8d2e0 [SPARK-18007][SPARKR][ML] update SparkR MLP - add initalWeights parameter
## What changes were proposed in this pull request?

update SparkR MLP, add initalWeights parameter.

## How was this patch tested?

test added.

Author: WeichenXu <WeichenXu123@outlook.com>

Closes #15552 from WeichenXu123/mlp_r_add_initialWeight_param.
2016-10-25 21:42:59 -07:00
sethah 2c7394ad09 [SPARK-18019][ML] Add instrumentation to GBTs
## What changes were proposed in this pull request?

Add instrumentation for logging in ML GBT, part of umbrella ticket [SPARK-14567](https://issues.apache.org/jira/browse/SPARK-14567)

## How was this patch tested?

Tested locally:

````
16/10/20 10:24:51 INFO Instrumentation: GBTRegressor-gbtr_2b460d3e2e93-1207021668-45: training: numPartitions=1 storageLevel=StorageLevel(1 replicas)
16/10/20 10:24:51 INFO Instrumentation: GBTRegressor-gbtr_2b460d3e2e93-1207021668-45: {"maxIter":1}
16/10/20 10:24:51 INFO Instrumentation: GBTRegressor-gbtr_2b460d3e2e93-1207021668-45: {"numFeatures":2}
16/10/20 10:24:51 INFO Instrumentation: GBTRegressor-gbtr_2b460d3e2e93-1207021668-45: {"numClasses":0}
...
16/10/20 15:54:21 INFO Instrumentation: GBTRegressor-gbtr_065fad465377-1922077832-22: training finished
````

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

Closes #15574 from sethah/gbt_instr.
2016-10-25 13:11:21 -07:00
Yanbo Liang ac8ff920fa [SPARK-17748][FOLLOW-UP][ML] Fix build error for Scala 2.10.
## What changes were proposed in this pull request?
#15394 introduced build error for Scala 2.10, this PR fix it.

## How was this patch tested?
Existing test.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15625 from yanboliang/spark-17748-scala.
2016-10-25 10:22:02 -07:00
Zheng RuiFeng 38cdd6ccda [SPARK-14634][ML][FOLLOWUP] Delete superfluous line in BisectingKMeans
## What changes were proposed in this pull request?
As commented by jkbradley in https://github.com/apache/spark/pull/12394, `model.setSummary(summary)` is superfluous

## How was this patch tested?
existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15619 from zhengruifeng/del_superfluous.
2016-10-25 03:19:50 -07:00
sethah 78d740a08a [SPARK-17748][ML] One pass solver for Weighted Least Squares with ElasticNet
## What changes were proposed in this pull request?

1. Make a pluggable solver interface for `WeightedLeastSquares`
2. Add a `QuasiNewton` solver to handle elastic net regularization for `WeightedLeastSquares`
3. Add method `BLAS.dspmv` used by QN solver
4. Add mechanism for WLS to handle singular covariance matrices by falling back to QN solver when Cholesky fails.

## How was this patch tested?
Unit tests - see below.

## Design choices

**Pluggable Normal Solver**

Before, the `WeightedLeastSquares` package always used the Cholesky decomposition solver to compute the solution to the normal equations. Now, we specify the solver as a constructor argument to the `WeightedLeastSquares`. We introduce a new trait:

````scala
private[ml] sealed trait NormalEquationSolver {

  def solve(
      bBar: Double,
      bbBar: Double,
      abBar: DenseVector,
      aaBar: DenseVector,
      aBar: DenseVector): NormalEquationSolution
}
````

We extend this trait for different variants of normal equation solvers. In the future, we can easily add others (like QR) using this interface.

**Always train in the standardized space**

The normal solver did not previously standardize the data, but this patch introduces a change such that we always solve the normal equations in the standardized space. We convert back to the original space in the same way that is done for distributed L-BFGS/OWL-QN. We add test cases for zero variance features/labels.

**Use L-BFGS locally to solve normal equations for singular matrix**

When linear regression with the normal solver is called for a singular matrix, we initially try to solve with Cholesky. We use the output of `lapack.dppsv` to determine if the matrix is singular. If it is, we fall back to using L-BFGS locally to solve the normal equations. We add test cases for this as well.

## Test cases
I found it helpful to enumerate some of the test cases and hopefully it makes review easier.

**WeightedLeastSquares**

1. Constant columns - Cholesky solver fails with no regularization, Auto solver falls back to QN, and QN trains successfully.
2. Collinear features - Cholesky solver fails with no regularization, Auto solver falls back to QN, and QN trains successfully.
3. Label is constant zero - no training is performed regardless of intercept. Coefficients are zero and intercept is zero.
4. Label is constant - if fitIntercept, then no training is performed and intercept equals label mean. If not fitIntercept, then we train and return an answer that matches R's lm package.
5. Test with L1 - go through various combinations of L1/L2, standardization, fitIntercept and verify that output matches glmnet.
6. Initial intercept - verify that setting the initial intercept to label mean is correct by training model with strong L1 regularization so that all coefficients are zero and intercept converges to label mean.
7. Test diagInvAtWA - since we are standardizing features now during training, we should test that the inverse is computed to match R.

**LinearRegression**
1. For all existing L1 test cases, test the "normal" solver too.
2. Check that using the normal solver now handles singular matrices.
3. Check that using the normal solver with L1 produces an objective history in the model summary, but does not produce the inverse of AtA.

**BLAS**
1. Test new method `dspmv`.

## Performance Testing
This patch will speed up linear regression with L1/elasticnet penalties when the feature size is < 4096. I have not conducted performance tests at scale, only observed by testing locally that there is a speed improvement.

We should decide if this PR needs to be blocked before performance testing is conducted.

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

Closes #15394 from sethah/SPARK-17748.
2016-10-24 23:47:59 -07:00
Zheng RuiFeng c64a8ff397
[SPARK-18049][MLLIB][TEST] Add missing tests for truePositiveRate and weightedTruePositiveRate
## What changes were proposed in this pull request?
Add missing tests for `truePositiveRate` and `weightedTruePositiveRate` in `MulticlassMetricsSuite`

## How was this patch tested?
added testing

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15585 from zhengruifeng/mc_missing_test.
2016-10-24 10:25:24 +01:00
Drew Robb ab3363e9f6 [SPARK-17986][ML] SQLTransformer should remove temporary tables
## What changes were proposed in this pull request?

A call to the method `SQLTransformer.transform` previously would create a temporary table and never delete it. This change adds a call to `dropTempView()` that deletes this temporary table before returning the result so that the table will not remain in spark's table catalog. Because `tableName` is randomized and not exposed, there should be no expected use of this table outside of the `transform` method.

## How was this patch tested?

A single new assertion was added to the existing test of the `SQLTransformer.transform` method that all temporary tables are removed. Without the corresponding code change, this new assertion fails. I am not aware of any circumstances in which removing this temporary view would be bad for performance or correctness in other ways, but some expertise here would be helpful.

Author: Drew Robb <drewrobb@gmail.com>

Closes #15526 from drewrobb/SPARK-17986.
2016-10-22 01:59:36 -07:00
Reynold Xin 3fbf5a58c2 [SPARK-18042][SQL] OutputWriter should expose file path written
## What changes were proposed in this pull request?
This patch adds a new "path" method on OutputWriter that returns the path of the file written by the OutputWriter. This is part of the necessary work to consolidate structured streaming and batch write paths.

The batch write path has a nice feature that each data source can define the extension of the files, and allow Spark to specify the staging directory and the prefix for the files. However, in the streaming path we need to collect the list of files written, and there is no interface right now to do that.

## How was this patch tested?
N/A - there is no behavior change and this should be covered by existing tests.

Author: Reynold Xin <rxin@databricks.com>

Closes #15580 from rxin/SPARK-18042.
2016-10-21 17:27:18 -07:00
Zheng RuiFeng a8ea4da8d0
[SPARK-17331][FOLLOWUP][ML][CORE] Avoid allocating 0-length arrays
## What changes were proposed in this pull request?

`Array[T]()` -> `Array.empty[T]` to avoid allocating 0-length arrays.
Use regex `find . -name '*.scala' | xargs -i bash -c 'egrep "Array\[[A-Za-z]+\]\(\)" -n {} && echo {}'` to find modification candidates.

cc srowen

## How was this patch tested?
existing tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15564 from zhengruifeng/avoid_0_length_array.
2016-10-21 09:49:37 +01:00
Reynold Xin 7f9ec19eae [SPARK-18021][SQL] Refactor file name specification for data sources
## What changes were proposed in this pull request?
Currently each data source OutputWriter is responsible for specifying the entire file name for each file output. This, however, does not make any sense because we rely on file naming schemes for certain behaviors in Spark SQL, e.g. bucket id. The current approach allows individual data sources to break the implementation of bucketing.

On the flip side, we also don't want to move file naming entirely out of data sources, because different data sources do want to specify different extensions.

This patch divides file name specification into two parts: the first part is a prefix specified by the caller of OutputWriter (in WriteOutput), and the second part is the suffix that can be specified by the OutputWriter itself. Note that a side effect of this change is that now all file based data sources also support bucketing automatically.

There are also some other minor cleanups:

- Removed the UUID passed through generic Configuration string
- Some minor rewrites for better clarity
- Renamed "path" in multiple places to "stagingDir", to more accurately reflect its meaning

## How was this patch tested?
This should be covered by existing data source tests.

Author: Reynold Xin <rxin@databricks.com>

Closes #15562 from rxin/SPARK-18021.
2016-10-20 12:18:56 -07:00
sethah de1c1ca5c9 [SPARK-17941][ML][TEST] Logistic regression tests should use sample weights.
## What changes were proposed in this pull request?

The sample weight testing for logistic regressions is not robust. Logistic regression suite already has many test cases comparing results to R glmnet. Since both libraries support sample weights, we should use sample weights in the test to increase coverage for sample weighting. This patch doesn't really add any code and makes the testing more complete.

Also fixed some errors with the R code that was referenced in the test suit. Changed `standardization=T` to `standardize=T` since the former is invalid.

## How was this patch tested?

Existing unit tests are modified. No non-test code is touched.

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

Closes #15488 from sethah/logreg_weight_tests.
2016-10-14 20:21:03 +00:00
Peng c8b612decb
[SPARK-17870][MLLIB][ML] Change statistic to pValue for SelectKBest and SelectPercentile because of DoF difference
## What changes were proposed in this pull request?

For feature selection method ChiSquareSelector, it is based on the ChiSquareTestResult.statistic (ChiSqure value) to select the features. It select the features with the largest ChiSqure value. But the Degree of Freedom (df) of ChiSqure value is different in Statistics.chiSqTest(RDD), and for different df, you cannot base on ChiSqure value to select features.

So we change statistic to pValue for SelectKBest and SelectPercentile

## How was this patch tested?
change existing test

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

Closes #15444 from mpjlu/chisqure-bug.
2016-10-14 12:48:57 +01:00
Zheng RuiFeng a1b136d05c [SPARK-14634][ML] Add BisectingKMeansSummary
## What changes were proposed in this pull request?
Add BisectingKMeansSummary

## How was this patch tested?
unit test

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #12394 from zhengruifeng/biKMSummary.
2016-10-14 04:25:14 -07:00
Yanbo Liang 21cb59f1cd [SPARK-17835][ML][MLLIB] Optimize NaiveBayes mllib wrapper to eliminate extra pass on data
## What changes were proposed in this pull request?
[SPARK-14077](https://issues.apache.org/jira/browse/SPARK-14077) copied the ```NaiveBayes``` implementation from mllib to ml and left mllib as a wrapper. However, there are some difference between mllib and ml to handle labels:
* mllib allow input labels as {-1, +1}, however, ml assumes the input labels in range [0, numClasses).
* mllib ```NaiveBayesModel``` expose ```labels``` but ml did not due to the assumption mention above.

During the copy in [SPARK-14077](https://issues.apache.org/jira/browse/SPARK-14077), we use
```val labels = data.map(_.label).distinct().collect().sorted```
to get the distinct labels firstly, and then encode the labels for training. It involves extra Spark job compared with the original implementation. Since ```NaiveBayes``` only do one pass aggregation during training, adding another one seems less efficient. We can get the labels in a single pass along with ```NaiveBayes``` training and send them to MLlib side.

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15402 from yanboliang/spark-17835.
2016-10-12 19:56:40 -07:00
Sean Owen 8d33e1e5bf
[SPARK-11560][MLLIB] Optimize KMeans implementation / remove 'runs'
## What changes were proposed in this pull request?

This is a revival of https://github.com/apache/spark/pull/14948 and related to https://github.com/apache/spark/pull/14937. This removes the 'runs' parameter, which has already been disabled, from the K-means implementation and further deprecates API methods that involve it.

This also happens to resolve the issue that K-means should not return duplicate centers, meaning that it may return less than k centroids if not enough data is available.

## How was this patch tested?

Existing tests

Author: Sean Owen <sowen@cloudera.com>

Closes #15342 from srowen/SPARK-11560.
2016-10-12 10:00:53 +01:00
Yanbo Liang 23405f324a [SPARK-15153][ML][SPARKR] Fix SparkR spark.naiveBayes error when label is numeric type
## What changes were proposed in this pull request?
Fix SparkR ```spark.naiveBayes``` error when response variable of dataset is numeric type.
See details and how to reproduce this bug at [SPARK-15153](https://issues.apache.org/jira/browse/SPARK-15153).

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

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15431 from yanboliang/spark-15153-2.
2016-10-11 12:41:35 -07:00
Yanbo Liang 19401a203b [SPARK-15957][ML] RFormula supports forcing to index label
## What changes were proposed in this pull request?
```RFormula``` will index label only when it is string type currently. If the label is numeric type and we use ```RFormula``` to present a classification model, there is no label attributes in label column metadata. The label attributes are useful when making prediction for classification, so we can force to index label by ```StringIndexer``` whether it is numeric or string type for classification. Then SparkR wrappers can extract label attributes from label column metadata successfully. This feature can help us to fix bug similar with [SPARK-15153](https://issues.apache.org/jira/browse/SPARK-15153).
For regression, we will still to keep label as numeric type.
In this PR, we add a param ```indexLabel``` to control whether to force to index label for ```RFormula```.

## How was this patch tested?
Unit tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #13675 from yanboliang/spark-15957.
2016-10-10 22:50:59 -07:00
sethah 03c40202f3 [SPARK-14610][ML] Remove superfluous split for continuous features in decision tree training
## What changes were proposed in this pull request?

A nonsensical split is produced from method `findSplitsForContinuousFeature` for decision trees. This PR removes the superfluous split and updates unit tests accordingly. Additionally, an assertion to check that the number of found splits is `> 0` is removed, and instead features with zero possible splits are ignored.

## How was this patch tested?

A unit test was added to check that finding splits for a constant feature produces an empty array.

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

Closes #12374 from sethah/SPARK-14610.
2016-10-10 17:04:11 -07:00
wm624@hotmail.com 471690f90f [MINOR][ML] remove redundant comment in LogisticRegression
## What changes were proposed in this pull request?
While adding R wrapper for LogisticRegression, I found one extra comment. It is minor and I just remove it.

## How was this patch tested?
Unit tests

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

Closes #15391 from wangmiao1981/mlordoc.
2016-10-07 18:00:26 -07:00
Herman van Hovell 97594c29b7 [SPARK-17761][SQL] Remove MutableRow
## What changes were proposed in this pull request?
In practice we cannot guarantee that an `InternalRow` is immutable. This makes the `MutableRow` almost redundant. This PR folds `MutableRow` into `InternalRow`.

The code below illustrates the immutability issue with InternalRow:
```scala
import org.apache.spark.sql.catalyst.InternalRow
import org.apache.spark.sql.catalyst.expressions.GenericMutableRow
val struct = new GenericMutableRow(1)
val row = InternalRow(struct, 1)
println(row)
scala> [[null], 1]
struct.setInt(0, 42)
println(row)
scala> [[42], 1]
```

This might be somewhat controversial, so feedback is appreciated.

## How was this patch tested?
Existing tests.

Author: Herman van Hovell <hvanhovell@databricks.com>

Closes #15333 from hvanhovell/SPARK-17761.
2016-10-07 14:03:45 -07:00
sethah 3713bb1991 [SPARK-17792][ML] L-BFGS solver for linear regression does not accept general numeric label column types
## What changes were proposed in this pull request?

Before, we computed `instances` in LinearRegression in two spots, even though they did the same thing. One of them did not cast the label column to `DoubleType`. This patch consolidates the computation and always casts the label column to `DoubleType`.

## How was this patch tested?

Added a unit test to check all solvers. This test failed before this patch.

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

Closes #15364 from sethah/linreg_numeric_type.
2016-10-06 21:10:17 -07:00
Yanbo Liang 7aeb20be7e [MINOR][ML] Avoid 2D array flatten in NB training.
## What changes were proposed in this pull request?
Avoid 2D array flatten in ```NaiveBayes``` training, since flatten method might be expensive (It will create another array and copy data there).

## How was this patch tested?
Existing tests.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #15359 from yanboliang/nb-theta.
2016-10-05 23:03:09 -07:00
Zheng RuiFeng c17f971839 [SPARK-17744][ML] Parity check between the ml and mllib test suites for NB
## What changes were proposed in this pull request?
1,parity check and add missing test suites for ml's NB
2,remove some unused imports

## How was this patch tested?
 manual tests in spark-shell

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15312 from zhengruifeng/nb_test_parity.
2016-10-04 06:54:48 -07:00
ding 126baa8d32 [SPARK-17559][MLLIB] persist edges if their storage level is non in PeriodicGraphCheckpointer
## What changes were proposed in this pull request?
When use PeriodicGraphCheckpointer to persist graph, sometimes the edges isn't persisted. As currently only when vertices's storage level is none, graph is persisted. However there is a chance vertices's storage level is not none while edges's is none. Eg. graph created by a outerJoinVertices operation, vertices is automatically cached while edges is not. In this way, edges will not be persisted if we use PeriodicGraphCheckpointer do persist. We need separately check edges's storage level and persisted it if it's none.

## How was this patch tested?
 manual tests

Author: ding <ding@localhost.localdomain>

Closes #15124 from dding3/spark-persisitEdge.
2016-10-04 00:00:10 -07:00
Sean Owen b88cb63da3
[SPARK-17704][ML][MLLIB] ChiSqSelector performance improvement.
## What changes were proposed in this pull request?

Partial revert of #15277 to instead sort and store input to model rather than require sorted input

## How was this patch tested?

Existing tests.

Author: Sean Owen <sowen@cloudera.com>

Closes #15299 from srowen/SPARK-17704.2.
2016-10-01 16:10:39 -04:00
Zheng RuiFeng 8e491af529 [SPARK-14077][ML][FOLLOW-UP] Revert change for NB Model's Load to maintain compatibility with the model stored before 2.0
## What changes were proposed in this pull request?
Revert change for NB Model's Load to maintain compatibility with the model stored before 2.0

## How was this patch tested?
local build

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #15313 from zhengruifeng/revert_save_load.
2016-09-30 08:18:48 -07:00
Zheng RuiFeng 1fad559688 [SPARK-14077][ML] Refactor NaiveBayes to support weighted instances
## What changes were proposed in this pull request?
1,support weighted data
2,use dataset/dataframe instead of rdd
3,make mllib as a wrapper to call ml

## How was this patch tested?
local manual tests in spark-shell
unit tests

Author: Zheng RuiFeng <ruifengz@foxmail.com>

Closes #12819 from zhengruifeng/weighted_nb.
2016-09-29 23:55:42 -07:00