Remove unicode characters from MLlib file.
Author: Michael Griffiths <msjgriffiths@gmail.com>
Author: Griffiths, Michael (NYC-RPM) <michael.griffiths@reprisemedia.com>
Closes#4815 from msjgriffiths/SPARK-6063 and squashes the following commits:
bcd7de1 [Griffiths, Michael (NYC-RPM)] Change \u201D quote marks around 'theta' to standard single apostrophe (\x27)
38eb535 [Michael Griffiths] Merge pull request #2 from apache/master
b08e865 [Michael Griffiths] Merge pull request #1 from apache/master
Since the validation error does not change monotonically, in practice, it should be proper to pick the best model when training GradientBoostedTrees with validation instead of stopping it early.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#4763 from viirya/gbt_record_model and squashes the following commits:
452e049 [Liang-Chi Hsieh] Address comment.
ea2fae2 [Liang-Chi Hsieh] Pick the best model when training GradientBoostedTrees with validation.
The model trained by ALS requires partitioning information to do quick lookup of a user/item factor for making recommendation on individual requests. In the new implementation, we didn't set partitioners in the factors returned by ALS, which would cause performance regression.
srowen coderxiang
Author: Xiangrui Meng <meng@databricks.com>
Closes#4748 from mengxr/SPARK-5976 and squashes the following commits:
9373a09 [Xiangrui Meng] add partitioner to factors returned by ALS
260f183 [Xiangrui Meng] add a test for partitioner
One can early stop if the decrease in error rate is lesser than a certain tol or if the error increases if the training data is overfit.
This introduces a new method runWithValidation which takes in a pair of RDD's , one for the training data and the other for the validation.
Author: MechCoder <manojkumarsivaraj334@gmail.com>
Closes#4677 from MechCoder/spark-5436 and squashes the following commits:
1bb21d4 [MechCoder] Combine regression and classification tests into a single one
e4d799b [MechCoder] Addresses indentation and doc comments
b48a70f [MechCoder] COSMIT
b928a19 [MechCoder] Move validation while training section under usage tips
fad9b6e [MechCoder] Made the following changes 1. Add section to documentation 2. Return corresponding to bestValidationError 3. Allow negative tolerance.
55e5c3b [MechCoder] One liner for prevValidateError
3e74372 [MechCoder] TST: Add test for classification
77549a9 [MechCoder] [SPARK-5436] Validate GradientBoostedTrees using runWithValidation
For SPARK-5867:
* The spark.ml programming guide needs to be updated to use the new SQL DataFrame API instead of the old SchemaRDD API.
* It should also include Python examples now.
For SPARK-5892:
* Fix Python docs
* Various other cleanups
BTW, I accidentally merged this with master. If you want to compile it on your own, use this branch which is based on spark/branch-1.3 and cherry-picks the commits from this PR: [https://github.com/jkbradley/spark/tree/doc-review-1.3-check]
CC: mengxr (ML), davies (Python docs)
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#4675 from jkbradley/doc-review-1.3 and squashes the following commits:
f191bb0 [Joseph K. Bradley] small cleanups
e786efa [Joseph K. Bradley] small doc corrections
6b1ab4a [Joseph K. Bradley] fixed python lint test
946affa [Joseph K. Bradley] Added sample data for ml.MovieLensALS example. Changed spark.ml Java examples to use DataFrames API instead of sql()
da81558 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into doc-review-1.3
629dbf5 [Joseph K. Bradley] Updated based on code review: * made new page for old migration guides * small fixes * moved inherit_doc in python
b9df7c4 [Joseph K. Bradley] Small cleanups: toDF to toDF(), adding s for string interpolation
34b067f [Joseph K. Bradley] small doc correction
da16aef [Joseph K. Bradley] Fixed python mllib docs
8cce91c [Joseph K. Bradley] GMM: removed old imports, added some doc
695f3f6 [Joseph K. Bradley] partly done trying to fix inherit_doc for class hierarchies in python docs
a72c018 [Joseph K. Bradley] made ChiSqTestResult appear in python docs
b05a80d [Joseph K. Bradley] organize imports. doc cleanups
e572827 [Joseph K. Bradley] updated programming guide for ml and mllib
In the previous version, PIC stores clustering assignments as an `RDD[(Long, Int)]`. This is mapped to `RDD<Tuple2<Object, Object>>` in Java and hence Java users have to cast types manually. We should either create a new method called `javaAssignments` that returns `JavaRDD[(java.lang.Long, java.lang.Int)]` or wrap the result pair in a class. I chose the latter approach in this PR. Now assignments are stored as an `RDD[Assignment]`, where `Assignment` is a class with `id` and `cluster`.
Similarly, in FPGrowth, the frequent itemsets are stored as an `RDD[(Array[Item], Long)]`, which is mapped to `RDD<Tuple2<Object, Object>>`. Though we provide a "Java-friendly" method `javaFreqItemsets` that returns `JavaRDD[(Array[Item], java.lang.Long)]`. It doesn't really work because `Array[Item]` is mapped to `Object` in Java. So in this PR I created a class `FreqItemset` to wrap the results. It has `items` and `freq`, as well as a `javaItems` method that returns `List<Item>` in Java.
I'm not certain that the names I chose are proper: `Assignment`/`id`/`cluster` and `FreqItemset`/`items`/`freq`. Please let me know if there are better suggestions.
CC: jkbradley
Author: Xiangrui Meng <meng@databricks.com>
Closes#4695 from mengxr/SPARK-5900 and squashes the following commits:
865b5ca [Xiangrui Meng] make Assignment serializable
cffa96e [Xiangrui Meng] fix test
9c0e590 [Xiangrui Meng] remove unused Tuple2
1b9db3d [Xiangrui Meng] make PIC and FPGrowth Java-friendly
Another one from JoshRosen 's wish list. The first commit is much smaller and removes 2 of the 4 Clock classes. The second is much larger, necessary for consolidating the streaming one. I put together implementations in the way that seemed simplest. Almost all the change is standardizing class and method names.
Author: Sean Owen <sowen@cloudera.com>
Closes#4514 from srowen/SPARK-4682 and squashes the following commits:
5ed3a03 [Sean Owen] Javadoc Clock classes; make ManualClock private[spark]
169dd13 [Sean Owen] Add support for legacy org.apache.spark.streaming clock class names
277785a [Sean Owen] Reduce the net change in this patch by reversing some unnecessary syntax changes along the way
b5e53df [Sean Owen] FakeClock -> ManualClock; getTime() -> getTimeMillis()
160863a [Sean Owen] Consolidate Streaming Clock class into common util Clock
7c956b2 [Sean Owen] Consolidate Clocks except for Streaming Clock
For users to implement their own PipelineStages, we need to make PipelineStage.transformSchema be public instead of private to ml. This would be nice to include in Spark 1.3
CC: mengxr
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#4682 from jkbradley/SPARK-5902 and squashes the following commits:
6f02357 [Joseph K. Bradley] Made transformSchema public
0e6d0a0 [Joseph K. Bradley] made implementations of transformSchema protected as well
fdaf26a [Joseph K. Bradley] Made PipelineStage.transformSchema protected instead of private[ml]
Updated PIC user guide to reflect API changes and added a simple Java example. The API is still not very Java-friendly. I created SPARK-5990 for this issue.
Author: Xiangrui Meng <meng@databricks.com>
Closes#4680 from mengxr/SPARK-5897 and squashes the following commits:
847d216 [Xiangrui Meng] apache header
87719a2 [Xiangrui Meng] remove PIC image
2dd921f [Xiangrui Meng] update PIC user guide and add a Java example
Although we've migrated to the DataFrame API, lots of code still uses `rdd` or `srdd` as local variable names. This PR tries to address these naming inconsistencies and some other minor DataFrame related style issues.
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Author: Cheng Lian <lian@databricks.com>
Closes#4670 from liancheng/df-cleanup and squashes the following commits:
3e14448 [Cheng Lian] Cleans up DataFrame variable names and toDF() calls
For unordered features, it is sufficient to use splits since the threshold of the split corresponds the threshold of the HighSplit of the bin and there is no use of the LowSplit.
Author: MechCoder <manojkumarsivaraj334@gmail.com>
Closes#4231 from MechCoder/spark-3381 and squashes the following commits:
58c19a5 [MechCoder] COSMIT
c274b74 [MechCoder] Remove unordered feature calculation in labeledPointToTreePoint
b2b9b89 [MechCoder] COSMIT
d3ee042 [MechCoder] [SPARK-3381] [MLlib] Eliminate bins for unordered features
`numFeatures` is only used by multinomial logistic regression. Calling `.first()` for every GLM causes performance regression, especially in Python.
Author: Xiangrui Meng <meng@databricks.com>
Closes#4647 from mengxr/SPARK-5858 and squashes the following commits:
036dc7f [Xiangrui Meng] remove unnecessary first() call
12c5548 [Xiangrui Meng] check numFeatures only once
If we need to transform the input data, we should cache the output to avoid re-computing feature vectors every iteration. dbtsai
Author: Xiangrui Meng <meng@databricks.com>
Closes#4593 from mengxr/SPARK-5802 and squashes the following commits:
ae3be84 [Xiangrui Meng] cache transformed data in glm
On a big dataset explicitly unpersist train and validation folds allows to load more data into memory in the next loop iteration. On my environment (single node 8Gb worker RAM, 2 GB dataset file, 3 folds for cross validation), saved more than 5 minutes.
Author: Peter Rudenko <petro.rudenko@gmail.com>
Closes#4595 from petro-rudenko/patch-2 and squashes the following commits:
66a7cfb [Peter Rudenko] Move validationDataset cache to declaration
c5f3265 [Peter Rudenko] [Ml] SPARK-5804 Explicitly manage cache in Crossvalidator k-fold loop
If it's a last estimator in Pipeline there's no need to transform data, since there's no next stage that would consume this data.
Author: Peter Rudenko <petro.rudenko@gmail.com>
Closes#4590 from petro-rudenko/patch-1 and squashes the following commits:
d13ec33 [Peter Rudenko] [Ml] SPARK-5796 Don't transform data on a last estimator in Pipeline
This PR adds three groups to the ScalaDoc: `param`, `setParam`, and `getParam`. Params will show up in the generated Scala API doc as the top group. Setters/getters will be at the bottom.
Preview:
Author: Xiangrui Meng <meng@databricks.com>
Closes#4600 from mengxr/SPARK-5730 and squashes the following commits:
febed9a [Xiangrui Meng] add doc groups to spark.ml components
because ArrayBuffer is not specialized.
Author: Xiangrui Meng <meng@databricks.com>
Closes#4594 from mengxr/SPARK-5803 and squashes the following commits:
1261bd5 [Xiangrui Meng] merge master
a4ea872 [Xiangrui Meng] use ArrayBuilder to build primitive arrays
This PR detaches MLlib model import/export code from SQL's JSON support, and hence unblocks #4544 . yhuai
Author: Xiangrui Meng <meng@databricks.com>
Closes#4555 from mengxr/SPARK-5757 and squashes the following commits:
b0415e8 [Xiangrui Meng] replace SQL JSON usage by json4s
The `initialState` of LDA performs several RDD operations that looks redundant. This pr tries to simplify these operations.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#4501 from viirya/sim_lda and squashes the following commits:
4870fe4 [Liang-Chi Hsieh] For comments.
9af1487 [Liang-Chi Hsieh] Refactor initial step of LDA to remove redundant operations.
Do not recursively strip out projects. Only strip the first level project.
```scala
df("colA") + df("colB").as("colC")
```
Previously, the above would construct an invalid plan.
Author: Reynold Xin <rxin@databricks.com>
Closes#4519 from rxin/computability and squashes the following commits:
87ff763 [Reynold Xin] Code review feedback.
015c4fc [Reynold Xin] [SQL][DataFrame] Fix column computability.
Deprecate inferSchema() and applySchema(), use createDataFrame() instead, which could take an optional `schema` to create an DataFrame from an RDD. The `schema` could be StructType or list of names of columns.
Author: Davies Liu <davies@databricks.com>
Closes#4498 from davies/create and squashes the following commits:
08469c1 [Davies Liu] remove Scala/Java API for now
c80a7a9 [Davies Liu] fix hive test
d1bd8f2 [Davies Liu] cleanup applySchema
9526e97 [Davies Liu] createDataFrame from RDD with columns
Following discussion in the Jira.
Author: MechCoder <manojkumarsivaraj334@gmail.com>
Closes#4459 from MechCoder/sparse_gmm and squashes the following commits:
1b18dab [MechCoder] Rewrite syr for sparse matrices
e579041 [MechCoder] Add test for covariance matrix
5cb370b [MechCoder] Separate tests for sparse data
5e096bd [MechCoder] Alphabetize and correct error message
e180f4c [MechCoder] [SPARK-5021] Gaussian Mixture now supports Sparse Input
This is based on #4444 from jkbradley with the following changes:
1. Node schema updated to
~~~
treeId: int
nodeId: Int
predict/
|- predict: Double
|- prob: Double
impurity: Double
isLeaf: Boolean
split/
|- feature: Int
|- threshold: Double
|- featureType: Int
|- categories: Array[Double]
leftNodeId: Integer
rightNodeId: Integer
infoGain: Double
~~~
2. Some refactor of the implementation.
Closes#4444.
Author: Joseph K. Bradley <joseph@databricks.com>
Author: Xiangrui Meng <meng@databricks.com>
Closes#4493 from mengxr/SPARK-5597 and squashes the following commits:
75e3bb6 [Xiangrui Meng] fix style
2b0033d [Xiangrui Meng] update tree export schema and refactor the implementation
45873a2 [Joseph K. Bradley] org imports
1d4c264 [Joseph K. Bradley] Added save/load for tree ensembles
dcdbf85 [Joseph K. Bradley] added save/load for decision tree but need to generalize it to ensembles
Fix ARPACK error code mapping, at least. It's not yet clear whether the error is what we expect from ARPACK. If it isn't, not sure if that's to be treated as an MLlib or Breeze issue.
Author: Sean Owen <sowen@cloudera.com>
Closes#4485 from srowen/SPARK-4900 and squashes the following commits:
7355aa1 [Sean Owen] Fix ARPACK error code mapping
Author: Sandy Ryza <sandy@cloudera.com>
Closes#1093 from sryza/sandy-spark-2149 and squashes the following commits:
5f06b33 [Sandy Ryza] More review comments
0f73060 [Sandy Ryza] Respond to Sean's review comments
0dfa005 [Sandy Ryza] SPARK-2149. Univariate kernel density estimation
Check that size of dense matrix array is not beyond Int.MaxValue in Matrices.* methods. jkbradley this should be an easy one. Review and/or merge as you see fit.
Author: Sean Owen <sowen@cloudera.com>
Closes#4461 from srowen/SPARK-4405 and squashes the following commits:
c67574e [Sean Owen] Check that size of dense matrix array is not beyond Int.MaxValue in Matrices.* methods
This is #4447 with `override`.
Closes#4447
Author: Joseph K. Bradley <joseph@databricks.com>
Author: Xiangrui Meng <meng@databricks.com>
Closes#4462 from mengxr/SPARK-5660 and squashes the following commits:
f82c8d6 [Xiangrui Meng] add override to matrix.apply
91cedde [Joseph K. Bradley] made matrix apply public
following #4233. jkbradley
Author: Xiangrui Meng <meng@databricks.com>
Closes#4422 from mengxr/SPARK-5598 and squashes the following commits:
a059394 [Xiangrui Meng] SaveLoad not extending Loader
14b7ea6 [Xiangrui Meng] address comments
f487cb2 [Xiangrui Meng] add unit tests
62fc43c [Xiangrui Meng] implement save/load for MFM
...ceed max int.
Large values of k and/or n in EigenValueDecomposition.symmetricEigs will result in array initialization to a value larger than Integer.MAX_VALUE in the following: var v = new Array[Double](n * ncv)
Author: mbittmann <mbittmann@gmail.com>
Author: bittmannm <mark.bittmann@agilex.com>
Closes#4433 from mbittmann/master and squashes the following commits:
ee56e05 [mbittmann] [SPARK-5656] Combine checks into simple message
e49cbbb [mbittmann] [SPARK-5656] Simply error message
860836b [mbittmann] Array size check updates based on code review
a604816 [bittmannm] [SPARK-5656] Fail gracefully for large values of k and/or n that will exceed max int.
Overload `trainOn`, `predictOn`, and `predictOnValues`.
CC freeman-lab
Author: Xiangrui Meng <meng@databricks.com>
Closes#4432 from mengxr/streaming-java and squashes the following commits:
6a79b85 [Xiangrui Meng] add java test for streaming logistic regression
2d7b357 [Xiangrui Meng] organize imports
1f662b3 [Xiangrui Meng] make streaming linear algorithms Java-friendly
`LogisticRegressionModel`'s `predictPoint` should directly use broadcasted weights. This pr also fixes the compilation errors of two unit test suite: `JavaLogisticRegressionSuite ` and `JavaLinearRegressionSuite`.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#4429 from viirya/use_bcvalue and squashes the following commits:
5a797e5 [Liang-Chi Hsieh] Use broadcasted weights. Fix compilation error.
This is part (1a) of the updates from the design doc in [https://docs.google.com/document/d/1BH9el33kBX8JiDdgUJXdLW14CA2qhTCWIG46eXZVoJs]
**UPDATE**: Most of the APIs are being kept private[spark] to allow further discussion. Here is a list of changes which are public:
* new output columns: rawPrediction, probabilities
* The “score” column is now called “rawPrediction”
* Classifiers now provide numClasses
* Params.get and .set are now protected instead of private[ml].
* ParamMap now has a size method.
* new classes: LinearRegression, LinearRegressionModel
* LogisticRegression now has an intercept.
### Sketch of APIs (most of which are private[spark] for now)
Abstract classes for learning algorithms (+ corresponding Model abstractions):
* Classifier (+ ClassificationModel)
* ProbabilisticClassifier (+ ProbabilisticClassificationModel)
* Regressor (+ RegressionModel)
* Predictor (+ PredictionModel)
* *For all of these*:
* There is no strongly typed training-time API.
* There is a strongly typed test-time (prediction) API which helps developers implement new algorithms.
Concrete classes: learning algorithms
* LinearRegression
* LogisticRegression (updated to use new abstract classes)
* Also, removed "score" in favor of "probability" output column. Changed BinaryClassificationEvaluator to match. (SPARK-5031)
Other updates:
* params.scala: Changed Params.set/get to be protected instead of private[ml]
* This was needed for the example of defining a class from outside of the MLlib namespace.
* VectorUDT: Will later change from private[spark] to public.
* This is needed for outside users to write their own validateAndTransformSchema() methods using vectors.
* Also, added equals() method.f
* SPARK-4942 : ML Transformers should allow output cols to be turned on,off
* Update validateAndTransformSchema
* Update transform
* (Updated examples, test suites according to other changes)
New examples:
* DeveloperApiExample.scala (example of defining algorithm from outside of the MLlib namespace)
* Added Java version too
Test Suites:
* LinearRegressionSuite
* LogisticRegressionSuite
* + Java versions of above suites
CC: mengxr etrain shivaram
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#3637 from jkbradley/ml-api-part1 and squashes the following commits:
405bfb8 [Joseph K. Bradley] Last edits based on code review. Small cleanups
fec348a [Joseph K. Bradley] Added JavaDeveloperApiExample.java and fixed other issues: Made developer API private[spark] for now. Added constructors Java can understand to specialized Param types.
8316d5e [Joseph K. Bradley] fixes after rebasing on master
fc62406 [Joseph K. Bradley] fixed test suites after last commit
bcb9549 [Joseph K. Bradley] Fixed issues after rebasing from master (after move from SchemaRDD to DataFrame)
9872424 [Joseph K. Bradley] fixed JavaLinearRegressionSuite.java Java sql api
f542997 [Joseph K. Bradley] Added MIMA excludes for VectorUDT (now public), and added DeveloperApi annotation to it
216d199 [Joseph K. Bradley] fixed after sql datatypes PR got merged
f549e34 [Joseph K. Bradley] Updates based on code review. Major ones are: * Created weakly typed Predictor.train() method which is called by fit() so that developers do not have to call schema validation or copy parameters. * Made Predictor.featuresDataType have a default value of VectorUDT. * NOTE: This could be dangerous since the FeaturesType type parameter cannot have a default value.
343e7bd [Joseph K. Bradley] added blanket mima exclude for ml package
82f340b [Joseph K. Bradley] Fixed bug in LogisticRegression (introduced in this PR). Fixed Java suites
0a16da9 [Joseph K. Bradley] Fixed Linear/Logistic RegressionSuites
c3c8da5 [Joseph K. Bradley] small cleanup
934f97b [Joseph K. Bradley] Fixed bugs from previous commit.
1c61723 [Joseph K. Bradley] * Made ProbabilisticClassificationModel into a subclass of ClassificationModel. Also introduced ProbabilisticClassifier. * This was to support output column “probabilityCol” in transform().
4e2f711 [Joseph K. Bradley] rat fix
bc654e1 [Joseph K. Bradley] Added spark.ml LinearRegressionSuite
8d13233 [Joseph K. Bradley] Added methods: * Classifier: batch predictRaw() * Predictor: train() without paramMap ProbabilisticClassificationModel.predictProbabilities() * Java versions of all above batch methods + others
1680905 [Joseph K. Bradley] Added JavaLabeledPointSuite.java for spark.ml, and added constructor to LabeledPoint which defaults weight to 1.0
adbe50a [Joseph K. Bradley] * fixed LinearRegression train() to use embedded paramMap * added Predictor.predict(RDD[Vector]) method * updated Linear/LogisticRegressionSuites
58802e3 [Joseph K. Bradley] added train() to Predictor subclasses which does not take a ParamMap.
57d54ab [Joseph K. Bradley] * Changed semantics of Predictor.train() to merge the given paramMap with the embedded paramMap. * remove threshold_internal from logreg * Added Predictor.copy() * Extended LogisticRegressionSuite
e433872 [Joseph K. Bradley] Updated docs. Added LabeledPointSuite to spark.ml
54b7b31 [Joseph K. Bradley] Fixed issue with logreg threshold being set correctly
0617d61 [Joseph K. Bradley] Fixed bug from last commit (sorting paramMap by parameter names in toString). Fixed bug in persisting logreg data. Added threshold_internal to logreg for faster test-time prediction (avoiding map lookup).
601e792 [Joseph K. Bradley] Modified ParamMap to sort parameters in toString. Cleaned up classes in class hierarchy, before implementing tests and examples.
d705e87 [Joseph K. Bradley] Added LinearRegression and Regressor back from ml-api branch
52f4fde [Joseph K. Bradley] removing everything except for simple class hierarchy for classification
d35bb5d [Joseph K. Bradley] fixed compilation issues, but have not added tests yet
bfade12 [Joseph K. Bradley] Added lots of classes for new ML API:
This is the second part of SPARK-5604, which removes checkpointDir from tree strategies. Note that this is a break change. I will mention it in the migration guide.
Author: Xiangrui Meng <meng@databricks.com>
Closes#4407 from mengxr/SPARK-5604-1 and squashes the following commits:
13a276d [Xiangrui Meng] remove checkpointDir from trees
`checkpointDir` is a Spark global configuration. Users should set it outside LDA. This PR also hides some methods under `private[clustering] object LDA`, so they don't show up in the generated Java doc (SPARK-5610).
jkbradley
Author: Xiangrui Meng <meng@databricks.com>
Closes#4390 from mengxr/SPARK-5604 and squashes the following commits:
a34bb39 [Xiangrui Meng] remove checkpointDir from LDA
Because `deleteAllCheckpoints` has IOException potential.
fix issue.
Author: x1- <viva008@gmail.com>
Closes#4347 from x1-/SPARK-5460 and squashes the following commits:
7a3d8de [x1-] change `Try()` to `try catch { case ... }` ar RandomForest.
3a52745 [x1-] modified typo. 'faild' -> 'failed' and remove disused '-'.
1572576 [x1-] Wrapped `Try` around `deleteAllCheckpoints` - RandomForest.
There are no break changes (against 1.2) in this PR. I hide the PythonMLLibAPI, which is only called by Py4J, and renamed `SparseMatrix.diag` to `SparseMatrix.spdiag`. All other changes are documentation and annotations. The `Experimental` tag is removed from `ALS.setAlpha` and `Rating`. One issue not addressed in this PR is the `setCheckpointDir` in `LDA` (https://issues.apache.org/jira/browse/SPARK-5604).
CC: srowen jkbradley
Author: Xiangrui Meng <meng@databricks.com>
Closes#4377 from mengxr/SPARK-5599 and squashes the following commits:
17975dc [Xiangrui Meng] fix tests
4487f20 [Xiangrui Meng] remove experimental tag from each stat method because Statistics is experimental already
3cd969a [Xiangrui Meng] remove freeman (sorry~) from StreamLA public doc
55900f5 [Xiangrui Meng] make IR experimental and update its doc
9b8eed3 [Xiangrui Meng] graduate Rating and setAlpha in ALS
b854d28 [Xiangrui Meng] correct iid doc in RandomRDDs
27f5bdd [Xiangrui Meng] update linalg docs and some new method signatures
371721b [Xiangrui Meng] mark fpg as experimental and update its doc
8aca7ee [Xiangrui Meng] change SLR to experimental and update the doc
ebbb2e9 [Xiangrui Meng] mark PIC experimental and update the doc
7830d3b [Xiangrui Meng] mark GMM experimental
a378496 [Xiangrui Meng] use the correct subscript syntax in PIC
c65c424 [Xiangrui Meng] update LDAModel doc
a213b0c [Xiangrui Meng] update GMM constructor
3993054 [Xiangrui Meng] hide algorithm in SLR
ad6b9ce [Xiangrui Meng] Revert "make ClassificatinModel.predict(JavaRDD) return JavaDoubleRDD"
0054684 [Xiangrui Meng] add doc to LRModel's constructor
a89763b [Xiangrui Meng] make ClassificatinModel.predict(JavaRDD) return JavaDoubleRDD
7c0946c [Xiangrui Meng] hide PythonMLLibAPI
This is a PR for Parquet-based model import/export. Please see the design doc on [the JIRA](https://issues.apache.org/jira/browse/SPARK-4587).
Note: This includes only a subset of regression and classification models:
* NaiveBayes, SVM, LogisticRegression
* LinearRegression, RidgeRegression, Lasso
Follow-up PRs will cover other models.
Sketch of current contents:
* New traits: Saveable, Loader
* Implementations for some algorithms
* Also: Added LogisticRegressionModel.getThreshold method (so that unit test could check the threshold)
CC: mengxr selvinsource
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#4233 from jkbradley/ml-import-export and squashes the following commits:
87c4eb8 [Joseph K. Bradley] small cleanups
12d9059 [Joseph K. Bradley] Many cleanups after code review. Major changes: Storing numFeatures, numClasses in model metadata. Improvements to unit tests
b4ee064 [Joseph K. Bradley] Reorganized save/load for regression and classification. Renamed concepts to Saveable, Loader
a34aef5 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into ml-import-export
ee99228 [Joseph K. Bradley] scala style fix
79675d5 [Joseph K. Bradley] cleanups in LogisticRegression after rebasing after multinomial PR
d1e5882 [Joseph K. Bradley] organized imports
2935963 [Joseph K. Bradley] Added save/load and tests for most classification and regression models
c495dba [Joseph K. Bradley] made version for model import/export local to each model
1496852 [Joseph K. Bradley] Added save/load for NaiveBayes
8d46386 [Joseph K. Bradley] Added save/load to NaiveBayes
1577d70 [Joseph K. Bradley] fixed issues after rebasing on master (DataFrame patch)
64914a3 [Joseph K. Bradley] added getThreshold to SVMModel
b1fc5ec [Joseph K. Bradley] small cleanups
418ba1b [Joseph K. Bradley] Added save, load to mllib.classification.LogisticRegressionModel, plus test suite
If `seed` is `None` on the python side, it will pass in as a `null`. So we should use `java.lang.Long` instead of `Long` to take it.
Author: Xiangrui Meng <meng@databricks.com>
Closes#4349 from mengxr/gmm-fix and squashes the following commits:
3be5926 [Xiangrui Meng] fix seed handling in Python GMM
Make FPGrowth.run API take generic item types:
`def run[Item: ClassTag, Basket <: Iterable[Item]](data: RDD[Basket]): FPGrowthModel[Item]`
so that user can invoke it by run[String, Seq[String]], run[Int, Seq[Int]], run[Int, List[Int]], etc.
Scala part is done, while java part is still in progress
Author: Jacky Li <jacky.likun@huawei.com>
Author: Jacky Li <jackylk@users.noreply.github.com>
Author: Xiangrui Meng <meng@databricks.com>
Closes#4340 from jackylk/SPARK-5520-WIP and squashes the following commits:
f5acf84 [Jacky Li] Merge pull request #2 from mengxr/SPARK-5520
63073d0 [Xiangrui Meng] update to make generic FPGrowth Java-friendly
737d8bb [Jacky Li] fix scalastyle
793f85c [Jacky Li] add Java test case
7783351 [Jacky Li] add generic support in FPGrowth
Author: Xiangrui Meng <meng@databricks.com>
Closes#4329 from mengxr/streaming-lr and squashes the following commits:
78731e1 [Xiangrui Meng] update streaming linear algorithms
**This PR introduces an API + simple implementation for Latent Dirichlet Allocation (LDA).**
The [design doc for this PR](https://docs.google.com/document/d/1kSsDqTeZMEB94Bs4GTd0mvdAmduvZSSkpoSfn-seAzo) has been updated since I initially posted it. In particular, see the API and Planning for the Future sections.
* Settle on a public API which may eventually include:
* more inference algorithms
* more options / functionality
* Have an initial easy-to-understand implementation which others may improve.
* This is NOT intended to support every topic model out there. However, if there are suggestions for making this extensible or pluggable in the future, that could be nice, as long as it does not complicate the API or implementation too much.
* This may not be very scalable currently. It will be important to check and improve accuracy. For correctness of the implementation, please check against the Asuncion et al. (2009) paper in the design doc.
**Dependency: This makes MLlib depend on GraphX.**
Files and classes:
* LDA.scala (441 lines):
* class LDA (main estimator class)
* LDA.Document (text + document ID)
* LDAModel.scala (266 lines)
* abstract class LDAModel
* class LocalLDAModel
* class DistributedLDAModel
* LDAExample.scala (245 lines): script to run LDA + a simple (private) Tokenizer
* LDASuite.scala (144 lines)
Data/model representation and algorithm:
* Data/model: Uses GraphX, with term vertices + document vertices
* Algorithm: EM, following [Asuncion, Welling, Smyth, and Teh. "On Smoothing and Inference for Topic Models." UAI, 2009.](http://arxiv-web3.library.cornell.edu/abs/1205.2662v1)
* For more details, please see the description in the “DEVELOPERS NOTE” in LDA.scala
Please refer to the JIRA for more discussion + the [design doc for this PR](https://docs.google.com/document/d/1kSsDqTeZMEB94Bs4GTd0mvdAmduvZSSkpoSfn-seAzo)
Here, I list the main changes AFTER the design doc was posted.
Design decisions:
* logLikelihood() computes the log likelihood of the data and the current point estimate of parameters. This is different from the likelihood of the data given the hyperparameters, which would be harder to compute. I’d describe the current approach as more frequentist, whereas the harder approach would be more Bayesian.
* The current API takes Documents as token count vectors. I believe there should be an extended API taking RDD[String] or RDD[Array[String]] in a future PR. I have sketched this out in the design doc (as well as handier versions of getTopics returning Strings).
* Hyperparameters should be set differently for different inference/learning algorithms. See Asuncion et al. (2009) in the design doc for a good demonstration. I encourage good behavior via defaults and warning messages.
Items planned for future PRs:
* perplexity
* API taking Strings
* Should LDA be called LatentDirichletAllocation (and LDAModel be LatentDirichletAllocationModel)?
* Pro: We may someday want LinearDiscriminantAnalysis.
* Con: Very long names
* Should LDA reside in clustering? Or do we want a sub-package?
* mllib.topicmodel
* mllib.clustering.topicmodel
* Does the API seem reasonable and extensible?
* Unit tests:
* Should there be a test which checks a clustering results? E.g., train on a small, fake dataset with 2 very distinct topics/clusters, and ensure LDA finds those 2 topics/clusters. Does that sound useful or too flaky?
This has not been tested much for scaling. I have run it on a laptop for 200 iterations on a 5MB dataset with 1000 terms and 5 topics. Running it for 500 iterations made it fail because of GC problems. I'm running larger scale tests & will put results here, but future PRs may need to improve the scaling.
* dlwh for the initial implementation
* + jegonzal for some code in the initial implementation
* The many contributors towards topic model implementations in Spark which were referenced as a basis for this PR: akopich witgo yinxusen dlwh EntilZha jegonzal IlyaKozlov
* Note: The plan is to include this full list in the authors if this PR gets merged. Please notify me if you prefer otherwise.
CC: mengxr
Authors:
Joseph K. Bradley <joseph@databricks.com>
Joseph Gonzalez <joseph.e.gonzalez@gmail.com>
David Hall <david.lw.hall@gmail.com>
Guoqiang Li <witgo@qq.com>
Xiangrui Meng <meng@databricks.com>
Pedro Rodriguez <pedro@snowgeek.org>
Avanesov Valeriy <acopich@gmail.com>
Xusen Yin <yinxusen@gmail.com>
Closes#2388Closes#4047 from jkbradley/davidhall-lda and squashes the following commits:
77e8814 [Joseph K. Bradley] small doc fix
5c74345 [Joseph K. Bradley] cleaned up doc based on code review
589728b [Joseph K. Bradley] Updates per code review. Main change was in LDAExample for faster vocab computation. Also updated PeriodicGraphCheckpointerSuite.scala to clean up checkpoint files at end
e3980d2 [Joseph K. Bradley] cleaned up PeriodicGraphCheckpointerSuite.scala
74487e5 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into davidhall-lda
4ae2a7d [Joseph K. Bradley] removed duplicate graphx dependency in mllib/pom.xml
e391474 [Joseph K. Bradley] Removed LDATiming. Added PeriodicGraphCheckpointerSuite.scala. Small LDA cleanups.
e8d8acf [Joseph K. Bradley] Added catch for BreakIterator exception. Improved preprocessing to reduce passes over data
1a231b4 [Joseph K. Bradley] fixed scalastyle
91aadfe [Joseph K. Bradley] Added Java-friendly run method to LDA. Added Java test suite for LDA. Changed LDAModel.describeTopics to return Java-friendly type
b75472d [Joseph K. Bradley] merged improvements from LDATiming into LDAExample. Will remove LDATiming after done testing
993ca56 [Joseph K. Bradley] * Removed Document type in favor of (Long, Vector) * Changed doc ID restriction to be: id must be nonnegative and unique in the doc (instead of 0,1,2,...) * Add checks for valid ranges of eta, alpha * Rename “LearningState” to “EMOptimizer” * Renamed params: termSmoothing -> topicConcentration, topicSmoothing -> docConcentration * Also added aliases alpha, beta
cb5a319 [Joseph K. Bradley] Added checkpointing to LDA * new class PeriodicGraphCheckpointer * params checkpointDir, checkpointInterval to LDA
43c1c40 [Joseph K. Bradley] small cleanup
0b90393 [Joseph K. Bradley] renamed LDA LearningState.collectTopicTotals to globalTopicTotals
77a2c85 [Joseph K. Bradley] Moved auto term,topic smoothing computation to get*Smoothing methods. Changed word to term in some places. Updated LDAExample to use default smoothing amounts.
fb1e7b5 [Xiangrui Meng] minor
08d59a3 [Xiangrui Meng] reset spacing
9fe0b95 [Xiangrui Meng] optimize aggregateMessages
cec0a9c [Xiangrui Meng] * -> *=
6cb11b0 [Xiangrui Meng] optimize computePTopic
9eb3d02 [Xiangrui Meng] + -> +=
892530c [Xiangrui Meng] use axpy
45cc7f2 [Xiangrui Meng] mapPart -> flatMap
ce53be9 [Joseph K. Bradley] fixed example name
75749e7 [Joseph K. Bradley] scala style fix
9f2a492 [Joseph K. Bradley] Unit tests and fixes for LDA, now ready for PR
377ebd9 [Joseph K. Bradley] separated LDA models into own file. more cleanups before PR
2d40006 [Joseph K. Bradley] cleanups before PR
2891e89 [Joseph K. Bradley] Prepped LDA main class for PR, but some cleanups remain
0cb7187 [Joseph K. Bradley] Added 3 files from dlwh LDA implementation
The only issue is that `analyzeBlock` is removed, which was marked as a developer API. I didn't change other tests in the ALSSuite under `spark.mllib` to ensure that the implementation is correct.
CC: srowen coderxiang
Author: Xiangrui Meng <meng@databricks.com>
Closes#4321 from mengxr/SPARK-5536 and squashes the following commits:
5a3cee8 [Xiangrui Meng] update python tests that are too strict
e840acf [Xiangrui Meng] ignore scala style check for ALS.train
e9a721c [Xiangrui Meng] update mima excludes
9ee6a36 [Xiangrui Meng] merge master
9a8aeac [Xiangrui Meng] update tests
d8c3271 [Xiangrui Meng] remove analyzeBlocks
d68eee7 [Xiangrui Meng] add checkpoint to new ALS
22a56f8 [Xiangrui Meng] wrap old ALS
c387dff [Xiangrui Meng] support random seed
3bdf24b [Xiangrui Meng] make storage level configurable in the new ALS
This adds support for streaming logistic regression with stochastic gradient descent, in the same manner as the existing implementation of streaming linear regression. It is a relatively simple addition because most of the work is already done by the abstract class `StreamingLinearAlgorithm` and existing algorithms and models from MLlib.
The PR includes
- Streaming Logistic Regression algorithm
- Unit tests for accuracy, streaming convergence, and streaming prediction
- An example use
cc mengxr tdas
Author: freeman <the.freeman.lab@gmail.com>
Closes#4306 from freeman-lab/streaming-logisitic-regression and squashes the following commits:
5c2c70b [freeman] Use Option on model
5cca2bc [freeman] Merge remote-tracking branch 'upstream/master' into streaming-logisitic-regression
275f8bd [freeman] Make private to mllib
3926e4e [freeman] Line formatting
5ee8694 [freeman] Experimental tag for docs
2fc68ac [freeman] Fix example formatting
85320b1 [freeman] Fixed line length
d88f717 [freeman] Remove stray comment
59d7ecb [freeman] Add streaming logistic regression
e78fe28 [freeman] Add streaming logistic regression example
321cc66 [freeman] Set private and protected within mllib
As suggested by the paper of Power Iteration Clustering, it is useful to set the initial vector v0 as the degree vector d. This pr tries to add a running method for that.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#4301 from viirya/pic_degreevector and squashes the following commits:
7db28fb [Liang-Chi Hsieh] Refactor it to address comments.
19cf94e [Liang-Chi Hsieh] Add an option to select initialization method.
ec88567 [Liang-Chi Hsieh] Run the PIC algorithm with degree vector d as suggected by the PIC paper.
This method survived the code review and it has been there since v1.1.0. It exposes jblas types. Let's remove it from the public API. I think no one calls it directly.
Author: Xiangrui Meng <meng@databricks.com>
Closes#4318 from mengxr/SPARK-5540 and squashes the following commits:
586ade6 [Xiangrui Meng] hide ALS.solveLeastSquares
#1379 is automatically closed by asfgit, and github can not reopen it once it's closed, so this will be the new PR.
Binary Logistic Regression can be extended to Multinomial Logistic Regression by running K-1 independent Binary Logistic Regression models. The following formula is implemented.
http://www.slideshare.net/dbtsai/2014-0620-mlor-36132297/25
Author: DB Tsai <dbtsai@alpinenow.com>
Closes#3833 from dbtsai/mlor and squashes the following commits:
4e2f354 [DB Tsai] triger jenkins
697b7c9 [DB Tsai] address some feedback
4ce4d33 [DB Tsai] refactoring
ff843b3 [DB Tsai] rebase
f114135 [DB Tsai] refactoring
4348426 [DB Tsai] Addressed feedback from Sean Owen
a252197 [DB Tsai] first commit
This PR ports the NNLS solver to the new ALS implementation.
CC: coderxiang
Author: Xiangrui Meng <meng@databricks.com>
Closes#4302 from mengxr/SPARK-5513 and squashes the following commits:
4cbdab0 [Xiangrui Meng] fix serialization
88de634 [Xiangrui Meng] add NNLS to ml's ALS
The following is implemented:
1) generic traits for feature selection and filtering
2) trait for feature selection of LabeledPoint with discrete data
3) traits for calculation of contingency table and chi squared
4) class for chi-squared feature selection
5) tests for the above
Needs some optimization in matrix operations.
This request is a try to implement feature selection for MLLIB, the previous work by the issue author izendejas was not finished (https://issues.apache.org/jira/browse/SPARK-1473). This request is also related to data discretization issues: https://issues.apache.org/jira/browse/SPARK-1303 and https://issues.apache.org/jira/browse/SPARK-1216 that weren't merged.
Author: Alexander Ulanov <nashb@yandex.ru>
Closes#1484 from avulanov/featureselection and squashes the following commits:
755d358 [Alexander Ulanov] Addressing reviewers comments @mengxr
a6ad82a [Alexander Ulanov] Addressing reviewers comments @mengxr
714b878 [Alexander Ulanov] Addressing reviewers comments @mengxr
010acff [Alexander Ulanov] Rebase
427ca4e [Alexander Ulanov] Addressing reviewers comments: implement VectorTransformer interface, use Statistics.chiSqTest
f9b070a [Alexander Ulanov] Adding Apache header in tests...
80363ca [Alexander Ulanov] Tests, comments, apache headers and scala style
150a3e0 [Alexander Ulanov] Scala style fix
f356365 [Alexander Ulanov] Chi Squared by contingency table. Refactoring
2bacdc7 [Alexander Ulanov] Combinations and chi-squared values test
66e0333 [Alexander Ulanov] Feature selector, fix of lazyness
aab9b73 [Alexander Ulanov] Feature selection redesign with vigdorchik
e24eee4 [Alexander Ulanov] Traits for FeatureSelection, CombinationsCalculator and FeatureFilter
ca49e80 [Alexander Ulanov] Feature selection filter
2ade254 [Alexander Ulanov] Code style
0bd8434 [Alexander Ulanov] Chi Squared feature selection: initial version
Apriori is the classic algorithm for frequent item set mining in a transactional data set. It will be useful if Apriori algorithm is added to MLLib in Spark. This PR add an implementation for it.
There is a point I am not sure wether it is most efficient. In order to filter out the eligible frequent item set, currently I am using a cartesian operation on two RDDs to calculate the degree of support of each item set, not sure wether it is better to use broadcast variable to achieve the same.
I will add an example to use this algorithm if requires
Author: Jacky Li <jacky.likun@huawei.com>
Author: Jacky Li <jackylk@users.noreply.github.com>
Author: Xiangrui Meng <meng@databricks.com>
Closes#2847 from jackylk/apriori and squashes the following commits:
bee3093 [Jacky Li] Merge pull request #1 from mengxr/SPARK-4001
7e69725 [Xiangrui Meng] simplify FPTree and update FPGrowth
ec21f7d [Jacky Li] fix scalastyle
93f3280 [Jacky Li] create FPTree class
d110ab2 [Jacky Li] change test case to use MLlibTestSparkContext
a6c5081 [Jacky Li] Add Parallel FPGrowth algorithm
eb3e4ca [Jacky Li] add FPGrowth
03df2b6 [Jacky Li] refactory according to comments
7b77ad7 [Jacky Li] fix scalastyle check
f68a0bd [Jacky Li] add 2 apriori implemenation and fp-growth implementation
889b33f [Jacky Li] modify per scalastyle check
da2cba7 [Jacky Li] adding apriori algorithm for frequent item set mining in Spark
JIRA link: https://issues.apache.org/jira/browse/SPARK-5406
The code in breeze svd imposes the upper bound for LocalLAPACK in RowMatrix.computeSVD
code from breeze svd (https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/linalg/functions/svd.scala)
val workSize = ( 3
* scala.math.min(m, n)
* scala.math.min(m, n)
+ scala.math.max(scala.math.max(m, n), 4 * scala.math.min(m, n)
* scala.math.min(m, n) + 4 * scala.math.min(m, n))
)
val work = new Array[Double](workSize)
As a result, 7 * n * n + 4 * n < Int.MaxValue at least (depends on JVM)
In some worse cases, like n = 25000, work size will become positive again (80032704) and bring wired behavior.
The PR is only the beginning, to support Genbase ( an important biological benchmark that would help promote Spark to genetic applications, http://www.paradigm4.com/wp-content/uploads/2014/06/Genomics-Benchmark-Technical-Report.pdf),
which needs to compute svd for matrix up to 60K * 70K. I found many potential issues and would like to know if there's any plan undergoing that would expand the range of matrix computation based on Spark.
Thanks.
Author: Yuhao Yang <hhbyyh@gmail.com>
Closes#4200 from hhbyyh/rowMatrix and squashes the following commits:
f7864d0 [Yuhao Yang] update auto logic for rowMatrix svd
23860e4 [Yuhao Yang] fix comment style
e48a6e4 [Yuhao Yang] make latent svd computation constraint clear
This PR makes the ALS implementation take generic ID types, e.g., Long and String, and expose it as a developer API.
TODO:
- [x] make sure that specialization works (validated in profiler)
srowen You may like this change:) I hit a Scala compiler bug with specialization. It compiles now but users and items must have the same type. I'm going to check whether specialization really works.
Author: Xiangrui Meng <meng@databricks.com>
Closes#4281 from mengxr/generic-als and squashes the following commits:
96072c3 [Xiangrui Meng] merge master
135f741 [Xiangrui Meng] minor update
c2db5e5 [Xiangrui Meng] make test pass
86588e1 [Xiangrui Meng] use a single ID type for both users and items
74f1f73 [Xiangrui Meng] compile but runtime error at test
e36469a [Xiangrui Meng] add classtags and make it compile
7a5aeb3 [Xiangrui Meng] UserType -> User, ItemType -> Item
c8ee0bc [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into generic-als
72b5006 [Xiangrui Meng] remove generic from pipeline interface
8bbaea0 [Xiangrui Meng] make ALS take generic IDs
This seems complete, the duplication of tests for provided means/variances might be overkill, would appreciate some feedback.
Author: Octavian Geagla <ogeagla@gmail.com>
Closes#4140 from ogeagla/SPARK-5207 and squashes the following commits:
fa64dfa [Octavian Geagla] [SPARK-5207] [MLLIB] [WIP] change StandardScalerModel to take stddev instead of variance
9078fe0 [Octavian Geagla] [SPARK-5207] [MLLIB] [WIP] Incorporate code review feedback: change arg ordering, add dev api annotations, do better null checking, add another test and some doc for this.
997d2e0 [Octavian Geagla] [SPARK-5207] [MLLIB] [WIP] make withMean and withStd public, add constructor which uses defaults, un-refactor test class
64408a4 [Octavian Geagla] [SPARK-5207] [MLLIB] [WIP] change StandardScalerModel contructor to not be private to mllib, added tests for newly-exposed functionality
These are more `javadoc` 8-related changes I spotted while investigating. These should be helpful in any event, but this does not nearly resolve SPARK-3359, which may never be feasible while using `unidoc` and `javadoc` 8.
Author: Sean Owen <sowen@cloudera.com>
Closes#4193 from srowen/SPARK-3359 and squashes the following commits:
5b33f66 [Sean Owen] Additional scaladoc fixes for javadoc 8; still not going to be javadoc 8 compatible
This PR introduces an API for Isotonic regression and one algorithm implementing it, Pool adjacent violators.
The Isotonic regression problem is sufficiently described in [Floudas, Pardalos, Encyclopedia of Optimization](http://books.google.co.uk/books?id=gtoTkL7heS0C&pg=RA2-PA87&lpg=RA2-PA87&dq=pooled+adjacent+violators+code&source=bl&ots=ZzQbZXVJnn&sig=reH_hBV6yIb9BeZNTF9092vD8PY&hl=en&sa=X&ei=WmF2VLiOIZLO7Qa-t4Bo&ved=0CD8Q6AEwBA#v=onepage&q&f=false), [Wikipedia](http://en.wikipedia.org/wiki/Isotonic_regression) or [Stat Wiki](http://stat.wikia.com/wiki/Isotonic_regression).
Pool adjacent violators was introduced by M. Ayer et al. in 1955. A history and development of isotonic regression algorithms is in [Leeuw, Hornik, Mair, Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods](http://www.jstatsoft.org/v32/i05/paper) and list of available algorithms including their complexity is listed in [Stout, Fastest Isotonic Regression Algorithms](http://web.eecs.umich.edu/~qstout/IsoRegAlg_140812.pdf).
An approach to parallelize the computation of PAV was presented in [Kearsley, Tapia, Trosset, An Approach to Parallelizing Isotonic Regression](http://softlib.rice.edu/pub/CRPC-TRs/reports/CRPC-TR96640.pdf).
The implemented Pool adjacent violators algorithm is based on [Floudas, Pardalos, Encyclopedia of Optimization](http://books.google.co.uk/books?id=gtoTkL7heS0C&pg=RA2-PA87&lpg=RA2-PA87&dq=pooled+adjacent+violators+code&source=bl&ots=ZzQbZXVJnn&sig=reH_hBV6yIb9BeZNTF9092vD8PY&hl=en&sa=X&ei=WmF2VLiOIZLO7Qa-t4Bo&ved=0CD8Q6AEwBA#v=onepage&q&f=false) (Chapter Isotonic regression problems, p. 86) and [Leeuw, Hornik, Mair, Isotone Optimization in R: Pool-Adjacent-Violators Algorithm (PAVA) and Active Set Methods](http://www.jstatsoft.org/v32/i05/paper), also nicely formulated in [Tibshirani, Hoefling, Tibshirani, Nearly-Isotonic Regression](http://www.stat.cmu.edu/~ryantibs/papers/neariso.pdf). Implementation itself inspired by R implementations [Klaus, Strimmer, 2008, fdrtool: Estimation of (Local) False Discovery Rates and Higher Criticism](http://cran.r-project.org/web/packages/fdrtool/index.html) and [R Development Core Team, stats, 2009](https://github.com/lgautier/R-3-0-branch-alt/blob/master/src/library/stats/R/isoreg.R). I ran tests with both these libraries and confirmed they yield the same results. More R implementations referenced in aforementioned [Leeuw, Hornik, Mair, Isotone Optimization in R: Pool-Adjacent-Violators
Algorithm (PAVA) and Active Set Methods](http://www.jstatsoft.org/v32/i05/paper). The implementation is also inspired and cross checked with other implementations: [Ted Harding, 2007](https://stat.ethz.ch/pipermail/r-help/2007-March/127981.html), [scikit-learn](https://github.com/scikit-learn/scikit-learn/blob/master/sklearn/_isotonic.pyx), [Andrew Tulloch, 2014, Julia](https://github.com/ajtulloch/Isotonic.jl/blob/master/src/pooled_pava.jl), [Andrew Tulloch, 2014, c++](https://gist.github.com/ajtulloch/9499872), described in [Andrew Tulloch, Speeding up isotonic regression in scikit-learn by 5,000x](http://tullo.ch/articles/speeding-up-isotonic-regression/), [Fabian Pedregosa, 2012](https://gist.github.com/fabianp/3081831), [Sreangsu Acharyya. libpav](f744bc1b0f/src/pav.h?at=default) and [Gustav Larsson](https://gist.github.com/gustavla/9499068).
Author: martinzapletal <zapletal-martin@email.cz>
Author: Xiangrui Meng <meng@databricks.com>
Author: Martin Zapletal <zapletal-martin@email.cz>
Closes#3519 from zapletal-martin/SPARK-3278 and squashes the following commits:
5a54ea4 [Martin Zapletal] Merge pull request #2 from mengxr/isotonic-fix-java
37ba24e [Xiangrui Meng] fix java tests
e3c0e44 [martinzapletal] Merge remote-tracking branch 'origin/SPARK-3278' into SPARK-3278
d8feb82 [martinzapletal] Merge remote-tracking branch 'upstream/master' into SPARK-3278
ded071c [Martin Zapletal] Merge pull request #1 from mengxr/SPARK-3278
4dfe136 [Xiangrui Meng] add cache back
0b35c15 [Xiangrui Meng] compress pools and update tests
35d044e [Xiangrui Meng] update paraPAVA
077606b [Xiangrui Meng] minor
05422a8 [Xiangrui Meng] add unit test for model construction
5925113 [Xiangrui Meng] Merge remote-tracking branch 'zapletal-martin/SPARK-3278' into SPARK-3278
80c6681 [Xiangrui Meng] update IRModel
3da56e5 [martinzapletal] SPARK-3278 fixed indentation error
75eac55 [martinzapletal] Merge remote-tracking branch 'upstream/master' into SPARK-3278
88eb4e2 [martinzapletal] SPARK-3278 changes after PR comments https://github.com/apache/spark/pull/3519. Isotonic parameter removed from algorithm, defined behaviour for multiple data points with the same feature value, added tests to verify it
e60a34f [martinzapletal] SPARK-3278 changes after PR comments https://github.com/apache/spark/pull/3519. Styling and comment fixes.
d93c8f9 [martinzapletal] SPARK-3278 changes after PR comments https://github.com/apache/spark/pull/3519. Change to IsotonicRegression api. Isotonic parameter now follows api of other mllib algorithms
1fff77d [martinzapletal] SPARK-3278 changes after PR comments https://github.com/apache/spark/pull/3519. Java api changes, test refactoring, comments and citations, isotonic regression model validations, linear interpolation for predictions
12151e6 [martinzapletal] Merge remote-tracking branch 'upstream/master' into SPARK-3278
7aca4cc [martinzapletal] SPARK-3278 comment spelling
9ae9d53 [martinzapletal] SPARK-3278 changes after PR feedback https://github.com/apache/spark/pull/3519. Binary search used for isotonic regression model predictions
fad4bf9 [martinzapletal] SPARK-3278 changes after PR comments https://github.com/apache/spark/pull/3519
ce0e30c [martinzapletal] SPARK-3278 readability refactoring
f90c8c7 [martinzapletal] Merge remote-tracking branch 'upstream/master' into SPARK-3278
0d14bd3 [martinzapletal] SPARK-3278 changed Java api to match Scala api's (Double, Double, Double)
3c2954b [martinzapletal] SPARK-3278 Isotonic regression java api
45aa7e8 [martinzapletal] SPARK-3278 Isotonic regression java api
e9b3323 [martinzapletal] Merge branch 'SPARK-3278-weightedLabeledPoint' into SPARK-3278
823d803 [martinzapletal] Merge remote-tracking branch 'upstream/master' into SPARK-3278
941fd1f [martinzapletal] SPARK-3278 Isotonic regression java api
a24e29f [martinzapletal] SPARK-3278 refactored weightedlabeledpoint to (double, double, double) and updated api
deb0f17 [martinzapletal] SPARK-3278 refactored weightedlabeledpoint to (double, double, double) and updated api
8cefd18 [martinzapletal] Merge remote-tracking branch 'upstream/master' into SPARK-3278-weightedLabeledPoint
cab5a46 [martinzapletal] SPARK-3278 PR 3519 refactoring WeightedLabeledPoint to tuple as per comments
b8b1620 [martinzapletal] Removed WeightedLabeledPoint. Replaced by tuple of doubles
34760d5 [martinzapletal] Removed WeightedLabeledPoint. Replaced by tuple of doubles
089bf86 [martinzapletal] Removed MonotonicityConstraint, Isotonic and Antitonic constraints. Replced by simple boolean
c06f88c [martinzapletal] Merge remote-tracking branch 'upstream/master' into SPARK-3278
6046550 [martinzapletal] SPARK-3278 scalastyle errors resolved
8f5daf9 [martinzapletal] SPARK-3278 added comments and cleaned up api to consistently handle weights
629a1ce [martinzapletal] SPARK-3278 added isotonic regression for weighted data. Added tests for Java api
05d9048 [martinzapletal] SPARK-3278 isotonic regression refactoring and api changes
961aa05 [martinzapletal] Merge remote-tracking branch 'upstream/master' into SPARK-3278
3de71d0 [martinzapletal] SPARK-3278 added initial version of Isotonic regression algorithm including proposed API
Decoupling the model and the algorithm
Author: Travis Galoppo <tjg2107@columbia.edu>
Closes#4290 from tgaloppo/spark-5400 and squashes the following commits:
9c1534c [Travis Galoppo] Fixed invokation instructions in comments
d848076 [Travis Galoppo] SPARK-5400 Changed name of GaussianMixtureEM to GaussianMixture to separate model from algorithm
Add single pseudo-eigenvector PIC
Including documentations and updated pom.xml with the following codes:
mllib/src/main/scala/org/apache/spark/mllib/clustering/PIClustering.scala
mllib/src/test/scala/org/apache/spark/mllib/clustering/PIClusteringSuite.scala
Author: sboeschhuawei <stephen.boesch@huawei.com>
Author: Fan Jiang <fanjiang.sc@huawei.com>
Author: Jiang Fan <fjiang6@gmail.com>
Author: Stephen Boesch <stephen.boesch@huawei.com>
Author: Xiangrui Meng <meng@databricks.com>
Closes#4254 from fjiang6/PIC and squashes the following commits:
4550850 [sboeschhuawei] Removed pic test data
f292f31 [Stephen Boesch] Merge pull request #44 from mengxr/SPARK-4259
4b78aaf [Xiangrui Meng] refactor PIC
24fbf52 [sboeschhuawei] Updated API to be similar to KMeans plus other changes requested by Xiangrui on the PR
c12dfc8 [sboeschhuawei] Removed examples files and added pic_data.txt. Revamped testcases yet to come
92d4752 [sboeschhuawei] Move the Guassian/ Affinity matrix calcs out of PIC. Presently in the test suite
7ebd149 [sboeschhuawei] Incorporate Xiangrui's first set of PR comments except restructure PIC.run to take Graph but do not remove Gaussian
121e4d5 [sboeschhuawei] Remove unused testing data files
1c3a62e [sboeschhuawei] removed matplot.py and reordered all private methods to bottom of PIC
218a49d [sboeschhuawei] Applied Xiangrui's comments - especially removing RDD/PICLinalg classes and making noncritical methods private
43ab10b [sboeschhuawei] Change last two println's to log4j logger
88aacc8 [sboeschhuawei] Add assert to testcase on cluster sizes
24f438e [sboeschhuawei] fixed incorrect markdown in clustering doc
060e6bf [sboeschhuawei] Added link to PIC doc from the main clustering md doc
be659e3 [sboeschhuawei] Added mllib specific log4j
90e7fa4 [sboeschhuawei] Converted from custom Linalg routines to Breeze: added JavaDoc comments; added Markdown documentation
bea48ea [sboeschhuawei] Converted custom Linear Algebra datatypes/routines to use Breeze.
b29c0db [Fan Jiang] Update PIClustering.scala
ace9749 [Fan Jiang] Update PIClustering.scala
a112f38 [sboeschhuawei] Added graphx main and test jars as dependencies to mllib/pom.xml
f656c34 [sboeschhuawei] Added iris dataset
b7dbcbe [sboeschhuawei] Added axes and combined into single plot for matplotlib
a2b1e57 [sboeschhuawei] Revert inadvertent update to KMeans
9294263 [sboeschhuawei] Added visualization/plotting of input/output data
e5df2b8 [sboeschhuawei] First end to end working PIC
0700335 [sboeschhuawei] First end to end working version: but has bad performance issue
32a90dc [sboeschhuawei] Update circles test data values
0ef163f [sboeschhuawei] Added ConcentricCircles data generation and KMeans clustering
3fd5bc8 [sboeschhuawei] PIClustering is running in new branch (up to the pseudo-eigenvector convergence step)
d5aae20 [Jiang Fan] Adding Power Iteration Clustering and Suite test
a3c5fbe [Jiang Fan] Adding Power Iteration Clustering
The `validate` method will allow users to debug their `BlockMatrix`, if operations like `add` or `multiply` return unexpected results. It checks the following properties in a `BlockMatrix`:
- Are the dimensions of the `BlockMatrix` consistent with what the user entered: (`nRows`, `nCols`)
- Are the dimensions of each `MatrixBlock` consistent with what the user entered: (`rowsPerBlock`, `colsPerBlock`)
- Are there blocks with duplicate indices
Author: Burak Yavuz <brkyvz@gmail.com>
Closes#4279 from brkyvz/SPARK-5486 and squashes the following commits:
c152a73 [Burak Yavuz] addressed code review v2
598c583 [Burak Yavuz] merged master
b55ac5c [Burak Yavuz] addressed code review v1
25f083b [Burak Yavuz] simplify implementation
0aa519a [Burak Yavuz] [SPARK-5486] Added validate method to BlockMatrix
to be backward compatible.
Author: Xiangrui Meng <meng@databricks.com>
Closes#4287 from mengxr/SPARK-5496 and squashes the following commits:
a025c53 [Xiangrui Meng] Allow both classification and Classification in Algo for trees.
When the vocabSize\*vectorSize is larger than Int.MaxValue/8, we try to throw a RuntimeException. Because under this circumstance it would definitely throw an OOM when allocating memory to serialize the arrays syn0Global&syn1Global. syn0Global&syn1Global are float arrays. Serializing them should need a byte array of more than 8 times of syn0Global's size.
Also if we catch an OOM even if vocabSize\*vectorSize is less than Int.MaxValue/8, we should give users hints to increase the minCount or decrease the vectorSize.
Author: Joseph J.C. Tang <jinntrance@gmail.com>
Closes#4247 from jinntrance/w2v-fix and squashes the following commits:
b5eb71f [Joseph J.C. Tang] throw a RuntimeException and give users hints regarding the vectorSize&minCount
This PR is implementing the Gradient Boosted Trees for Python API.
Author: Kazuki Taniguchi <kazuki.t.1018@gmail.com>
Closes#3951 from kazk1018/gbt_for_py and squashes the following commits:
620d247 [Kazuki Taniguchi] [SPARK-5094][MLlib] Add Python API for Gradient Boosted Trees
BlockMatrices can now be transposed!
Author: Burak Yavuz <brkyvz@gmail.com>
Closes#4275 from brkyvz/SPARK-5322 and squashes the following commits:
33806ed [Burak Yavuz] added lazy comment
33e9219 [Burak Yavuz] made transpose lazy
5a274cd [Burak Yavuz] added cached tests
5dcf85c [Burak Yavuz] [SPARK-5322] Added transpose functionality to BlockMatrix
looks unnecessary 😀
Author: Yoshihiro Shimizu <shimizu@amoad.com>
Closes#4268 from y-shimizu/remove-return and squashes the following commits:
12be0e9 [Yoshihiro Shimizu] remove 'return'
Turns out Scala does generate static methods for ones defined in a companion object. Finally no need to separate api.java.dsl and api.scala.dsl.
Author: Reynold Xin <rxin@databricks.com>
Closes#4276 from rxin/dsl and squashes the following commits:
30aa611 [Reynold Xin] Add all files.
1a9d215 [Reynold Xin] [SPARK-5445][SQL] Consolidate Java and Scala DSL static methods.
There is only a single `stat.py` file for the `mllib.stat` package. We recently added `MultivariateGaussian` under `mllib.stat.distribution` in Scala/Java. It would be nice to refactor `stat.py` and make it easy to expand. Note that `ChiSqTestResult` is moved from `mllib.stat` to `mllib.stat.test`. The latter is used in Scala/Java. It is only used in the return value of `Statistics.chiSqTest`, so this should be an okay change.
davies
Author: Xiangrui Meng <meng@databricks.com>
Closes#4266 from mengxr/py-stat-refactor and squashes the following commits:
1a5e1db [Xiangrui Meng] refactor stat.py
1. Added foreach, foreachPartition, flatMap to DataFrame.
2. Added col() in dsl.
3. Support renaming columns in toDataFrame.
4. Support type inference on arrays (in addition to Seq).
5. Updated mllib to use the new DSL.
Author: Reynold Xin <rxin@databricks.com>
Closes#4260 from rxin/sql-dsl-update and squashes the following commits:
73466c1 [Reynold Xin] Fixed LogisticRegression. Also added better error message for resolve.
fab3ccc [Reynold Xin] Bug fix.
d31fcd2 [Reynold Xin] Style fix.
62608c4 [Reynold Xin] [SQL] Various DataFrame DSL update.
The conversion methods for `BlockMatrix`. Conversions go through `CoordinateMatrix` in order to cause a shuffle so that intermediate operations will be stored on disk and the expensive initial computation will be mitigated.
Author: Burak Yavuz <brkyvz@gmail.com>
Closes#4256 from brkyvz/SPARK-3977PR and squashes the following commits:
4df37fe [Burak Yavuz] moved TODO inside code block
b049c07 [Burak Yavuz] addressed code review feedback v1
66cb755 [Burak Yavuz] added default toBlockMatrix conversion
851f2a2 [Burak Yavuz] added better comments and checks
cdb9895 [Burak Yavuz] [SPARK-3977] Conversion methods for BlockMatrix to other Distributed Matrices
Also removed the literal implicit transformation since it is pretty scary for API design. Instead, created a new lit method for creating literals. This doesn't break anything from a compatibility perspective because Literal was added two days ago.
Author: Reynold Xin <rxin@databricks.com>
Closes#4241 from rxin/df-docupdate and squashes the following commits:
c0f4810 [Reynold Xin] Fix Python merge conflict.
094c7d7 [Reynold Xin] Minor style fix. Reset Python tests.
3c89f4a [Reynold Xin] Package.
dfe6962 [Reynold Xin] Updated Python aggregate.
5dd4265 [Reynold Xin] Made dsl Java callable.
14b3c27 [Reynold Xin] Fix literal expression for symbols.
68b31cb [Reynold Xin] Literal.
4cfeb78 [Reynold Xin] [SPARK-5097][SQL] Address DataFrame code review feedback.
We have seen many use cases of `treeAggregate`/`treeReduce` outside the ML domain. Maybe it is time to move them to Core. pwendell
Author: Xiangrui Meng <meng@databricks.com>
Closes#4228 from mengxr/SPARK-5430 and squashes the following commits:
20ad40d [Xiangrui Meng] exclude tree* from mima
e89a43e [Xiangrui Meng] fix compile and update java doc
3ae1a4b [Xiangrui Meng] add treeReduce/treeAggregate to Python
6f948c5 [Xiangrui Meng] add treeReduce/treeAggregate to JavaRDDLike
d600b6c [Xiangrui Meng] move treeReduce and treeAggregate to core
This PR adds Python API for ML pipeline and parameters. The design doc can be found on the JIRA page. It includes transformers and an estimator to demo the simple text classification example code.
TODO:
- [x] handle parameters in LRModel
- [x] unit tests
- [x] missing some docs
CC: davies jkbradley
Author: Xiangrui Meng <meng@databricks.com>
Author: Davies Liu <davies@databricks.com>
Closes#4151 from mengxr/SPARK-4586 and squashes the following commits:
415268e [Xiangrui Meng] remove inherit_doc from __init__
edbd6fe [Xiangrui Meng] move Identifiable to ml.util
44c2405 [Xiangrui Meng] Merge pull request #2 from davies/ml
dd1256b [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-4586
14ae7e2 [Davies Liu] fix docs
54ca7df [Davies Liu] fix tests
78638df [Davies Liu] Merge branch 'SPARK-4586' of github.com:mengxr/spark into ml
fc59a02 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-4586
1dca16a [Davies Liu] refactor
090b3a3 [Davies Liu] Merge branch 'master' of github.com:apache/spark into ml
0882513 [Xiangrui Meng] update doc style
a4f4dbf [Xiangrui Meng] add unit test for LR
7521d1c [Xiangrui Meng] add unit tests to HashingTF and Tokenizer
ba0ba1e [Xiangrui Meng] add unit tests for pipeline
0586c7b [Xiangrui Meng] add more comments to the example
5153cff [Xiangrui Meng] simplify java models
036ca04 [Xiangrui Meng] gen numFeatures
46fa147 [Xiangrui Meng] update mllib/pom.xml to include python files in the assembly
1dcc17e [Xiangrui Meng] update code gen and make param appear in the doc
f66ba0c [Xiangrui Meng] make params a property
d5efd34 [Xiangrui Meng] update doc conf and move embedded param map to instance attribute
f4d0fe6 [Xiangrui Meng] use LabeledDocument and Document in example
05e3e40 [Xiangrui Meng] update example
d3e8dbe [Xiangrui Meng] more docs optimize pipeline.fit impl
56de571 [Xiangrui Meng] fix style
d0c5bb8 [Xiangrui Meng] a working copy
bce72f4 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-4586
17ecfb9 [Xiangrui Meng] code gen for shared params
d9ea77c [Xiangrui Meng] update doc
c18dca1 [Xiangrui Meng] make the example working
dadd84e [Xiangrui Meng] add base classes and docs
a3015cf [Xiangrui Meng] add Estimator and Transformer
46eea43 [Xiangrui Meng] a pipeline in python
33b68e0 [Xiangrui Meng] a working LR
and
[SPARK-5448][SQL] Make CacheManager a concrete class and field in SQLContext
Author: Reynold Xin <rxin@databricks.com>
Closes#4242 from rxin/sqlCleanup and squashes the following commits:
e351cb2 [Reynold Xin] Fixed toDataFrame.
6545c42 [Reynold Xin] More changes.
728c017 [Reynold Xin] [SPARK-5447][SQL] Replaced reference to SchemaRDD with DataFrame.
This pull request includes the abstractions for the distributed BlockMatrix representation.
`BlockMatrix` will allow users to store very large matrices in small blocks of local matrices. Specific partitioners, such as `RowBasedPartitioner` and `ColumnBasedPartitioner`, are implemented in order to optimize addition and multiplication operations that will be added in a following PR.
This work is based on the ml-matrix repo developed at the AMPLab at UC Berkeley, CA.
https://github.com/amplab/ml-matrix
Additional thanks to rezazadeh, shivaram, and mengxr for guidance on the design.
Author: Burak Yavuz <brkyvz@gmail.com>
Author: Xiangrui Meng <meng@databricks.com>
Author: Burak Yavuz <brkyvz@dn51t42l.sunet>
Author: Burak Yavuz <brkyvz@dn51t4rd.sunet>
Author: Burak Yavuz <brkyvz@dn0a221430.sunet>
Closes#3200 from brkyvz/SPARK-3974 and squashes the following commits:
a8eace2 [Burak Yavuz] Merge pull request #2 from mengxr/brkyvz-SPARK-3974
feb32a7 [Xiangrui Meng] update tests
e1d3ee8 [Xiangrui Meng] minor updates
24ec7b8 [Xiangrui Meng] update grid partitioner
5eecd48 [Burak Yavuz] fixed gridPartitioner and added tests
140f20e [Burak Yavuz] Merge branch 'master' of github.com:apache/spark into SPARK-3974
1694c9e [Burak Yavuz] almost finished addressing comments
f9d664b [Burak Yavuz] updated API and modified partitioning scheme
eebbdf7 [Burak Yavuz] preliminary changes addressing code review
1a63b20 [Burak Yavuz] [SPARK-3974] Remove setPartition method. Isn't required
1e8bb2a [Burak Yavuz] [SPARK-3974] Change return type of cache and persist
239ab4b [Burak Yavuz] [SPARK-3974] Addressed @jkbradley's comments
ba414d2 [Burak Yavuz] [SPARK-3974] fixed frobenius norm
ab6cde0 [Burak Yavuz] [SPARK-3974] Modifications cleaning code up, making size calculation more robust
9ae85aa [Burak Yavuz] [SPARK-3974] Made partitioner a variable inside BlockMatrix instead of a constructor variable
d033861 [Burak Yavuz] [SPARK-3974] Removed SubMatrixInfo and added constructor without partitioner
49b9586 [Burak Yavuz] [SPARK-3974] Updated testing utils from master
645afbe [Burak Yavuz] [SPARK-3974] Pull latest master
b05aabb [Burak Yavuz] [SPARK-3974] Updated tests to reflect changes
19c17e8 [Burak Yavuz] [SPARK-3974] Changed blockIdRow and blockIdCol
589fbb6 [Burak Yavuz] [SPARK-3974] Code review feedback addressed
aa8f086 [Burak Yavuz] [SPARK-3974] Additional comments added
f378e16 [Burak Yavuz] [SPARK-3974] Block Matrix Abstractions ready
b693209 [Burak Yavuz] Ready for Pull request
Support for transposing local matrices added. The `.transpose` function creates a new object re-using the backing array(s) but switches `numRows` and `numCols`. Operations check the flag `.isTransposed` to see whether the indexing in `values` should be modified.
This PR will pave the way for transposing `BlockMatrix`.
Author: Burak Yavuz <brkyvz@gmail.com>
Closes#4109 from brkyvz/SPARK-5321 and squashes the following commits:
87ab83c [Burak Yavuz] fixed scalastyle
caf4438 [Burak Yavuz] addressed code review v3
c524770 [Burak Yavuz] address code review comments 2
77481e8 [Burak Yavuz] fixed MiMa
f1c1742 [Burak Yavuz] small refactoring
ccccdec [Burak Yavuz] fixed failed test
dd45c88 [Burak Yavuz] addressed code review
a01bd5f [Burak Yavuz] [SPARK-5321] Fixed MiMa issues
2a63593 [Burak Yavuz] [SPARK-5321] fixed bug causing failed gemm test
c55f29a [Burak Yavuz] [SPARK-5321] Support for transposing local matrices cleaned up
c408c05 [Burak Yavuz] [SPARK-5321] Support for transposing local matrices added
The current implementation in Vectors.sqdist is not efficient because of allocating temp arrays. There is also a bug in the code `v1.indices.length / v1.size < 0.5`. This pr fixes the bug and refactors sqdist without allocating new arrays.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#4217 from viirya/fix_sqdist and squashes the following commits:
e8b0b3d [Liang-Chi Hsieh] For review comments.
314c424 [Liang-Chi Hsieh] Fix sqdist bug.
I've added support for sampling_rate not equal to 1.0 . I have two major questions.
1. A Scala style test is failing, since the number of parameters now exceed 10.
2. I would like suggestions to understand how to test this.
Author: MechCoder <manojkumarsivaraj334@gmail.com>
Closes#4073 from MechCoder/spark-3726 and squashes the following commits:
8012fb2 [MechCoder] Add test in Strategy
e0e0d9c [MechCoder] TST: Add better test
d1df1b2 [MechCoder] Add test to verify subsampling behavior
a7bfc70 [MechCoder] [SPARK-3726] Allow sampling_rate not equal to 1.0
... decision tree model
Labels loaded from libsvm files are mapped to 0.0 if they are negative labels because they should be nonnegative value.
Author: lewuathe <lewuathe@me.com>
Closes#3975 from Lewuathe/map-negative-label-to-positive and squashes the following commits:
12d1d59 [lewuathe] [SPARK-5119] Fix code styles
6d9a18a [lewuathe] [SPARK-5119] Organize test codes
62a150c [lewuathe] [SPARK-5119] Modify Impurities throw exceptions with negatie labels
3336c21 [lewuathe] [SPARK-5119] java.lang.ArrayIndexOutOfBoundsException on trying to train decision tree model
JIRA issue: https://issues.apache.org/jira/browse/SPARK-5384
Currently `Vectors.sqdist` return inconsistent result for sparse/dense vectors when the vectors have different lengths, please refer to JIRA for sample
PR scope:
Unify the sqdist logic for dense/sparse vectors and fix the inconsistency, also remove the possible sparse to dense conversion in the original code.
For reviewers:
Maybe we should first discuss what's the correct behavior.
1. Vectors for sqdist must have the same length, like in breeze?
2. If they can have different lengths, what's the correct result for sqdist? (should the extra part get into calculation?)
I'll update PR with more optimization and additional ut afterwards. Thanks.
Author: Yuhao Yang <hhbyyh@gmail.com>
Closes#4183 from hhbyyh/fixDouble and squashes the following commits:
1f17328 [Yuhao Yang] limit PR scope to size constraints only
54cbf97 [Yuhao Yang] fix Vectors.sqdist inconsistence
This PR adds a new ALS implementation to `spark.ml` using the pipeline API, which should be able to scale to billions of ratings. Compared with the ALS under `spark.mllib`, the new implementation
1. uses the same algorithm,
2. uses float type for ratings,
3. uses primitive arrays to avoid GC,
4. sorts and compresses ratings on each block so that we can solve least squares subproblems one by one using only one normal equation instance.
The following figure shows performance comparison on copies of the Amazon Reviews dataset using a 16-node (m3.2xlarge) EC2 cluster (the same setup as in http://databricks.com/blog/2014/07/23/scalable-collaborative-filtering-with-spark-mllib.html):
I keep the `spark.mllib`'s ALS untouched for easy comparison. If the new implementation works well, I'm going to match the features of the ALS under `spark.mllib` and then make it a wrapper of the new implementation, in a separate PR.
TODO:
- [X] Add unit tests for implicit preferences.
Author: Xiangrui Meng <meng@databricks.com>
Closes#3720 from mengxr/SPARK-3541 and squashes the following commits:
1b9e852 [Xiangrui Meng] fix compile
5129be9 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into SPARK-3541
dd0d0e8 [Xiangrui Meng] simplify test code
c627de3 [Xiangrui Meng] add tests for implicit feedback
b84f41c [Xiangrui Meng] address comments
a76da7b [Xiangrui Meng] update ALS tests
2a8deb3 [Xiangrui Meng] add some ALS tests
857e876 [Xiangrui Meng] add tests for rating block and encoded block
d3c1ac4 [Xiangrui Meng] rename some classes for better code readability add more doc and comments
213d163 [Xiangrui Meng] org imports
771baf3 [Xiangrui Meng] chol doc update
ca9ad9d [Xiangrui Meng] add unit tests for chol
b4fd17c [Xiangrui Meng] add unit tests for NormalEquation
d0f99d3 [Xiangrui Meng] add tests for LocalIndexEncoder
80b8e61 [Xiangrui Meng] fix imports
4937fd4 [Xiangrui Meng] update ALS example
56c253c [Xiangrui Meng] rename product to item
bce8692 [Xiangrui Meng] doc for parameters and project the output columns
3f2d81a [Xiangrui Meng] add doc
1efaecf [Xiangrui Meng] add example code
8ae86b5 [Xiangrui Meng] add a working copy of the new ALS implementation
If a point is selected as new centers for many runs, it would collect many redundant data. This pr refactors it.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#4159 from viirya/small_refactor_kmeans and squashes the following commits:
25487e6 [Liang-Chi Hsieh] Refactor codes to reduce redundant data.
JIRA Issue: https://issues.apache.org/jira/browse/SPARK-5317
When setting the BoostingStrategy.defaultParams("Classification"), It's more straightforward to set it with the Enumeration Algo.Classification, just like BoostingStragety.defaultParams(Algo.Classification).
I overload the method BoostingStragety.defaultParams().
Author: Basin <jpsachilles@gmail.com>
Closes#4103 from Peishen-Jia/stragetyAlgo and squashes the following commits:
87bab1c [Basin] Docs and Code documentations updated.
3b72875 [Basin] defaultParams(algoStr: String) call defaultParams(algo: Algo).
7c1e6ee [Basin] Doc of Java updated. algo -> algoStr instead.
d5c8a2e [Basin] Merge branch 'stragetyAlgo' of github.com:Peishen-Jia/spark into stragetyAlgo
65f96ce [Basin] mllib-ensembles doc modified.
e04a5aa [Basin] boostingstrategy.defaultParam string algo to enumeration.
68cf544 [Basin] mllib-ensembles doc modified.
a4aea51 [Basin] boostingstrategy.defaultParam string algo to enumeration.
This PR ports the following feature implemented in #2634 by derrickburns:
* During k-means|| initialization, we should cache costs (squared distances) previously computed.
It also contains the following optimization:
* aggregate sumCosts directly
* ran multiple (#runs) k-means++ in parallel
I compared the performance locally on mnist-digit. Before this patch:
with this patch:
It is clear that each k-means|| iteration takes about the same amount of time with this patch.
Authors:
Derrick Burns <derrickburns@gmail.com>
Xiangrui Meng <meng@databricks.com>
Closes#4144 from mengxr/SPARK-3424-kmeans-parallel and squashes the following commits:
0a875ec [Xiangrui Meng] address comments
4341bb8 [Xiangrui Meng] do not re-compute point distances during k-means||
This implements the functionality for SPARK-4749 and provides units tests in Scala and PySpark
Author: nate.crosswhite <nate.crosswhite@stresearch.com>
Author: nxwhite-str <nxwhite-str@users.noreply.github.com>
Author: Xiangrui Meng <meng@databricks.com>
Closes#3610 from nxwhite-str/master and squashes the following commits:
a2ebbd3 [nxwhite-str] Merge pull request #1 from mengxr/SPARK-4749-kmeans-seed
7668124 [Xiangrui Meng] minor updates
f8d5928 [nate.crosswhite] Addressing PR issues
277d367 [nate.crosswhite] Merge remote-tracking branch 'upstream/master'
9156a57 [nate.crosswhite] Merge remote-tracking branch 'upstream/master'
5d087b4 [nate.crosswhite] Adding KMeans train with seed and Scala unit test
616d111 [nate.crosswhite] Merge remote-tracking branch 'upstream/master'
35c1884 [nate.crosswhite] Add kmeans initial seed to pyspark API
* Transpose is missing from CoordinateMatrix (this is cheap to compute, so it should be there)
* IndexedRowMatrix should be convertable to CoordinateMatrix (conversion added)
Tests for both added.
Author: Reza Zadeh <reza@databricks.com>
Closes#4089 from rezazadeh/matutils and squashes the following commits:
ec5238b [Reza Zadeh] Array -> Iterator to avoid temp array
3ce0b5d [Reza Zadeh] Array -> Iterator
bbc907a [Reza Zadeh] Use 'i' for index, and zipWithIndex
cb10ae5 [Reza Zadeh] remove unnecessary import
a7ae048 [Reza Zadeh] Missing linear algebra utilities
JIRA Issue: https://issues.apache.org/jira/browse/SPARK-5186
Currently SparseVector is using the inherited equals from Vector, which will create a full-size array for even the sparse vector. The pull request contains a specialized equals optimization that improves on both time and space.
1. The implementation will be consistent with the original. Especially it will keep equality comparison between SparseVector and DenseVector.
Author: Yuhao Yang <hhbyyh@gmail.com>
Author: Yuhao Yang <yuhao@yuhaodevbox.sh.intel.com>
Closes#3997 from hhbyyh/master and squashes the following commits:
0d9d130 [Yuhao Yang] function name change and ut update
93f0d46 [Yuhao Yang] unify sparse vs dense vectors
985e160 [Yuhao Yang] improve locality for equals
bdf8789 [Yuhao Yang] improve equals and rewrite hashCode for Vector
a6952c3 [Yuhao Yang] fix scala style for comments
50abef3 [Yuhao Yang] fix ut for sparse vector with explicit 0
f41b135 [Yuhao Yang] iterative equals for sparse vector
5741144 [Yuhao Yang] Specialized equals for SparseVector
This PR modifies GaussianMixtureModel to expose instances of MutlivariateGaussian rather than separate mean and covariance arrays.
Author: Travis Galoppo <tjg2107@columbia.edu>
Closes#4088 from tgaloppo/spark-5019 and squashes the following commits:
3ef6c7f [Travis Galoppo] In GaussianMixtureModel: Changed name of weight, gaussian to weights, gaussians. Other sources modified accordingly.
091e8da [Travis Galoppo] SPARK-5019 - GaussianMixtureModel exposes instances of MultivariateGaussian rather than mean/covariance matrices
JIRA: https://issues.apache.org/jira/browse/SPARK-5282
fix the possible int overflow in the memory computation warning
Author: Yuhao Yang <hhbyyh@gmail.com>
Closes#4069 from hhbyyh/addscStop and squashes the following commits:
e54e5c8 [Yuhao Yang] change to MB based number
7afac23 [Yuhao Yang] 5282: fix int overflow in the warning
Having two versions of the data type APIs (one for Java, one for Scala) requires downstream libraries to also have two versions of the APIs if the library wants to support both Java and Scala. I took a look at the Scala version of the data type APIs - it can actually work out pretty well for Java out of the box.
As part of the PR, I created a sql.types package and moved all type definitions there. I then removed the Java specific data type API along with a lot of the conversion code.
This subsumes https://github.com/apache/spark/pull/3925
Author: Reynold Xin <rxin@databricks.com>
Closes#3958 from rxin/SPARK-5123-datatype-2 and squashes the following commits:
66505cc [Reynold Xin] [SPARK-5123] Expose only one version of the data type APIs (i.e. remove the Java-specific API).
Moving MutlivariateGaussian from private[mllib] to public. The class uses Breeze vectors internally, so this involves creating a public interface using MLlib vectors and matrices.
This initial commit provides public construction, accessors for mean/covariance, density and log-density.
Other potential methods include entropy and sample generation.
Author: Travis Galoppo <tjg2107@columbia.edu>
Closes#3923 from tgaloppo/spark-5018 and squashes the following commits:
2b15587 [Travis Galoppo] Style correction
b4121b4 [Travis Galoppo] Merge remote-tracking branch 'upstream/master' into spark-5018
e30a100 [Travis Galoppo] Made mu, sigma private[mllib] members of MultivariateGaussian Moved MultivariateGaussian (and test suite) from stat.impl to stat.distribution (required updates in GaussianMixture{EM,Model}.scala) Marked MultivariateGaussian as @DeveloperApi Fixed style error
9fa3bb7 [Travis Galoppo] Style improvements
91a5fae [Travis Galoppo] Rearranged equation for part of density function
8c35381 [Travis Galoppo] Fixed accessor methods to match member variable names. Modified calculations to avoid log(pow(x,y)) calculations
0943dc4 [Travis Galoppo] SPARK-5018
4dee9e1 [Travis Galoppo] SPARK-5018
Raise exception when k is non-positive in SVD
Author: MechCoder <manojkumarsivaraj334@gmail.com>
Closes#3945 from MechCoder/spark-4406 and squashes the following commits:
64e6d2d [MechCoder] TST: Add better test errors and messages
12dae73 [MechCoder] [SPARK-4406] FIX: Validate k in SVD
Issues:
* From JIRA: GaussianMixtureEM uses randomness but does not take a random seed. It should take one as a parameter.
* This also makes the test suite flaky since initialization can fail due to stochasticity.
Fix:
* Add random seed
* Use it in test suite
CC: mengxr tgaloppo
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#3981 from jkbradley/gmm-seed and squashes the following commits:
f0df4fd [Joseph K. Bradley] Added seed parameter to GMM. Updated test suite to use seed to prevent flakiness
This pr uses BLAS.dsyr to replace few implementations in GaussianMixtureEM.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#3949 from viirya/blas_dsyr and squashes the following commits:
4e4d6cf [Liang-Chi Hsieh] Add unit test. Rename function name, modify doc and style.
3f57fd2 [Liang-Chi Hsieh] Add BLAS.dsyr and use it in GaussianMixtureEM.
This change does a few things to make the hadoop-provided profile more useful:
- Create new profiles for other libraries / services that might be provided by the infrastructure
- Simplify and fix the poms so that the profiles are only activated while building assemblies.
- Fix tests so that they're able to run when the profiles are activated
- Add a new env variable to be used by distributions that use these profiles to provide the runtime
classpath for Spark jobs and daemons.
Author: Marcelo Vanzin <vanzin@cloudera.com>
Closes#2982 from vanzin/SPARK-4048 and squashes the following commits:
82eb688 [Marcelo Vanzin] Add a comment.
eb228c0 [Marcelo Vanzin] Fix borked merge.
4e38f4e [Marcelo Vanzin] Merge branch 'master' into SPARK-4048
9ef79a3 [Marcelo Vanzin] Alternative way to propagate test classpath to child processes.
371ebee [Marcelo Vanzin] Review feedback.
52f366d [Marcelo Vanzin] Merge branch 'master' into SPARK-4048
83099fc [Marcelo Vanzin] Merge branch 'master' into SPARK-4048
7377e7b [Marcelo Vanzin] Merge branch 'master' into SPARK-4048
322f882 [Marcelo Vanzin] Fix merge fail.
f24e9e7 [Marcelo Vanzin] Merge branch 'master' into SPARK-4048
8b00b6a [Marcelo Vanzin] Merge branch 'master' into SPARK-4048
9640503 [Marcelo Vanzin] Cleanup child process log message.
115fde5 [Marcelo Vanzin] Simplify a comment (and make it consistent with another pom).
e3ab2da [Marcelo Vanzin] Fix hive-thriftserver profile.
7820d58 [Marcelo Vanzin] Fix CliSuite with provided profiles.
1be73d4 [Marcelo Vanzin] Restore flume-provided profile.
d1399ed [Marcelo Vanzin] Restore jetty dependency.
82a54b9 [Marcelo Vanzin] Remove unused profile.
5c54a25 [Marcelo Vanzin] Fix HiveThriftServer2Suite with *-provided profiles.
1fc4d0b [Marcelo Vanzin] Update dependencies for hive-thriftserver.
f7b3bbe [Marcelo Vanzin] Add snappy to hadoop-provided list.
9e4e001 [Marcelo Vanzin] Remove duplicate hive profile.
d928d62 [Marcelo Vanzin] Redirect child stderr to parent's log.
4d67469 [Marcelo Vanzin] Propagate SPARK_DIST_CLASSPATH on Yarn.
417d90e [Marcelo Vanzin] Introduce "SPARK_DIST_CLASSPATH".
2f95f0d [Marcelo Vanzin] Propagate classpath to child processes during testing.
1adf91c [Marcelo Vanzin] Re-enable maven-install-plugin for a few projects.
284dda6 [Marcelo Vanzin] Rework the "hadoop-provided" profile, add new ones.
