## What changes were proposed in this pull request?
only drops the rows containing NaN in the input columns
## How was this patch tested?
existing tests and added tests
Author: Ruifeng Zheng <ruifengz@foxmail.com>
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#19894 from zhengruifeng/bucketizer_nan.
## What changes were proposed in this pull request?
We need to add some helper code to make testing ML transformers & models easier with streaming data. These tests might help us catch any remaining issues and we could encourage future PRs to use these tests to prevent new Models & Transformers from having issues.
I add a `MLTest` trait which extends `StreamTest` trait, and override `createSparkSession`. So ML testsuite can only extend `MLTest`, to use both ML & Stream test util functions.
I only modify one testcase in `LinearRegressionSuite`, for first pass review.
Link to #19746
## How was this patch tested?
`MLTestSuite` added.
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19843 from WeichenXu123/ml_stream_test_helper.
## What changes were proposed in this pull request?
#19208 modified ```sharedParams.scala```, but didn't generated by ```SharedParamsCodeGen.scala```. This involves mismatch between them.
## How was this patch tested?
Existing test.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#19958 from yanboliang/spark-21087.
## What changes were proposed in this pull request?
jira: https://issues.apache.org/jira/browse/SPARK-22289
add JSON encoding/decoding for Param[Matrix].
The issue was reported by Nic Eggert during saving LR model with LowerBoundsOnCoefficients.
There're two ways to resolve this as I see:
1. Support save/load on LogisticRegressionParams, and also adjust the save/load in LogisticRegression and LogisticRegressionModel.
2. Directly support Matrix in Param.jsonEncode, similar to what we have done for Vector.
After some discussion in jira, we prefer the fix to support Matrix as a valid Param type, for simplicity and convenience for other classes.
Note that in the implementation, I added a "class" field in the JSON object to match different JSON converters when loading, which is for preciseness and future extension.
## How was this patch tested?
new unit test to cover the LR case and JsonMatrixConverter
Author: Yuhao Yang <yuhao.yang@intel.com>
Closes#19525 from hhbyyh/lrsave.
## What changes were proposed in this pull request?
make `Imputer` inherit `HasOutputCols`
## How was this patch tested?
existing tests
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#19889 from zhengruifeng/using_HasOutputCols.
## What changes were proposed in this pull request?
Adding spark image reader, an implementation of schema for representing images in spark DataFrames
The code is taken from the spark package located here:
(https://github.com/Microsoft/spark-images)
Please see the JIRA for more information (https://issues.apache.org/jira/browse/SPARK-21866)
Please see mailing list for SPIP vote and approval information:
(http://apache-spark-developers-list.1001551.n3.nabble.com/VOTE-SPIP-SPARK-21866-Image-support-in-Apache-Spark-td22510.html)
# Background and motivation
As Apache Spark is being used more and more in the industry, some new use cases are emerging for different data formats beyond the traditional SQL types or the numerical types (vectors and matrices). Deep Learning applications commonly deal with image processing. A number of projects add some Deep Learning capabilities to Spark (see list below), but they struggle to communicate with each other or with MLlib pipelines because there is no standard way to represent an image in Spark DataFrames. We propose to federate efforts for representing images in Spark by defining a representation that caters to the most common needs of users and library developers.
This SPIP proposes a specification to represent images in Spark DataFrames and Datasets (based on existing industrial standards), and an interface for loading sources of images. It is not meant to be a full-fledged image processing library, but rather the core description that other libraries and users can rely on. Several packages already offer various processing facilities for transforming images or doing more complex operations, and each has various design tradeoffs that make them better as standalone solutions.
This project is a joint collaboration between Microsoft and Databricks, which have been testing this design in two open source packages: MMLSpark and Deep Learning Pipelines.
The proposed image format is an in-memory, decompressed representation that targets low-level applications. It is significantly more liberal in memory usage than compressed image representations such as JPEG, PNG, etc., but it allows easy communication with popular image processing libraries and has no decoding overhead.
## How was this patch tested?
Unit tests in scala ImageSchemaSuite, unit tests in python
Author: Ilya Matiach <ilmat@microsoft.com>
Author: hyukjinkwon <gurwls223@gmail.com>
Closes#19439 from imatiach-msft/ilmat/spark-images.
## What changes were proposed in this pull request?
Add python api for VectorIndexerModel support handle unseen categories via handleInvalid.
## How was this patch tested?
doctest added.
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19753 from WeichenXu123/vector_indexer_invalid_py.
## What changes were proposed in this pull request?
`SQLTransformer.transform` unpersists input dataset when dropping temporary view. We should not change input dataset's cache status.
## How was this patch tested?
Added test.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#19772 from viirya/SPARK-22538.
## What changes were proposed in this pull request?
I added adjusted R2 as a regression metric which was implemented in all major statistical analysis tools.
In practice, no one looks at R2 alone. The reason is R2 itself is misleading. If we add more parameters, R2 will not decrease but only increase (or stay the same). This leads to overfitting. Adjusted R2 addressed this issue by using number of parameters as "weight" for the sum of errors.
## How was this patch tested?
- Added a new unit test and passed.
- ./dev/run-tests all passed.
Author: test <joseph.peng@quetica.com>
Author: tengpeng <tengpeng@users.noreply.github.com>
Closes#19638 from tengpeng/master.
## What changes were proposed in this pull request?
Support skip/error/keep strategy, similar to `StringIndexer`.
Implemented via `try...catch`, so that it can avoid possible performance impact.
## How was this patch tested?
Unit test added.
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19588 from WeichenXu123/handle_invalid_for_vector_indexer.
## What changes were proposed in this pull request?
We add a parameter whether to collect the full model list when CrossValidator/TrainValidationSplit training (Default is NOT), avoid the change cause OOM)
- Add a method in CrossValidatorModel/TrainValidationSplitModel, allow user to get the model list
- CrossValidatorModelWriter add a “option”, allow user to control whether to persist the model list to disk (will persist by default).
- Note: when persisting the model list, use indices as the sub-model path
## How was this patch tested?
Test cases added.
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19208 from WeichenXu123/expose-model-list.
## What changes were proposed in this pull request?
In `ALS.predict` currently we are using `blas.sdot` function to perform a dot product on two `Seq`s. It turns out that this is not the most efficient way.
I used the following code to compare the implementations:
```
def time[R](block: => R): Unit = {
val t0 = System.nanoTime()
block
val t1 = System.nanoTime()
println("Elapsed time: " + (t1 - t0) + "ns")
}
val r = new scala.util.Random(100)
val input = (1 to 500000).map(_ => (1 to 100).map(_ => r.nextFloat).toSeq)
def f(a:Seq[Float], b:Seq[Float]): Float = {
var r = 0.0f
for(i <- 0 until a.length) {
r+=a(i)*b(i)
}
r
}
import com.github.fommil.netlib.BLAS.{getInstance => blas}
val b = (1 to 100).map(_ => r.nextFloat).toSeq
time { input.foreach(a=>blas.sdot(100, a.toArray, 1, b.toArray, 1)) }
// on average it takes 2968718815 ns
time { input.foreach(a=>f(a,b)) }
// on average it takes 515510185 ns
```
Thus this PR proposes the old-style for loop implementation for performance reasons.
## How was this patch tested?
existing UTs
Author: Marco Gaido <mgaido@hortonworks.com>
Closes#19685 from mgaido91/SPARK-19759.
## What changes were proposed in this pull request?
There are still some algorithms based on mllib, such as KMeans. For now, many mllib common class (such as: Vector, DenseVector, SparseVector, Matrix, DenseMatrix, SparseMatrix) are not registered in Kryo. So there are some performance issues for those object serialization or deserialization.
Previously dicussed: https://github.com/apache/spark/pull/19586
## How was this patch tested?
New test case.
Author: Xianyang Liu <xianyang.liu@intel.com>
Closes#19661 from ConeyLiu/register_vector.
## What changes were proposed in this pull request?
(Provided featureSubset Strategy to GBTClassifier
a) Moved featureSubsetStrategy to TreeEnsembleParams
b) Changed GBTClassifier to pass featureSubsetStrategy
val firstTreeModel = firstTree.train(input, treeStrategy, featureSubsetStrategy))
## How was this patch tested?
a) Tested GradientBoostedTreeClassifierExample by adding .setFeatureSubsetStrategy with GBTClassifier
b)Added test cases in GBTClassifierSuite and GBTRegressorSuite
Author: Pralabh Kumar <pralabhkumar@gmail.com>
Closes#18118 from pralabhkumar/develop.
## What changes were proposed in this pull request?
Current ML's Bucketizer can only bin a column of continuous features. If a dataset has thousands of of continuous columns needed to bin, we will result in thousands of ML stages. It is inefficient regarding query planning and execution.
We should have a type of bucketizer that can bin a lot of columns all at once. It would need to accept an list of arrays of split points to correspond to the columns to bin, but it might make things more efficient by replacing thousands of stages with just one.
This current approach in this patch is to add a new `MultipleBucketizerInterface` for this purpose. `Bucketizer` now extends this new interface.
### Performance
Benchmarking using the test dataset provided in JIRA SPARK-20392 (blockbuster.csv).
The ML pipeline includes 2 `StringIndexer`s and 1 `MultipleBucketizer` or 137 `Bucketizer`s to bin 137 input columns with the same splits. Then count the time to transform the dataset.
MultipleBucketizer: 3352 ms
Bucketizer: 51512 ms
## How was this patch tested?
Jenkins tests.
Please review http://spark.apache.org/contributing.html before opening a pull request.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#17819 from viirya/SPARK-20542.
## What changes were proposed in this pull request?
UDFs that can cause runtime exception on invalid data are not safe to pushdown, because its behavior depends on its position in the query plan. Pushdown of it will risk to change its original behavior.
The example reported in the JIRA and taken as test case shows this issue. We should declare UDFs that can cause runtime exception on invalid data as non-determinstic.
This updates the document of `deterministic` property in `Expression` and states clearly an UDF that can cause runtime exception on some specific input, should be declared as non-determinstic.
## How was this patch tested?
Added test. Manually test.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#19662 from viirya/SPARK-22446.
## What changes were proposed in this pull request?
Move ```ClusteringEvaluatorSuite``` test data(iris) to data/mllib, to prevent from re-creating a new folder.
## How was this patch tested?
Existing tests.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#19648 from yanboliang/spark-14516.
## What changes were proposed in this pull request?
Expose the common params from Spark ML as a Developer API.
## How was this patch tested?
Existing tests.
Author: Holden Karau <holden@us.ibm.com>
Author: Holden Karau <holdenkarau@google.com>
Closes#18699 from holdenk/SPARK-7146-ml-shared-params-developer-api.
## What changes were proposed in this pull request?
Scala test source files like TestHiveSingleton.scala should be in scala source root
## How was this patch tested?
Just move scala file from java directory to scala directory
No new test case in this PR.
```
renamed: mllib/src/test/java/org/apache/spark/ml/util/IdentifiableSuite.scala -> mllib/src/test/scala/org/apache/spark/ml/util/IdentifiableSuite.scala
renamed: streaming/src/test/java/org/apache/spark/streaming/JavaTestUtils.scala -> streaming/src/test/scala/org/apache/spark/streaming/JavaTestUtils.scala
renamed: streaming/src/test/java/org/apache/spark/streaming/api/java/JavaStreamingListenerWrapperSuite.scala -> streaming/src/test/scala/org/apache/spark/streaming/api/java/JavaStreamingListenerWrapperSuite.scala
renamed: sql/hive/src/test/java/org/apache/spark/sql/hive/test/TestHiveSingleton.scala sql/hive/src/test/scala/org/apache/spark/sql/hive/test/TestHiveSingleton.scala
```
Author: xubo245 <601450868@qq.com>
Closes#19639 from xubo245/scalaDirectory.
## What changes were proposed in this pull request?
Update the url of reference paper.
## How was this patch tested?
It is comments, so nothing tested.
Author: bomeng <bmeng@us.ibm.com>
Closes#19614 from bomeng/22399.
## What changes were proposed in this pull request?
Add parallelism support for ML tuning in pyspark.
## How was this patch tested?
Test updated.
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19122 from WeichenXu123/par-ml-tuning-py.
## What changes were proposed in this pull request?
Fix NaiveBayes unit test occasionly fail:
Set seed for `BrzMultinomial.sample`, make `generateNaiveBayesInput` output deterministic dataset.
(If we do not set seed, the generated dataset will be random, and the model will be possible to exceed the tolerance in the test, which trigger this failure)
## How was this patch tested?
Manually run tests multiple times and check each time output models contains the same values.
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19558 from WeichenXu123/fix_nb_test_seed.
## What changes were proposed in this pull request?
Remove unused param in `LDAModel.getTopicDistributionMethod`
## How was this patch tested?
existing tests
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#19530 from zhengruifeng/lda_bc.
Hi,
# What changes were proposed in this pull request?
as it was proposed by jkbradley , ```gammat``` are not collected to the driver anymore.
# How was this patch tested?
existing test suite.
Author: Valeriy Avanesov <avanesov@wias-berlin.de>
Author: Valeriy Avanesov <acopich@gmail.com>
Closes#18924 from akopich/master.
## What changes were proposed in this pull request?
Currently percentile_approx never returns the first element when percentile is in (relativeError, 1/N], where relativeError default 1/10000, and N is the total number of elements. But ideally, percentiles in [0, 1/N] should all return the first element as the answer.
For example, given input data 1 to 10, if a user queries 10% (or even less) percentile, it should return 1, because the first value 1 already reaches 10%. Currently it returns 2.
Based on the paper, targetError is not rounded up, and searching index should start from 0 instead of 1. By following the paper, we should be able to fix the cases mentioned above.
## How was this patch tested?
Added a new test case and fix existing test cases.
Author: Zhenhua Wang <wzh_zju@163.com>
Closes#19438 from wzhfy/improve_percentile_approx.
## What changes were proposed in this pull request?
Fix probabilisticClassificationModel corner case: normalization of all-zero raw predictions, throw IllegalArgumentException with description.
## How was this patch tested?
Test case added.
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19106 from WeichenXu123/SPARK-21770.
This PR adds methods `recommendForUserSubset` and `recommendForItemSubset` to `ALSModel`. These allow recommending for a specified set of user / item ids rather than for every user / item (as in the `recommendForAllX` methods).
The subset methods take a `DataFrame` as input, containing ids in the column specified by the param `userCol` or `itemCol`. The model will generate recommendations for each _unique_ id in this input dataframe.
## How was this patch tested?
New unit tests in `ALSSuite` and Python doctests in `ALS`. Ran updated examples locally.
Author: Nick Pentreath <nickp@za.ibm.com>
Closes#18748 from MLnick/als-recommend-df.
## What changes were proposed in this pull request?
Current equation of learning rate is incorrect when `numIterations` > `1`.
This PR is based on [original C code](https://github.com/tmikolov/word2vec/blob/master/word2vec.c#L393).
cc: mengxr
## How was this patch tested?
manual tests
I modified [this example code](https://spark.apache.org/docs/2.1.1/mllib-feature-extraction.html#example).
### `numIteration=1`
#### Code
```scala
import org.apache.spark.mllib.feature.{Word2Vec, Word2VecModel}
val input = sc.textFile("data/mllib/sample_lda_data.txt").map(line => line.split(" ").toSeq)
val word2vec = new Word2Vec()
val model = word2vec.fit(input)
val synonyms = model.findSynonyms("1", 5)
for((synonym, cosineSimilarity) <- synonyms) {
println(s"$synonym $cosineSimilarity")
}
```
#### Result
```
2 0.175856813788414
0 0.10971353203058243
4 0.09818313270807266
3 0.012947646901011467
9 -0.09881238639354706
```
### `numIteration=5`
#### Code
```scala
import org.apache.spark.mllib.feature.{Word2Vec, Word2VecModel}
val input = sc.textFile("data/mllib/sample_lda_data.txt").map(line => line.split(" ").toSeq)
val word2vec = new Word2Vec()
word2vec.setNumIterations(5)
val model = word2vec.fit(input)
val synonyms = model.findSynonyms("1", 5)
for((synonym, cosineSimilarity) <- synonyms) {
println(s"$synonym $cosineSimilarity")
}
```
#### Result
```
0 0.9898583889007568
2 0.9808019399642944
4 0.9794934391975403
3 0.9506527781486511
9 -0.9065656661987305
```
Author: Kento NOZAWA <k_nzw@klis.tsukuba.ac.jp>
Closes#19372 from nzw0301/master.
## What changes were proposed in this pull request?
SPARK-21690 makes one-pass `Imputer` by parallelizing the computation of all input columns. When we transform dataset with `ImputerModel`, we do `withColumn` on all input columns sequentially. We can also do this on all input columns at once by adding a `withColumns` API to `Dataset`.
The new `withColumns` API is for internal use only now.
## How was this patch tested?
Existing tests for `ImputerModel`'s change. Added tests for `withColumns` API.
Author: Liang-Chi Hsieh <viirya@gmail.com>
Closes#19229 from viirya/SPARK-22001.
## What changes were proposed in this pull request?
Enable Scala 2.12 REPL. Fix most remaining issues with 2.12 compilation and warnings, including:
- Selecting Kafka 0.10.1+ for Scala 2.12 and patching over a minor API difference
- Fixing lots of "eta expansion of zero arg method deprecated" warnings
- Resolving the SparkContext.sequenceFile implicits compile problem
- Fixing an odd but valid jetty-server missing dependency in hive-thriftserver
## How was this patch tested?
Existing tests
Author: Sean Owen <sowen@cloudera.com>
Closes#19307 from srowen/Scala212.
## What changes were proposed in this pull request?
Currently the param of CrossValidator/TrainValidationSplit persist/loading is hardcoding, which is different with other ML estimators. This cause persist bug for new added `parallelism` param.
I refactor related code, avoid hardcoding persist/load param. And in the same time, it solve the `parallelism` persisting bug.
This refactoring is very useful because we will add more new params in #19208 , hardcoding param persisting/loading making the thing adding new params very troublesome.
## How was this patch tested?
Test added.
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19278 from WeichenXu123/fix-tuning-param-bug.
## What changes were proposed in this pull request?
I test on a dataset of about 13M instances, and found that using `treeAggregate` give a speedup in following algs:
|Algs| SpeedUp |
|------|-----------|
|OneHotEncoder| 5% |
|StatFunctions.calculateCov| 7% |
|StatFunctions.multipleApproxQuantiles| 9% |
|RegressionEvaluator| 8% |
## How was this patch tested?
existing tests
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#19232 from zhengruifeng/use_treeAggregate.
## What changes were proposed in this pull request?
`PeriodicRDDCheckpointer` will automatically persist the last 3 datasets called by `PeriodicRDDCheckpointer.update()`.
In GBTs, the last 3 intermediate rdds are still cached after `fit()`
## How was this patch tested?
existing tests and local test in spark-shell
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#19288 from zhengruifeng/gbt_unpersist.
## What changes were proposed in this pull request?
Change a data transformation while saving a Word2VecModel to happen with distributed data instead of local driver data.
## How was this patch tested?
Unit tests for the ML sub-component still pass.
Running this patch against v2.2.0 in a fully distributed production cluster allows a 4.0G model to save and load correctly, where it would not do so without the patch.
Author: Travis Hegner <thegner@trilliumit.com>
Closes#19191 from travishegner/master.
## What changes were proposed in this pull request?
Added LogisticRegressionTrainingSummary for MultinomialLogisticRegression in Python API
## How was this patch tested?
Added unit test
Please review http://spark.apache.org/contributing.html before opening a pull request.
Author: Ming Jiang <mjiang@fanatics.com>
Author: Ming Jiang <jmwdpk@gmail.com>
Author: jmwdpk <jmwdpk@gmail.com>
Closes#19185 from jmwdpk/SPARK-21854.
## What changes were proposed in this pull request?
parallelize the computation of all columns
performance tests:
|numColums| Mean(Old) | Median(Old) | Mean(RDD) | Median(RDD) | Mean(DF) | Median(DF) |
|------|----------|------------|----------|------------|----------|------------|
|1|0.0771394713|0.0658712813|0.080779802|0.048165981499999996|0.10525509870000001|0.0499620203|
|10|0.7234340630999999|0.5954440414|0.0867935197|0.13263428659999998|0.09255724889999999|0.1573943635|
|100|7.3756451568|6.2196631259|0.1911931552|0.8625376817000001|0.5557462431|1.7216837982000002|
## How was this patch tested?
existing tests
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#18902 from zhengruifeng/parallelize_imputer.
## What changes were proposed in this pull request?
add missing since tag for `setParallelism` in #19110
## How was this patch tested?
N/A
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19214 from WeichenXu123/minor01.
## What changes were proposed in this pull request?
`df.rdd.getStorageLevel` => `df.storageLevel`
using cmd `find . -name '*.scala' | xargs -i bash -c 'egrep -in "\.rdd\.getStorageLevel" {} && echo {}'` to make sure all algs involved in this issue are fixed.
Previous discussion in other PRs: https://github.com/apache/spark/pull/19107, https://github.com/apache/spark/pull/17014
## How was this patch tested?
existing tests
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#19197 from zhengruifeng/double_caching.
# What changes were proposed in this pull request?
Added tunable parallelism to the pyspark implementation of one vs. rest classification. Added a parallelism parameter to the Scala implementation of one vs. rest along with functionality for using the parameter to tune the level of parallelism.
I take this PR #18281 over because the original author is busy but we need merge this PR soon.
After this been merged, we can close#18281 .
## How was this patch tested?
Test suite added.
Author: Ajay Saini <ajays725@gmail.com>
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19110 from WeichenXu123/spark-21027.
## What changes were proposed in this pull request?
This PR adds the ClusteringEvaluator Evaluator which contains two metrics:
- **cosineSilhouette**: the Silhouette measure using the cosine distance;
- **squaredSilhouette**: the Silhouette measure using the squared Euclidean distance.
The implementation of the two metrics refers to the algorithm proposed and explained [here](https://drive.google.com/file/d/0B0Hyo%5f%5fbG%5f3fdkNvSVNYX2E3ZU0/view). These algorithms have been thought for a distributed and parallel environment, thus they have reasonable performance, unlike a naive Silhouette implementation following its definition.
## How was this patch tested?
The patch has been tested with the additional unit tests added (comparing the results with the ones provided by [Python sklearn library](http://scikit-learn.org/stable/modules/generated/sklearn.metrics.silhouette_score.html)).
Author: Marco Gaido <mgaido@hortonworks.com>
Closes#18538 from mgaido91/SPARK-14516.
## What changes were proposed in this pull request?
this PR describe remove the import class that are unused.
## How was this patch tested?
N/A
Author: caoxuewen <cao.xuewen@zte.com.cn>
Closes#19131 from heary-cao/unuse_import.
https://issues.apache.org/jira/browse/SPARK-19866
## What changes were proposed in this pull request?
Add Python API for findSynonymsArray matching Scala API.
## How was this patch tested?
Manual test
`./python/run-tests --python-executables=python2.7 --modules=pyspark-ml`
Author: Xin Ren <iamshrek@126.com>
Author: Xin Ren <renxin.ubc@gmail.com>
Author: Xin Ren <keypointt@users.noreply.github.com>
Closes#17451 from keypointt/SPARK-19866.
## What changes were proposed in this pull request?
Modified `CrossValidator` and `TrainValidationSplit` to be able to evaluate models in parallel for a given parameter grid. The level of parallelism is controlled by a parameter `numParallelEval` used to schedule a number of models to be trained/evaluated so that the jobs can be run concurrently. This is a naive approach that does not check the cluster for needed resources, so care must be taken by the user to tune the parameter appropriately. The default value is `1` which will train/evaluate in serial.
## How was this patch tested?
Added unit tests for CrossValidator and TrainValidationSplit to verify that model selection is the same when run in serial vs parallel. Manual testing to verify tasks run in parallel when param is > 1. Added parameter usage to relevant examples.
Author: Bryan Cutler <cutlerb@gmail.com>
Closes#16774 from BryanCutler/parallel-model-eval-SPARK-19357.
## What changes were proposed in this pull request?
Add test for prediction using the model with all combinations of output columns turned on/off.
Make sure the output column values match, presumably by comparing vs. the case with all 3 output columns turned on.
## How was this patch tested?
Test updated.
Author: WeichenXu <weichen.xu@databricks.com>
Author: WeichenXu <WeichenXu123@outlook.com>
Closes#19065 from WeichenXu123/generic_test_for_prob_classifier.
…build; fix some things that will be warnings or errors in 2.12; restore Scala 2.12 profile infrastructure
## What changes were proposed in this pull request?
This change adds back the infrastructure for a Scala 2.12 build, but does not enable it in the release or Python test scripts.
In order to make that meaningful, it also resolves compile errors that the code hits in 2.12 only, in a way that still works with 2.11.
It also updates dependencies to the earliest minor release of dependencies whose current version does not yet support Scala 2.12. This is in a sense covered by other JIRAs under the main umbrella, but implemented here. The versions below still work with 2.11, and are the _latest_ maintenance release in the _earliest_ viable minor release.
- Scalatest 2.x -> 3.0.3
- Chill 0.8.0 -> 0.8.4
- Clapper 1.0.x -> 1.1.2
- json4s 3.2.x -> 3.4.2
- Jackson 2.6.x -> 2.7.9 (required by json4s)
This change does _not_ fully enable a Scala 2.12 build:
- It will also require dropping support for Kafka before 0.10. Easy enough, just didn't do it yet here
- It will require recreating `SparkILoop` and `Main` for REPL 2.12, which is SPARK-14650. Possible to do here too.
What it does do is make changes that resolve much of the remaining gap without affecting the current 2.11 build.
## How was this patch tested?
Existing tests and build. Manually tested with `./dev/change-scala-version.sh 2.12` to verify it compiles, modulo the exceptions above.
Author: Sean Owen <sowen@cloudera.com>
Closes#18645 from srowen/SPARK-14280.
## What changes were proposed in this pull request?
add overflow check in PCA, otherwise it is possible to throw `NegativeArraySizeException` when `k` and `numFeatures` are too large.
The overflow checking formula is here:
https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/linalg/functions/svd.scala#L87
## How was this patch tested?
N/A
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19078 from WeichenXu123/SVD_overflow_check.
## What changes were proposed in this pull request?
add an "asBinary" method to LogisticRegressionSummary for convenient casting to BinaryLogisticRegressionSummary.
## How was this patch tested?
Testcase updated.
Author: WeichenXu <weichen.xu@databricks.com>
Closes#19072 from WeichenXu123/mlor_summary_as_binary.
## What changes were proposed in this pull request?
This PR adds ML examples for the FeatureHasher transform in Scala, Java, Python.
## How was this patch tested?
Manually ran examples and verified that output is consistent for different APIs
Author: Bryan Cutler <cutlerb@gmail.com>
Closes#19024 from BryanCutler/ml-examples-FeatureHasher-SPARK-21810.
## What changes were proposed in this pull request?
Prepend (0,p) to precision-recall curve not (0,1) where p matches lowest recall point
## How was this patch tested?
Updated tests.
Author: Sean Owen <sowen@cloudera.com>
Closes#19038 from srowen/SPARK-21806.
## What changes were proposed in this pull request?
Add Scaladoc noting that instance weights are currently ignored in the logistic regression summary traits.
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#19071 from jkbradley/lr-summary-minor.
## What changes were proposed in this pull request?
Add 4 traits, using the following hierarchy:
LogisticRegressionSummary
LogisticRegressionTrainingSummary: LogisticRegressionSummary
BinaryLogisticRegressionSummary: LogisticRegressionSummary
BinaryLogisticRegressionTrainingSummary: LogisticRegressionTrainingSummary, BinaryLogisticRegressionSummary
and the public method such as `def summary` only return trait type listed above.
and then implement 4 concrete classes:
LogisticRegressionSummaryImpl (multiclass case)
LogisticRegressionTrainingSummaryImpl (multiclass case)
BinaryLogisticRegressionSummaryImpl (binary case).
BinaryLogisticRegressionTrainingSummaryImpl (binary case).
## How was this patch tested?
Existing tests & added tests.
Author: WeichenXu <WeichenXu123@outlook.com>
Closes#15435 from WeichenXu123/mlor_summary.
## What changes were proposed in this pull request?
Because of numerical error, MultivariateOnlineSummarizer.variance is possible to generate negative variance.
**This is a serious bug because many algos in MLLib**
**use stddev computed from** `sqrt(variance)`
**it will generate NaN and crash the whole algorithm.**
we can reproduce this bug use the following code:
```
val summarizer1 = (new MultivariateOnlineSummarizer)
.add(Vectors.dense(3.0), 0.7)
val summarizer2 = (new MultivariateOnlineSummarizer)
.add(Vectors.dense(3.0), 0.4)
val summarizer3 = (new MultivariateOnlineSummarizer)
.add(Vectors.dense(3.0), 0.5)
val summarizer4 = (new MultivariateOnlineSummarizer)
.add(Vectors.dense(3.0), 0.4)
val summarizer = summarizer1
.merge(summarizer2)
.merge(summarizer3)
.merge(summarizer4)
println(summarizer.variance(0))
```
This PR fix the bugs in `mllib.stat.MultivariateOnlineSummarizer.variance` and `ml.stat.SummarizerBuffer.variance`, and several places in `WeightedLeastSquares`
## How was this patch tested?
test cases added.
Author: WeichenXu <WeichenXu123@outlook.com>
Closes#19029 from WeichenXu123/fix_summarizer_var_bug.
## What changes were proposed in this pull request?
Fix build warnings and Java lint errors. This just helps a bit in evaluating (new) warnings in another PR I have open.
## How was this patch tested?
Existing tests
Author: Sean Owen <sowen@cloudera.com>
Closes#19051 from srowen/JavaWarnings.
## What changes were proposed in this pull request?
convert LinearSVC to new aggregator framework
## How was this patch tested?
existing unit test.
Author: Yuhao Yang <yuhao.yang@intel.com>
Closes#18315 from hhbyyh/svcAggregator.
## What changes were proposed in this pull request?
Modify MLP model to inherit `ProbabilisticClassificationModel` and so that it can expose the probability column when transforming data.
## How was this patch tested?
Test added.
Author: WeichenXu <WeichenXu123@outlook.com>
Closes#17373 from WeichenXu123/expose_probability_in_mlp_model.
## What changes were proposed in this pull request?
```sharedParams.scala``` was generated by ```SharedParamsCodeGen```, but it's not updated in master. Maybe someone manual update ```sharedParams.scala```, this PR fix this issue.
## How was this patch tested?
Offline check.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#19011 from yanboliang/sharedParams.
## What changes were proposed in this pull request?
fix bug of MLOR do not work correctly when featureStd contains zero
We can reproduce the bug through such dataset (features including zero variance), will generate wrong result (all coefficients becomes 0)
```
val multinomialDatasetWithZeroVar = {
val nPoints = 100
val coefficients = Array(
-0.57997, 0.912083, -0.371077,
-0.16624, -0.84355, -0.048509)
val xMean = Array(5.843, 3.0)
val xVariance = Array(0.6856, 0.0) // including zero variance
val testData = generateMultinomialLogisticInput(
coefficients, xMean, xVariance, addIntercept = true, nPoints, seed)
val df = sc.parallelize(testData, 4).toDF().withColumn("weight", lit(1.0))
df.cache()
df
}
```
## How was this patch tested?
testcase added.
Author: WeichenXu <WeichenXu123@outlook.com>
Closes#18896 from WeichenXu123/fix_mlor_stdvalue_zero_bug.
## What changes were proposed in this pull request?
MLlib ```LinearRegression/LogisticRegression/LinearSVC``` always standardize the data during training to improve the rate of convergence regardless of _standardization_ is true or false. If _standardization_ is false, we perform reverse standardization by penalizing each component differently to get effectively the same objective function when the training dataset is not standardized. We should keep these comments in the code to let developers understand how we handle it correctly.
## How was this patch tested?
Existing tests, only adding some comments in code.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#18992 from yanboliang/SPARK-19762.
Add Python API for `FeatureHasher` transformer.
## How was this patch tested?
New doc test.
Author: Nick Pentreath <nickp@za.ibm.com>
Closes#18970 from MLnick/SPARK-21468-pyspark-hasher.
## What changes were proposed in this pull request?
The line SchemaUtils.appendColumn(schema, $(predictionCol), IntegerType) did not modify the variable schema, hence only the last line had any effect. A temporary variable is used to correctly append the two columns predictionCol and probabilityCol.
## How was this patch tested?
Manually.
Please review http://spark.apache.org/contributing.html before opening a pull request.
Author: Cédric Pelvet <cedric.pelvet@gmail.com>
Closes#18980 from sharp-pixel/master.
## What changes were proposed in this pull request?
When use Vector.compressed to change a Vector to SparseVector, the performance is very low comparing with Vector.toSparse.
This is because you have to scan the value three times using Vector.compressed, but you just need two times when use Vector.toSparse.
When the length of the vector is large, there is significant performance difference between this two method.
## How was this patch tested?
The existing UT
Author: Peng Meng <peng.meng@intel.com>
Closes#18899 from mpjlu/optVectorCompress.
This PR adds a `FeatureHasher` transformer, modeled on [scikit-learn](http://scikit-learn.org/stable/modules/generated/sklearn.feature_extraction.FeatureHasher.html) and [Vowpal wabbit](https://github.com/JohnLangford/vowpal_wabbit/wiki/Feature-Hashing-and-Extraction).
The transformer operates on multiple input columns in one pass. Current behavior is:
* for numerical columns, the values are assumed to be real values and the feature index is `hash(columnName)` while feature value is `feature_value`
* for string columns, the values are assumed to be categorical and the feature index is `hash(column_name=feature_value)`, while feature value is `1.0`
* For hash collisions, feature values will be summed
* `null` (missing) values are ignored
The following dataframe illustrates the basic semantics:
```
+---+------+-----+---------+------+-----------------------------------------+
|int|double|float|stringNum|string|features |
+---+------+-----+---------+------+-----------------------------------------+
|3 |4.0 |5.0 |1 |foo |(16,[0,8,11,12,15],[5.0,3.0,1.0,4.0,1.0])|
|6 |7.0 |8.0 |2 |bar |(16,[0,8,11,12,15],[8.0,6.0,1.0,7.0,1.0])|
+---+------+-----+---------+------+-----------------------------------------+
```
## How was this patch tested?
New unit tests and manual experiments.
Author: Nick Pentreath <nickp@za.ibm.com>
Closes#18513 from MLnick/FeatureHasher.
## What changes were proposed in this pull request?
Check the option "numFeatures" only when reading LibSVM, not when writing. When writing, Spark was raising an exception. After the change it will ignore the option completely. liancheng HyukjinKwon
(Maybe the usage should be forbidden when writing, in a major version change?).
## How was this patch tested?
Manual test, that loading and writing LibSVM files work fine, both with and without the numFeatures option.
Please review http://spark.apache.org/contributing.html before opening a pull request.
Author: Jan Vrsovsky <jan.vrsovsky@firma.seznam.cz>
Closes#18872 from ProtD/master.
## What changes were proposed in this pull request?
This patch adds the DataFrames API to the multivariate summarizer (mean, variance, etc.). In addition to all the features of MultivariateOnlineSummarizer, it also allows the user to select a subset of the metrics.
## How was this patch tested?
Testcases added.
## Performance
Resolve several performance issues in #17419, further optimization pending on SQL team's work. One of the SQL layer performance issue related to these feature has been resolved in #18712, thanks liancheng and cloud-fan
### Performance data
(test on my laptop, use 2 partitions. tries out = 20, warm up = 10)
The unit of test results is records/milliseconds (higher is better)
Vector size/records number | 1/10000000 | 10/1000000 | 100/1000000 | 1000/100000 | 10000/10000
----|------|----|---|----|----
Dataframe | 15149 | 7441 | 2118 | 224 | 21
RDD from Dataframe | 4992 | 4440 | 2328 | 320 | 33
raw RDD | 53931 | 20683 | 3966 | 528 | 53
Author: WeichenXu <WeichenXu123@outlook.com>
Closes#18798 from WeichenXu123/SPARK-19634-dataframe-summarizer.
This version fixes a few issues in the import order checker; it provides
better error messages, and detects more improper ordering (thus the need
to change a lot of files in this patch). The main fix is that it correctly
complains about the order of packages vs. classes.
As part of the above, I moved some "SparkSession" import in ML examples
inside the "$example on$" blocks; that didn't seem consistent across
different source files to start with, and avoids having to add more on/off blocks
around specific imports.
The new scalastyle also seems to have a better header detector, so a few
license headers had to be updated to match the expected indentation.
Author: Marcelo Vanzin <vanzin@cloudera.com>
Closes#18943 from vanzin/SPARK-21731.
## What changes were proposed in this pull request?
When train RF model, there are many warning messages like this:
> WARN RandomForest: Tree learning is using approximately 268492800 bytes per iteration, which exceeds requested limit maxMemoryUsage=268435456. This allows splitting 2622 nodes in this iteration.
This warning message is unnecessary and the data is not accurate.
Actually, if all the nodes cannot split in one iteration, it will show this warning. For most of the case, all the nodes cannot split just in one iteration, so for most of the case, it will show this warning for each iteration.
## How was this patch tested?
The existing UT
Author: Peng Meng <peng.meng@intel.com>
Closes#18868 from mpjlu/fixRFwarning.
## What changes were proposed in this pull request?
Update breeze to 0.13.1 for an emergency bugfix in strong wolfe line search
https://github.com/scalanlp/breeze/pull/651
## How was this patch tested?
N/A
Author: WeichenXu <WeichenXu123@outlook.com>
Closes#18797 from WeichenXu123/update-breeze.
## What changes were proposed in this pull request?
Added DefaultParamsWriteable, DefaultParamsReadable, DefaultParamsWriter, and DefaultParamsReader to Python to support Python-only persistence of Json-serializable parameters.
## How was this patch tested?
Instantiated an estimator with Json-serializable parameters (ex. LogisticRegression), saved it using the added helper functions, and loaded it back, and compared it to the original instance to make sure it is the same. This test was both done in the Python REPL and implemented in the unit tests.
Note to reviewers: there are a few excess comments that I left in the code for clarity but will remove before the code is merged to master.
Author: Ajay Saini <ajays725@gmail.com>
Closes#18742 from ajaysaini725/PythonPersistenceHelperFunctions.
## What changes were proposed in this pull request?
comments of parentStats in RF are wrong.
parentStats is not only used for the first iteration, it is used with all the iteration for unordered features.
## How was this patch tested?
Author: Peng Meng <peng.meng@intel.com>
Closes#18832 from mpjlu/fixRFDoc.
## What changes were proposed in this pull request?
Support offset in SparkR GLM #16699
Author: actuaryzhang <actuaryzhang10@gmail.com>
Closes#18831 from actuaryzhang/sparkROffset.
## What changes were proposed in this pull request?
GBTs inherit from HasStepSize & LInearSVC/Binarizer from HasThreshold
## How was this patch tested?
existing tests
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Author: Ruifeng Zheng <ruifengz@foxmail.com>
Closes#18612 from zhengruifeng/override_HasXXX.
## What changes were proposed in this pull request?
SPARK-20307 Added handleInvalid option to RFormula for tree-based classification algorithms. We should add this parameter for other classification algorithms in SparkR.
This is a followup PR for SPARK-20307.
## How was this patch tested?
New Unit tests are added.
Author: wangmiao1981 <wm624@hotmail.com>
Closes#18605 from wangmiao1981/class.
## What changes were proposed in this pull request?
add `setWeightCol` method for OneVsRest.
`weightCol` is ignored if classifier doesn't inherit HasWeightCol trait.
## How was this patch tested?
+ [x] add an unit test.
Author: Yan Facai (颜发才) <facai.yan@gmail.com>
Closes#18554 from facaiy/BUG/oneVsRest_missing_weightCol.
## What changes were proposed in this pull request?
Add R-like summary table to GLM summary, which includes feature name (if exist), parameter estimate, standard error, t-stat and p-value. This allows scala users to easily gather these commonly used inference results.
srowen yanboliang felixcheung
## How was this patch tested?
New tests. One for testing feature Name, and one for testing the summary Table.
Author: actuaryzhang <actuaryzhang10@gmail.com>
Author: Wayne Zhang <actuaryzhang10@gmail.com>
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#16630 from actuaryzhang/glmTable.
## What changes were proposed in this pull request?
This change pulls the `LogisticAggregator` class out of LogisticRegression.scala and makes it extend `DifferentiableLossAggregator`. It also changes logistic regression to use the generic `RDDLossFunction` instead of having its own.
Other minor changes:
* L2Regularization accepts `Option[Int => Double]` for features standard deviation
* L2Regularization uses `Vector` type instead of Array
* Some tests added to LeastSquaresAggregator
## How was this patch tested?
Unit test suites are added.
Author: sethah <shendrickson@cloudera.com>
Closes#18305 from sethah/SPARK-20988.
## What changes were proposed in this pull request?
jira: https://issues.apache.org/jira/browse/SPARK-21524
ValidatorParamsSuiteHelpers.testFileMove() is generating temp dir in the wrong place and does not delete them.
ValidatorParamsSuiteHelpers.testFileMove() is invoked by TrainValidationSplitSuite and crossValidatorSuite. Currently it uses `tempDir` from `TempDirectory`, which unfortunately is never initialized since the `boforeAll()` of `ValidatorParamsSuiteHelpers` is never invoked.
In my system, it leaves some temp directories in the assembly folder each time I run the TrainValidationSplitSuite and crossValidatorSuite.
## How was this patch tested?
unit test fix
Author: Yuhao Yang <yuhao.yang@intel.com>
Closes#18728 from hhbyyh/tempDirFix.
## What changes were proposed in this pull request?
There are mainly two reasons for this reorg:
* Some params are placed in ```RFormulaBase```, while others are placed in ```RFormula```, this is disordered.
* ```RFormulaModel``` should have params ```handleInvalid```, ```formula``` and ```forceIndexLabel```, that users can get invalid values handling policy, formula or whether to force index label if they only have a ```RFormulaModel```. So we need move these params to ```RFormulaBase``` which is also inherited by ```RFormulaModel```.
* ```RFormulaModel``` should support set different ```handleInvalid``` when cross validation.
## How was this patch tested?
Existing tests.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#18681 from yanboliang/rformula-reorg.
## What changes were proposed in this pull request?
Address scapegoat warnings for:
- BigDecimal double constructor
- Catching NPE
- Finalizer without super
- List.size is O(n)
- Prefer Seq.empty
- Prefer Set.empty
- reverse.map instead of reverseMap
- Type shadowing
- Unnecessary if condition.
- Use .log1p
- Var could be val
In some instances like Seq.empty, I avoided making the change even where valid in test code to keep the scope of the change smaller. Those issues are concerned with performance and it won't matter for tests.
## How was this patch tested?
Existing tests
Author: Sean Owen <sowen@cloudera.com>
Closes#18635 from srowen/Scapegoat1.
## What changes were proposed in this pull request?
Added functionality for CrossValidator and TrainValidationSplit to persist nested estimators such as OneVsRest. Also added CrossValidator and TrainValidation split persistence to pyspark.
## How was this patch tested?
Performed both cross validation and train validation split with a one vs. rest estimator and tested read/write functionality of the estimator parameter maps required by these meta-algorithms.
Author: Ajay Saini <ajays725@gmail.com>
Closes#18428 from ajaysaini725/MetaAlgorithmPersistNestedEstimators.
## What changes were proposed in this pull request?
```RFormula``` should handle invalid for both features and label column.
#18496 only handle invalid values in features column. This PR add handling invalid values for label column and test cases.
## How was this patch tested?
Add test cases.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#18613 from yanboliang/spark-20307.
## What changes were proposed in this pull request?
- Remove Scala 2.10 build profiles and support
- Replace some 2.10 support in scripts with commented placeholders for 2.12 later
- Remove deprecated API calls from 2.10 support
- Remove usages of deprecated context bounds where possible
- Remove Scala 2.10 workarounds like ScalaReflectionLock
- Other minor Scala warning fixes
## How was this patch tested?
Existing tests
Author: Sean Owen <sowen@cloudera.com>
Closes#17150 from srowen/SPARK-19810.
## What changes were proposed in this pull request?
1, HasHandleInvaild support override
2, Make QuantileDiscretizer/Bucketizer/StringIndexer/RFormula inherit from HasHandleInvalid
## How was this patch tested?
existing tests
[JIRA](https://issues.apache.org/jira/browse/SPARK-18619)
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#18582 from zhengruifeng/heritate_HasHandleInvalid.
## What changes were proposed in this pull request?
This PR is similar to #17869.
Once` 'spark.local.dir'` is set. Unless this is manually cleared before/after a test. it could return the same directory even if this property is configured.
and add before/after for each likewise in ALSCleanerSuite.
## How was this patch tested?
existing test.
Author: caoxuewen <cao.xuewen@zte.com.cn>
Closes#18537 from heary-cao/ALSCleanerSuite.
## What changes were proposed in this pull request?
For randomForest classifier, if test data contains unseen labels, it will throw an error. The StringIndexer already has the handleInvalid logic. The patch add a new method to set the underlying StringIndexer handleInvalid logic.
This patch should also apply to other classifiers. This PR focuses on the main logic and randomForest classifier. I will do follow-up PR for other classifiers.
## How was this patch tested?
Add a new unit test based on the error case in the JIRA.
Author: wangmiao1981 <wm624@hotmail.com>
Closes#18496 from wangmiao1981/handle.
## What changes were proposed in this pull request?
add the column name in the exception which is raised by unsupported data type.
## How was this patch tested?
+ [x] pass all tests.
Author: Yan Facai (颜发才) <facai.yan@gmail.com>
Closes#18523 from facaiy/ENH/vectorassembler_add_col.
## What changes were proposed in this pull request?
This is related with [SPARK-19918](https://issues.apache.org/jira/browse/SPARK-19918) and [SPARK-18362](https://issues.apache.org/jira/browse/SPARK-18362).
This PR proposes to use `TextFileFormat` and allow multiple input paths (but with a warning) when determining the number of features in LibSVM data source via an extra scan.
There are three points here:
- The main advantage of this change should be to remove file-listing bottlenecks in driver side.
- Another advantage is ones from using `FileScanRDD`. For example, I guess we can use `spark.sql.files.ignoreCorruptFiles` option when determining the number of features.
- We can unify the schema inference code path in text based data sources. This is also a preparation for [SPARK-21289](https://issues.apache.org/jira/browse/SPARK-21289).
## How was this patch tested?
Unit tests in `LibSVMRelationSuite`.
Closes#18288
Author: hyukjinkwon <gurwls223@gmail.com>
Closes#18556 from HyukjinKwon/libsvm-schema.
## What changes were proposed in this pull request?
SparkContext is shared by all sessions, we should not update its conf for only one session.
## How was this patch tested?
existing tests
Author: Wenchen Fan <wenchen@databricks.com>
Closes#18536 from cloud-fan/config.
## What changes were proposed in this pull request?
The scal() and creation of newCenter vector is done in the driver, after a collectAsMap operation while it could be done in the distributed RDD.
This PR moves this code before the collectAsMap for more efficiency
## How was this patch tested?
This was tested manually by running the KMeansExample and verifying that the new code ran without error and gave same output as before.
Author: dardelet <guillaumegorp@gmail.com>
Author: Guillaume Dardelet <dardelet@users.noreply.github.com>
Closes#18491 from dardelet/move-center-calculation-to-distributed-map-kmean.
## What changes were proposed in this pull request?
Added "les" as french stop word (plurial of le)
Author: Thomas Decaux <ebuildy@gmail.com>
Closes#18514 from ebuildy/patch-1.
## What changes were proposed in this pull request?
1, make param support non-final with `finalFields` option
2, generate `HasSolver` with `finalFields = false`
3, override `solver` in LiR, GLR, and make MLPC inherit `HasSolver`
## How was this patch tested?
existing tests
Author: Ruifeng Zheng <ruifengz@foxmail.com>
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#16028 from zhengruifeng/param_non_final.
## What changes were proposed in this pull request?
Fix scala-2.10 build failure of ```GeneralizedLinearRegressionSuite```.
## How was this patch tested?
Build with scala-2.10.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#18489 from yanboliang/glr.
## What changes were proposed in this pull request?
Add support for offset in GLM. This is useful for at least two reasons:
1. Account for exposure: e.g., when modeling the number of accidents, we may need to use miles driven as an offset to access factors on frequency.
2. Test incremental effects of new variables: we can use predictions from the existing model as offset and run a much smaller model on only new variables. This avoids re-estimating the large model with all variables (old + new) and can be very important for efficient large-scaled analysis.
## How was this patch tested?
New test.
yanboliang srowen felixcheung sethah
Author: actuaryzhang <actuaryzhang10@gmail.com>
Closes#16699 from actuaryzhang/offset.
PR #15999 included fixes for doc strings in the ML shared param traits (occurrences of `>` and `>=`).
This PR simply uses the HTML-escaped version of the param doc to embed into the Scaladoc, to ensure that when `SharedParamsCodeGen` is run, the generated javadoc will be compliant for Java 8.
## How was this patch tested?
Existing tests
Author: Nick Pentreath <nickp@za.ibm.com>
Closes#18420 from MLnick/shared-params-javadoc8.
## What changes were proposed in this pull request?
Please see [SPARK-14657](https://issues.apache.org/jira/browse/SPARK-14657) for detail of this bug.
I searched online and test some other cases, found when we fit R glm model(or other models powered by R formula) w/o intercept on a dataset including string/category features, one of the categories in the first category feature is being used as reference category, we will not drop any category for that feature.
I think we should keep consistent semantics between Spark RFormula and R formula.
## How was this patch tested?
Add standard unit tests.
cc mengxr
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#12414 from yanboliang/spark-14657.
## What changes were proposed in this pull request?
PR https://github.com/apache/spark/pull/17715 Added Constrained Logistic Regression for ML. We should add it to SparkR.
## How was this patch tested?
Add new unit tests.
Author: wangmiao1981 <wm624@hotmail.com>
Closes#18128 from wangmiao1981/test.
## What changes were proposed in this pull request?
Add `stringIndexerOrderType` to `spark.glm` and `spark.survreg` to support string encoding that is consistent with default R.
## How was this patch tested?
new tests
Author: actuaryzhang <actuaryzhang10@gmail.com>
Closes#18140 from actuaryzhang/sparkRFormula.
## What changes were proposed in this pull request?
LinearSVC should use its own threshold param, rather than the shared one, since it applies to rawPrediction instead of probability. This PR changes the param in the Scala, Python and R APIs.
## How was this patch tested?
New unit test to make sure the threshold can be set to any Double value.
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#18151 from jkbradley/ml-2.2-linearsvc-cleanup.
## What changes were proposed in this pull request?
The method calculateNumberOfPartitions() uses Int, not Long (unlike the MLlib version), so it is very easily to have an overflow in calculating the number of partitions for ML persistence.
This modifies the calculations to use Long.
## How was this patch tested?
New unit test. I verified that the test fails before this patch.
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#18265 from jkbradley/word2vec-save-fix.
