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Author SHA1 Message Date
Manish Amde d88f6be446 [MLlib] SPARK-1536: multiclass classification support for decision tree
The ability to perform multiclass classification is a big advantage for using decision trees and was a highly requested feature for mllib. This pull request adds multiclass classification support to the MLlib decision tree. It also adds sample weights support using WeightedLabeledPoint class for handling unbalanced datasets during classification. It will also support algorithms such as AdaBoost which requires instances to be weighted.

It handles the special case where the categorical variables cannot be ordered for multiclass classification and thus the optimizations used for speeding up binary classification cannot be directly used for multiclass classification with categorical variables. More specifically, for m categories in a categorical feature, it analyses all the ```2^(m-1) - 1``` categorical splits provided that #splits are less than the maxBins provided in the input. This condition will not be met for features with large number of categories -- using decision trees is not recommended for such datasets in general since the categorical features are favored over continuous features. Moreover, the user can use a combination of tricks (increasing bin size of the tree algorithms, use binary encoding for categorical features or use one-vs-all classification strategy) to avoid these constraints.

The new code is accompanied by unit tests and has also been tested on the iris and covtype datasets.

cc: mengxr, etrain, hirakendu, atalwalkar, srowen

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

Closes #886 from manishamde/multiclass and squashes the following commits:

26f8acc [Manish Amde] another attempt at fixing mima
c5b2d04 [Manish Amde] more MIMA fixes
1ce7212 [Manish Amde] change problem filter for mima
10fdd82 [Manish Amde] fixing MIMA excludes
e1c970d [Manish Amde] merged master
abf2901 [Manish Amde] adding classes to MimaExcludes.scala
45e767a [Manish Amde] adding developer api annotation for overriden methods
c8428c4 [Manish Amde] fixing weird multiline bug
afced16 [Manish Amde] removed label weights support
2d85a48 [Manish Amde] minor: fixed scalastyle issues reprise
4e85f2c [Manish Amde] minor: fixed scalastyle issues
b2ae41f [Manish Amde] minor: scalastyle
e4c1321 [Manish Amde] using while loop for regression histograms
d75ac32 [Manish Amde] removed WeightedLabeledPoint from this PR
0fecd38 [Manish Amde] minor: add newline to EOF
2061cf5 [Manish Amde] merged from master
06b1690 [Manish Amde] fixed off-by-one error in bin to split conversion
9cc3e31 [Manish Amde] added implicit conversion import
5c1b2ca [Manish Amde] doc for PointConverter class
485eaae [Manish Amde] implicit conversion from LabeledPoint to WeightedLabeledPoint
3d7f911 [Manish Amde] updated doc
8e44ab8 [Manish Amde] updated doc
adc7315 [Manish Amde] support ordered categorical splits for multiclass classification
e3e8843 [Manish Amde] minor code formatting
23d4268 [Manish Amde] minor: another minor code style
34ee7b9 [Manish Amde] minor: code style
237762d [Manish Amde] renaming functions
12e6d0a [Manish Amde] minor: removing line in doc
9a90c93 [Manish Amde] Merge branch 'master' into multiclass
1892a2c [Manish Amde] tests and use multiclass binaggregate length when atleast one categorical feature is present
f5f6b83 [Manish Amde] multiclass for continous variables
8cfd3b6 [Manish Amde] working for categorical multiclass classification
828ff16 [Manish Amde] added categorical variable test
bce835f [Manish Amde] code cleanup
7e5f08c [Manish Amde] minor doc
1dd2735 [Manish Amde] bin search logic for multiclass
f16a9bb [Manish Amde] fixing while loop
d811425 [Manish Amde] multiclass bin aggregate logic
ab5cb21 [Manish Amde] multiclass logic
d8e4a11 [Manish Amde] sample weights
ed5a2df [Manish Amde] fixed classification requirements
d012be7 [Manish Amde] fixed while loop
18d2835 [Manish Amde] changing default values for num classes
6b912dc [Manish Amde] added numclasses to tree runner, predict logic for multiclass, add multiclass option to train
75f2bfc [Manish Amde] minor code style fix
e547151 [Manish Amde] minor modifications
34549d0 [Manish Amde] fixing error during merge
098e8c5 [Manish Amde] merged master
e006f9d [Manish Amde] changing variable names
5c78e1a [Manish Amde] added multiclass support
6c7af22 [Manish Amde] prepared for multiclass without breaking binary classification
46e06ee [Manish Amde] minor mods
3f85a17 [Manish Amde] tests for multiclass classification
4d5f70c [Manish Amde] added multiclass support for find splits bins
46f909c [Manish Amde] todo for multiclass support
455bea9 [Manish Amde] fixed tests
14aea48 [Manish Amde] changing instance format to weighted labeled point
a1a6e09 [Manish Amde] added weighted point class
968ca9d [Manish Amde] merged master
7fc9545 [Manish Amde] added docs
ce004a1 [Manish Amde] minor formatting
b27ad2c [Manish Amde] formatting
426bb28 [Manish Amde] programming guide blurb
8053fed [Manish Amde] more formatting
5eca9e4 [Manish Amde] grammar
4731cda [Manish Amde] formatting
5e82202 [Manish Amde] added documentation, fixed off by 1 error in max level calculation
cbd9f14 [Manish Amde] modified scala.math to math
dad9652 [Manish Amde] removed unused imports
e0426ee [Manish Amde] renamed parameter
718506b [Manish Amde] added unit test
1517155 [Manish Amde] updated documentation
9dbdabe [Manish Amde] merge from master
719d009 [Manish Amde] updating user documentation
fecf89a [manishamde] Merge pull request #6 from etrain/deep_tree
0287772 [Evan Sparks] Fixing scalastyle issue.
2f1e093 [Manish Amde] minor: added doc for maxMemory parameter
2f6072c [manishamde] Merge pull request #5 from etrain/deep_tree
abc5a23 [Evan Sparks] Parameterizing max memory.
50b143a [Manish Amde] adding support for very deep trees
2014-07-18 14:00:13 -07:00
Sean Owen 635888cbed SPARK-2363. Clean MLlib's sample data files
(Just made a PR for this, mengxr was the reporter of:)

MLlib has sample data under serveral folders:
1) data/mllib
2) data/
3) mllib/data/*
Per previous discussion with Matei Zaharia, we want to put them under `data/mllib` and clean outdated files.

Author: Sean Owen <sowen@cloudera.com>

Closes #1394 from srowen/SPARK-2363 and squashes the following commits:

54313dd [Sean Owen] Move ML example data from /mllib/data/ and /data/ into /data/mllib/
2014-07-13 19:27:43 -07:00
Xiangrui Meng df0aa8353a [WIP][SPARK-1871][MLLIB] Improve MLlib guide for v1.0
Some improvements to MLlib guide:

1. [SPARK-1872] Update API links for unidoc.
2. [SPARK-1783] Added `page.displayTitle` to the global layout. If it is defined, use it instead of `page.title` for title display.
3. Add more Java/Python examples.

Author: Xiangrui Meng <meng@databricks.com>

Closes #816 from mengxr/mllib-doc and squashes the following commits:

ec2e407 [Xiangrui Meng] format scala example for ALS
cd9f40b [Xiangrui Meng] add a paragraph to summarize distributed matrix types
4617f04 [Xiangrui Meng] add python example to loadLibSVMFile and fix Java example
d6509c2 [Xiangrui Meng] [SPARK-1783] update mllib titles
561fdc0 [Xiangrui Meng] add a displayTitle option to global layout
195d06f [Xiangrui Meng] add Java example for summary stats and minor fix
9f1ff89 [Xiangrui Meng] update java api links in mllib-basics
7dad18e [Xiangrui Meng] update java api links in NB
3a0f4a6 [Xiangrui Meng] api/pyspark -> api/python
35bdeb9 [Xiangrui Meng] api/mllib -> api/scala
e4afaa8 [Xiangrui Meng] explicity state what might change
2014-05-18 17:00:57 -07:00
Manish Amde f269b016ac SPARK-1544 Add support for deep decision trees.
@etrain and I came with a PR for arbitrarily deep decision trees at the cost of multiple passes over the data at deep tree levels.

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

cc: @atalwalkar, @hirakendu, @mengxr

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

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

968ca9d [Manish Amde] merged master
7fc9545 [Manish Amde] added docs
ce004a1 [Manish Amde] minor formatting
b27ad2c [Manish Amde] formatting
426bb28 [Manish Amde] programming guide blurb
8053fed [Manish Amde] more formatting
5eca9e4 [Manish Amde] grammar
4731cda [Manish Amde] formatting
5e82202 [Manish Amde] added documentation, fixed off by 1 error in max level calculation
cbd9f14 [Manish Amde] modified scala.math to math
dad9652 [Manish Amde] removed unused imports
e0426ee [Manish Amde] renamed parameter
718506b [Manish Amde] added unit test
1517155 [Manish Amde] updated documentation
9dbdabe [Manish Amde] merge from master
719d009 [Manish Amde] updating user documentation
fecf89a [manishamde] Merge pull request #6 from etrain/deep_tree
0287772 [Evan Sparks] Fixing scalastyle issue.
2f1e093 [Manish Amde] minor: added doc for maxMemory parameter
2f6072c [manishamde] Merge pull request #5 from etrain/deep_tree
abc5a23 [Evan Sparks] Parameterizing max memory.
50b143a [Manish Amde] adding support for very deep trees
2014-05-07 17:08:38 -07:00
Sean Owen 25ad8f9301 SPARK-1727. Correct small compile errors, typos, and markdown issues in (primarly) MLlib docs
While play-testing the Scala and Java code examples in the MLlib docs, I noticed a number of small compile errors, and some typos. This led to finding and fixing a few similar items in other docs.

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

Author: Sean Owen <sowen@cloudera.com>

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

6e7c38a [Sean Owen] Final doc updates - one more compile error, and use of mean instead of sum and count
8f5e847 [Sean Owen] Fix markdown syntax issues that maruku flags, even though we use kramdown (but only those that do not affect kramdown's output)
99966a9 [Sean Owen] Update issue tracker URL in docs
23c9ac3 [Sean Owen] Add Scala Naive Bayes example, to use existing example data file (whose format needed a tweak)
8c81982 [Sean Owen] Fix small compile errors and typos across MLlib docs
2014-05-06 20:07:22 -07:00
Xiangrui Meng 26d35f3fd9 [SPARK-1506][MLLIB] Documentation improvements for MLlib 1.0
Preview: http://54.82.240.23:4000/mllib-guide.html

Table of contents:

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

Author: Xiangrui Meng <meng@databricks.com>

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

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