## What changes were proposed in this pull request?
A pyspark wrapper for spark.ml.stat.ChiSquareTest
## How was this patch tested?
unit tests
doctests
Author: Bago Amirbekian <bago@databricks.com>
Closes#17421 from MrBago/chiSquareTestWrapper.
## What changes were proposed in this pull request?
- Add `HasSupport` and `HasConfidence` `Params`.
- Add new module `pyspark.ml.fpm`.
- Add `FPGrowth` / `FPGrowthModel` wrappers.
- Provide tests for new features.
## How was this patch tested?
Unit tests.
Author: zero323 <zero323@users.noreply.github.com>
Closes#17218 from zero323/SPARK-19281.
Add Python wrapper for `Imputer` feature transformer.
## How was this patch tested?
New doc tests and tweak to PySpark ML `tests.py`
Author: Nick Pentreath <nickp@za.ibm.com>
Closes#17316 from MLnick/SPARK-15040-pyspark-imputer.
## What changes were proposed in this pull request?
PySpark ```GeneralizedLinearRegression``` supports tweedie distribution.
## How was this patch tested?
Add unit tests.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#17146 from yanboliang/spark-19806.
## What changes were proposed in this pull request?
The `keyword_only` decorator in PySpark is not thread-safe. It writes kwargs to a static class variable in the decorator, which is then retrieved later in the class method as `_input_kwargs`. If multiple threads are constructing the same class with different kwargs, it becomes a race condition to read from the static class variable before it's overwritten. See [SPARK-19348](https://issues.apache.org/jira/browse/SPARK-19348) for reproduction code.
This change will write the kwargs to a member variable so that multiple threads can operate on separate instances without the race condition. It does not protect against multiple threads operating on a single instance, but that is better left to the user to synchronize.
## How was this patch tested?
Added new unit tests for using the keyword_only decorator and a regression test that verifies `_input_kwargs` can be overwritten from different class instances.
Author: Bryan Cutler <cutlerb@gmail.com>
Closes#16782 from BryanCutler/pyspark-keyword_only-threadsafe-SPARK-19348.
## What changes were proposed in this pull request?
Updates the doc string to match up with the code
i.e. say dropLast instead of includeFirst
## How was this patch tested?
Not much, since it's a doc-like change. Will run unit tests via Jenkins job.
Author: Mark Grover <mark@apache.org>
Closes#17127 from markgrover/spark_19734.
## What changes were proposed in this pull request?
Remove `org.apache.spark.examples.` in
Add slash in one of the python doc.
## How was this patch tested?
Run examples using the commands in the comments.
Author: Yun Ni <yunn@uber.com>
Closes#17104 from Yunni/yunn_minor.
This PR adds a param to `ALS`/`ALSModel` to set the strategy used when encountering unknown users or items at prediction time in `transform`. This can occur in 2 scenarios: (a) production scoring, and (b) cross-validation & evaluation.
The current behavior returns `NaN` if a user/item is unknown. In scenario (b), this can easily occur when using `CrossValidator` or `TrainValidationSplit` since some users/items may only occur in the test set and not in the training set. In this case, the evaluator returns `NaN` for all metrics, making model selection impossible.
The new param, `coldStartStrategy`, defaults to `nan` (the current behavior). The other option supported initially is `drop`, which drops all rows with `NaN` predictions. This flag allows users to use `ALS` in cross-validation settings. It is made an `expertParam`. The param is made a string so that the set of strategies can be extended in future (some options are discussed in [SPARK-14489](https://issues.apache.org/jira/browse/SPARK-14489)).
## How was this patch tested?
New unit tests, and manual "before and after" tests for Scala & Python using MovieLens `ml-latest-small` as example data. Here, using `CrossValidator` or `TrainValidationSplit` with the default param setting results in metrics that are all `NaN`, while setting `coldStartStrategy` to `drop` results in valid metrics.
Author: Nick Pentreath <nickp@za.ibm.com>
Closes#12896 from MLnick/SPARK-14489-als-nan.
## What changes were proposed in this pull request?
Fixed the PySpark Params.copy method to behave like the Scala implementation. The main issue was that it did not account for the _defaultParamMap and merged it into the explicitly created param map.
## How was this patch tested?
Added new unit test to verify the copy method behaves correctly for copying uid, explicitly created params, and default params.
Author: Bryan Cutler <cutlerb@gmail.com>
Closes#16772 from BryanCutler/pyspark-ml-param_copy-Scala_sync-SPARK-14772.
## What changes were proposed in this pull request?
This pull request includes python API and examples for LSH. The API changes was based on yanboliang 's PR #15768 and resolved conflicts and API changes on the Scala API. The examples are consistent with Scala examples of MinHashLSH and BucketedRandomProjectionLSH.
## How was this patch tested?
API and examples are tested using spark-submit:
`bin/spark-submit examples/src/main/python/ml/min_hash_lsh.py`
`bin/spark-submit examples/src/main/python/ml/bucketed_random_projection_lsh.py`
User guide changes are generated and manually inspected:
`SKIP_API=1 jekyll build`
Author: Yun Ni <yunn@uber.com>
Author: Yanbo Liang <ybliang8@gmail.com>
Author: Yunni <Euler57721@gmail.com>
Closes#16715 from Yunni/spark-18080.
## What changes were proposed in this pull request?
This PR is to document the changes on QuantileDiscretizer in pyspark for PR:
https://github.com/apache/spark/pull/15428
## How was this patch tested?
No test needed
Signed-off-by: VinceShieh <vincent.xieintel.com>
Author: VinceShieh <vincent.xie@intel.com>
Closes#16922 from VinceShieh/spark-19590.
## What changes were proposed in this pull request?
Add missing `warnings` import.
## How was this patch tested?
Manual tests.
Author: zero323 <zero323@users.noreply.github.com>
Closes#16846 from zero323/SPARK-19506.
## What changes were proposed in this pull request?
Remove cyclic imports between `pyspark.ml.pipeline` and `pyspark.ml`.
## How was this patch tested?
Existing unit tests.
Author: zero323 <zero323@users.noreply.github.com>
Closes#16814 from zero323/SPARK-19467.
## What changes were proposed in this pull request?
Methods `numClasses` and `numFeatures` in LinearSVCModel are already usable by inheriting `JavaClassificationModel`
we should not explicitly add them.
## How was this patch tested?
existing tests
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#16727 from zhengruifeng/nits_in_linearSVC.
## What changes were proposed in this pull request?
* Removed Since tags in Python Params since they are inherited by other classes
* Fixed doc links for LinearSVC
## How was this patch tested?
* doc tests
* generating docs locally and checking manually
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#16723 from jkbradley/pyparam-fix-doc.
## What changes were proposed in this pull request?
Adding convenience function to Python `JavaWrapper` so that it is easy to create a Py4J JavaArray that is compatible with current class constructors that have a Scala `Array` as input so that it is not necessary to have a Java/Python friendly constructor. The function takes a Java class as input that is used by Py4J to create the Java array of the given class. As an example, `OneVsRest` has been updated to use this and the alternate constructor is removed.
## How was this patch tested?
Added unit tests for the new convenience function and updated `OneVsRest` doctests which use this to persist the model.
Author: Bryan Cutler <cutlerb@gmail.com>
Closes#14725 from BryanCutler/pyspark-new_java_array-CountVectorizer-SPARK-17161.
## What changes were proposed in this pull request?
Add Python API for the newly added LinearSVC algorithm.
## How was this patch tested?
Add new doc string test.
Author: wm624@hotmail.com <wm624@hotmail.com>
Closes#16694 from wangmiao1981/ser.
## What changes were proposed in this pull request?
add loglikelihood in GMM.summary
## How was this patch tested?
added tests
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Author: Ruifeng Zheng <ruifengz@foxmail.com>
Closes#12064 from zhengruifeng/gmm_metric.
## What changes were proposed in this pull request?
Add FDR test case in ml/feature/ChiSqSelectorSuite.
Improve some comments in the code.
This is a follow-up pr for #15212.
## How was this patch tested?
ut
Author: Peng, Meng <peng.meng@intel.com>
Closes#16434 from mpjlu/fdr_fwe_update.
## What changes were proposed in this pull request?
Copy `GaussianMixture` implementation from mllib to ml, then we can add new features to it.
I left mllib `GaussianMixture` untouched, unlike some other algorithms to wrap the ml implementation. For the following reasons:
- mllib `GaussianMixture` allows k == 1, but ml does not.
- mllib `GaussianMixture` supports setting initial model, but ml does not support currently. (We will definitely add this feature for ml in the future)
We can get around these issues to make mllib as a wrapper calling into ml, but I'd prefer to leave mllib untouched which can make ml clean.
Meanwhile, There is a big performance improvement for `GaussianMixture` in this PR. Since the covariance matrix of multivariate gaussian distribution is symmetric, we can only store the upper triangular part of the matrix and it will greatly reduce the shuffled data size. In my test, this change will reduce shuffled data size by about 50% and accelerate the job execution.
Before this PR:
![image](https://cloud.githubusercontent.com/assets/1962026/19641622/4bb017ac-9996-11e6-8ece-83db184b620a.png)
After this PR:
![image](https://cloud.githubusercontent.com/assets/1962026/19641635/629c21fe-9996-11e6-91e9-83ab74ae0126.png)
## How was this patch tested?
Existing tests and added new tests.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#15413 from yanboliang/spark-17847.
## What changes were proposed in this pull request?
There are many locations in the Spark repo where the same word occurs consecutively. Sometimes they are appropriately placed, but many times they are not. This PR removes the inappropriately duplicated words.
## How was this patch tested?
N/A since only docs or comments were updated.
Author: Niranjan Padmanabhan <niranjan.padmanabhan@gmail.com>
Closes#16455 from neurons/np.structure_streaming_doc.
## What changes were proposed in this pull request?
Univariate feature selection works by selecting the best features based on univariate statistical tests.
FDR and FWE are a popular univariate statistical test for feature selection.
In 2005, the Benjamini and Hochberg paper on FDR was identified as one of the 25 most-cited statistical papers. The FDR uses the Benjamini-Hochberg procedure in this PR. https://en.wikipedia.org/wiki/False_discovery_rate.
In statistics, FWE is the probability of making one or more false discoveries, or type I errors, among all the hypotheses when performing multiple hypotheses tests.
https://en.wikipedia.org/wiki/Family-wise_error_rate
We add FDR and FWE methods for ChiSqSelector in this PR, like it is implemented in scikit-learn.
http://scikit-learn.org/stable/modules/feature_selection.html#univariate-feature-selection
## How was this patch tested?
ut will be added soon
(Please explain how this patch was tested. E.g. unit tests, integration tests, manual tests)
(If this patch involves UI changes, please attach a screenshot; otherwise, remove this)
Author: Peng <peng.meng@intel.com>
Author: Peng, Meng <peng.meng@intel.com>
Closes#15212 from mpjlu/fdr_fwe.
## What changes were proposed in this pull request?
Updated Scala param and Python param to have quotes around the options making it easier for users to read.
## How was this patch tested?
Manually checked the docstrings
Author: krishnakalyan3 <krishnakalyan3@gmail.com>
Closes#16242 from krishnakalyan3/doc-string.
## What changes were proposed in this pull request?
In`JavaWrapper `'s destructor make Java Gateway dereference object in destructor, using `SparkContext._active_spark_context._gateway.detach`
Fixing the copying parameter bug, by moving the `copy` method from `JavaModel` to `JavaParams`
## How was this patch tested?
```scala
import random, string
from pyspark.ml.feature import StringIndexer
l = [(''.join(random.choice(string.ascii_uppercase) for _ in range(10)), ) for _ in range(int(7e5))] # 700000 random strings of 10 characters
df = spark.createDataFrame(l, ['string'])
for i in range(50):
indexer = StringIndexer(inputCol='string', outputCol='index')
indexer.fit(df)
```
* Before: would keep StringIndexer strong reference, causing GC issues and is halted midway
After: garbage collection works as the object is dereferenced, and computation completes
* Mem footprint tested using profiler
* Added a parameter copy related test which was failing before.
Author: Sandeep Singh <sandeep@techaddict.me>
Author: jkbradley <joseph.kurata.bradley@gmail.com>
Closes#15843 from techaddict/SPARK-18274.
## What changes were proposed in this pull request?
added the new handleInvalid param for these transformers to Python to maintain API parity.
## How was this patch tested?
existing tests
testing is done with new doctests
Author: Sandeep Singh <sandeep@techaddict.me>
Closes#15817 from techaddict/SPARK-18366.
## What changes were proposed in this pull request?
Add python api for KMeansSummary
## How was this patch tested?
unit test added
Author: Jeff Zhang <zjffdu@apache.org>
Closes#13557 from zjffdu/SPARK-15819.
## What changes were proposed in this pull request?
make a pass through the items marked as Experimental or DeveloperApi and see if any are stable enough to be unmarked. Also check for items marked final or sealed to see if they are stable enough to be opened up as APIs.
Some discussions in the jira: https://issues.apache.org/jira/browse/SPARK-18319
## How was this patch tested?
existing ut
Author: Yuhao <yuhao.yang@intel.com>
Author: Yuhao Yang <hhbyyh@gmail.com>
Closes#15972 from hhbyyh/experimental21.
## What changes were proposed in this pull request?
Remove deprecated methods for ML.
## How was this patch tested?
Existing tests.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#15913 from yanboliang/spark-18481.
## What changes were proposed in this pull request?
Add model summary APIs for `GaussianMixtureModel` and `BisectingKMeansModel` in pyspark.
## How was this patch tested?
Unit tests.
Author: sethah <seth.hendrickson16@gmail.com>
Closes#15777 from sethah/pyspark_cluster_summaries.
## What changes were proposed in this pull request?
Gradient Boosted Tree in R.
With a few minor improvements to RandomForest in R.
Since this is relatively isolated I'd like to target this for branch-2.1
## How was this patch tested?
manual tests, unit tests
Author: Felix Cheung <felixcheung_m@hotmail.com>
Closes#15746 from felixcheung/rgbt.
## What changes were proposed in this pull request?
Add missing 'subsamplingRate' of pyspark GBTClassifier
## How was this patch tested?
existing tests
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#15692 from zhengruifeng/gbt_subsamplingRate.
## What changes were proposed in this pull request?
- Renamed kbest to numTopFeatures
- Renamed alpha to fpr
- Added missing Since annotations
- Doc cleanups
## How was this patch tested?
Added new standardized unit tests for spark.ml.
Improved existing unit test coverage a bit.
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#15647 from jkbradley/chisqselector-follow-ups.
## What changes were proposed in this pull request?
Add subsmaplingRate to randomForestClassifier
Add varianceCol to randomForestRegressor
In Python
## How was this patch tested?
manual tests
Author: Felix Cheung <felixcheung_m@hotmail.com>
Closes#15638 from felixcheung/pyrandomforest.
## What changes were proposed in this pull request?
This PR is an enhancement of PR with commit ID:57dc326bd00cf0a49da971e9c573c48ae28acaa2.
NaN is a special type of value which is commonly seen as invalid. But We find that there are certain cases where NaN are also valuable, thus need special handling. We provided user when dealing NaN values with 3 options, to either reserve an extra bucket for NaN values, or remove the NaN values, or report an error, by setting handleNaN "keep", "skip", or "error"(default) respectively.
'''Before:
val bucketizer: Bucketizer = new Bucketizer()
.setInputCol("feature")
.setOutputCol("result")
.setSplits(splits)
'''After:
val bucketizer: Bucketizer = new Bucketizer()
.setInputCol("feature")
.setOutputCol("result")
.setSplits(splits)
.setHandleNaN("keep")
## How was this patch tested?
Tests added in QuantileDiscretizerSuite, BucketizerSuite and DataFrameStatSuite
Signed-off-by: VinceShieh <vincent.xieintel.com>
Author: VinceShieh <vincent.xie@intel.com>
Author: Vincent Xie <vincent.xie@intel.com>
Author: Joseph K. Bradley <joseph@databricks.com>
Closes#15428 from VinceShieh/spark-17219_followup.
## What changes were proposed in this pull request?
For feature selection method ChiSquareSelector, it is based on the ChiSquareTestResult.statistic (ChiSqure value) to select the features. It select the features with the largest ChiSqure value. But the Degree of Freedom (df) of ChiSqure value is different in Statistics.chiSqTest(RDD), and for different df, you cannot base on ChiSqure value to select features.
So we change statistic to pValue for SelectKBest and SelectPercentile
## How was this patch tested?
change existing test
Author: Peng <peng.meng@intel.com>
Closes#15444 from mpjlu/chisqure-bug.
## What changes were proposed in this pull request?
Since ```ml.evaluation``` has supported save/load at Scala side, supporting it at Python side is very straightforward and easy.
## How was this patch tested?
Add python doctest.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#13194 from yanboliang/spark-15402.
## What changes were proposed in this pull request?
Follow-up work of #13675, add Python API for ```RFormula forceIndexLabel```.
## How was this patch tested?
Unit test.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#15430 from yanboliang/spark-15957-python.
## What changes were proposed in this pull request?
update python api for NaiveBayes: add weight col parameter.
## How was this patch tested?
doctests added.
Author: WeichenXu <WeichenXu123@outlook.com>
Closes#15406 from WeichenXu123/nb_python_update.
## What changes were proposed in this pull request?
1,parity check and add missing test suites for ml's NB
2,remove some unused imports
## How was this patch tested?
manual tests in spark-shell
Author: Zheng RuiFeng <ruifengz@foxmail.com>
Closes#15312 from zhengruifeng/nb_test_parity.
## What changes were proposed in this pull request?
Replaces` ValueError` with `IndexError` when index passed to `ml` / `mllib` `SparseVector.__getitem__` is out of range. This ensures correct iteration behavior.
Replaces `ValueError` with `IndexError` for `DenseMatrix` and `SparkMatrix` in `ml` / `mllib`.
## How was this patch tested?
PySpark `ml` / `mllib` unit tests. Additional unit tests to prove that the problem has been resolved.
Author: zero323 <zero323@users.noreply.github.com>
Closes#15144 from zero323/SPARK-17587.
## What changes were proposed in this pull request?
Partial revert of #15277 to instead sort and store input to model rather than require sorted input
## How was this patch tested?
Existing tests.
Author: Sean Owen <sowen@cloudera.com>
Closes#15299 from srowen/SPARK-17704.2.
## What changes were proposed in this pull request?
Add Python API for multinomial logistic regression.
- add `family` param in python api.
- expose `coefficientMatrix` and `interceptVector` for `LogisticRegressionModel`
- add python-side testcase for multinomial logistic regression
- update python doc.
## How was this patch tested?
existing and added doc tests.
Author: WeichenXu <WeichenXu123@outlook.com>
Closes#14852 from WeichenXu123/add_MLOR_python.
## What changes were proposed in this pull request?
#14597 modified ```ChiSqSelector``` to support ```fpr``` type selector, however, it left some issue need to be addressed:
* We should allow users to set selector type explicitly rather than switching them by using different setting function, since the setting order will involves some unexpected issue. For example, if users both set ```numTopFeatures``` and ```percentile```, it will train ```kbest``` or ```percentile``` model based on the order of setting (the latter setting one will be trained). This make users confused, and we should allow users to set selector type explicitly. We handle similar issues at other place of ML code base such as ```GeneralizedLinearRegression``` and ```LogisticRegression```.
* Meanwhile, if there are more than one parameter except ```alpha``` can be set for ```fpr``` model, we can not handle it elegantly in the existing framework. And similar issues for ```kbest``` and ```percentile``` model. Setting selector type explicitly can solve this issue also.
* If setting selector type explicitly by users is allowed, we should handle param interaction such as if users set ```selectorType = percentile``` and ```alpha = 0.1```, we should notify users the parameter ```alpha``` will take no effect. We should handle complex parameter interaction checks at ```transformSchema```. (FYI #11620)
* We should use lower case of the selector type names to follow MLlib convention.
* Add ML Python API.
## How was this patch tested?
Unit test.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#15214 from yanboliang/spark-17017.
## What changes were proposed in this pull request?
Match ProbabilisticClassifer.thresholds requirements to R randomForest cutoff, requiring all > 0
## How was this patch tested?
Jenkins tests plus new test cases
Author: Sean Owen <sowen@cloudera.com>
Closes#15149 from srowen/SPARK-17057.
## What changes were proposed in this pull request?
Add treeAggregateDepth parameter for AFTSurvivalRegression to keep consistent with LiR/LoR.
## How was this patch tested?
Existing tests.
Author: WeichenXu <WeichenXu123@outlook.com>
Closes#14851 from WeichenXu123/add_treeAggregate_param_for_survival_regression.
## What changes were proposed in this pull request?
This PR fixes an issue when Bucketizer is called to handle a dataset containing NaN value.
Sometimes, null value might also be useful to users, so in these cases, Bucketizer should
reserve one extra bucket for NaN values, instead of throwing an illegal exception.
Before:
```
Bucketizer.transform on NaN value threw an illegal exception.
```
After:
```
NaN values will be grouped in an extra bucket.
```
## How was this patch tested?
New test cases added in `BucketizerSuite`.
Signed-off-by: VinceShieh <vincent.xieintel.com>
Author: VinceShieh <vincent.xie@intel.com>
Closes#14858 from VinceShieh/spark-17219.
## What changes were proposed in this pull request?
#14956 reduced default k-means|| init steps to 2 from 5 only for spark.mllib package, we should also do same change for spark.ml and PySpark.
## How was this patch tested?
Existing tests.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#15050 from yanboliang/spark-17389.
## What changes were proposed in this pull request?
```weights``` of ```MultilayerPerceptronClassificationModel``` should be the output weights of layers rather than initial weights, this PR correct it.
## How was this patch tested?
Doc change.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes#14967 from yanboliang/mlp-weights.