Commit graph

11 commits

Author SHA1 Message Date
Yanbo Liang f14e95115c [ML][R] SparkR::glm summary result to compare with native R
Follow up #9561. Due to [SPARK-11587](https://issues.apache.org/jira/browse/SPARK-11587) has been fixed, we should compare SparkR::glm summary result with native R output rather than hard-code one. mengxr

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #9590 from yanboliang/glm-r-test.
2015-11-10 11:34:36 -08:00
Shivaram Venkataraman c4e19b3819 [SPARK-11587][SPARKR] Fix the summary generic to match base R
The signature is summary(object, ...) as defined in
https://stat.ethz.ch/R-manual/R-devel/library/base/html/summary.html

Author: Shivaram Venkataraman <shivaram@cs.berkeley.edu>

Closes #9582 from shivaram/summary-fix.
2015-11-09 21:06:01 -08:00
Yanbo Liang 8c0e1b50e9 [SPARK-11494][ML][R] Expose R-like summary statistics in SparkR::glm for linear regression
Expose R-like summary statistics in SparkR::glm for linear regression, the output of ```summary``` like
```Java
$DevianceResiduals
 Min        Max
 -0.9509607 0.7291832

$Coefficients
                   Estimate   Std. Error t value   Pr(>|t|)
(Intercept)        1.6765     0.2353597  7.123139  4.456124e-11
Sepal_Length       0.3498801  0.04630128 7.556598  4.187317e-12
Species_versicolor -0.9833885 0.07207471 -13.64402 0
Species_virginica  -1.00751   0.09330565 -10.79796 0
```

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #9561 from yanboliang/spark-11494.
2015-11-09 08:56:22 -08:00
Davies Liu 2440106242 [SPARK-11542] [SPARKR] fix glm with long fomular
Because deparse() will break the long string into multiple lines, the deserialization will fail

Author: Davies Liu <davies@databricks.com>

Closes #9510 from davies/fix_glm.
2015-11-05 16:34:10 -08:00
Yanbo Liang e328b69c31 [SPARK-9492][ML][R] LogisticRegression in R should provide model statistics
Like ml ```LinearRegression```, ```LogisticRegression``` should provide a training summary including feature names and their coefficients.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #9303 from yanboliang/spark-9492.
2015-11-04 08:28:33 -08:00
lewuathe 4c33a34ba3 [SPARK-10668] [ML] Use WeightedLeastSquares in LinearRegression with L…
…2 regularization if the number of features is small

Author: lewuathe <lewuathe@me.com>
Author: Lewuathe <sasaki@treasure-data.com>
Author: Kai Sasaki <sasaki@treasure-data.com>
Author: Lewuathe <lewuathe@me.com>

Closes #8884 from Lewuathe/SPARK-10668.
2015-10-19 10:46:10 -07:00
Eric Liang 922338812c [SPARK-9681] [ML] Support R feature interactions in RFormula
This integrates the Interaction feature transformer with SparkR R formula support (i.e. support `:`).

To generate reasonable ML attribute names for feature interactions, it was necessary to add the ability to read attribute the original attribute names back from `StructField`, and also to specify custom group prefixes in `VectorAssembler`. This also has the side-benefit of cleaning up the double-underscores in the attributes generated for non-interaction terms.

mengxr

Author: Eric Liang <ekl@databricks.com>

Closes #8830 from ericl/interaction-2.
2015-09-25 00:43:22 -07:00
Eric Liang e7905a9395 [SPARK-9463] [ML] Expose model coefficients with names in SparkR RFormula
Preview:

```
> summary(m)
            features coefficients
1        (Intercept)    1.6765001
2       Sepal_Length    0.3498801
3 Species.versicolor   -0.9833885
4  Species.virginica   -1.0075104

```

Design doc from umbrella task: https://docs.google.com/document/d/10NZNSEurN2EdWM31uFYsgayIPfCFHiuIu3pCWrUmP_c/edit

cc mengxr

Author: Eric Liang <ekl@databricks.com>

Closes #7771 from ericl/summary and squashes the following commits:

ccd54c3 [Eric Liang] second pass
a5ca93b [Eric Liang] comments
2772111 [Eric Liang] clean up
70483ef [Eric Liang] fix test
7c247d4 [Eric Liang] Merge branch 'master' into summary
3c55024 [Eric Liang] working
8c539aa [Eric Liang] first pass
2015-07-30 16:15:43 -07:00
Eric Liang 8d5bb5283c [SPARK-9391] [ML] Support minus, dot, and intercept operators in SparkR RFormula
Adds '.', '-', and intercept parsing to RFormula. Also splits RFormulaParser into a separate file.

Umbrella design doc here: https://docs.google.com/document/d/10NZNSEurN2EdWM31uFYsgayIPfCFHiuIu3pCWrUmP_c/edit?usp=sharing

mengxr

Author: Eric Liang <ekl@databricks.com>

Closes #7707 from ericl/string-features-2 and squashes the following commits:

8588625 [Eric Liang] exclude complex types for .
8106ffe [Eric Liang] comments
a9350bb [Eric Liang] s/var/val
9c50d4d [Eric Liang] Merge branch 'string-features' into string-features-2
581afb2 [Eric Liang] Merge branch 'master' into string-features
08ae539 [Eric Liang] Merge branch 'string-features' into string-features-2
f99131a [Eric Liang] comments
cecec43 [Eric Liang] Merge branch 'string-features' into string-features-2
0bf3c26 [Eric Liang] update docs
4592df2 [Eric Liang] intercept supports
7412a2e [Eric Liang] Fri Jul 24 14:56:51 PDT 2015
3cf848e [Eric Liang] fix the parser
0556c2b [Eric Liang] Merge branch 'string-features' into string-features-2
c302a2c [Eric Liang] fix tests
9d1ac82 [Eric Liang] Merge remote-tracking branch 'upstream/master' into string-features
e713da3 [Eric Liang] comments
cd231a9 [Eric Liang] Wed Jul 22 17:18:44 PDT 2015
4d79193 [Eric Liang] revert to seq + distinct
169a085 [Eric Liang] tweak functional test
a230a47 [Eric Liang] Merge branch 'master' into string-features
72bd6f3 [Eric Liang] fix merge
d841cec [Eric Liang] Merge branch 'master' into string-features
5b2c4a2 [Eric Liang] Mon Jul 20 18:45:33 PDT 2015
b01c7c5 [Eric Liang] add test
8a637db [Eric Liang] encoder wip
a1d03f4 [Eric Liang] refactor into estimator
2015-07-28 14:16:57 -07:00
Eric Liang 8ddfa52c20 [SPARK-9230] [ML] Support StringType features in RFormula
This adds StringType feature support via OneHotEncoder. As part of this task it was necessary to change RFormula to an Estimator, so that factor levels could be determined from the training dataset.

Not sure if I am using uids correctly here, would be good to get reviewer help on that.
cc mengxr

Umbrella design doc: https://docs.google.com/document/d/10NZNSEurN2EdWM31uFYsgayIPfCFHiuIu3pCWrUmP_c/edit#

Author: Eric Liang <ekl@databricks.com>

Closes #7574 from ericl/string-features and squashes the following commits:

f99131a [Eric Liang] comments
0bf3c26 [Eric Liang] update docs
c302a2c [Eric Liang] fix tests
9d1ac82 [Eric Liang] Merge remote-tracking branch 'upstream/master' into string-features
e713da3 [Eric Liang] comments
4d79193 [Eric Liang] revert to seq + distinct
169a085 [Eric Liang] tweak functional test
a230a47 [Eric Liang] Merge branch 'master' into string-features
72bd6f3 [Eric Liang] fix merge
d841cec [Eric Liang] Merge branch 'master' into string-features
5b2c4a2 [Eric Liang] Mon Jul 20 18:45:33 PDT 2015
b01c7c5 [Eric Liang] add test
8a637db [Eric Liang] encoder wip
a1d03f4 [Eric Liang] refactor into estimator
2015-07-27 17:17:49 -07:00
Eric Liang 1cbdd89918 [SPARK-9201] [ML] Initial integration of MLlib + SparkR using RFormula
This exposes the SparkR:::glm() and SparkR:::predict() APIs. It was necessary to change RFormula to silently drop the label column if it was missing from the input dataset, which is kind of a hack but necessary to integrate with the Pipeline API.

The umbrella design doc for MLlib + SparkR integration can be viewed here: https://docs.google.com/document/d/10NZNSEurN2EdWM31uFYsgayIPfCFHiuIu3pCWrUmP_c/edit

mengxr

Author: Eric Liang <ekl@databricks.com>

Closes #7483 from ericl/spark-8774 and squashes the following commits:

3dfac0c [Eric Liang] update
17ef516 [Eric Liang] more comments
1753a0f [Eric Liang] make glm generic
b0f50f8 [Eric Liang] equivalence test
550d56d [Eric Liang] export methods
c015697 [Eric Liang] second pass
117949a [Eric Liang] comments
5afbc67 [Eric Liang] test label columns
6b7f15f [Eric Liang] Fri Jul 17 14:20:22 PDT 2015
3a63ae5 [Eric Liang] Fri Jul 17 13:41:52 PDT 2015
ce61367 [Eric Liang] Fri Jul 17 13:41:17 PDT 2015
0299c59 [Eric Liang] Fri Jul 17 13:40:32 PDT 2015
e37603f [Eric Liang] Fri Jul 17 12:15:03 PDT 2015
d417d0c [Eric Liang] Merge remote-tracking branch 'upstream/master' into spark-8774
29a2ce7 [Eric Liang] Merge branch 'spark-8774-1' into spark-8774
d1959d2 [Eric Liang] clarify comment
2db68aa [Eric Liang] second round of comments
dc3c943 [Eric Liang] address comments
5765ec6 [Eric Liang] fix style checks
1f361b0 [Eric Liang] doc
d33211b [Eric Liang] r support
fb0826b [Eric Liang] [SPARK-8774] Add R model formula with basic support as a transformer
2015-07-20 20:49:38 -07:00