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4 commits

Author SHA1 Message Date
Phillip Henry 397b843890 [SPARK-34415][ML] Randomization in hyperparameter optimization
### What changes were proposed in this pull request?

Code in the PR generates random parameters for hyperparameter tuning. A discussion with Sean Owen can be found on the dev mailing list here:

http://apache-spark-developers-list.1001551.n3.nabble.com/Hyperparameter-Optimization-via-Randomization-td30629.html

All code is entirely my own work and I license the work to the project under the project’s open source license.

### Why are the changes needed?

Randomization can be a more effective techinique than a grid search since min/max points can fall between the grid and never be found. Randomisation is not so restricted although the probability of finding minima/maxima is dependent on the number of attempts.

Alice Zheng has an accessible description on how this technique works at https://www.oreilly.com/library/view/evaluating-machine-learning/9781492048756/ch04.html

Although there are Python libraries with more sophisticated techniques, not every Spark developer is using Python.

### Does this PR introduce _any_ user-facing change?

A new class (`ParamRandomBuilder.scala`) and its tests have been created but there is no change to existing code. This class offers an alternative to `ParamGridBuilder` and can be dropped into the code wherever `ParamGridBuilder` appears. Indeed, it extends `ParamGridBuilder` and is completely compatible with  its interface. It merely adds one method that provides a range over which a hyperparameter will be randomly defined.

### How was this patch tested?

Tests `ParamRandomBuilderSuite.scala` and `RandomRangesSuite.scala` were added.

`ParamRandomBuilderSuite` is the analogue of the already existing `ParamGridBuilderSuite` which tests the user-facing interface.

`RandomRangesSuite` uses ScalaCheck to test the random ranges over which hyperparameters are distributed.

Closes #31535 from PhillHenry/ParamRandomBuilder.

Authored-by: Phillip Henry <PhillHenry@gmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2021-02-27 08:34:39 -06:00
Fokko Driesprong e4d1c10760 [SPARK-32320][PYSPARK] Remove mutable default arguments
This is bad practice, and might lead to unexpected behaviour:
https://florimond.dev/blog/articles/2018/08/python-mutable-defaults-are-the-source-of-all-evil/

```
fokkodriesprongFan spark % grep -R "={}" python | grep def

python/pyspark/resource/profile.py:    def __init__(self, _java_resource_profile=None, _exec_req={}, _task_req={}):
python/pyspark/sql/functions.py:def from_json(col, schema, options={}):
python/pyspark/sql/functions.py:def to_json(col, options={}):
python/pyspark/sql/functions.py:def schema_of_json(json, options={}):
python/pyspark/sql/functions.py:def schema_of_csv(csv, options={}):
python/pyspark/sql/functions.py:def to_csv(col, options={}):
python/pyspark/sql/functions.py:def from_csv(col, schema, options={}):
python/pyspark/sql/avro/functions.py:def from_avro(data, jsonFormatSchema, options={}):
```

```
fokkodriesprongFan spark % grep -R "=\[\]" python | grep def
python/pyspark/ml/tuning.py:    def __init__(self, bestModel, avgMetrics=[], subModels=None):
python/pyspark/ml/tuning.py:    def __init__(self, bestModel, validationMetrics=[], subModels=None):
```

### What changes were proposed in this pull request?

Removing the mutable default arguments.

### Why are the changes needed?

Removing the mutable default arguments, and changing the signature to `Optional[...]`.

### Does this PR introduce _any_ user-facing change?

No 👍

### How was this patch tested?

Using the Flake8 bugbear code analysis plugin.

Closes #29122 from Fokko/SPARK-32320.

Authored-by: Fokko Driesprong <fokko@apache.org>
Signed-off-by: Ruifeng Zheng <ruifengz@foxmail.com>
2020-12-08 09:35:36 +08:00
Weichen Xu 7e759b2d95 [SPARK-33520][ML][PYSPARK] make CrossValidator/TrainValidateSplit/OneVsRest Reader/Writer support Python backend estimator/evaluator
### What changes were proposed in this pull request?
make CrossValidator/TrainValidateSplit/OneVsRest Reader/Writer support Python backend estimator/model

### Why are the changes needed?
Currently, pyspark support third-party library to define python backend estimator/evaluator, i.e., estimator that inherit `Estimator` instead of `JavaEstimator`, and only can be used in pyspark.

CrossValidator and TrainValidateSplit support tuning these python backend estimator,
but cannot support saving/load, becase CrossValidator and TrainValidateSplit writer implementation is use JavaMLWriter, which require to convert nested estimator and evaluator into java instance.

OneVsRest saving/load now only support java backend classifier due to similar issue.

### Does this PR introduce _any_ user-facing change?
No

### How was this patch tested?
Unit test.

Closes #30471 from WeichenXu123/support_pyio_tuning.

Authored-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Weichen Xu <weichen.xu@databricks.com>
2020-12-04 08:35:50 +08:00
zero323 31a16fbb40 [SPARK-32714][PYTHON] Initial pyspark-stubs port
### What changes were proposed in this pull request?

This PR proposes migration of [`pyspark-stubs`](https://github.com/zero323/pyspark-stubs) into Spark codebase.

### Why are the changes needed?

### Does this PR introduce _any_ user-facing change?

Yes. This PR adds type annotations directly to Spark source.

This can impact interaction with development tools for users, which haven't used `pyspark-stubs`.

### How was this patch tested?

- [x] MyPy tests of the PySpark source
    ```
    mypy --no-incremental --config python/mypy.ini python/pyspark
    ```
- [x] MyPy tests of Spark examples
    ```
   MYPYPATH=python/ mypy --no-incremental --config python/mypy.ini examples/src/main/python/ml examples/src/main/python/sql examples/src/main/python/sql/streaming
    ```
- [x] Existing Flake8 linter

- [x] Existing unit tests

Tested against:

- `mypy==0.790+dev.e959952d9001e9713d329a2f9b196705b028f894`
- `mypy==0.782`

Closes #29591 from zero323/SPARK-32681.

Authored-by: zero323 <mszymkiewicz@gmail.com>
Signed-off-by: HyukjinKwon <gurwls223@apache.org>
2020-09-24 14:15:36 +09:00