# # Licensed to the Apache Software Foundation (ASF) under one or more # contributor license agreements. See the NOTICE file distributed with # this work for additional information regarding copyright ownership. # The ASF licenses this file to You under the Apache License, Version 2.0 # (the "License"); you may not use this file except in compliance with # the License. You may obtain a copy of the License at # # http://www.apache.org/licenses/LICENSE-2.0 # # Unless required by applicable law or agreed to in writing, software # distributed under the License is distributed on an "AS IS" BASIS, # WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. # See the License for the specific language governing permissions and # limitations under the License. # from numpy import * from pyspark import SparkContext # Double vector format: # # [8-byte 1] [8-byte length] [length*8 bytes of data] # # Double matrix format: # # [8-byte 2] [8-byte rows] [8-byte cols] [rows*cols*8 bytes of data] # # This is all in machine-endian. That means that the Java interpreter and the # Python interpreter must agree on what endian the machine is. def _deserialize_byte_array(shape, ba, offset): """Wrapper around ndarray aliasing hack. >>> x = array([1.0, 2.0, 3.0, 4.0, 5.0]) >>> array_equal(x, _deserialize_byte_array(x.shape, x.data, 0)) True >>> x = array([1.0, 2.0, 3.0, 4.0]).reshape(2,2) >>> array_equal(x, _deserialize_byte_array(x.shape, x.data, 0)) True """ ar = ndarray(shape=shape, buffer=ba, offset=offset, dtype="float64", order='C') return ar.copy() def _serialize_double_vector(v): """Serialize a double vector into a mutually understood format.""" if type(v) != ndarray: raise TypeError("_serialize_double_vector called on a %s; " "wanted ndarray" % type(v)) if v.dtype != float64: raise TypeError("_serialize_double_vector called on an ndarray of %s; " "wanted ndarray of float64" % v.dtype) if v.ndim != 1: raise TypeError("_serialize_double_vector called on a %ddarray; " "wanted a 1darray" % v.ndim) length = v.shape[0] ba = bytearray(16 + 8*length) header = ndarray(shape=[2], buffer=ba, dtype="int64") header[0] = 1 header[1] = length copyto(ndarray(shape=[length], buffer=ba, offset=16, dtype="float64"), v) return ba def _deserialize_double_vector(ba): """Deserialize a double vector from a mutually understood format. >>> x = array([1.0, 2.0, 3.0, 4.0, -1.0, 0.0, -0.0]) >>> array_equal(x, _deserialize_double_vector(_serialize_double_vector(x))) True """ if type(ba) != bytearray: raise TypeError("_deserialize_double_vector called on a %s; " "wanted bytearray" % type(ba)) if len(ba) < 16: raise TypeError("_deserialize_double_vector called on a %d-byte array, " "which is too short" % len(ba)) if (len(ba) & 7) != 0: raise TypeError("_deserialize_double_vector called on a %d-byte array, " "which is not a multiple of 8" % len(ba)) header = ndarray(shape=[2], buffer=ba, dtype="int64") if header[0] != 1: raise TypeError("_deserialize_double_vector called on bytearray " "with wrong magic") length = header[1] if len(ba) != 8*length + 16: raise TypeError("_deserialize_double_vector called on bytearray " "with wrong length") return _deserialize_byte_array([length], ba, 16) def _serialize_double_matrix(m): """Serialize a double matrix into a mutually understood format.""" if (type(m) == ndarray and m.dtype == float64 and m.ndim == 2): rows = m.shape[0] cols = m.shape[1] ba = bytearray(24 + 8 * rows * cols) header = ndarray(shape=[3], buffer=ba, dtype="int64") header[0] = 2 header[1] = rows header[2] = cols copyto(ndarray(shape=[rows, cols], buffer=ba, offset=24, dtype="float64", order='C'), m) return ba else: raise TypeError("_serialize_double_matrix called on a " "non-double-matrix") def _deserialize_double_matrix(ba): """Deserialize a double matrix from a mutually understood format.""" if type(ba) != bytearray: raise TypeError("_deserialize_double_matrix called on a %s; " "wanted bytearray" % type(ba)) if len(ba) < 24: raise TypeError("_deserialize_double_matrix called on a %d-byte array, " "which is too short" % len(ba)) if (len(ba) & 7) != 0: raise TypeError("_deserialize_double_matrix called on a %d-byte array, " "which is not a multiple of 8" % len(ba)) header = ndarray(shape=[3], buffer=ba, dtype="int64") if (header[0] != 2): raise TypeError("_deserialize_double_matrix called on bytearray " "with wrong magic") rows = header[1] cols = header[2] if (len(ba) != 8*rows*cols + 24): raise TypeError("_deserialize_double_matrix called on bytearray " "with wrong length") return _deserialize_byte_array([rows, cols], ba, 24) def _linear_predictor_typecheck(x, coeffs): """Check that x is a one-dimensional vector of the right shape. This is a temporary hackaround until I actually implement bulk predict.""" if type(x) == ndarray: if x.ndim == 1: if x.shape == coeffs.shape: pass else: raise RuntimeError("Got array of %d elements; wanted %d" % shape(x)[0] % shape(coeffs)[0]) else: raise RuntimeError("Bulk predict not yet supported.") elif (type(x) == RDD): raise RuntimeError("Bulk predict not yet supported.") else: raise TypeError("Argument of type " + type(x) + " unsupported") class LinearModel(object): """Something that has a vector of coefficients and an intercept.""" def __init__(self, coeff, intercept): self._coeff = coeff self._intercept = intercept class LinearRegressionModelBase(LinearModel): """A linear regression model. >>> lrmb = LinearRegressionModelBase(array([1.0, 2.0]), 0.1) >>> abs(lrmb.predict(array([-1.03, 7.777])) - 14.624) < 1e-6 True """ def predict(self, x): """Predict the value of the dependent variable given a vector x""" """containing values for the independent variables.""" _linear_predictor_typecheck(x, self._coeff) return dot(self._coeff, x) + self._intercept # Map a pickled Python RDD of numpy double vectors to a Java RDD of # _serialized_double_vectors def _get_unmangled_double_vector_rdd(data): dataBytes = data.map(_serialize_double_vector) dataBytes._bypass_serializer = True dataBytes.cache() return dataBytes # If we weren't given initial weights, take a zero vector of the appropriate # length. def _get_initial_weights(initial_weights, data): if initial_weights is None: initial_weights = data.first() if type(initial_weights) != ndarray: raise TypeError("At least one data element has type " + type(initial_weights) + " which is not ndarray") if initial_weights.ndim != 1: raise TypeError("At least one data element has " + initial_weights.ndim + " dimensions, which is not 1") initial_weights = zeros([initial_weights.shape[0] - 1]) return initial_weights # train_func should take two parameters, namely data and initial_weights, and # return the result of a call to the appropriate JVM stub. # _regression_train_wrapper is responsible for setup and error checking. def _regression_train_wrapper(sc, train_func, klass, data, initial_weights): initial_weights = _get_initial_weights(initial_weights, data) dataBytes = _get_unmangled_double_vector_rdd(data) ans = train_func(dataBytes, _serialize_double_vector(initial_weights)) if len(ans) != 2: raise RuntimeError("JVM call result had unexpected length") elif type(ans[0]) != bytearray: raise RuntimeError("JVM call result had first element of type " + type(ans[0]) + " which is not bytearray") elif type(ans[1]) != float: raise RuntimeError("JVM call result had second element of type " + type(ans[0]) + " which is not float") return klass(_deserialize_double_vector(ans[0]), ans[1]) class LinearRegressionModel(LinearRegressionModelBase): """A linear regression model derived from a least-squares fit. >>> data = array([0.0, 0.0, 1.0, 1.0, 3.0, 2.0, 2.0, 3.0]).reshape(4,2) >>> lrm = LinearRegressionModel.train(sc, sc.parallelize(data), initial_weights=array([1.0])) """ @classmethod def train(cls, sc, data, iterations=100, step=1.0, mini_batch_fraction=1.0, initial_weights=None): """Train a linear regression model on the given data.""" return _regression_train_wrapper(sc, lambda d, i: sc._jvm.PythonMLLibAPI().trainLinearRegressionModel( d._jrdd, iterations, step, mini_batch_fraction, i), LinearRegressionModel, data, initial_weights) class LassoModel(LinearRegressionModelBase): """A linear regression model derived from a least-squares fit with an l_1 penalty term. >>> data = array([0.0, 0.0, 1.0, 1.0, 3.0, 2.0, 2.0, 3.0]).reshape(4,2) >>> lrm = LassoModel.train(sc, sc.parallelize(data), initial_weights=array([1.0])) """ @classmethod def train(cls, sc, data, iterations=100, step=1.0, reg_param=1.0, mini_batch_fraction=1.0, initial_weights=None): """Train a Lasso regression model on the given data.""" return _regression_train_wrapper(sc, lambda d, i: sc._jvm.PythonMLLibAPI().trainLassoModel(d._jrdd, iterations, step, reg_param, mini_batch_fraction, i), LassoModel, data, initial_weights) class RidgeRegressionModel(LinearRegressionModelBase): """A linear regression model derived from a least-squares fit with an l_2 penalty term. >>> data = array([0.0, 0.0, 1.0, 1.0, 3.0, 2.0, 2.0, 3.0]).reshape(4,2) >>> lrm = RidgeRegressionModel.train(sc, sc.parallelize(data), initial_weights=array([1.0])) """ @classmethod def train(cls, sc, data, iterations=100, step=1.0, reg_param=1.0, mini_batch_fraction=1.0, initial_weights=None): """Train a ridge regression model on the given data.""" return _regression_train_wrapper(sc, lambda d, i: sc._jvm.PythonMLLibAPI().trainRidgeModel(d._jrdd, iterations, step, reg_param, mini_batch_fraction, i), RidgeRegressionModel, data, initial_weights) class LogisticRegressionModel(LinearModel): """A linear binary classification model derived from logistic regression. >>> data = array([0.0, 0.0, 1.0, 1.0, 1.0, 2.0, 1.0, 3.0]).reshape(4,2) >>> lrm = LogisticRegressionModel.train(sc, sc.parallelize(data)) """ def predict(self, x): _linear_predictor_typecheck(x, _coeff) margin = dot(x, _coeff) + intercept prob = 1/(1 + exp(-margin)) return 1 if prob > 0.5 else 0 @classmethod def train(cls, sc, data, iterations=100, step=1.0, mini_batch_fraction=1.0, initial_weights=None): """Train a logistic regression model on the given data.""" return _regression_train_wrapper(sc, lambda d, i: sc._jvm.PythonMLLibAPI().trainLogisticRegressionModel(d._jrdd, iterations, step, mini_batch_fraction, i), LogisticRegressionModel, data, initial_weights) class SVMModel(LinearModel): """A support vector machine. >>> data = array([0.0, 0.0, 1.0, 1.0, 1.0, 2.0, 1.0, 3.0]).reshape(4,2) >>> svm = SVMModel.train(sc, sc.parallelize(data)) """ def predict(self, x): _linear_predictor_typecheck(x, _coeff) margin = dot(x, _coeff) + intercept return 1 if margin >= 0 else 0 @classmethod def train(cls, sc, data, iterations=100, step=1.0, reg_param=1.0, mini_batch_fraction=1.0, initial_weights=None): """Train a support vector machine on the given data.""" return _regression_train_wrapper(sc, lambda d, i: sc._jvm.PythonMLLibAPI().trainSVMModel(d._jrdd, iterations, step, reg_param, mini_batch_fraction, i), SVMModel, data, initial_weights) class KMeansModel(object): """A clustering model derived from the k-means method. >>> data = array([0.0,0.0, 1.0,1.0, 9.0,8.0, 8.0,9.0]).reshape(4,2) >>> clusters = KMeansModel.train(sc, sc.parallelize(data), 2, maxIterations=10, runs=30, initialization_mode="random") >>> clusters.predict(array([0.0, 0.0])) == clusters.predict(array([1.0, 1.0])) True >>> clusters.predict(array([8.0, 9.0])) == clusters.predict(array([9.0, 8.0])) True >>> clusters = KMeansModel.train(sc, sc.parallelize(data), 2) """ def __init__(self, centers_): self.centers = centers_ def predict(self, x): """Find the cluster to which x belongs in this model.""" best = 0 best_distance = 1e75 for i in range(0, self.centers.shape[0]): diff = x - self.centers[i] distance = sqrt(dot(diff, diff)) if distance < best_distance: best = i best_distance = distance return best @classmethod def train(cls, sc, data, k, maxIterations = 100, runs = 1, initialization_mode="k-means||"): """Train a k-means clustering model.""" dataBytes = _get_unmangled_double_vector_rdd(data) ans = sc._jvm.PythonMLLibAPI().trainKMeansModel(dataBytes._jrdd, k, maxIterations, runs, initialization_mode) if len(ans) != 1: raise RuntimeError("JVM call result had unexpected length") elif type(ans[0]) != bytearray: raise RuntimeError("JVM call result had first element of type " + type(ans[0]) + " which is not bytearray") return KMeansModel(_deserialize_double_matrix(ans[0])) def _test(): import doctest globs = globals().copy() globs['sc'] = SparkContext('local[4]', 'PythonTest', batchSize=2) (failure_count, test_count) = doctest.testmod(globs=globs, optionflags=doctest.ELLIPSIS) globs['sc'].stop() print failure_count,"failures among",test_count,"tests" if failure_count: exit(-1) if __name__ == "__main__": _test()