# # 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. # library(testthat) context("MLlib regression algorithms, except for tree-based algorithms") # Tests for MLlib regression algorithms in SparkR sparkSession <- sparkR.session(enableHiveSupport = FALSE) test_that("formula of spark.glm", { skip_on_cran() training <- suppressWarnings(createDataFrame(iris)) # directly calling the spark API # dot minus and intercept vs native glm model <- spark.glm(training, Sepal_Width ~ . - Species + 0) vals <- collect(select(predict(model, training), "prediction")) rVals <- predict(glm(Sepal.Width ~ . - Species + 0, data = iris), iris) expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals) # feature interaction vs native glm model <- spark.glm(training, Sepal_Width ~ Species:Sepal_Length) vals <- collect(select(predict(model, training), "prediction")) rVals <- predict(glm(Sepal.Width ~ Species:Sepal.Length, data = iris), iris) expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals) # glm should work with long formula training <- suppressWarnings(createDataFrame(iris)) training$LongLongLongLongLongName <- training$Sepal_Width training$VeryLongLongLongLonLongName <- training$Sepal_Length training$AnotherLongLongLongLongName <- training$Species model <- spark.glm(training, LongLongLongLongLongName ~ VeryLongLongLongLonLongName + AnotherLongLongLongLongName) vals <- collect(select(predict(model, training), "prediction")) rVals <- predict(glm(Sepal.Width ~ Sepal.Length + Species, data = iris), iris) expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals) }) test_that("spark.glm and predict", { training <- suppressWarnings(createDataFrame(iris)) # gaussian family model <- spark.glm(training, Sepal_Width ~ Sepal_Length + Species) prediction <- predict(model, training) expect_equal(typeof(take(select(prediction, "prediction"), 1)$prediction), "double") vals <- collect(select(prediction, "prediction")) rVals <- predict(glm(Sepal.Width ~ Sepal.Length + Species, data = iris), iris) expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals) # poisson family model <- spark.glm(training, Sepal_Width ~ Sepal_Length + Species, family = poisson(link = identity)) prediction <- predict(model, training) expect_equal(typeof(take(select(prediction, "prediction"), 1)$prediction), "double") vals <- collect(select(prediction, "prediction")) rVals <- suppressWarnings(predict(glm(Sepal.Width ~ Sepal.Length + Species, data = iris, family = poisson(link = identity)), iris)) expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals) # Gamma family x <- runif(100, -1, 1) y <- rgamma(100, rate = 10 / exp(0.5 + 1.2 * x), shape = 10) df <- as.DataFrame(as.data.frame(list(x = x, y = y))) model <- glm(y ~ x, family = Gamma, df) out <- capture.output(print(summary(model))) expect_true(any(grepl("Dispersion parameter for gamma family", out))) # tweedie family model <- spark.glm(training, Sepal_Width ~ Sepal_Length + Species, family = "tweedie", var.power = 1.2, link.power = 0.0) prediction <- predict(model, training) expect_equal(typeof(take(select(prediction, "prediction"), 1)$prediction), "double") vals <- collect(select(prediction, "prediction")) # manual calculation of the R predicted values to avoid dependence on statmod #' library(statmod) #' rModel <- glm(Sepal.Width ~ Sepal.Length + Species, data = iris, #' family = tweedie(var.power = 1.2, link.power = 0.0)) #' print(coef(rModel)) rCoef <- c(0.6455409, 0.1169143, -0.3224752, -0.3282174) rVals <- exp(as.numeric(model.matrix(Sepal.Width ~ Sepal.Length + Species, data = iris) %*% rCoef)) expect_true(all(abs(rVals - vals) < 1e-5), rVals - vals) # Test stats::predict is working x <- rnorm(15) y <- x + rnorm(15) expect_equal(length(predict(lm(y ~ x))), 15) }) test_that("spark.glm summary", { # gaussian family training <- suppressWarnings(createDataFrame(iris)) stats <- summary(spark.glm(training, Sepal_Width ~ Sepal_Length + Species)) rStats <- summary(glm(Sepal.Width ~ Sepal.Length + Species, data = iris)) # test summary coefficients return matrix type expect_true(class(stats$coefficients) == "matrix") expect_true(class(stats$coefficients[, 1]) == "numeric") coefs <- stats$coefficients rCoefs <- rStats$coefficients expect_true(all(abs(rCoefs - coefs) < 1e-4)) expect_true(all( rownames(stats$coefficients) == c("(Intercept)", "Sepal_Length", "Species_versicolor", "Species_virginica"))) expect_equal(stats$dispersion, rStats$dispersion) expect_equal(stats$null.deviance, rStats$null.deviance) expect_equal(stats$deviance, rStats$deviance) expect_equal(stats$df.null, rStats$df.null) expect_equal(stats$df.residual, rStats$df.residual) expect_equal(stats$aic, rStats$aic) out <- capture.output(print(stats)) expect_match(out[2], "Deviance Residuals:") expect_true(any(grepl("AIC: 59.22", out))) # binomial family df <- suppressWarnings(createDataFrame(iris)) training <- df[df$Species %in% c("versicolor", "virginica"), ] stats <- summary(spark.glm(training, Species ~ Sepal_Length + Sepal_Width, family = binomial(link = "logit"))) rTraining <- iris[iris$Species %in% c("versicolor", "virginica"), ] rStats <- summary(glm(Species ~ Sepal.Length + Sepal.Width, data = rTraining, family = binomial(link = "logit"))) coefs <- stats$coefficients rCoefs <- rStats$coefficients expect_true(all(abs(rCoefs - coefs) < 1e-4)) expect_true(all( rownames(stats$coefficients) == c("(Intercept)", "Sepal_Length", "Sepal_Width"))) expect_equal(stats$dispersion, rStats$dispersion) expect_equal(stats$null.deviance, rStats$null.deviance) expect_equal(stats$deviance, rStats$deviance) expect_equal(stats$df.null, rStats$df.null) expect_equal(stats$df.residual, rStats$df.residual) expect_equal(stats$aic, rStats$aic) # Test spark.glm works with weighted dataset a1 <- c(0, 1, 2, 3) a2 <- c(5, 2, 1, 3) w <- c(1, 2, 3, 4) b <- c(1, 0, 1, 0) data <- as.data.frame(cbind(a1, a2, w, b)) df <- createDataFrame(data) stats <- summary(spark.glm(df, b ~ a1 + a2, family = "binomial", weightCol = "w")) rStats <- summary(glm(b ~ a1 + a2, family = "binomial", data = data, weights = w)) coefs <- stats$coefficients rCoefs <- rStats$coefficients expect_true(all(abs(rCoefs - coefs) < 1e-3)) expect_true(all(rownames(stats$coefficients) == c("(Intercept)", "a1", "a2"))) expect_equal(stats$dispersion, rStats$dispersion) expect_equal(stats$null.deviance, rStats$null.deviance) expect_equal(stats$deviance, rStats$deviance) expect_equal(stats$df.null, rStats$df.null) expect_equal(stats$df.residual, rStats$df.residual) expect_equal(stats$aic, rStats$aic) # Test summary works on base GLM models baseModel <- stats::glm(Sepal.Width ~ Sepal.Length + Species, data = iris) baseSummary <- summary(baseModel) expect_true(abs(baseSummary$deviance - 12.19313) < 1e-4) # Test spark.glm works with regularization parameter data <- as.data.frame(cbind(a1, a2, b)) df <- suppressWarnings(createDataFrame(data)) regStats <- summary(spark.glm(df, b ~ a1 + a2, regParam = 1.0)) expect_equal(regStats$aic, 13.32836, tolerance = 1e-4) # 13.32836 is from summary() result # Test spark.glm works on collinear data A <- matrix(c(1, 2, 3, 4, 2, 4, 6, 8), 4, 2) b <- c(1, 2, 3, 4) data <- as.data.frame(cbind(A, b)) df <- createDataFrame(data) stats <- summary(spark.glm(df, b ~ . - 1)) coefs <- stats$coefficients expect_true(all(abs(c(0.5, 0.25) - coefs) < 1e-4)) }) test_that("spark.glm save/load", { skip_on_cran() training <- suppressWarnings(createDataFrame(iris)) m <- spark.glm(training, Sepal_Width ~ Sepal_Length + Species) s <- summary(m) modelPath <- tempfile(pattern = "spark-glm", fileext = ".tmp") write.ml(m, modelPath) expect_error(write.ml(m, modelPath)) write.ml(m, modelPath, overwrite = TRUE) m2 <- read.ml(modelPath) s2 <- summary(m2) expect_equal(s$coefficients, s2$coefficients) expect_equal(rownames(s$coefficients), rownames(s2$coefficients)) expect_equal(s$dispersion, s2$dispersion) expect_equal(s$null.deviance, s2$null.deviance) expect_equal(s$deviance, s2$deviance) expect_equal(s$df.null, s2$df.null) expect_equal(s$df.residual, s2$df.residual) expect_equal(s$aic, s2$aic) expect_equal(s$iter, s2$iter) expect_true(!s$is.loaded) expect_true(s2$is.loaded) unlink(modelPath) }) test_that("formula of glm", { skip_on_cran() training <- suppressWarnings(createDataFrame(iris)) # dot minus and intercept vs native glm model <- glm(Sepal_Width ~ . - Species + 0, data = training) vals <- collect(select(predict(model, training), "prediction")) rVals <- predict(glm(Sepal.Width ~ . - Species + 0, data = iris), iris) expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals) # feature interaction vs native glm model <- glm(Sepal_Width ~ Species:Sepal_Length, data = training) vals <- collect(select(predict(model, training), "prediction")) rVals <- predict(glm(Sepal.Width ~ Species:Sepal.Length, data = iris), iris) expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals) # glm should work with long formula training <- suppressWarnings(createDataFrame(iris)) training$LongLongLongLongLongName <- training$Sepal_Width training$VeryLongLongLongLonLongName <- training$Sepal_Length training$AnotherLongLongLongLongName <- training$Species model <- glm(LongLongLongLongLongName ~ VeryLongLongLongLonLongName + AnotherLongLongLongLongName, data = training) vals <- collect(select(predict(model, training), "prediction")) rVals <- predict(glm(Sepal.Width ~ Sepal.Length + Species, data = iris), iris) expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals) }) test_that("glm and predict", { skip_on_cran() training <- suppressWarnings(createDataFrame(iris)) # gaussian family model <- glm(Sepal_Width ~ Sepal_Length + Species, data = training) prediction <- predict(model, training) expect_equal(typeof(take(select(prediction, "prediction"), 1)$prediction), "double") vals <- collect(select(prediction, "prediction")) rVals <- predict(glm(Sepal.Width ~ Sepal.Length + Species, data = iris), iris) expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals) # poisson family model <- glm(Sepal_Width ~ Sepal_Length + Species, data = training, family = poisson(link = identity)) prediction <- predict(model, training) expect_equal(typeof(take(select(prediction, "prediction"), 1)$prediction), "double") vals <- collect(select(prediction, "prediction")) rVals <- suppressWarnings(predict(glm(Sepal.Width ~ Sepal.Length + Species, data = iris, family = poisson(link = identity)), iris)) expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals) # tweedie family model <- glm(Sepal_Width ~ Sepal_Length + Species, data = training, family = "tweedie", var.power = 1.2, link.power = 0.0) prediction <- predict(model, training) expect_equal(typeof(take(select(prediction, "prediction"), 1)$prediction), "double") vals <- collect(select(prediction, "prediction")) # manual calculation of the R predicted values to avoid dependence on statmod #' library(statmod) #' rModel <- glm(Sepal.Width ~ Sepal.Length + Species, data = iris, #' family = tweedie(var.power = 1.2, link.power = 0.0)) #' print(coef(rModel)) rCoef <- c(0.6455409, 0.1169143, -0.3224752, -0.3282174) rVals <- exp(as.numeric(model.matrix(Sepal.Width ~ Sepal.Length + Species, data = iris) %*% rCoef)) expect_true(all(abs(rVals - vals) < 1e-5), rVals - vals) # Test stats::predict is working x <- rnorm(15) y <- x + rnorm(15) expect_equal(length(predict(lm(y ~ x))), 15) }) test_that("glm summary", { skip_on_cran() # gaussian family training <- suppressWarnings(createDataFrame(iris)) stats <- summary(glm(Sepal_Width ~ Sepal_Length + Species, data = training)) rStats <- summary(glm(Sepal.Width ~ Sepal.Length + Species, data = iris)) coefs <- stats$coefficients rCoefs <- rStats$coefficients expect_true(all(abs(rCoefs - coefs) < 1e-4)) expect_true(all( rownames(stats$coefficients) == c("(Intercept)", "Sepal_Length", "Species_versicolor", "Species_virginica"))) expect_equal(stats$dispersion, rStats$dispersion) expect_equal(stats$null.deviance, rStats$null.deviance) expect_equal(stats$deviance, rStats$deviance) expect_equal(stats$df.null, rStats$df.null) expect_equal(stats$df.residual, rStats$df.residual) expect_equal(stats$aic, rStats$aic) # binomial family df <- suppressWarnings(createDataFrame(iris)) training <- df[df$Species %in% c("versicolor", "virginica"), ] stats <- summary(glm(Species ~ Sepal_Length + Sepal_Width, data = training, family = binomial(link = "logit"))) rTraining <- iris[iris$Species %in% c("versicolor", "virginica"), ] rStats <- summary(glm(Species ~ Sepal.Length + Sepal.Width, data = rTraining, family = binomial(link = "logit"))) coefs <- stats$coefficients rCoefs <- rStats$coefficients expect_true(all(abs(rCoefs - coefs) < 1e-4)) expect_true(all( rownames(stats$coefficients) == c("(Intercept)", "Sepal_Length", "Sepal_Width"))) expect_equal(stats$dispersion, rStats$dispersion) expect_equal(stats$null.deviance, rStats$null.deviance) expect_equal(stats$deviance, rStats$deviance) expect_equal(stats$df.null, rStats$df.null) expect_equal(stats$df.residual, rStats$df.residual) expect_equal(stats$aic, rStats$aic) # Test summary works on base GLM models baseModel <- stats::glm(Sepal.Width ~ Sepal.Length + Species, data = iris) baseSummary <- summary(baseModel) expect_true(abs(baseSummary$deviance - 12.19313) < 1e-4) }) test_that("glm save/load", { skip_on_cran() training <- suppressWarnings(createDataFrame(iris)) m <- glm(Sepal_Width ~ Sepal_Length + Species, data = training) s <- summary(m) modelPath <- tempfile(pattern = "glm", fileext = ".tmp") write.ml(m, modelPath) expect_error(write.ml(m, modelPath)) write.ml(m, modelPath, overwrite = TRUE) m2 <- read.ml(modelPath) s2 <- summary(m2) expect_equal(s$coefficients, s2$coefficients) expect_equal(rownames(s$coefficients), rownames(s2$coefficients)) expect_equal(s$dispersion, s2$dispersion) expect_equal(s$null.deviance, s2$null.deviance) expect_equal(s$deviance, s2$deviance) expect_equal(s$df.null, s2$df.null) expect_equal(s$df.residual, s2$df.residual) expect_equal(s$aic, s2$aic) expect_equal(s$iter, s2$iter) expect_true(!s$is.loaded) expect_true(s2$is.loaded) unlink(modelPath) }) test_that("spark.isoreg", { label <- c(7.0, 5.0, 3.0, 5.0, 1.0) feature <- c(0.0, 1.0, 2.0, 3.0, 4.0) weight <- c(1.0, 1.0, 1.0, 1.0, 1.0) data <- as.data.frame(cbind(label, feature, weight)) df <- createDataFrame(data) model <- spark.isoreg(df, label ~ feature, isotonic = FALSE, weightCol = "weight") # only allow one variable on the right hand side of the formula expect_error(model2 <- spark.isoreg(df, ~., isotonic = FALSE)) result <- summary(model) expect_equal(result$predictions, list(7, 5, 4, 4, 1)) # Test model prediction predict_data <- list(list(-2.0), list(-1.0), list(0.5), list(0.75), list(1.0), list(2.0), list(9.0)) predict_df <- createDataFrame(predict_data, c("feature")) predict_result <- collect(select(predict(model, predict_df), "prediction")) expect_equal(predict_result$prediction, c(7.0, 7.0, 6.0, 5.5, 5.0, 4.0, 1.0)) # Test model save/load modelPath <- tempfile(pattern = "spark-isoreg", fileext = ".tmp") write.ml(model, modelPath) expect_error(write.ml(model, modelPath)) write.ml(model, modelPath, overwrite = TRUE) model2 <- read.ml(modelPath) expect_equal(result, summary(model2)) unlink(modelPath) }) test_that("spark.survreg", { # R code to reproduce the result. # #' rData <- list(time = c(4, 3, 1, 1, 2, 2, 3), status = c(1, 1, 1, 0, 1, 1, 0), #' x = c(0, 2, 1, 1, 1, 0, 0), sex = c(0, 0, 0, 0, 1, 1, 1)) #' library(survival) #' model <- survreg(Surv(time, status) ~ x + sex, rData) #' summary(model) #' predict(model, data) # # -- output of 'summary(model)' # # Value Std. Error z p # (Intercept) 1.315 0.270 4.88 1.07e-06 # x -0.190 0.173 -1.10 2.72e-01 # sex -0.253 0.329 -0.77 4.42e-01 # Log(scale) -1.160 0.396 -2.93 3.41e-03 # # -- output of 'predict(model, data)' # # 1 2 3 4 5 6 7 # 3.724591 2.545368 3.079035 3.079035 2.390146 2.891269 2.891269 # data <- list(list(4, 1, 0, 0), list(3, 1, 2, 0), list(1, 1, 1, 0), list(1, 0, 1, 0), list(2, 1, 1, 1), list(2, 1, 0, 1), list(3, 0, 0, 1)) df <- createDataFrame(data, c("time", "status", "x", "sex")) model <- spark.survreg(df, Surv(time, status) ~ x + sex) stats <- summary(model) coefs <- as.vector(stats$coefficients[, 1]) rCoefs <- c(1.3149571, -0.1903409, -0.2532618, -1.1599800) expect_equal(coefs, rCoefs, tolerance = 1e-4) expect_true(all( rownames(stats$coefficients) == c("(Intercept)", "x", "sex", "Log(scale)"))) p <- collect(select(predict(model, df), "prediction")) expect_equal(p$prediction, c(3.724591, 2.545368, 3.079035, 3.079035, 2.390146, 2.891269, 2.891269), tolerance = 1e-4) # Test model save/load modelPath <- tempfile(pattern = "spark-survreg", fileext = ".tmp") write.ml(model, modelPath) expect_error(write.ml(model, modelPath)) write.ml(model, modelPath, overwrite = TRUE) model2 <- read.ml(modelPath) stats2 <- summary(model2) coefs2 <- as.vector(stats2$coefficients[, 1]) expect_equal(coefs, coefs2) expect_equal(rownames(stats$coefficients), rownames(stats2$coefficients)) unlink(modelPath) # Test survival::survreg if (requireNamespace("survival", quietly = TRUE)) { rData <- list(time = c(4, 3, 1, 1, 2, 2, 3), status = c(1, 1, 1, 0, 1, 1, 0), x = c(0, 2, 1, 1, 1, 0, 0), sex = c(0, 0, 0, 0, 1, 1, 1)) expect_error( model <- survival::survreg(formula = survival::Surv(time, status) ~ x + sex, data = rData), NA) expect_equal(predict(model, rData)[[1]], 3.724591, tolerance = 1e-4) } }) sparkR.session.stop()