spark-instrumented-optimizer/docs/mllib-guide.md

layout	title
global	Machine Learning Library (MLlib)

MLlib is a Spark implementation of some common machine learning algorithms and utilities, including classification, regression, clustering, collaborative filtering, dimensionality reduction, as well as underlying optimization primitives:

• Basics
  • data types
  • summary statistics
• Classification and regression
  • linear support vector machine (SVM)
  • logistic regression
  • linear least squares, Lasso, and ridge regression
  • decision tree
  • naive Bayes
• Collaborative filtering
  • alternating least squares (ALS)
• Clustering
  • k-means
• Dimensionality reduction
  • singular value decomposition (SVD)
  • principal component analysis (PCA)
• Optimization
  • stochastic gradient descent
  • limited-memory BFGS (L-BFGS)

MLlib is a new component under active development. The APIs marked Experimental/DeveloperApi may change in future releases, and we will provide migration guide between releases.

Dependencies

MLlib uses linear algebra packages Breeze, which depends on netlib-java, and jblas. netlib-java and jblas depend on native Fortran routines. You need to install the gfortran runtime library if it is not already present on your nodes. MLlib will throw a linking error if it cannot detect these libraries automatically. Due to license issues, we do not include netlib-java's native libraries in MLlib's dependency set. If no native library is available at runtime, you will see a warning message. To use native libraries from netlib-java, please include artifact com.github.fommil.netlib:all:1.1.2 as a dependency of your project or build your own (see instructions).

To use MLlib in Python, you will need NumPy version 1.4 or newer.

---

Migration guide

From 0.9 to 1.0

In MLlib v1.0, we support both dense and sparse input in a unified way, which introduces a few breaking changes. If your data is sparse, please store it in a sparse format instead of dense to take advantage of sparsity in both storage and computation.

We used to represent a feature vector by Array[Double], which is replaced by Vector in v1.0. Algorithms that used to accept RDD[Array[Double]] now take RDD[Vector]. LabeledPoint is now a wrapper of (Double, Vector) instead of (Double, Array[Double]). Converting Array[Double] to Vector is straightforward:

{% highlight scala %} import org.apache.spark.mllib.linalg.{Vector, Vectors}

val array: Array[Double] = ... // a double array val vector: Vector = Vectors.dense(array) // a dense vector {% endhighlight %}

Vectors provides factory methods to create sparse vectors.

Note. Scala imports scala.collection.immutable.Vector by default, so you have to import org.apache.spark.mllib.linalg.Vector explicitly to use MLlib's Vector.

We used to represent a feature vector by double[], which is replaced by Vector in v1.0. Algorithms that used to accept RDD<double[]> now take RDD<Vector>. LabeledPoint is now a wrapper of (double, Vector) instead of (double, double[]). Converting double[] to Vector is straightforward:

{% highlight java %} import org.apache.spark.mllib.linalg.Vector; import org.apache.spark.mllib.linalg.Vectors;

double[] array = ... // a double array Vector vector = Vectors.dense(array); // a dense vector {% endhighlight %}

Vectors provides factory methods to create sparse vectors.

We used to represent a labeled feature vector in a NumPy array, where the first entry corresponds to the label and the rest are features. This representation is replaced by class LabeledPoint, which takes both dense and sparse feature vectors.

{% highlight python %} from pyspark.mllib.linalg import SparseVector from pyspark.mllib.regression import LabeledPoint

Create a labeled point with a positive label and a dense feature vector.

pos = LabeledPoint(1.0, [1.0, 0.0, 3.0])

Create a labeled point with a negative label and a sparse feature vector.

neg = LabeledPoint(0.0, SparseVector(3, [0, 2], [1.0, 3.0])) {% endhighlight %}