spark-instrumented-optimizer/python/pyspark/mllib/tree.py
Joseph K. Bradley 01f09b1612 [SPARK-14812][ML][MLLIB][PYTHON] Experimental, DeveloperApi annotation audit for ML
## What changes were proposed in this pull request?

General decisions to follow, except where noted:
* spark.mllib, pyspark.mllib: Remove all Experimental annotations.  Leave DeveloperApi annotations alone.
* spark.ml, pyspark.ml
** Annotate Estimator-Model pairs of classes and companion objects the same way.
** For all algorithms marked Experimental with Since tag <= 1.6, remove Experimental annotation.
** For all algorithms marked Experimental with Since tag = 2.0, leave Experimental annotation.
* DeveloperApi annotations are left alone, except where noted.
* No changes to which types are sealed.

Exceptions where I am leaving items Experimental in spark.ml, pyspark.ml, mainly because the items are new:
* Model Summary classes
* MLWriter, MLReader, MLWritable, MLReadable
* Evaluator and subclasses: There is discussion of changes around evaluating multiple metrics at once for efficiency.
* RFormula: Its behavior may need to change slightly to match R in edge cases.
* AFTSurvivalRegression
* MultilayerPerceptronClassifier

DeveloperApi changes:
* ml.tree.Node, ml.tree.Split, and subclasses should no longer be DeveloperApi

## How was this patch tested?

N/A

Note to reviewers:
* spark.ml.clustering.LDA underwent significant changes (additional methods), so let me know if you want me to leave it Experimental.
* Be careful to check for cases where a class should no longer be Experimental but has an Experimental method, val, or other feature.  I did not find such cases, but please verify.

Author: Joseph K. Bradley <joseph@databricks.com>

Closes #14147 from jkbradley/experimental-audit.
2016-07-13 12:33:39 -07:00

661 lines
24 KiB
Python

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# The ASF licenses this file to You under the Apache License, Version 2.0
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from __future__ import absolute_import
import random
from pyspark import SparkContext, RDD, since
from pyspark.mllib.common import callMLlibFunc, inherit_doc, JavaModelWrapper
from pyspark.mllib.linalg import _convert_to_vector
from pyspark.mllib.regression import LabeledPoint
from pyspark.mllib.util import JavaLoader, JavaSaveable
__all__ = ['DecisionTreeModel', 'DecisionTree', 'RandomForestModel',
'RandomForest', 'GradientBoostedTreesModel', 'GradientBoostedTrees']
class TreeEnsembleModel(JavaModelWrapper, JavaSaveable):
"""TreeEnsembleModel
.. versionadded:: 1.3.0
"""
@since("1.3.0")
def predict(self, x):
"""
Predict values for a single data point or an RDD of points using
the model trained.
Note: In Python, predict cannot currently be used within an RDD
transformation or action.
Call predict directly on the RDD instead.
"""
if isinstance(x, RDD):
return self.call("predict", x.map(_convert_to_vector))
else:
return self.call("predict", _convert_to_vector(x))
@since("1.3.0")
def numTrees(self):
"""
Get number of trees in ensemble.
"""
return self.call("numTrees")
@since("1.3.0")
def totalNumNodes(self):
"""
Get total number of nodes, summed over all trees in the ensemble.
"""
return self.call("totalNumNodes")
def __repr__(self):
""" Summary of model """
return self._java_model.toString()
@since("1.3.0")
def toDebugString(self):
""" Full model """
return self._java_model.toDebugString()
class DecisionTreeModel(JavaModelWrapper, JavaSaveable, JavaLoader):
"""
A decision tree model for classification or regression.
.. versionadded:: 1.1.0
"""
@since("1.1.0")
def predict(self, x):
"""
Predict the label of one or more examples.
Note: In Python, predict cannot currently be used within an RDD
transformation or action.
Call predict directly on the RDD instead.
:param x:
Data point (feature vector), or an RDD of data points (feature
vectors).
"""
if isinstance(x, RDD):
return self.call("predict", x.map(_convert_to_vector))
else:
return self.call("predict", _convert_to_vector(x))
@since("1.1.0")
def numNodes(self):
"""Get number of nodes in tree, including leaf nodes."""
return self._java_model.numNodes()
@since("1.1.0")
def depth(self):
"""
Get depth of tree (e.g. depth 0 means 1 leaf node, depth 1
means 1 internal node + 2 leaf nodes).
"""
return self._java_model.depth()
def __repr__(self):
""" summary of model. """
return self._java_model.toString()
@since("1.2.0")
def toDebugString(self):
""" full model. """
return self._java_model.toDebugString()
@classmethod
def _java_loader_class(cls):
return "org.apache.spark.mllib.tree.model.DecisionTreeModel"
class DecisionTree(object):
"""
Learning algorithm for a decision tree model for classification or
regression.
.. versionadded:: 1.1.0
"""
@classmethod
def _train(cls, data, type, numClasses, features, impurity="gini", maxDepth=5, maxBins=32,
minInstancesPerNode=1, minInfoGain=0.0):
first = data.first()
assert isinstance(first, LabeledPoint), "the data should be RDD of LabeledPoint"
model = callMLlibFunc("trainDecisionTreeModel", data, type, numClasses, features,
impurity, maxDepth, maxBins, minInstancesPerNode, minInfoGain)
return DecisionTreeModel(model)
@classmethod
@since("1.1.0")
def trainClassifier(cls, data, numClasses, categoricalFeaturesInfo,
impurity="gini", maxDepth=5, maxBins=32, minInstancesPerNode=1,
minInfoGain=0.0):
"""
Train a decision tree model for classification.
:param data:
Training data: RDD of LabeledPoint. Labels should take values
{0, 1, ..., numClasses-1}.
:param numClasses:
Number of classes for classification.
:param categoricalFeaturesInfo:
Map storing arity of categorical features. An entry (n -> k)
indicates that feature n is categorical with k categories
indexed from 0: {0, 1, ..., k-1}.
:param impurity:
Criterion used for information gain calculation.
Supported values: "gini" or "entropy".
(default: "gini")
:param maxDepth:
Maximum depth of tree (e.g. depth 0 means 1 leaf node, depth 1
means 1 internal node + 2 leaf nodes).
(default: 5)
:param maxBins:
Number of bins used for finding splits at each node.
(default: 32)
:param minInstancesPerNode:
Minimum number of instances required at child nodes to create
the parent split.
(default: 1)
:param minInfoGain:
Minimum info gain required to create a split.
(default: 0.0)
:return:
DecisionTreeModel.
Example usage:
>>> from numpy import array
>>> from pyspark.mllib.regression import LabeledPoint
>>> from pyspark.mllib.tree import DecisionTree
>>>
>>> data = [
... LabeledPoint(0.0, [0.0]),
... LabeledPoint(1.0, [1.0]),
... LabeledPoint(1.0, [2.0]),
... LabeledPoint(1.0, [3.0])
... ]
>>> model = DecisionTree.trainClassifier(sc.parallelize(data), 2, {})
>>> print(model)
DecisionTreeModel classifier of depth 1 with 3 nodes
>>> print(model.toDebugString())
DecisionTreeModel classifier of depth 1 with 3 nodes
If (feature 0 <= 0.0)
Predict: 0.0
Else (feature 0 > 0.0)
Predict: 1.0
<BLANKLINE>
>>> model.predict(array([1.0]))
1.0
>>> model.predict(array([0.0]))
0.0
>>> rdd = sc.parallelize([[1.0], [0.0]])
>>> model.predict(rdd).collect()
[1.0, 0.0]
"""
return cls._train(data, "classification", numClasses, categoricalFeaturesInfo,
impurity, maxDepth, maxBins, minInstancesPerNode, minInfoGain)
@classmethod
@since("1.1.0")
def trainRegressor(cls, data, categoricalFeaturesInfo,
impurity="variance", maxDepth=5, maxBins=32, minInstancesPerNode=1,
minInfoGain=0.0):
"""
Train a decision tree model for regression.
:param data:
Training data: RDD of LabeledPoint. Labels are real numbers.
:param categoricalFeaturesInfo:
Map storing arity of categorical features. An entry (n -> k)
indicates that feature n is categorical with k categories
indexed from 0: {0, 1, ..., k-1}.
:param impurity:
Criterion used for information gain calculation.
The only supported value for regression is "variance".
(default: "variance")
:param maxDepth:
Maximum depth of tree (e.g. depth 0 means 1 leaf node, depth 1
means 1 internal node + 2 leaf nodes).
(default: 5)
:param maxBins:
Number of bins used for finding splits at each node.
(default: 32)
:param minInstancesPerNode:
Minimum number of instances required at child nodes to create
the parent split.
(default: 1)
:param minInfoGain:
Minimum info gain required to create a split.
(default: 0.0)
:return:
DecisionTreeModel.
Example usage:
>>> from pyspark.mllib.regression import LabeledPoint
>>> from pyspark.mllib.tree import DecisionTree
>>> from pyspark.mllib.linalg import SparseVector
>>>
>>> sparse_data = [
... LabeledPoint(0.0, SparseVector(2, {0: 0.0})),
... LabeledPoint(1.0, SparseVector(2, {1: 1.0})),
... LabeledPoint(0.0, SparseVector(2, {0: 0.0})),
... LabeledPoint(1.0, SparseVector(2, {1: 2.0}))
... ]
>>>
>>> model = DecisionTree.trainRegressor(sc.parallelize(sparse_data), {})
>>> model.predict(SparseVector(2, {1: 1.0}))
1.0
>>> model.predict(SparseVector(2, {1: 0.0}))
0.0
>>> rdd = sc.parallelize([[0.0, 1.0], [0.0, 0.0]])
>>> model.predict(rdd).collect()
[1.0, 0.0]
"""
return cls._train(data, "regression", 0, categoricalFeaturesInfo,
impurity, maxDepth, maxBins, minInstancesPerNode, minInfoGain)
@inherit_doc
class RandomForestModel(TreeEnsembleModel, JavaLoader):
"""
Represents a random forest model.
.. versionadded:: 1.2.0
"""
@classmethod
def _java_loader_class(cls):
return "org.apache.spark.mllib.tree.model.RandomForestModel"
class RandomForest(object):
"""
Learning algorithm for a random forest model for classification or
regression.
.. versionadded:: 1.2.0
"""
supportedFeatureSubsetStrategies = ("auto", "all", "sqrt", "log2", "onethird")
@classmethod
def _train(cls, data, algo, numClasses, categoricalFeaturesInfo, numTrees,
featureSubsetStrategy, impurity, maxDepth, maxBins, seed):
first = data.first()
assert isinstance(first, LabeledPoint), "the data should be RDD of LabeledPoint"
if featureSubsetStrategy not in cls.supportedFeatureSubsetStrategies:
raise ValueError("unsupported featureSubsetStrategy: %s" % featureSubsetStrategy)
if seed is None:
seed = random.randint(0, 1 << 30)
model = callMLlibFunc("trainRandomForestModel", data, algo, numClasses,
categoricalFeaturesInfo, numTrees, featureSubsetStrategy, impurity,
maxDepth, maxBins, seed)
return RandomForestModel(model)
@classmethod
@since("1.2.0")
def trainClassifier(cls, data, numClasses, categoricalFeaturesInfo, numTrees,
featureSubsetStrategy="auto", impurity="gini", maxDepth=4, maxBins=32,
seed=None):
"""
Train a random forest model for binary or multiclass
classification.
:param data:
Training dataset: RDD of LabeledPoint. Labels should take values
{0, 1, ..., numClasses-1}.
:param numClasses:
Number of classes for classification.
:param categoricalFeaturesInfo:
Map storing arity of categorical features. An entry (n -> k)
indicates that feature n is categorical with k categories
indexed from 0: {0, 1, ..., k-1}.
:param numTrees:
Number of trees in the random forest.
:param featureSubsetStrategy:
Number of features to consider for splits at each node.
Supported values: "auto", "all", "sqrt", "log2", "onethird".
If "auto" is set, this parameter is set based on numTrees:
if numTrees == 1, set to "all";
if numTrees > 1 (forest) set to "sqrt".
(default: "auto")
:param impurity:
Criterion used for information gain calculation.
Supported values: "gini" or "entropy".
(default: "gini")
:param maxDepth:
Maximum depth of tree (e.g. depth 0 means 1 leaf node, depth 1
means 1 internal node + 2 leaf nodes).
(default: 4)
:param maxBins:
Maximum number of bins used for splitting features.
(default: 32)
:param seed:
Random seed for bootstrapping and choosing feature subsets.
Set as None to generate seed based on system time.
(default: None)
:return:
RandomForestModel that can be used for prediction.
Example usage:
>>> from pyspark.mllib.regression import LabeledPoint
>>> from pyspark.mllib.tree import RandomForest
>>>
>>> data = [
... LabeledPoint(0.0, [0.0]),
... LabeledPoint(0.0, [1.0]),
... LabeledPoint(1.0, [2.0]),
... LabeledPoint(1.0, [3.0])
... ]
>>> model = RandomForest.trainClassifier(sc.parallelize(data), 2, {}, 3, seed=42)
>>> model.numTrees()
3
>>> model.totalNumNodes()
7
>>> print(model)
TreeEnsembleModel classifier with 3 trees
<BLANKLINE>
>>> print(model.toDebugString())
TreeEnsembleModel classifier with 3 trees
<BLANKLINE>
Tree 0:
Predict: 1.0
Tree 1:
If (feature 0 <= 1.0)
Predict: 0.0
Else (feature 0 > 1.0)
Predict: 1.0
Tree 2:
If (feature 0 <= 1.0)
Predict: 0.0
Else (feature 0 > 1.0)
Predict: 1.0
<BLANKLINE>
>>> model.predict([2.0])
1.0
>>> model.predict([0.0])
0.0
>>> rdd = sc.parallelize([[3.0], [1.0]])
>>> model.predict(rdd).collect()
[1.0, 0.0]
"""
return cls._train(data, "classification", numClasses,
categoricalFeaturesInfo, numTrees, featureSubsetStrategy, impurity,
maxDepth, maxBins, seed)
@classmethod
@since("1.2.0")
def trainRegressor(cls, data, categoricalFeaturesInfo, numTrees, featureSubsetStrategy="auto",
impurity="variance", maxDepth=4, maxBins=32, seed=None):
"""
Train a random forest model for regression.
:param data:
Training dataset: RDD of LabeledPoint. Labels are real numbers.
:param categoricalFeaturesInfo:
Map storing arity of categorical features. An entry (n -> k)
indicates that feature n is categorical with k categories
indexed from 0: {0, 1, ..., k-1}.
:param numTrees:
Number of trees in the random forest.
:param featureSubsetStrategy:
Number of features to consider for splits at each node.
Supported values: "auto", "all", "sqrt", "log2", "onethird".
If "auto" is set, this parameter is set based on numTrees:
if numTrees == 1, set to "all";
if numTrees > 1 (forest) set to "onethird" for regression.
(default: "auto")
:param impurity:
Criterion used for information gain calculation.
The only supported value for regression is "variance".
(default: "variance")
:param maxDepth:
Maximum depth of tree (e.g. depth 0 means 1 leaf node, depth 1
means 1 internal node + 2 leaf nodes).
(default: 4)
:param maxBins:
Maximum number of bins used for splitting features.
(default: 32)
:param seed:
Random seed for bootstrapping and choosing feature subsets.
Set as None to generate seed based on system time.
(default: None)
:return:
RandomForestModel that can be used for prediction.
Example usage:
>>> from pyspark.mllib.regression import LabeledPoint
>>> from pyspark.mllib.tree import RandomForest
>>> from pyspark.mllib.linalg import SparseVector
>>>
>>> sparse_data = [
... LabeledPoint(0.0, SparseVector(2, {0: 1.0})),
... LabeledPoint(1.0, SparseVector(2, {1: 1.0})),
... LabeledPoint(0.0, SparseVector(2, {0: 1.0})),
... LabeledPoint(1.0, SparseVector(2, {1: 2.0}))
... ]
>>>
>>> model = RandomForest.trainRegressor(sc.parallelize(sparse_data), {}, 2, seed=42)
>>> model.numTrees()
2
>>> model.totalNumNodes()
4
>>> model.predict(SparseVector(2, {1: 1.0}))
1.0
>>> model.predict(SparseVector(2, {0: 1.0}))
0.5
>>> rdd = sc.parallelize([[0.0, 1.0], [1.0, 0.0]])
>>> model.predict(rdd).collect()
[1.0, 0.5]
"""
return cls._train(data, "regression", 0, categoricalFeaturesInfo, numTrees,
featureSubsetStrategy, impurity, maxDepth, maxBins, seed)
@inherit_doc
class GradientBoostedTreesModel(TreeEnsembleModel, JavaLoader):
"""
Represents a gradient-boosted tree model.
.. versionadded:: 1.3.0
"""
@classmethod
def _java_loader_class(cls):
return "org.apache.spark.mllib.tree.model.GradientBoostedTreesModel"
class GradientBoostedTrees(object):
"""
Learning algorithm for a gradient boosted trees model for
classification or regression.
.. versionadded:: 1.3.0
"""
@classmethod
def _train(cls, data, algo, categoricalFeaturesInfo,
loss, numIterations, learningRate, maxDepth, maxBins):
first = data.first()
assert isinstance(first, LabeledPoint), "the data should be RDD of LabeledPoint"
model = callMLlibFunc("trainGradientBoostedTreesModel", data, algo, categoricalFeaturesInfo,
loss, numIterations, learningRate, maxDepth, maxBins)
return GradientBoostedTreesModel(model)
@classmethod
@since("1.3.0")
def trainClassifier(cls, data, categoricalFeaturesInfo,
loss="logLoss", numIterations=100, learningRate=0.1, maxDepth=3,
maxBins=32):
"""
Train a gradient-boosted trees model for classification.
:param data:
Training dataset: RDD of LabeledPoint. Labels should take values
{0, 1}.
:param categoricalFeaturesInfo:
Map storing arity of categorical features. An entry (n -> k)
indicates that feature n is categorical with k categories
indexed from 0: {0, 1, ..., k-1}.
:param loss:
Loss function used for minimization during gradient boosting.
Supported values: "logLoss", "leastSquaresError",
"leastAbsoluteError".
(default: "logLoss")
:param numIterations:
Number of iterations of boosting.
(default: 100)
:param learningRate:
Learning rate for shrinking the contribution of each estimator.
The learning rate should be between in the interval (0, 1].
(default: 0.1)
:param maxDepth:
Maximum depth of tree (e.g. depth 0 means 1 leaf node, depth 1
means 1 internal node + 2 leaf nodes).
(default: 3)
:param maxBins:
Maximum number of bins used for splitting features. DecisionTree
requires maxBins >= max categories.
(default: 32)
:return:
GradientBoostedTreesModel that can be used for prediction.
Example usage:
>>> from pyspark.mllib.regression import LabeledPoint
>>> from pyspark.mllib.tree import GradientBoostedTrees
>>>
>>> data = [
... LabeledPoint(0.0, [0.0]),
... LabeledPoint(0.0, [1.0]),
... LabeledPoint(1.0, [2.0]),
... LabeledPoint(1.0, [3.0])
... ]
>>>
>>> model = GradientBoostedTrees.trainClassifier(sc.parallelize(data), {}, numIterations=10)
>>> model.numTrees()
10
>>> model.totalNumNodes()
30
>>> print(model) # it already has newline
TreeEnsembleModel classifier with 10 trees
<BLANKLINE>
>>> model.predict([2.0])
1.0
>>> model.predict([0.0])
0.0
>>> rdd = sc.parallelize([[2.0], [0.0]])
>>> model.predict(rdd).collect()
[1.0, 0.0]
"""
return cls._train(data, "classification", categoricalFeaturesInfo,
loss, numIterations, learningRate, maxDepth, maxBins)
@classmethod
@since("1.3.0")
def trainRegressor(cls, data, categoricalFeaturesInfo,
loss="leastSquaresError", numIterations=100, learningRate=0.1, maxDepth=3,
maxBins=32):
"""
Train a gradient-boosted trees model for regression.
:param data:
Training dataset: RDD of LabeledPoint. Labels are real numbers.
:param categoricalFeaturesInfo:
Map storing arity of categorical features. An entry (n -> k)
indicates that feature n is categorical with k categories
indexed from 0: {0, 1, ..., k-1}.
:param loss:
Loss function used for minimization during gradient boosting.
Supported values: "logLoss", "leastSquaresError",
"leastAbsoluteError".
(default: "leastSquaresError")
:param numIterations:
Number of iterations of boosting.
(default: 100)
:param learningRate:
Learning rate for shrinking the contribution of each estimator.
The learning rate should be between in the interval (0, 1].
(default: 0.1)
:param maxDepth:
Maximum depth of tree (e.g. depth 0 means 1 leaf node, depth 1
means 1 internal node + 2 leaf nodes).
(default: 3)
:param maxBins:
Maximum number of bins used for splitting features. DecisionTree
requires maxBins >= max categories.
(default: 32)
:return:
GradientBoostedTreesModel that can be used for prediction.
Example usage:
>>> from pyspark.mllib.regression import LabeledPoint
>>> from pyspark.mllib.tree import GradientBoostedTrees
>>> from pyspark.mllib.linalg import SparseVector
>>>
>>> sparse_data = [
... LabeledPoint(0.0, SparseVector(2, {0: 1.0})),
... LabeledPoint(1.0, SparseVector(2, {1: 1.0})),
... LabeledPoint(0.0, SparseVector(2, {0: 1.0})),
... LabeledPoint(1.0, SparseVector(2, {1: 2.0}))
... ]
>>>
>>> data = sc.parallelize(sparse_data)
>>> model = GradientBoostedTrees.trainRegressor(data, {}, numIterations=10)
>>> model.numTrees()
10
>>> model.totalNumNodes()
12
>>> model.predict(SparseVector(2, {1: 1.0}))
1.0
>>> model.predict(SparseVector(2, {0: 1.0}))
0.0
>>> rdd = sc.parallelize([[0.0, 1.0], [1.0, 0.0]])
>>> model.predict(rdd).collect()
[1.0, 0.0]
"""
return cls._train(data, "regression", categoricalFeaturesInfo,
loss, numIterations, learningRate, maxDepth, maxBins)
def _test():
import doctest
globs = globals().copy()
from pyspark.sql import SparkSession
spark = SparkSession.builder\
.master("local[4]")\
.appName("mllib.tree tests")\
.getOrCreate()
globs['sc'] = spark.sparkContext
(failure_count, test_count) = doctest.testmod(globs=globs, optionflags=doctest.ELLIPSIS)
spark.stop()
if failure_count:
exit(-1)
if __name__ == "__main__":
_test()