ef835dc526
https://issues.apache.org/jira/browse/SPARK-6093
Author: Yanbo Liang <ybliang8@gmail.com>
Closes #5941 from yanboliang/spark-6093 and squashes the following commits:
6934af3 [Yanbo Liang] change to @property
aac3bc5 [Yanbo Liang] Add RegressionMetrics in PySpark/MLlib
(cherry picked from commit 1712a7c705
)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
158 lines
5.1 KiB
Python
158 lines
5.1 KiB
Python
#
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# Licensed to the Apache Software Foundation (ASF) under one or more
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# contributor license agreements. See the NOTICE file distributed with
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# this work for additional information regarding copyright ownership.
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# The ASF licenses this file to You under the Apache License, Version 2.0
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# (the "License"); you may not use this file except in compliance with
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# the License. You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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#
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from pyspark.mllib.common import JavaModelWrapper
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from pyspark.sql import SQLContext
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from pyspark.sql.types import StructField, StructType, DoubleType
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class BinaryClassificationMetrics(JavaModelWrapper):
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"""
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Evaluator for binary classification.
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>>> scoreAndLabels = sc.parallelize([
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... (0.1, 0.0), (0.1, 1.0), (0.4, 0.0), (0.6, 0.0), (0.6, 1.0), (0.6, 1.0), (0.8, 1.0)], 2)
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>>> metrics = BinaryClassificationMetrics(scoreAndLabels)
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>>> metrics.areaUnderROC
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0.70...
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>>> metrics.areaUnderPR
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0.83...
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>>> metrics.unpersist()
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"""
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def __init__(self, scoreAndLabels):
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"""
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:param scoreAndLabels: an RDD of (score, label) pairs
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"""
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sc = scoreAndLabels.ctx
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sql_ctx = SQLContext(sc)
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df = sql_ctx.createDataFrame(scoreAndLabels, schema=StructType([
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StructField("score", DoubleType(), nullable=False),
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StructField("label", DoubleType(), nullable=False)]))
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java_class = sc._jvm.org.apache.spark.mllib.evaluation.BinaryClassificationMetrics
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java_model = java_class(df._jdf)
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super(BinaryClassificationMetrics, self).__init__(java_model)
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@property
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def areaUnderROC(self):
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"""
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Computes the area under the receiver operating characteristic
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(ROC) curve.
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"""
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return self.call("areaUnderROC")
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@property
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def areaUnderPR(self):
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"""
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Computes the area under the precision-recall curve.
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"""
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return self.call("areaUnderPR")
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def unpersist(self):
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"""
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Unpersists intermediate RDDs used in the computation.
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"""
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self.call("unpersist")
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class RegressionMetrics(JavaModelWrapper):
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"""
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Evaluator for regression.
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>>> predictionAndObservations = sc.parallelize([
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... (2.5, 3.0), (0.0, -0.5), (2.0, 2.0), (8.0, 7.0)])
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>>> metrics = RegressionMetrics(predictionAndObservations)
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>>> metrics.explainedVariance
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0.95...
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>>> metrics.meanAbsoluteError
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0.5...
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>>> metrics.meanSquaredError
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0.37...
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>>> metrics.rootMeanSquaredError
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0.61...
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>>> metrics.r2
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0.94...
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"""
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def __init__(self, predictionAndObservations):
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"""
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:param predictionAndObservations: an RDD of (prediction, observation) pairs.
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"""
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sc = predictionAndObservations.ctx
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sql_ctx = SQLContext(sc)
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df = sql_ctx.createDataFrame(predictionAndObservations, schema=StructType([
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StructField("prediction", DoubleType(), nullable=False),
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StructField("observation", DoubleType(), nullable=False)]))
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java_class = sc._jvm.org.apache.spark.mllib.evaluation.RegressionMetrics
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java_model = java_class(df._jdf)
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super(RegressionMetrics, self).__init__(java_model)
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@property
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def explainedVariance(self):
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"""
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Returns the explained variance regression score.
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explainedVariance = 1 - variance(y - \hat{y}) / variance(y)
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"""
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return self.call("explainedVariance")
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@property
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def meanAbsoluteError(self):
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"""
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Returns the mean absolute error, which is a risk function corresponding to the
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expected value of the absolute error loss or l1-norm loss.
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"""
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return self.call("meanAbsoluteError")
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@property
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def meanSquaredError(self):
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"""
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Returns the mean squared error, which is a risk function corresponding to the
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expected value of the squared error loss or quadratic loss.
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"""
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return self.call("meanSquaredError")
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@property
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def rootMeanSquaredError(self):
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"""
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Returns the root mean squared error, which is defined as the square root of
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the mean squared error.
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"""
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return self.call("rootMeanSquaredError")
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@property
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def r2(self):
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"""
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Returns R^2^, the coefficient of determination.
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"""
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return self.call("r2")
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def _test():
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import doctest
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from pyspark import SparkContext
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import pyspark.mllib.evaluation
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globs = pyspark.mllib.evaluation.__dict__.copy()
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globs['sc'] = SparkContext('local[4]', 'PythonTest')
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(failure_count, test_count) = doctest.testmod(globs=globs, optionflags=doctest.ELLIPSIS)
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globs['sc'].stop()
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if failure_count:
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exit(-1)
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if __name__ == "__main__":
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_test()
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