### What changes were proposed in this pull request?
Fix Pyspark CrossValidator/TrainValidationSplit with pipeline estimator cannot save and load model.
Most pyspark estimators/transformers inherit `JavaParams`, but some estimators are special (in order to support pure python implemented nested estimators/transformers):
* Pipeline
* OneVsRest
* CrossValidator
* TrainValidationSplit
But note that, currently, in pyspark, estimators listed above, their model reader/writer do NOT support pure python implemented nested estimators/transformers. Because they use java reader/writer wrapper as python side reader/writer.
Pyspark CrossValidator/TrainValidationSplit model reader/writer require all estimators define the `_transfer_param_map_to_java` and `_transfer_param_map_from_java` (used in model read/write).
OneVsRest class already defines the two methods, but Pipeline do not, so it lead to this bug.
In this PR I add `_transfer_param_map_to_java` and `_transfer_param_map_from_java` into Pipeline class.
### Why are the changes needed?
Bug fix.
### Does this PR introduce any user-facing change?
No
### How was this patch tested?
Unit test.
Manually test in pyspark shell:
1) CrossValidator with Simple Pipeline estimator
```
from pyspark.ml import Pipeline
from pyspark.ml.classification import LogisticRegression
from pyspark.ml.evaluation import BinaryClassificationEvaluator
from pyspark.ml.feature import HashingTF, Tokenizer
from pyspark.ml.tuning import CrossValidator, CrossValidatorModel, ParamGridBuilder
training = spark.createDataFrame([
(0, "a b c d e spark", 1.0),
(1, "b d", 0.0),
(2, "spark f g h", 1.0),
(3, "hadoop mapreduce", 0.0),
(4, "b spark who", 1.0),
(5, "g d a y", 0.0),
(6, "spark fly", 1.0),
(7, "was mapreduce", 0.0),
], ["id", "text", "label"])
# Configure an ML pipeline, which consists of tree stages: tokenizer, hashingTF, and lr.
tokenizer = Tokenizer(inputCol="text", outputCol="words")
hashingTF = HashingTF(inputCol=tokenizer.getOutputCol(), outputCol="features")
lr = LogisticRegression(maxIter=10)
pipeline = Pipeline(stages=[tokenizer, hashingTF, lr])
paramGrid = ParamGridBuilder() \
.addGrid(hashingTF.numFeatures, [10, 100, 1000]) \
.addGrid(lr.regParam, [0.1, 0.01]) \
.build()
crossval = CrossValidator(estimator=pipeline,
estimatorParamMaps=paramGrid,
evaluator=BinaryClassificationEvaluator(),
numFolds=2) # use 3+ folds in practice
# Run cross-validation, and choose the best set of parameters.
cvModel = crossval.fit(training)
cvModel.save('/tmp/cv_model001')
CrossValidatorModel.load('/tmp/cv_model001')
```
2) CrossValidator with Pipeline estimator which include a OneVsRest estimator stage, and OneVsRest estimator nest a LogisticRegression estimator.
```
from pyspark.ml.linalg import Vectors
from pyspark.ml import Estimator, Model
from pyspark.ml.classification import LogisticRegression, LogisticRegressionModel, OneVsRest
from pyspark.ml.evaluation import BinaryClassificationEvaluator, \
MulticlassClassificationEvaluator, RegressionEvaluator
from pyspark.ml.linalg import Vectors
from pyspark.ml.param import Param, Params
from pyspark.ml.tuning import CrossValidator, CrossValidatorModel, ParamGridBuilder, \
TrainValidationSplit, TrainValidationSplitModel
from pyspark.sql.functions import rand
from pyspark.testing.mlutils import SparkSessionTestCase
dataset = spark.createDataFrame(
[(Vectors.dense([0.0]), 0.0),
(Vectors.dense([0.4]), 1.0),
(Vectors.dense([0.5]), 0.0),
(Vectors.dense([0.6]), 1.0),
(Vectors.dense([1.0]), 1.0)] * 10,
["features", "label"])
ova = OneVsRest(classifier=LogisticRegression())
lr1 = LogisticRegression().setMaxIter(100)
lr2 = LogisticRegression().setMaxIter(150)
grid = ParamGridBuilder().addGrid(ova.classifier, [lr1, lr2]).build()
evaluator = MulticlassClassificationEvaluator()
pipeline = Pipeline(stages=[ova])
cv = CrossValidator(estimator=pipeline, estimatorParamMaps=grid, evaluator=evaluator)
cvModel = cv.fit(dataset)
cvModel.save('/tmp/model002')
cvModel2 = CrossValidatorModel.load('/tmp/model002')
```
TrainValidationSplit testing code are similar so I do not paste them.
Closes#28279 from WeichenXu123/fix_pipeline_tuning.
Authored-by: Weichen Xu <weichen.xu@databricks.com>
Signed-off-by: Xiangrui Meng <meng@databricks.com>
4a21c4cc92