65083e93dd
This PR check all of the existing Python MLlib API to make sure that numpy.array is supported as Vector (also RDD of numpy.array). It also improve some docstring and doctest. cc mateiz mengxr Author: Davies Liu <davies@databricks.com> Closes #3189 from davies/numpy and squashes the following commits: d5057c4 [Davies Liu] fix tests 6987611 [Davies Liu] support numpy.array for all MLlib API
260 lines
9.5 KiB
Python
260 lines
9.5 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 math import exp
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import numpy
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from numpy import array
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from pyspark.mllib.common import callMLlibFunc
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from pyspark.mllib.linalg import SparseVector, _convert_to_vector
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from pyspark.mllib.regression import LabeledPoint, LinearModel, _regression_train_wrapper
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__all__ = ['LogisticRegressionModel', 'LogisticRegressionWithSGD', 'SVMModel',
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'SVMWithSGD', 'NaiveBayesModel', 'NaiveBayes']
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class LogisticRegressionModel(LinearModel):
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"""A linear binary classification model derived from logistic regression.
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>>> data = [
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... LabeledPoint(0.0, [0.0]),
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... LabeledPoint(1.0, [1.0]),
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... LabeledPoint(1.0, [2.0]),
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... LabeledPoint(1.0, [3.0])
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... ]
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>>> lrm = LogisticRegressionWithSGD.train(sc.parallelize(data))
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>>> lrm.predict(array([1.0])) > 0
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True
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>>> lrm.predict(array([0.0])) <= 0
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True
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>>> sparse_data = [
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... LabeledPoint(0.0, SparseVector(2, {0: 0.0})),
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... LabeledPoint(1.0, SparseVector(2, {1: 1.0})),
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... LabeledPoint(0.0, SparseVector(2, {0: 0.0})),
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... LabeledPoint(1.0, SparseVector(2, {1: 2.0}))
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... ]
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>>> lrm = LogisticRegressionWithSGD.train(sc.parallelize(sparse_data))
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>>> lrm.predict(array([0.0, 1.0])) > 0
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True
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>>> lrm.predict(array([0.0, 0.0])) <= 0
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True
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>>> lrm.predict(SparseVector(2, {1: 1.0})) > 0
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True
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>>> lrm.predict(SparseVector(2, {1: 0.0})) <= 0
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True
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"""
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def predict(self, x):
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x = _convert_to_vector(x)
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margin = self.weights.dot(x) + self._intercept
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if margin > 0:
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prob = 1 / (1 + exp(-margin))
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else:
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exp_margin = exp(margin)
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prob = exp_margin / (1 + exp_margin)
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return 1 if prob > 0.5 else 0
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class LogisticRegressionWithSGD(object):
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@classmethod
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def train(cls, data, iterations=100, step=1.0, miniBatchFraction=1.0,
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initialWeights=None, regParam=1.0, regType="none", intercept=False):
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"""
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Train a logistic regression model on the given data.
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:param data: The training data, an RDD of LabeledPoint.
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:param iterations: The number of iterations (default: 100).
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:param step: The step parameter used in SGD
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(default: 1.0).
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:param miniBatchFraction: Fraction of data to be used for each SGD
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iteration.
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:param initialWeights: The initial weights (default: None).
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:param regParam: The regularizer parameter (default: 1.0).
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:param regType: The type of regularizer used for training
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our model.
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:Allowed values:
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- "l1" for using L1Updater
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- "l2" for using SquaredL2Updater
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- "none" for no regularizer
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(default: "none")
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@param intercept: Boolean parameter which indicates the use
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or not of the augmented representation for
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training data (i.e. whether bias features
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are activated or not).
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"""
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def train(rdd, i):
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return callMLlibFunc("trainLogisticRegressionModelWithSGD", rdd, iterations, step,
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miniBatchFraction, i, regParam, regType, intercept)
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return _regression_train_wrapper(train, LogisticRegressionModel, data, initialWeights)
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class SVMModel(LinearModel):
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"""A support vector machine.
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>>> data = [
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... LabeledPoint(0.0, [0.0]),
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... LabeledPoint(1.0, [1.0]),
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... LabeledPoint(1.0, [2.0]),
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... LabeledPoint(1.0, [3.0])
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... ]
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>>> svm = SVMWithSGD.train(sc.parallelize(data))
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>>> svm.predict(array([1.0])) > 0
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True
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>>> sparse_data = [
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... LabeledPoint(0.0, SparseVector(2, {0: -1.0})),
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... LabeledPoint(1.0, SparseVector(2, {1: 1.0})),
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... LabeledPoint(0.0, SparseVector(2, {0: 0.0})),
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... LabeledPoint(1.0, SparseVector(2, {1: 2.0}))
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... ]
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>>> svm = SVMWithSGD.train(sc.parallelize(sparse_data))
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>>> svm.predict(SparseVector(2, {1: 1.0})) > 0
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True
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>>> svm.predict(SparseVector(2, {0: -1.0})) <= 0
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True
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"""
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def predict(self, x):
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x = _convert_to_vector(x)
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margin = self.weights.dot(x) + self.intercept
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return 1 if margin >= 0 else 0
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class SVMWithSGD(object):
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@classmethod
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def train(cls, data, iterations=100, step=1.0, regParam=1.0,
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miniBatchFraction=1.0, initialWeights=None, regType="none", intercept=False):
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"""
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Train a support vector machine on the given data.
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:param data: The training data, an RDD of LabeledPoint.
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:param iterations: The number of iterations (default: 100).
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:param step: The step parameter used in SGD
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(default: 1.0).
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:param regParam: The regularizer parameter (default: 1.0).
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:param miniBatchFraction: Fraction of data to be used for each SGD
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iteration.
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:param initialWeights: The initial weights (default: None).
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:param regType: The type of regularizer used for training
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our model.
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:Allowed values:
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- "l1" for using L1Updater
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- "l2" for using SquaredL2Updater,
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- "none" for no regularizer.
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(default: "none")
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@param intercept: Boolean parameter which indicates the use
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or not of the augmented representation for
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training data (i.e. whether bias features
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are activated or not).
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"""
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def train(rdd, i):
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return callMLlibFunc("trainSVMModelWithSGD", rdd, iterations, step, regParam,
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miniBatchFraction, i, regType, intercept)
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return _regression_train_wrapper(train, SVMModel, data, initialWeights)
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class NaiveBayesModel(object):
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"""
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Model for Naive Bayes classifiers.
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Contains two parameters:
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- pi: vector of logs of class priors (dimension C)
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- theta: matrix of logs of class conditional probabilities (CxD)
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>>> data = [
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... LabeledPoint(0.0, [0.0, 0.0]),
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... LabeledPoint(0.0, [0.0, 1.0]),
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... LabeledPoint(1.0, [1.0, 0.0]),
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... ]
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>>> model = NaiveBayes.train(sc.parallelize(data))
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>>> model.predict(array([0.0, 1.0]))
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0.0
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>>> model.predict(array([1.0, 0.0]))
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1.0
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>>> sparse_data = [
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... LabeledPoint(0.0, SparseVector(2, {1: 0.0})),
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... LabeledPoint(0.0, SparseVector(2, {1: 1.0})),
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... LabeledPoint(1.0, SparseVector(2, {0: 1.0}))
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... ]
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>>> model = NaiveBayes.train(sc.parallelize(sparse_data))
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>>> model.predict(SparseVector(2, {1: 1.0}))
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0.0
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>>> model.predict(SparseVector(2, {0: 1.0}))
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1.0
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"""
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def __init__(self, labels, pi, theta):
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self.labels = labels
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self.pi = pi
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self.theta = theta
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def predict(self, x):
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"""Return the most likely class for a data vector x"""
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x = _convert_to_vector(x)
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return self.labels[numpy.argmax(self.pi + x.dot(self.theta.transpose()))]
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class NaiveBayes(object):
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@classmethod
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def train(cls, data, lambda_=1.0):
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"""
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Train a Naive Bayes model given an RDD of (label, features) vectors.
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This is the Multinomial NB (U{http://tinyurl.com/lsdw6p}) which can
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handle all kinds of discrete data. For example, by converting
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documents into TF-IDF vectors, it can be used for document
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classification. By making every vector a 0-1 vector, it can also be
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used as Bernoulli NB (U{http://tinyurl.com/p7c96j6}).
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:param data: RDD of LabeledPoint.
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:param lambda_: The smoothing parameter
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"""
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first = data.first()
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if not isinstance(first, LabeledPoint):
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raise ValueError("`data` should be an RDD of LabeledPoint")
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labels, pi, theta = callMLlibFunc("trainNaiveBayes", data, lambda_)
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return NaiveBayesModel(labels.toArray(), pi.toArray(), numpy.array(theta))
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def _test():
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import doctest
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from pyspark import SparkContext
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globs = globals().copy()
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globs['sc'] = SparkContext('local[4]', 'PythonTest', batchSize=2)
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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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