spark-instrumented-optimizer/docs/mllib-guide.md
Joseph K. Bradley 469a6e5f3b [SPARK-4575] [mllib] [docs] spark.ml pipelines doc + bug fixes
Documentation:
* Added ml-guide.md, linked from mllib-guide.md
* Updated mllib-guide.md with small section pointing to ml-guide.md

Examples:
* CrossValidatorExample
* SimpleParamsExample
* (I copied these + the SimpleTextClassificationPipeline example into the ml-guide.md)

Bug fixes:
* PipelineModel: did not use ParamMaps correctly
* UnaryTransformer: issues with TypeTag serialization (Thanks to mengxr for that fix!)

CC: mengxr shivaram  etrain  Documentation for Pipelines: I know the docs are not complete, but the goal is to have enough to let interested people get started using spark.ml and to add more docs once the package is more established/complete.

Author: Joseph K. Bradley <joseph@databricks.com>
Author: jkbradley <joseph.kurata.bradley@gmail.com>
Author: Xiangrui Meng <meng@databricks.com>

Closes #3588 from jkbradley/ml-package-docs and squashes the following commits:

d393b5c [Joseph K. Bradley] fixed bug in Pipeline (typo from last commit).  updated examples for CV and Params for spark.ml
c38469c [Joseph K. Bradley] Updated ml-guide with CV examples
99f88c2 [Joseph K. Bradley] Fixed bug in PipelineModel.transform* with usage of params.  Updated CrossValidatorExample to use more training examples so it is less likely to get a 0-size fold.
ea34dc6 [jkbradley] Merge pull request #4 from mengxr/ml-package-docs
3b83ec0 [Xiangrui Meng] replace TypeTag with explicit datatype
41ad9b1 [Joseph K. Bradley] Added examples for spark.ml: SimpleParamsExample + Java version, CrossValidatorExample + Java version.  CrossValidatorExample not working yet.  Added programming guide for spark.ml, but need to add CrossValidatorExample to it once CrossValidatorExample works.
2014-12-04 17:00:06 +08:00

197 lines
9.3 KiB
Markdown

---
layout: global
title: Machine Learning Library (MLlib) Programming Guide
---
MLlib is Spark's scalable machine learning library consisting of common learning algorithms and utilities,
including classification, regression, clustering, collaborative
filtering, dimensionality reduction, as well as underlying optimization primitives, as outlined below:
* [Data types](mllib-data-types.html)
* [Basic statistics](mllib-statistics.html)
* summary statistics
* correlations
* stratified sampling
* hypothesis testing
* random data generation
* [Classification and regression](mllib-classification-regression.html)
* [linear models (SVMs, logistic regression, linear regression)](mllib-linear-methods.html)
* [naive Bayes](mllib-naive-bayes.html)
* [decision trees](mllib-decision-tree.html)
* [ensembles of trees](mllib-ensembles.html) (Random Forests and Gradient-Boosted Trees)
* [Collaborative filtering](mllib-collaborative-filtering.html)
* alternating least squares (ALS)
* [Clustering](mllib-clustering.html)
* k-means
* [Dimensionality reduction](mllib-dimensionality-reduction.html)
* singular value decomposition (SVD)
* principal component analysis (PCA)
* [Feature extraction and transformation](mllib-feature-extraction.html)
* [Optimization (developer)](mllib-optimization.html)
* stochastic gradient descent
* limited-memory BFGS (L-BFGS)
MLlib is under active development.
The APIs marked `Experimental`/`DeveloperApi` may change in future releases,
and the migration guide below will explain all changes between releases.
# spark.ml: The New ML Package
Spark 1.2 includes a new machine learning package called `spark.ml`, currently an alpha component but potentially a successor to `spark.mllib`. The `spark.ml` package aims to replace the old APIs with a cleaner, more uniform set of APIs which will help users create full machine learning pipelines.
See the **[spark.ml programming guide](ml-guide.html)** for more information on this package.
Users can use algorithms from either of the two packages, but APIs may differ. Currently, `spark.ml` offers a subset of the algorithms from `spark.mllib`.
Developers should contribute new algorithms to `spark.mllib` and can optionally contribute to `spark.ml`.
See the `spark.ml` programming guide linked above for more details.
# Dependencies
MLlib uses the linear algebra package [Breeze](http://www.scalanlp.org/),
which depends on [netlib-java](https://github.com/fommil/netlib-java),
and [jblas](https://github.com/mikiobraun/jblas).
`netlib-java` and `jblas` depend on native Fortran routines.
You need to install the
[gfortran runtime library](https://github.com/mikiobraun/jblas/wiki/Missing-Libraries)
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 under default settings.
If no native library is available at runtime, you will see a warning message.
To use native libraries from `netlib-java`, please build Spark with `-Pnetlib-lgpl` or
include `com.github.fommil.netlib:all:1.1.2` as a dependency of your project.
If you want to use optimized BLAS/LAPACK libraries such as
[OpenBLAS](http://www.openblas.net/), please link its shared libraries to
`/usr/lib/libblas.so.3` and `/usr/lib/liblapack.so.3`, respectively.
BLAS/LAPACK libraries on worker nodes should be built without multithreading.
To use MLlib in Python, you will need [NumPy](http://www.numpy.org) version 1.4 or newer.
---
# Migration Guide
## From 1.1 to 1.2
The only API changes in MLlib v1.2 are in
[`DecisionTree`](api/scala/index.html#org.apache.spark.mllib.tree.DecisionTree),
which continues to be an experimental API in MLlib 1.2:
1. *(Breaking change)* The Scala API for classification takes a named argument specifying the number
of classes. In MLlib v1.1, this argument was called `numClasses` in Python and
`numClassesForClassification` in Scala. In MLlib v1.2, the names are both set to `numClasses`.
This `numClasses` parameter is specified either via
[`Strategy`](api/scala/index.html#org.apache.spark.mllib.tree.configuration.Strategy)
or via [`DecisionTree`](api/scala/index.html#org.apache.spark.mllib.tree.DecisionTree)
static `trainClassifier` and `trainRegressor` methods.
2. *(Breaking change)* The API for
[`Node`](api/scala/index.html#org.apache.spark.mllib.tree.model.Node) has changed.
This should generally not affect user code, unless the user manually constructs decision trees
(instead of using the `trainClassifier` or `trainRegressor` methods).
The tree `Node` now includes more information, including the probability of the predicted label
(for classification).
3. Printing methods' output has changed. The `toString` (Scala/Java) and `__repr__` (Python) methods used to print the full model; they now print a summary. For the full model, use `toDebugString`.
Examples in the Spark distribution and examples in the
[Decision Trees Guide](mllib-decision-tree.html#examples) have been updated accordingly.
## From 1.0 to 1.1
The only API changes in MLlib v1.1 are in
[`DecisionTree`](api/scala/index.html#org.apache.spark.mllib.tree.DecisionTree),
which continues to be an experimental API in MLlib 1.1:
1. *(Breaking change)* The meaning of tree depth has been changed by 1 in order to match
the implementations of trees in
[scikit-learn](http://scikit-learn.org/stable/modules/classes.html#module-sklearn.tree)
and in [rpart](http://cran.r-project.org/web/packages/rpart/index.html).
In MLlib v1.0, a depth-1 tree had 1 leaf node, and a depth-2 tree had 1 root node and 2 leaf nodes.
In MLlib v1.1, a depth-0 tree has 1 leaf node, and a depth-1 tree has 1 root node and 2 leaf nodes.
This depth is specified by the `maxDepth` parameter in
[`Strategy`](api/scala/index.html#org.apache.spark.mllib.tree.configuration.Strategy)
or via [`DecisionTree`](api/scala/index.html#org.apache.spark.mllib.tree.DecisionTree)
static `trainClassifier` and `trainRegressor` methods.
2. *(Non-breaking change)* We recommend using the newly added `trainClassifier` and `trainRegressor`
methods to build a [`DecisionTree`](api/scala/index.html#org.apache.spark.mllib.tree.DecisionTree),
rather than using the old parameter class `Strategy`. These new training methods explicitly
separate classification and regression, and they replace specialized parameter types with
simple `String` types.
Examples of the new, recommended `trainClassifier` and `trainRegressor` are given in the
[Decision Trees Guide](mllib-decision-tree.html#examples).
## 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. Details are described below.
<div class="codetabs">
<div data-lang="scala" markdown="1">
We used to represent a feature vector by `Array[Double]`, which is replaced by
[`Vector`](api/scala/index.html#org.apache.spark.mllib.linalg.Vector) in v1.0. Algorithms that used
to accept `RDD[Array[Double]]` now take
`RDD[Vector]`. [`LabeledPoint`](api/scala/index.html#org.apache.spark.mllib.regression.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`](api/scala/index.html#org.apache.spark.mllib.linalg.Vectors$) provides factory methods to create sparse vectors.
*Note*: Scala imports `scala.collection.immutable.Vector` by default, so you have to import `org.apache.spark.mllib.linalg.Vector` explicitly to use MLlib's `Vector`.
</div>
<div data-lang="java" markdown="1">
We used to represent a feature vector by `double[]`, which is replaced by
[`Vector`](api/java/index.html?org/apache/spark/mllib/linalg/Vector.html) in v1.0. Algorithms that used
to accept `RDD<double[]>` now take
`RDD<Vector>`. [`LabeledPoint`](api/java/index.html?org/apache/spark/mllib/regression/LabeledPoint.html)
is now a wrapper of `(double, Vector)` instead of `(double, double[])`. Converting `double[]` to
`Vector` is straightforward:
{% highlight java %}
import org.apache.spark.mllib.linalg.Vector;
import org.apache.spark.mllib.linalg.Vectors;
double[] array = ... // a double array
Vector vector = Vectors.dense(array); // a dense vector
{% endhighlight %}
[`Vectors`](api/scala/index.html#org.apache.spark.mllib.linalg.Vectors$) provides factory methods to
create sparse vectors.
</div>
<div data-lang="python" markdown="1">
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`](api/python/pyspark.mllib.regression.LabeledPoint-class.html), 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 %}
</div>
</div>