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.
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layout | title |
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global | 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
- Basic statistics
- summary statistics
- correlations
- stratified sampling
- hypothesis testing
- random data generation
- Classification and regression
- linear models (SVMs, logistic regression, linear regression)
- naive Bayes
- decision trees
- ensembles of trees (Random Forests and Gradient-Boosted Trees)
- Collaborative filtering
- alternating least squares (ALS)
- Clustering
- k-means
- Dimensionality reduction
- singular value decomposition (SVD)
- principal component analysis (PCA)
- Feature extraction and transformation
- Optimization (developer)
- 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 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,
which depends on netlib-java,
and jblas.
netlib-java
and jblas
depend on native Fortran routines.
You need to install the
gfortran runtime library
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, 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 version 1.4 or newer.
Migration Guide
From 1.1 to 1.2
The only API changes in MLlib v1.2 are in
DecisionTree
,
which continues to be an experimental API in MLlib 1.2:
-
(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 andnumClassesForClassification
in Scala. In MLlib v1.2, the names are both set tonumClasses
. ThisnumClasses
parameter is specified either viaStrategy
or viaDecisionTree
statictrainClassifier
andtrainRegressor
methods. -
(Breaking change) The API for
Node
has changed. This should generally not affect user code, unless the user manually constructs decision trees (instead of using thetrainClassifier
ortrainRegressor
methods). The treeNode
now includes more information, including the probability of the predicted label (for classification). -
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, usetoDebugString
.
Examples in the Spark distribution and examples in the Decision Trees Guide have been updated accordingly.
From 1.0 to 1.1
The only API changes in MLlib v1.1 are in
DecisionTree
,
which continues to be an experimental API in MLlib 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 and in rpart. 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 inStrategy
or viaDecisionTree
statictrainClassifier
andtrainRegressor
methods. -
(Non-breaking change) We recommend using the newly added
trainClassifier
andtrainRegressor
methods to build aDecisionTree
, rather than using the old parameter classStrategy
. These new training methods explicitly separate classification and regression, and they replace specialized parameter types with simpleString
types.
Examples of the new, recommended trainClassifier
and trainRegressor
are given in the
Decision Trees Guide.
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.
We used to represent a feature vector by Array[Double]
, which is replaced by
Vector
in v1.0. Algorithms that used
to accept RDD[Array[Double]]
now take
RDD[Vector]
. 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
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
.
We used to represent a feature vector by double[]
, which is replaced by
Vector
in v1.0. Algorithms that used
to accept RDD<double[]>
now take
RDD<Vector>
. LabeledPoint
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
provides factory methods to
create sparse vectors.
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
, 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 %}