spark-instrumented-optimizer/python/pyspark/ml/tests/test_tuning.py
Phillip Henry 397b843890 [SPARK-34415][ML] Randomization in hyperparameter optimization
### What changes were proposed in this pull request?

Code in the PR generates random parameters for hyperparameter tuning. A discussion with Sean Owen can be found on the dev mailing list here:

http://apache-spark-developers-list.1001551.n3.nabble.com/Hyperparameter-Optimization-via-Randomization-td30629.html

All code is entirely my own work and I license the work to the project under the project’s open source license.

### Why are the changes needed?

Randomization can be a more effective techinique than a grid search since min/max points can fall between the grid and never be found. Randomisation is not so restricted although the probability of finding minima/maxima is dependent on the number of attempts.

Alice Zheng has an accessible description on how this technique works at https://www.oreilly.com/library/view/evaluating-machine-learning/9781492048756/ch04.html

Although there are Python libraries with more sophisticated techniques, not every Spark developer is using Python.

### Does this PR introduce _any_ user-facing change?

A new class (`ParamRandomBuilder.scala`) and its tests have been created but there is no change to existing code. This class offers an alternative to `ParamGridBuilder` and can be dropped into the code wherever `ParamGridBuilder` appears. Indeed, it extends `ParamGridBuilder` and is completely compatible with  its interface. It merely adds one method that provides a range over which a hyperparameter will be randomly defined.

### How was this patch tested?

Tests `ParamRandomBuilderSuite.scala` and `RandomRangesSuite.scala` were added.

`ParamRandomBuilderSuite` is the analogue of the already existing `ParamGridBuilderSuite` which tests the user-facing interface.

`RandomRangesSuite` uses ScalaCheck to test the random ranges over which hyperparameters are distributed.

Closes #31535 from PhillHenry/ParamRandomBuilder.

Authored-by: Phillip Henry <PhillHenry@gmail.com>
Signed-off-by: Sean Owen <srowen@gmail.com>
2021-02-27 08:34:39 -06:00

1054 lines
44 KiB
Python

#
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# (the "License"); you may not use this file except in compliance with
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import tempfile
import math
import unittest
import numpy as np
from pyspark.ml.feature import HashingTF, Tokenizer
from pyspark.ml import Estimator, Pipeline, 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, ParamRandomBuilder
from pyspark.sql.functions import rand
from pyspark.testing.mlutils import DummyEvaluator, DummyLogisticRegression, \
DummyLogisticRegressionModel, SparkSessionTestCase
class HasInducedError(Params):
def __init__(self):
super(HasInducedError, self).__init__()
self.inducedError = Param(self, "inducedError",
"Uniformly-distributed error added to feature")
def getInducedError(self):
return self.getOrDefault(self.inducedError)
class InducedErrorModel(Model, HasInducedError):
def __init__(self):
super(InducedErrorModel, self).__init__()
def _transform(self, dataset):
return dataset.withColumn("prediction",
dataset.feature + (rand(0) * self.getInducedError()))
class InducedErrorEstimator(Estimator, HasInducedError):
def __init__(self, inducedError=1.0):
super(InducedErrorEstimator, self).__init__()
self._set(inducedError=inducedError)
def _fit(self, dataset):
model = InducedErrorModel()
self._copyValues(model)
return model
class DummyParams(Params):
def __init__(self):
super(DummyParams, self).__init__()
self.test_param = Param(self, "test_param", "dummy parameter for testing")
self.another_test_param = Param(self, "another_test_param", "second parameter for testing")
class ParamRandomBuilderTests(unittest.TestCase):
def __init__(self, methodName):
super(ParamRandomBuilderTests, self).__init__(methodName=methodName)
self.dummy_params = DummyParams()
self.to_test = ParamRandomBuilder()
self.n = 100
def check_ranges(self, params, lowest, highest, expected_type):
self.assertEqual(self.n, len(params))
for param in params:
for v in param.values():
self.assertGreaterEqual(v, lowest)
self.assertLessEqual(v, highest)
self.assertEqual(type(v), expected_type)
def check_addRandom_ranges(self, x, y, expected_type):
params = self.to_test.addRandom(self.dummy_params.test_param, x, y, self.n).build()
self.check_ranges(params, x, y, expected_type)
def check_addLog10Random_ranges(self, x, y, expected_type):
params = self.to_test.addLog10Random(self.dummy_params.test_param, x, y, self.n).build()
self.check_ranges(params, x, y, expected_type)
@staticmethod
def counts(xs):
key_to_count = {}
for v in xs:
k = int(v)
if key_to_count.get(k) is None:
key_to_count[k] = 1
else:
key_to_count[k] = key_to_count[k] + 1
return key_to_count
@staticmethod
def raw_values_of(params):
values = []
for param in params:
for v in param.values():
values.append(v)
return values
def check_even_distribution(self, vs, bin_function):
binned = map(lambda x: bin_function(x), vs)
histogram = self.counts(binned)
values = list(histogram.values())
sd = np.std(values)
mu = np.mean(values)
for k, v in histogram.items():
self.assertLess(abs(v - mu), 5 * sd, "{} values for bucket {} is unlikely "
"when the mean is {} and standard deviation {}"
.format(v, k, mu, sd))
def test_distribution(self):
params = self.to_test.addRandom(self.dummy_params.test_param, 0, 20000, 10000).build()
values = self.raw_values_of(params)
self.check_even_distribution(values, lambda x: x // 1000)
def test_logarithmic_distribution(self):
params = self.to_test.addLog10Random(self.dummy_params.test_param, 1, 1e10, 10000).build()
values = self.raw_values_of(params)
self.check_even_distribution(values, lambda x: math.log10(x))
def test_param_cardinality(self):
num_random_params = 7
values = [1, 2, 3]
self.to_test.addRandom(self.dummy_params.test_param, 1, 10, num_random_params)
self.to_test.addGrid(self.dummy_params.another_test_param, values)
self.assertEqual(len(self.to_test.build()), num_random_params * len(values))
def test_add_random_integer_logarithmic_range(self):
self.check_addLog10Random_ranges(100, 200, int)
def test_add_logarithmic_random_float_and_integer_yields_floats(self):
self.check_addLog10Random_ranges(100, 200., float)
def test_add_random_float_logarithmic_range(self):
self.check_addLog10Random_ranges(100., 200., float)
def test_add_random_integer_range(self):
self.check_addRandom_ranges(100, 200, int)
def test_add_random_float_and_integer_yields_floats(self):
self.check_addRandom_ranges(100, 200., float)
def test_add_random_float_range(self):
self.check_addRandom_ranges(100., 200., float)
def test_unexpected_type(self):
with self.assertRaises(TypeError):
self.to_test.addRandom(self.dummy_params.test_param, 1, "wrong type", 1).build()
class ParamGridBuilderTests(SparkSessionTestCase):
def test_addGrid(self):
with self.assertRaises(TypeError):
grid = (ParamGridBuilder()
.addGrid("must be an instance of Param", ["not", "string"])
.build())
class ValidatorTestUtilsMixin:
def assert_param_maps_equal(self, paramMaps1, paramMaps2):
self.assertEqual(len(paramMaps1), len(paramMaps2))
for paramMap1, paramMap2 in zip(paramMaps1, paramMaps2):
self.assertEqual(set(paramMap1.keys()), set(paramMap2.keys()))
for param in paramMap1.keys():
v1 = paramMap1[param]
v2 = paramMap2[param]
if isinstance(v1, Params):
self.assertEqual(v1.uid, v2.uid)
else:
self.assertEqual(v1, v2)
class CrossValidatorTests(SparkSessionTestCase, ValidatorTestUtilsMixin):
def test_copy(self):
dataset = self.spark.createDataFrame([
(10, 10.0),
(50, 50.0),
(100, 100.0),
(500, 500.0)] * 10,
["feature", "label"])
iee = InducedErrorEstimator()
evaluator = RegressionEvaluator(metricName="rmse")
grid = (ParamGridBuilder()
.addGrid(iee.inducedError, [100.0, 0.0, 10000.0])
.build())
cv = CrossValidator(
estimator=iee,
estimatorParamMaps=grid,
evaluator=evaluator,
collectSubModels=True,
numFolds=2
)
cvCopied = cv.copy()
for param in [
lambda x: x.getEstimator().uid,
# SPARK-32092: CrossValidator.copy() needs to copy all existing params
lambda x: x.getNumFolds(),
lambda x: x.getFoldCol(),
lambda x: x.getCollectSubModels(),
lambda x: x.getParallelism(),
lambda x: x.getSeed()
]:
self.assertEqual(param(cv), param(cvCopied))
cvModel = cv.fit(dataset)
cvModelCopied = cvModel.copy()
for index in range(len(cvModel.avgMetrics)):
self.assertTrue(abs(cvModel.avgMetrics[index] - cvModelCopied.avgMetrics[index])
< 0.0001)
# SPARK-32092: CrossValidatorModel.copy() needs to copy all existing params
for param in [
lambda x: x.getNumFolds(),
lambda x: x.getFoldCol(),
lambda x: x.getSeed()
]:
self.assertEqual(param(cvModel), param(cvModelCopied))
cvModel.avgMetrics[0] = 'foo'
self.assertNotEqual(
cvModelCopied.avgMetrics[0],
'foo',
"Changing the original avgMetrics should not affect the copied model"
)
cvModel.subModels[0][0].getInducedError = lambda: 'foo'
self.assertNotEqual(
cvModelCopied.subModels[0][0].getInducedError(),
'foo',
"Changing the original subModels should not affect the copied model"
)
def test_fit_minimize_metric(self):
dataset = self.spark.createDataFrame([
(10, 10.0),
(50, 50.0),
(100, 100.0),
(500, 500.0)] * 10,
["feature", "label"])
iee = InducedErrorEstimator()
evaluator = RegressionEvaluator(metricName="rmse")
grid = (ParamGridBuilder()
.addGrid(iee.inducedError, [100.0, 0.0, 10000.0])
.build())
cv = CrossValidator(estimator=iee, estimatorParamMaps=grid, evaluator=evaluator)
cvModel = cv.fit(dataset)
bestModel = cvModel.bestModel
bestModelMetric = evaluator.evaluate(bestModel.transform(dataset))
self.assertEqual(0.0, bestModel.getOrDefault('inducedError'),
"Best model should have zero induced error")
self.assertEqual(0.0, bestModelMetric, "Best model has RMSE of 0")
def test_fit_maximize_metric(self):
dataset = self.spark.createDataFrame([
(10, 10.0),
(50, 50.0),
(100, 100.0),
(500, 500.0)] * 10,
["feature", "label"])
iee = InducedErrorEstimator()
evaluator = RegressionEvaluator(metricName="r2")
grid = (ParamGridBuilder()
.addGrid(iee.inducedError, [100.0, 0.0, 10000.0])
.build())
cv = CrossValidator(estimator=iee, estimatorParamMaps=grid, evaluator=evaluator)
cvModel = cv.fit(dataset)
bestModel = cvModel.bestModel
bestModelMetric = evaluator.evaluate(bestModel.transform(dataset))
self.assertEqual(0.0, bestModel.getOrDefault('inducedError'),
"Best model should have zero induced error")
self.assertEqual(1.0, bestModelMetric, "Best model has R-squared of 1")
def test_param_grid_type_coercion(self):
lr = LogisticRegression(maxIter=10)
paramGrid = ParamGridBuilder().addGrid(lr.regParam, [0.5, 1]).build()
for param in paramGrid:
for v in param.values():
assert(type(v) == float)
def _run_test_save_load_trained_model(self, LogisticRegressionCls, LogisticRegressionModelCls):
# This tests saving and loading the trained model only.
# Save/load for CrossValidator will be added later: SPARK-13786
temp_path = tempfile.mkdtemp()
dataset = self.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"])
lr = LogisticRegressionCls()
grid = ParamGridBuilder().addGrid(lr.maxIter, [0, 1]).build()
evaluator = BinaryClassificationEvaluator()
cv = CrossValidator(
estimator=lr,
estimatorParamMaps=grid,
evaluator=evaluator,
collectSubModels=True,
numFolds=4,
seed=42
)
cvModel = cv.fit(dataset)
lrModel = cvModel.bestModel
lrModelPath = temp_path + "/lrModel"
lrModel.save(lrModelPath)
loadedLrModel = LogisticRegressionModelCls.load(lrModelPath)
self.assertEqual(loadedLrModel.uid, lrModel.uid)
self.assertEqual(loadedLrModel.intercept, lrModel.intercept)
# SPARK-32092: Saving and then loading CrossValidatorModel should not change the params
cvModelPath = temp_path + "/cvModel"
cvModel.save(cvModelPath)
loadedCvModel = CrossValidatorModel.load(cvModelPath)
for param in [
lambda x: x.getNumFolds(),
lambda x: x.getFoldCol(),
lambda x: x.getSeed(),
lambda x: len(x.subModels)
]:
self.assertEqual(param(cvModel), param(loadedCvModel))
self.assertTrue(all(
loadedCvModel.isSet(param) for param in loadedCvModel.params
))
def test_save_load_trained_model(self):
self._run_test_save_load_trained_model(LogisticRegression, LogisticRegressionModel)
self._run_test_save_load_trained_model(DummyLogisticRegression,
DummyLogisticRegressionModel)
def _run_test_save_load_simple_estimator(self, LogisticRegressionCls, evaluatorCls):
temp_path = tempfile.mkdtemp()
dataset = self.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"])
lr = LogisticRegressionCls()
grid = ParamGridBuilder().addGrid(lr.maxIter, [0, 1]).build()
evaluator = evaluatorCls()
# test save/load of CrossValidator
cv = CrossValidator(estimator=lr, estimatorParamMaps=grid, evaluator=evaluator)
cvModel = cv.fit(dataset)
cvPath = temp_path + "/cv"
cv.save(cvPath)
loadedCV = CrossValidator.load(cvPath)
self.assertEqual(loadedCV.getEstimator().uid, cv.getEstimator().uid)
self.assertEqual(loadedCV.getEvaluator().uid, cv.getEvaluator().uid)
self.assert_param_maps_equal(loadedCV.getEstimatorParamMaps(), cv.getEstimatorParamMaps())
# test save/load of CrossValidatorModel
cvModelPath = temp_path + "/cvModel"
cvModel.save(cvModelPath)
loadedModel = CrossValidatorModel.load(cvModelPath)
self.assertEqual(loadedModel.bestModel.uid, cvModel.bestModel.uid)
def test_save_load_simple_estimator(self):
self._run_test_save_load_simple_estimator(
LogisticRegression, BinaryClassificationEvaluator)
self._run_test_save_load_simple_estimator(
DummyLogisticRegression, DummyEvaluator)
def test_parallel_evaluation(self):
dataset = self.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"])
lr = LogisticRegression()
grid = ParamGridBuilder().addGrid(lr.maxIter, [5, 6]).build()
evaluator = BinaryClassificationEvaluator()
# test save/load of CrossValidator
cv = CrossValidator(estimator=lr, estimatorParamMaps=grid, evaluator=evaluator)
cv.setParallelism(1)
cvSerialModel = cv.fit(dataset)
cv.setParallelism(2)
cvParallelModel = cv.fit(dataset)
self.assertEqual(cvSerialModel.avgMetrics, cvParallelModel.avgMetrics)
def test_expose_sub_models(self):
temp_path = tempfile.mkdtemp()
dataset = self.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"])
lr = LogisticRegression()
grid = ParamGridBuilder().addGrid(lr.maxIter, [0, 1]).build()
evaluator = BinaryClassificationEvaluator()
numFolds = 3
cv = CrossValidator(estimator=lr, estimatorParamMaps=grid, evaluator=evaluator,
numFolds=numFolds, collectSubModels=True)
def checkSubModels(subModels):
self.assertEqual(len(subModels), numFolds)
for i in range(numFolds):
self.assertEqual(len(subModels[i]), len(grid))
cvModel = cv.fit(dataset)
checkSubModels(cvModel.subModels)
# Test the default value for option "persistSubModel" to be "true"
testSubPath = temp_path + "/testCrossValidatorSubModels"
savingPathWithSubModels = testSubPath + "cvModel3"
cvModel.save(savingPathWithSubModels)
cvModel3 = CrossValidatorModel.load(savingPathWithSubModels)
checkSubModels(cvModel3.subModels)
cvModel4 = cvModel3.copy()
checkSubModels(cvModel4.subModels)
savingPathWithoutSubModels = testSubPath + "cvModel2"
cvModel.write().option("persistSubModels", "false").save(savingPathWithoutSubModels)
cvModel2 = CrossValidatorModel.load(savingPathWithoutSubModels)
self.assertEqual(cvModel2.subModels, None)
for i in range(numFolds):
for j in range(len(grid)):
self.assertEqual(cvModel.subModels[i][j].uid, cvModel3.subModels[i][j].uid)
def _run_test_save_load_nested_estimator(self, LogisticRegressionCls):
temp_path = tempfile.mkdtemp()
dataset = self.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=LogisticRegressionCls())
lr1 = LogisticRegressionCls().setMaxIter(100)
lr2 = LogisticRegressionCls().setMaxIter(150)
grid = ParamGridBuilder().addGrid(ova.classifier, [lr1, lr2]).build()
evaluator = MulticlassClassificationEvaluator()
# test save/load of CrossValidator
cv = CrossValidator(estimator=ova, estimatorParamMaps=grid, evaluator=evaluator)
cvModel = cv.fit(dataset)
cvPath = temp_path + "/cv"
cv.save(cvPath)
loadedCV = CrossValidator.load(cvPath)
self.assert_param_maps_equal(loadedCV.getEstimatorParamMaps(), grid)
self.assertEqual(loadedCV.getEstimator().uid, cv.getEstimator().uid)
self.assertEqual(loadedCV.getEvaluator().uid, cv.getEvaluator().uid)
originalParamMap = cv.getEstimatorParamMaps()
loadedParamMap = loadedCV.getEstimatorParamMaps()
for i, param in enumerate(loadedParamMap):
for p in param:
if p.name == "classifier":
self.assertEqual(param[p].uid, originalParamMap[i][p].uid)
else:
self.assertEqual(param[p], originalParamMap[i][p])
# test save/load of CrossValidatorModel
cvModelPath = temp_path + "/cvModel"
cvModel.save(cvModelPath)
loadedModel = CrossValidatorModel.load(cvModelPath)
self.assert_param_maps_equal(loadedModel.getEstimatorParamMaps(), grid)
self.assertEqual(loadedModel.bestModel.uid, cvModel.bestModel.uid)
def test_save_load_nested_estimator(self):
self._run_test_save_load_nested_estimator(LogisticRegression)
self._run_test_save_load_nested_estimator(DummyLogisticRegression)
def _run_test_save_load_pipeline_estimator(self, LogisticRegressionCls):
temp_path = tempfile.mkdtemp()
training = self.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")
ova = OneVsRest(classifier=LogisticRegressionCls())
lr1 = LogisticRegressionCls().setMaxIter(5)
lr2 = LogisticRegressionCls().setMaxIter(10)
pipeline = Pipeline(stages=[tokenizer, hashingTF, ova])
paramGrid = ParamGridBuilder() \
.addGrid(hashingTF.numFeatures, [10, 100]) \
.addGrid(ova.classifier, [lr1, lr2]) \
.build()
crossval = CrossValidator(estimator=pipeline,
estimatorParamMaps=paramGrid,
evaluator=MulticlassClassificationEvaluator(),
numFolds=2) # use 3+ folds in practice
cvPath = temp_path + "/cv"
crossval.save(cvPath)
loadedCV = CrossValidator.load(cvPath)
self.assert_param_maps_equal(loadedCV.getEstimatorParamMaps(), paramGrid)
self.assertEqual(loadedCV.getEstimator().uid, crossval.getEstimator().uid)
# Run cross-validation, and choose the best set of parameters.
cvModel = crossval.fit(training)
# test save/load of CrossValidatorModel
cvModelPath = temp_path + "/cvModel"
cvModel.save(cvModelPath)
loadedModel = CrossValidatorModel.load(cvModelPath)
self.assertEqual(loadedModel.bestModel.uid, cvModel.bestModel.uid)
self.assertEqual(len(loadedModel.bestModel.stages), len(cvModel.bestModel.stages))
for loadedStage, originalStage in zip(loadedModel.bestModel.stages,
cvModel.bestModel.stages):
self.assertEqual(loadedStage.uid, originalStage.uid)
# Test nested pipeline
nested_pipeline = Pipeline(stages=[tokenizer, Pipeline(stages=[hashingTF, ova])])
crossval2 = CrossValidator(estimator=nested_pipeline,
estimatorParamMaps=paramGrid,
evaluator=MulticlassClassificationEvaluator(),
numFolds=2) # use 3+ folds in practice
cv2Path = temp_path + "/cv2"
crossval2.save(cv2Path)
loadedCV2 = CrossValidator.load(cv2Path)
self.assert_param_maps_equal(loadedCV2.getEstimatorParamMaps(), paramGrid)
self.assertEqual(loadedCV2.getEstimator().uid, crossval2.getEstimator().uid)
# Run cross-validation, and choose the best set of parameters.
cvModel2 = crossval2.fit(training)
# test save/load of CrossValidatorModel
cvModelPath2 = temp_path + "/cvModel2"
cvModel2.save(cvModelPath2)
loadedModel2 = CrossValidatorModel.load(cvModelPath2)
self.assertEqual(loadedModel2.bestModel.uid, cvModel2.bestModel.uid)
loaded_nested_pipeline_model = loadedModel2.bestModel.stages[1]
original_nested_pipeline_model = cvModel2.bestModel.stages[1]
self.assertEqual(loaded_nested_pipeline_model.uid, original_nested_pipeline_model.uid)
self.assertEqual(len(loaded_nested_pipeline_model.stages),
len(original_nested_pipeline_model.stages))
for loadedStage, originalStage in zip(loaded_nested_pipeline_model.stages,
original_nested_pipeline_model.stages):
self.assertEqual(loadedStage.uid, originalStage.uid)
def test_save_load_pipeline_estimator(self):
self._run_test_save_load_pipeline_estimator(LogisticRegression)
self._run_test_save_load_pipeline_estimator(DummyLogisticRegression)
def test_user_specified_folds(self):
from pyspark.sql import functions as F
dataset = self.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"]).repartition(2, "features")
dataset_with_folds = dataset.repartition(1).withColumn("random", rand(100)) \
.withColumn("fold", F.when(F.col("random") < 0.33, 0)
.when(F.col("random") < 0.66, 1)
.otherwise(2)).repartition(2, "features")
lr = LogisticRegression()
grid = ParamGridBuilder().addGrid(lr.maxIter, [20]).build()
evaluator = BinaryClassificationEvaluator()
cv = CrossValidator(estimator=lr, estimatorParamMaps=grid, evaluator=evaluator, numFolds=3)
cv_with_user_folds = CrossValidator(estimator=lr,
estimatorParamMaps=grid,
evaluator=evaluator,
numFolds=3,
foldCol="fold")
self.assertEqual(cv.getEstimator().uid, cv_with_user_folds.getEstimator().uid)
cvModel1 = cv.fit(dataset)
cvModel2 = cv_with_user_folds.fit(dataset_with_folds)
for index in range(len(cvModel1.avgMetrics)):
print(abs(cvModel1.avgMetrics[index] - cvModel2.avgMetrics[index]))
self.assertTrue(abs(cvModel1.avgMetrics[index] - cvModel2.avgMetrics[index])
< 0.1)
# test save/load of CrossValidator
temp_path = tempfile.mkdtemp()
cvPath = temp_path + "/cv"
cv_with_user_folds.save(cvPath)
loadedCV = CrossValidator.load(cvPath)
self.assertEqual(loadedCV.getFoldCol(), cv_with_user_folds.getFoldCol())
def test_invalid_user_specified_folds(self):
dataset_with_folds = self.spark.createDataFrame(
[(Vectors.dense([0.0]), 0.0, 0),
(Vectors.dense([0.4]), 1.0, 1),
(Vectors.dense([0.5]), 0.0, 2),
(Vectors.dense([0.6]), 1.0, 0),
(Vectors.dense([1.0]), 1.0, 1)] * 10,
["features", "label", "fold"])
lr = LogisticRegression()
grid = ParamGridBuilder().addGrid(lr.maxIter, [20]).build()
evaluator = BinaryClassificationEvaluator()
cv = CrossValidator(estimator=lr,
estimatorParamMaps=grid,
evaluator=evaluator,
numFolds=2,
foldCol="fold")
with self.assertRaisesRegex(Exception, "Fold number must be in range"):
cv.fit(dataset_with_folds)
cv = CrossValidator(estimator=lr,
estimatorParamMaps=grid,
evaluator=evaluator,
numFolds=4,
foldCol="fold")
with self.assertRaisesRegex(Exception, "The validation data at fold 3 is empty"):
cv.fit(dataset_with_folds)
class TrainValidationSplitTests(SparkSessionTestCase, ValidatorTestUtilsMixin):
def test_fit_minimize_metric(self):
dataset = self.spark.createDataFrame([
(10, 10.0),
(50, 50.0),
(100, 100.0),
(500, 500.0)] * 10,
["feature", "label"])
iee = InducedErrorEstimator()
evaluator = RegressionEvaluator(metricName="rmse")
grid = ParamGridBuilder() \
.addGrid(iee.inducedError, [100.0, 0.0, 10000.0]) \
.build()
tvs = TrainValidationSplit(estimator=iee, estimatorParamMaps=grid, evaluator=evaluator)
tvsModel = tvs.fit(dataset)
bestModel = tvsModel.bestModel
bestModelMetric = evaluator.evaluate(bestModel.transform(dataset))
validationMetrics = tvsModel.validationMetrics
self.assertEqual(0.0, bestModel.getOrDefault('inducedError'),
"Best model should have zero induced error")
self.assertEqual(0.0, bestModelMetric, "Best model has RMSE of 0")
self.assertEqual(len(grid), len(validationMetrics),
"validationMetrics has the same size of grid parameter")
self.assertEqual(0.0, min(validationMetrics))
def test_fit_maximize_metric(self):
dataset = self.spark.createDataFrame([
(10, 10.0),
(50, 50.0),
(100, 100.0),
(500, 500.0)] * 10,
["feature", "label"])
iee = InducedErrorEstimator()
evaluator = RegressionEvaluator(metricName="r2")
grid = ParamGridBuilder() \
.addGrid(iee.inducedError, [100.0, 0.0, 10000.0]) \
.build()
tvs = TrainValidationSplit(estimator=iee, estimatorParamMaps=grid, evaluator=evaluator)
tvsModel = tvs.fit(dataset)
bestModel = tvsModel.bestModel
bestModelMetric = evaluator.evaluate(bestModel.transform(dataset))
validationMetrics = tvsModel.validationMetrics
self.assertEqual(0.0, bestModel.getOrDefault('inducedError'),
"Best model should have zero induced error")
self.assertEqual(1.0, bestModelMetric, "Best model has R-squared of 1")
self.assertEqual(len(grid), len(validationMetrics),
"validationMetrics has the same size of grid parameter")
self.assertEqual(1.0, max(validationMetrics))
def _run_test_save_load_trained_model(self, LogisticRegressionCls, LogisticRegressionModelCls):
# This tests saving and loading the trained model only.
# Save/load for TrainValidationSplit will be added later: SPARK-13786
temp_path = tempfile.mkdtemp()
dataset = self.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"])
lr = LogisticRegressionCls()
grid = ParamGridBuilder().addGrid(lr.maxIter, [0, 1]).build()
evaluator = BinaryClassificationEvaluator()
tvs = TrainValidationSplit(
estimator=lr,
estimatorParamMaps=grid,
evaluator=evaluator,
collectSubModels=True,
seed=42
)
tvsModel = tvs.fit(dataset)
lrModel = tvsModel.bestModel
lrModelPath = temp_path + "/lrModel"
lrModel.save(lrModelPath)
loadedLrModel = LogisticRegressionModelCls.load(lrModelPath)
self.assertEqual(loadedLrModel.uid, lrModel.uid)
self.assertEqual(loadedLrModel.intercept, lrModel.intercept)
tvsModelPath = temp_path + "/tvsModel"
tvsModel.save(tvsModelPath)
loadedTvsModel = TrainValidationSplitModel.load(tvsModelPath)
for param in [
lambda x: x.getSeed(),
lambda x: x.getTrainRatio(),
]:
self.assertEqual(param(tvsModel), param(loadedTvsModel))
self.assertTrue(all(
loadedTvsModel.isSet(param) for param in loadedTvsModel.params
))
def test_save_load_trained_model(self):
self._run_test_save_load_trained_model(LogisticRegression, LogisticRegressionModel)
self._run_test_save_load_trained_model(DummyLogisticRegression,
DummyLogisticRegressionModel)
def _run_test_save_load_simple_estimator(self, LogisticRegressionCls, evaluatorCls):
# This tests saving and loading the trained model only.
# Save/load for TrainValidationSplit will be added later: SPARK-13786
temp_path = tempfile.mkdtemp()
dataset = self.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"])
lr = LogisticRegressionCls()
grid = ParamGridBuilder().addGrid(lr.maxIter, [0, 1]).build()
evaluator = evaluatorCls()
tvs = TrainValidationSplit(estimator=lr, estimatorParamMaps=grid, evaluator=evaluator)
tvsModel = tvs.fit(dataset)
tvsPath = temp_path + "/tvs"
tvs.save(tvsPath)
loadedTvs = TrainValidationSplit.load(tvsPath)
self.assertEqual(loadedTvs.getEstimator().uid, tvs.getEstimator().uid)
self.assertEqual(loadedTvs.getEvaluator().uid, tvs.getEvaluator().uid)
self.assert_param_maps_equal(
loadedTvs.getEstimatorParamMaps(), tvs.getEstimatorParamMaps())
tvsModelPath = temp_path + "/tvsModel"
tvsModel.save(tvsModelPath)
loadedModel = TrainValidationSplitModel.load(tvsModelPath)
self.assertEqual(loadedModel.bestModel.uid, tvsModel.bestModel.uid)
def test_save_load_simple_estimator(self):
self._run_test_save_load_simple_estimator(
LogisticRegression, BinaryClassificationEvaluator)
self._run_test_save_load_simple_estimator(
DummyLogisticRegression, DummyEvaluator)
def test_parallel_evaluation(self):
dataset = self.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"])
lr = LogisticRegression()
grid = ParamGridBuilder().addGrid(lr.maxIter, [5, 6]).build()
evaluator = BinaryClassificationEvaluator()
tvs = TrainValidationSplit(estimator=lr, estimatorParamMaps=grid, evaluator=evaluator)
tvs.setParallelism(1)
tvsSerialModel = tvs.fit(dataset)
tvs.setParallelism(2)
tvsParallelModel = tvs.fit(dataset)
self.assertEqual(tvsSerialModel.validationMetrics, tvsParallelModel.validationMetrics)
def test_expose_sub_models(self):
temp_path = tempfile.mkdtemp()
dataset = self.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"])
lr = LogisticRegression()
grid = ParamGridBuilder().addGrid(lr.maxIter, [0, 1]).build()
evaluator = BinaryClassificationEvaluator()
tvs = TrainValidationSplit(estimator=lr, estimatorParamMaps=grid, evaluator=evaluator,
collectSubModels=True)
tvsModel = tvs.fit(dataset)
self.assertEqual(len(tvsModel.subModels), len(grid))
# Test the default value for option "persistSubModel" to be "true"
testSubPath = temp_path + "/testTrainValidationSplitSubModels"
savingPathWithSubModels = testSubPath + "cvModel3"
tvsModel.save(savingPathWithSubModels)
tvsModel3 = TrainValidationSplitModel.load(savingPathWithSubModels)
self.assertEqual(len(tvsModel3.subModels), len(grid))
tvsModel4 = tvsModel3.copy()
self.assertEqual(len(tvsModel4.subModels), len(grid))
savingPathWithoutSubModels = testSubPath + "cvModel2"
tvsModel.write().option("persistSubModels", "false").save(savingPathWithoutSubModels)
tvsModel2 = TrainValidationSplitModel.load(savingPathWithoutSubModels)
self.assertEqual(tvsModel2.subModels, None)
for i in range(len(grid)):
self.assertEqual(tvsModel.subModels[i].uid, tvsModel3.subModels[i].uid)
def _run_test_save_load_nested_estimator(self, LogisticRegressionCls):
# This tests saving and loading the trained model only.
# Save/load for TrainValidationSplit will be added later: SPARK-13786
temp_path = tempfile.mkdtemp()
dataset = self.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=LogisticRegressionCls())
lr1 = LogisticRegressionCls().setMaxIter(100)
lr2 = LogisticRegressionCls().setMaxIter(150)
grid = ParamGridBuilder().addGrid(ova.classifier, [lr1, lr2]).build()
evaluator = MulticlassClassificationEvaluator()
tvs = TrainValidationSplit(estimator=ova, estimatorParamMaps=grid, evaluator=evaluator)
tvsModel = tvs.fit(dataset)
tvsPath = temp_path + "/tvs"
tvs.save(tvsPath)
loadedTvs = TrainValidationSplit.load(tvsPath)
self.assert_param_maps_equal(loadedTvs.getEstimatorParamMaps(), grid)
self.assertEqual(loadedTvs.getEstimator().uid, tvs.getEstimator().uid)
self.assertEqual(loadedTvs.getEvaluator().uid, tvs.getEvaluator().uid)
originalParamMap = tvs.getEstimatorParamMaps()
loadedParamMap = loadedTvs.getEstimatorParamMaps()
for i, param in enumerate(loadedParamMap):
for p in param:
if p.name == "classifier":
self.assertEqual(param[p].uid, originalParamMap[i][p].uid)
else:
self.assertEqual(param[p], originalParamMap[i][p])
tvsModelPath = temp_path + "/tvsModel"
tvsModel.save(tvsModelPath)
loadedModel = TrainValidationSplitModel.load(tvsModelPath)
self.assert_param_maps_equal(loadedModel.getEstimatorParamMaps(), grid)
self.assertEqual(loadedModel.bestModel.uid, tvsModel.bestModel.uid)
def test_save_load_nested_estimator(self):
self._run_test_save_load_nested_estimator(LogisticRegression)
self._run_test_save_load_nested_estimator(DummyLogisticRegression)
def _run_test_save_load_pipeline_estimator(self, LogisticRegressionCls):
temp_path = tempfile.mkdtemp()
training = self.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")
ova = OneVsRest(classifier=LogisticRegressionCls())
lr1 = LogisticRegressionCls().setMaxIter(5)
lr2 = LogisticRegressionCls().setMaxIter(10)
pipeline = Pipeline(stages=[tokenizer, hashingTF, ova])
paramGrid = ParamGridBuilder() \
.addGrid(hashingTF.numFeatures, [10, 100]) \
.addGrid(ova.classifier, [lr1, lr2]) \
.build()
tvs = TrainValidationSplit(estimator=pipeline,
estimatorParamMaps=paramGrid,
evaluator=MulticlassClassificationEvaluator())
tvsPath = temp_path + "/tvs"
tvs.save(tvsPath)
loadedTvs = TrainValidationSplit.load(tvsPath)
self.assert_param_maps_equal(loadedTvs.getEstimatorParamMaps(), paramGrid)
self.assertEqual(loadedTvs.getEstimator().uid, tvs.getEstimator().uid)
# Run train validation split, and choose the best set of parameters.
tvsModel = tvs.fit(training)
# test save/load of CrossValidatorModel
tvsModelPath = temp_path + "/tvsModel"
tvsModel.save(tvsModelPath)
loadedModel = TrainValidationSplitModel.load(tvsModelPath)
self.assertEqual(loadedModel.bestModel.uid, tvsModel.bestModel.uid)
self.assertEqual(len(loadedModel.bestModel.stages), len(tvsModel.bestModel.stages))
for loadedStage, originalStage in zip(loadedModel.bestModel.stages,
tvsModel.bestModel.stages):
self.assertEqual(loadedStage.uid, originalStage.uid)
# Test nested pipeline
nested_pipeline = Pipeline(stages=[tokenizer, Pipeline(stages=[hashingTF, ova])])
tvs2 = TrainValidationSplit(estimator=nested_pipeline,
estimatorParamMaps=paramGrid,
evaluator=MulticlassClassificationEvaluator())
tvs2Path = temp_path + "/tvs2"
tvs2.save(tvs2Path)
loadedTvs2 = TrainValidationSplit.load(tvs2Path)
self.assert_param_maps_equal(loadedTvs2.getEstimatorParamMaps(), paramGrid)
self.assertEqual(loadedTvs2.getEstimator().uid, tvs2.getEstimator().uid)
# Run train validation split, and choose the best set of parameters.
tvsModel2 = tvs2.fit(training)
# test save/load of CrossValidatorModel
tvsModelPath2 = temp_path + "/tvsModel2"
tvsModel2.save(tvsModelPath2)
loadedModel2 = TrainValidationSplitModel.load(tvsModelPath2)
self.assertEqual(loadedModel2.bestModel.uid, tvsModel2.bestModel.uid)
loaded_nested_pipeline_model = loadedModel2.bestModel.stages[1]
original_nested_pipeline_model = tvsModel2.bestModel.stages[1]
self.assertEqual(loaded_nested_pipeline_model.uid, original_nested_pipeline_model.uid)
self.assertEqual(len(loaded_nested_pipeline_model.stages),
len(original_nested_pipeline_model.stages))
for loadedStage, originalStage in zip(loaded_nested_pipeline_model.stages,
original_nested_pipeline_model.stages):
self.assertEqual(loadedStage.uid, originalStage.uid)
def test_save_load_pipeline_estimator(self):
self._run_test_save_load_pipeline_estimator(LogisticRegression)
self._run_test_save_load_pipeline_estimator(DummyLogisticRegression)
def test_copy(self):
dataset = self.spark.createDataFrame([
(10, 10.0),
(50, 50.0),
(100, 100.0),
(500, 500.0)] * 10,
["feature", "label"])
iee = InducedErrorEstimator()
evaluator = RegressionEvaluator(metricName="r2")
grid = ParamGridBuilder() \
.addGrid(iee.inducedError, [100.0, 0.0, 10000.0]) \
.build()
tvs = TrainValidationSplit(
estimator=iee,
estimatorParamMaps=grid,
evaluator=evaluator,
collectSubModels=True
)
tvsModel = tvs.fit(dataset)
tvsCopied = tvs.copy()
tvsModelCopied = tvsModel.copy()
for param in [
lambda x: x.getCollectSubModels(),
lambda x: x.getParallelism(),
lambda x: x.getSeed(),
lambda x: x.getTrainRatio(),
]:
self.assertEqual(param(tvs), param(tvsCopied))
for param in [
lambda x: x.getSeed(),
lambda x: x.getTrainRatio(),
]:
self.assertEqual(param(tvsModel), param(tvsModelCopied))
self.assertEqual(tvs.getEstimator().uid, tvsCopied.getEstimator().uid,
"Copied TrainValidationSplit has the same uid of Estimator")
self.assertEqual(tvsModel.bestModel.uid, tvsModelCopied.bestModel.uid)
self.assertEqual(len(tvsModel.validationMetrics),
len(tvsModelCopied.validationMetrics),
"Copied validationMetrics has the same size of the original")
for index in range(len(tvsModel.validationMetrics)):
self.assertEqual(tvsModel.validationMetrics[index],
tvsModelCopied.validationMetrics[index])
tvsModel.validationMetrics[0] = 'foo'
self.assertNotEqual(
tvsModelCopied.validationMetrics[0],
'foo',
"Changing the original validationMetrics should not affect the copied model"
)
tvsModel.subModels[0].getInducedError = lambda: 'foo'
self.assertNotEqual(
tvsModelCopied.subModels[0].getInducedError(),
'foo',
"Changing the original subModels should not affect the copied model"
)
if __name__ == "__main__":
from pyspark.ml.tests.test_tuning import * # noqa: F401
try:
import xmlrunner # type: ignore[import]
testRunner = xmlrunner.XMLTestRunner(output='target/test-reports', verbosity=2)
except ImportError:
testRunner = None
unittest.main(testRunner=testRunner, verbosity=2)