This PR implements a streaming linear regression analysis, in which a linear regression model is trained online as new data arrive. The design is based on discussions with tdas and mengxr, in which we determined how to add this functionality in a general way, with minimal changes to existing libraries.
__Summary of additions:__
_StreamingLinearAlgorithm_
- An abstract class for fitting generalized linear models online to streaming data, including training on (and updating) a model, and making predictions.
_StreamingLinearRegressionWithSGD_
- Class and companion object for running streaming linear regression
_StreamingLinearRegressionTestSuite_
- Unit tests
_StreamingLinearRegression_
- Example use case: fitting a model online to data from one stream, and making predictions on other data
__Notes__
- If this looks good, I can use the StreamingLinearAlgorithm class to easily implement other analyses that follow the same logic (Ridge, Lasso, Logistic, SVM).
Author: Jeremy Freeman <the.freeman.lab@gmail.com>
Author: freeman <the.freeman.lab@gmail.com>
Closes#1361 from freeman-lab/streaming-mllib and squashes the following commits:
775ea29 [Jeremy Freeman] Throw error if user doesn't initialize weights
4086fee [Jeremy Freeman] Fixed current weight formatting
8b95b27 [Jeremy Freeman] Restored broadcasting
29f27ec [Jeremy Freeman] Formatting
8711c41 [Jeremy Freeman] Used return to avoid indentation
777b596 [Jeremy Freeman] Restored treeAggregate
74cf440 [Jeremy Freeman] Removed static methods
d28cf9a [Jeremy Freeman] Added usage notes
c3326e7 [Jeremy Freeman] Improved documentation
9541a41 [Jeremy Freeman] Merge remote-tracking branch 'upstream/master' into streaming-mllib
66eba5e [Jeremy Freeman] Fixed line lengths
2fe0720 [Jeremy Freeman] Minor cleanup
7d51378 [Jeremy Freeman] Moved streaming loader to MLUtils
b9b69f6 [Jeremy Freeman] Added setter methods
c3f8b5a [Jeremy Freeman] Modified logging
00aafdc [Jeremy Freeman] Add modifiers
14b801e [Jeremy Freeman] Name changes
c7d38a3 [Jeremy Freeman] Move check for empty data to GradientDescent
4b0a5d3 [Jeremy Freeman] Cleaned up tests
74188d6 [Jeremy Freeman] Eliminate dependency on commons
50dd237 [Jeremy Freeman] Removed experimental tag
6bfe1e6 [Jeremy Freeman] Fixed imports
a2a63ad [freeman] Makes convergence test more robust
86220bc [freeman] Streaming linear regression unit tests
fb4683a [freeman] Minor changes for scalastyle consistency
fd31e03 [freeman] Changed logging behavior
453974e [freeman] Fixed indentation
c4b1143 [freeman] Streaming linear regression
604f4d7 [freeman] Expanded private class to include mllib
d99aa85 [freeman] Helper methods for streaming MLlib apps
0898add [freeman] Added dependency on streaming
f6a1899306