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    d39f2e9c
    [SPARK-4477] [PySpark] remove numpy from RDDSampler · d39f2e9c
    Davies Liu authored
    In RDDSampler, it try use numpy to gain better performance for possion(), but the number of call of random() is only (1+faction) * N in the pure python implementation of possion(), so there is no much performance gain from numpy.
    
    numpy is not a dependent of pyspark, so it maybe introduce some problem, such as there is no numpy installed in slaves, but only installed master, as reported in SPARK-927.
    
    It also complicate the code a lot, so we may should remove numpy from RDDSampler.
    
    I also did some benchmark to verify that:
    ```
    >>> from pyspark.mllib.random import RandomRDDs
    >>> rdd = RandomRDDs.uniformRDD(sc, 1 << 20, 1).cache()
    >>> rdd.count()  # cache it
    >>> rdd.sample(True, 0.9).count()    # measure this line
    ```
    the results:
    
    |withReplacement      |  random  | numpy.random |
     ------- | ------------ |  -------
    |True | 1.5 s|  1.4 s|
    |False|  0.6 s | 0.8 s|
    
    closes #2313
    
    Note: this patch including some commits that not mirrored to github, it will be OK after it catches up.
    
    Author: Davies Liu <davies@databricks.com>
    Author: Xiangrui Meng <meng@databricks.com>
    
    Closes #3351 from davies/numpy and squashes the following commits:
    
    5c438d7 [Davies Liu] fix comment
    c5b9252 [Davies Liu] Merge pull request #1 from mengxr/SPARK-4477
    98eb31b [Xiangrui Meng] make poisson sampling slightly faster
    ee17d78 [Davies Liu] remove = for float
    13f7b05 [Davies Liu] Merge branch 'master' of http://git-wip-us.apache.org/repos/asf/spark into numpy
    f583023 [Davies Liu] fix tests
    51649f5 [Davies Liu] remove numpy in RDDSampler
    78bf997 [Davies Liu] fix tests, do not use numpy in randomSplit, no performance gain
    f5fdf63 [Davies Liu] fix bug with int in weights
    4dfa2cd [Davies Liu] refactor
    f866bcf [Davies Liu] remove unneeded change
    c7a2007 [Davies Liu] switch to python implementation
    95a48ac [Davies Liu] Merge branch 'master' of github.com:apache/spark into randomSplit
    0d9b256 [Davies Liu] refactor
    1715ee3 [Davies Liu] address comments
    41fce54 [Davies Liu] randomSplit()
    d39f2e9c
    History
    [SPARK-4477] [PySpark] remove numpy from RDDSampler
    Davies Liu authored
    In RDDSampler, it try use numpy to gain better performance for possion(), but the number of call of random() is only (1+faction) * N in the pure python implementation of possion(), so there is no much performance gain from numpy.
    
    numpy is not a dependent of pyspark, so it maybe introduce some problem, such as there is no numpy installed in slaves, but only installed master, as reported in SPARK-927.
    
    It also complicate the code a lot, so we may should remove numpy from RDDSampler.
    
    I also did some benchmark to verify that:
    ```
    >>> from pyspark.mllib.random import RandomRDDs
    >>> rdd = RandomRDDs.uniformRDD(sc, 1 << 20, 1).cache()
    >>> rdd.count()  # cache it
    >>> rdd.sample(True, 0.9).count()    # measure this line
    ```
    the results:
    
    |withReplacement      |  random  | numpy.random |
     ------- | ------------ |  -------
    |True | 1.5 s|  1.4 s|
    |False|  0.6 s | 0.8 s|
    
    closes #2313
    
    Note: this patch including some commits that not mirrored to github, it will be OK after it catches up.
    
    Author: Davies Liu <davies@databricks.com>
    Author: Xiangrui Meng <meng@databricks.com>
    
    Closes #3351 from davies/numpy and squashes the following commits:
    
    5c438d7 [Davies Liu] fix comment
    c5b9252 [Davies Liu] Merge pull request #1 from mengxr/SPARK-4477
    98eb31b [Xiangrui Meng] make poisson sampling slightly faster
    ee17d78 [Davies Liu] remove = for float
    13f7b05 [Davies Liu] Merge branch 'master' of http://git-wip-us.apache.org/repos/asf/spark into numpy
    f583023 [Davies Liu] fix tests
    51649f5 [Davies Liu] remove numpy in RDDSampler
    78bf997 [Davies Liu] fix tests, do not use numpy in randomSplit, no performance gain
    f5fdf63 [Davies Liu] fix bug with int in weights
    4dfa2cd [Davies Liu] refactor
    f866bcf [Davies Liu] remove unneeded change
    c7a2007 [Davies Liu] switch to python implementation
    95a48ac [Davies Liu] Merge branch 'master' of github.com:apache/spark into randomSplit
    0d9b256 [Davies Liu] refactor
    1715ee3 [Davies Liu] address comments
    41fce54 [Davies Liu] randomSplit()
rddsampler.py 4.15 KiB
#
# Licensed to the Apache Software Foundation (ASF) under one or more
# contributor license agreements.  See the NOTICE file distributed with
# this work for additional information regarding copyright ownership.
# The ASF licenses this file to You under the Apache License, Version 2.0
# (the "License"); you may not use this file except in compliance with
# the License.  You may obtain a copy of the License at
#
#    http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#

import sys
import random
import math


class RDDSamplerBase(object):

    def __init__(self, withReplacement, seed=None):
        self._seed = seed if seed is not None else random.randint(0, sys.maxint)
        self._withReplacement = withReplacement
        self._random = None

    def initRandomGenerator(self, split):
        self._random = random.Random(self._seed ^ split)

        # mixing because the initial seeds are close to each other
        for _ in xrange(10):
            self._random.randint(0, 1)

    def getUniformSample(self):
        return self._random.random()

    def getPoissonSample(self, mean):
        # Using Knuth's algorithm described in
        # http://en.wikipedia.org/wiki/Poisson_distribution
        if mean < 20.0:
            # one exp and k+1 random calls
            l = math.exp(-mean)
            p = self._random.random()
            k = 0
            while p > l:
                k += 1
                p *= self._random.random()
        else:
            # switch to the log domain, k+1 expovariate (random + log) calls
            p = self._random.expovariate(mean)
            k = 0
            while p < 1.0:
                k += 1
                p += self._random.expovariate(mean)
        return k

    def func(self, split, iterator):
        raise NotImplementedError


class RDDSampler(RDDSamplerBase):

    def __init__(self, withReplacement, fraction, seed=None):
        RDDSamplerBase.__init__(self, withReplacement, seed)
        self._fraction = fraction

    def func(self, split, iterator):
        self.initRandomGenerator(split)
        if self._withReplacement:
            for obj in iterator:
                # For large datasets, the expected number of occurrences of each element in
                # a sample with replacement is Poisson(frac). We use that to get a count for
                # each element.
                count = self.getPoissonSample(self._fraction)
                for _ in range(0, count):
                    yield obj
        else:
            for obj in iterator:
                if self.getUniformSample() < self._fraction:
                    yield obj


class RDDRangeSampler(RDDSamplerBase):

    def __init__(self, lowerBound, upperBound, seed=None):
        RDDSamplerBase.__init__(self, False, seed)
        self._lowerBound = lowerBound
        self._upperBound = upperBound

    def func(self, split, iterator):
        self.initRandomGenerator(split)
        for obj in iterator:
            if self._lowerBound <= self.getUniformSample() < self._upperBound:
                yield obj


class RDDStratifiedSampler(RDDSamplerBase):

    def __init__(self, withReplacement, fractions, seed=None):
        RDDSamplerBase.__init__(self, withReplacement, seed)
        self._fractions = fractions

    def func(self, split, iterator):
        self.initRandomGenerator(split)
        if self._withReplacement:
            for key, val in iterator:
                # For large datasets, the expected number of occurrences of each element in
                # a sample with replacement is Poisson(frac). We use that to get a count for
                # each element.
                count = self.getPoissonSample(self._fractions[key])
                for _ in range(0, count):
                    yield key, val
        else:
            for key, val in iterator:
                if self.getUniformSample() < self._fractions[key]:
                    yield key, val