[SPARK-3108][MLLIB] add predictOnValues to StreamingLR and fix predictOn

It is useful in streaming to allow users to carry extra data with the prediction, for monitoring the prediction error for example. freeman-lab

Author: Xiangrui Meng <meng@databricks.com>

Closes #2023 from mengxr/predict-on-values and squashes the following commits:

cac47b8 [Xiangrui Meng] add classtag
2821b3b [Xiangrui Meng] use mapValues
0925efa [Xiangrui Meng] add predictOnValues to StreamingLR and fix predictOn

examples/src/main/scala/org/apache/spark/examples/mllib/StreamingLinearRegression.scala

@@ -59,10 +59,10 @@ object StreamingLinearRegression {
     val testData = ssc.textFileStream(args(1)).map(LabeledPoint.parse)
 
     val model = new StreamingLinearRegressionWithSGD()
-      .setInitialWeights(Vectors.dense(Array.fill[Double](args(3).toInt)(0)))
+      .setInitialWeights(Vectors.zeros(args(3).toInt))
 
     model.trainOn(trainingData)
-    model.predictOn(testData).print()
+    model.predictOnValues(testData.map(lp => (lp.label, lp.features))).print()
 
     ssc.start()
     ssc.awaitTermination()

mllib/src/main/scala/org/apache/spark/mllib/regression/StreamingLinearAlgorithm.scala

@@ -17,8 +17,12 @@
 
 package org.apache.spark.mllib.regression
 
-import org.apache.spark.annotation.DeveloperApi
+import scala.reflect.ClassTag
+
 import org.apache.spark.Logging
+import org.apache.spark.annotation.DeveloperApi
+import org.apache.spark.mllib.linalg.Vector
+import org.apache.spark.streaming.StreamingContext._
 import org.apache.spark.streaming.dstream.DStream
 
 /**
@@ -92,15 +96,30 @@ abstract class StreamingLinearAlgorithm[
   /**
    * Use the model to make predictions on batches of data from a DStream
    *
-   * @param data DStream containing labeled data
+   * @param data DStream containing feature vectors
    * @return DStream containing predictions
    */
-  def predictOn(data: DStream[LabeledPoint]): DStream[Double] = {
+  def predictOn(data: DStream[Vector]): DStream[Double] = {
     if (Option(model.weights) == None) {
-      logError("Initial weights must be set before starting prediction")
-      throw new IllegalArgumentException
+      val msg = "Initial weights must be set before starting prediction"
+      logError(msg)
+      throw new IllegalArgumentException(msg)
     }
-    data.map(x => model.predict(x.features))
+    data.map(model.predict)
   }
 
+  /**
+   * Use the model to make predictions on the values of a DStream and carry over its keys.
+   * @param data DStream containing feature vectors
+   * @tparam K key type
+   * @return DStream containing the input keys and the predictions as values
+   */
+  def predictOnValues[K: ClassTag](data: DStream[(K, Vector)]): DStream[(K, Double)] = {
+    if (Option(model.weights) == None) {
+      val msg = "Initial weights must be set before starting prediction"
+      logError(msg)
+      throw new IllegalArgumentException(msg)
+    }
+    data.mapValues(model.predict)
+  }
 }