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[SPARK-5521] PCA wrapper for easy transform vectors
I implement a simple PCA wrapper for easy transform of vectors by PCA for example LabeledPoint or another complicated structure. Example of usage: ``` import org.apache.spark.mllib.regression.LinearRegressionWithSGD import org.apache.spark.mllib.regression.LabeledPoint import org.apache.spark.mllib.linalg.Vectors import org.apache.spark.mllib.feature.PCA val data = sc.textFile("data/mllib/ridge-data/lpsa.data").map { line => val parts = line.split(',') LabeledPoint(parts(0).toDouble, Vectors.dense(parts(1).split(' ').map(_.toDouble))) }.cache() val splits = data.randomSplit(Array(0.6, 0.4), seed = 11L) val training = splits(0).cache() val test = splits(1) val pca = PCA.create(training.first().features.size/2, data.map(_.features)) val training_pca = training.map(p => p.copy(features = pca.transform(p.features))) val test_pca = test.map(p => p.copy(features = pca.transform(p.features))) val numIterations = 100 val model = LinearRegressionWithSGD.train(training, numIterations) val model_pca = LinearRegressionWithSGD.train(training_pca, numIterations) val valuesAndPreds = test.map { point => val score = model.predict(point.features) (score, point.label) } val valuesAndPreds_pca = test_pca.map { point => val score = model_pca.predict(point.features) (score, point.label) } val MSE = valuesAndPreds.map{case(v, p) => math.pow((v - p), 2)}.mean() val MSE_pca = valuesAndPreds_pca.map{case(v, p) => math.pow((v - p), 2)}.mean() println("Mean Squared Error = " + MSE) println("PCA Mean Squared Error = " + MSE_pca) ``` Author: Kirill A. Korinskiy <catap@catap.ru> Author: Joseph K. Bradley <joseph@databricks.com> Closes #4304 from catap/pca and squashes the following commits: 501bcd9 [Joseph K. Bradley] Small updates: removed k from Java-friendly PCA fit(). In PCASuite, converted results to set for comparison. Added an error message for bad k in PCA. 9dcc02b [Kirill A. Korinskiy] [SPARK-5521] fix scala style 1892a06 [Kirill A. Korinskiy] [SPARK-5521] PCA wrapper for easy transform vectors
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- docs/mllib-dimensionality-reduction.md 18 additions, 1 deletiondocs/mllib-dimensionality-reduction.md
- docs/mllib-feature-extraction.md 54 additions, 1 deletiondocs/mllib-feature-extraction.md
- mllib/src/main/scala/org/apache/spark/mllib/feature/PCA.scala 93 additions, 0 deletions...b/src/main/scala/org/apache/spark/mllib/feature/PCA.scala
- mllib/src/test/scala/org/apache/spark/mllib/feature/PCASuite.scala 48 additions, 0 deletions.../test/scala/org/apache/spark/mllib/feature/PCASuite.scala
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