From daa975f4bfa4f904697bf3365a4be9987032e490 Mon Sep 17 00:00:00 2001
From: Yanbo Liang <ybliang8@gmail.com>
Date: Mon, 7 Nov 2016 04:07:19 -0800
Subject: [PATCH] [SPARK-18291][SPARKR][ML] SparkR glm predict should output
original label when family = binomial.
## What changes were proposed in this pull request?
SparkR ```spark.glm``` predict should output original label when family = "binomial".
## How was this patch tested?
Add unit test.
You can also run the following code to test:
```R
training <- suppressWarnings(createDataFrame(iris))
training <- training[training$Species %in% c("versicolor", "virginica"), ]
model <- spark.glm(training, Species ~ Sepal_Length + Sepal_Width,family = binomial(link = "logit"))
showDF(predict(model, training))
```
Before this change:
```
+------------+-----------+------------+-----------+----------+-----+-------------------+
|Sepal_Length|Sepal_Width|Petal_Length|Petal_Width| Species|label| prediction|
+------------+-----------+------------+-----------+----------+-----+-------------------+
| 7.0| 3.2| 4.7| 1.4|versicolor| 0.0| 0.8271421517601544|
| 6.4| 3.2| 4.5| 1.5|versicolor| 0.0| 0.6044595910413112|
| 6.9| 3.1| 4.9| 1.5|versicolor| 0.0| 0.7916340858281998|
| 5.5| 2.3| 4.0| 1.3|versicolor| 0.0|0.16080518180591158|
| 6.5| 2.8| 4.6| 1.5|versicolor| 0.0| 0.6112229217050189|
| 5.7| 2.8| 4.5| 1.3|versicolor| 0.0| 0.2555087295500885|
| 6.3| 3.3| 4.7| 1.6|versicolor| 0.0| 0.5681507664364834|
| 4.9| 2.4| 3.3| 1.0|versicolor| 0.0|0.05990570219972002|
| 6.6| 2.9| 4.6| 1.3|versicolor| 0.0| 0.6644434078306246|
| 5.2| 2.7| 3.9| 1.4|versicolor| 0.0|0.11293577405862379|
| 5.0| 2.0| 3.5| 1.0|versicolor| 0.0|0.06152372321585971|
| 5.9| 3.0| 4.2| 1.5|versicolor| 0.0|0.35250697207602555|
| 6.0| 2.2| 4.0| 1.0|versicolor| 0.0|0.32267018290814303|
| 6.1| 2.9| 4.7| 1.4|versicolor| 0.0| 0.433391153814592|
| 5.6| 2.9| 3.6| 1.3|versicolor| 0.0| 0.2280744262436993|
| 6.7| 3.1| 4.4| 1.4|versicolor| 0.0| 0.7219848389339459|
| 5.6| 3.0| 4.5| 1.5|versicolor| 0.0|0.23527698971404695|
| 5.8| 2.7| 4.1| 1.0|versicolor| 0.0| 0.285024533520016|
| 6.2| 2.2| 4.5| 1.5|versicolor| 0.0| 0.4107047877447493|
| 5.6| 2.5| 3.9| 1.1|versicolor| 0.0|0.20083561961645083|
+------------+-----------+------------+-----------+----------+-----+-------------------+
```
After this change:
```
+------------+-----------+------------+-----------+----------+-----+----------+
|Sepal_Length|Sepal_Width|Petal_Length|Petal_Width| Species|label|prediction|
+------------+-----------+------------+-----------+----------+-----+----------+
| 7.0| 3.2| 4.7| 1.4|versicolor| 0.0| virginica|
| 6.4| 3.2| 4.5| 1.5|versicolor| 0.0| virginica|
| 6.9| 3.1| 4.9| 1.5|versicolor| 0.0| virginica|
| 5.5| 2.3| 4.0| 1.3|versicolor| 0.0|versicolor|
| 6.5| 2.8| 4.6| 1.5|versicolor| 0.0| virginica|
| 5.7| 2.8| 4.5| 1.3|versicolor| 0.0|versicolor|
| 6.3| 3.3| 4.7| 1.6|versicolor| 0.0| virginica|
| 4.9| 2.4| 3.3| 1.0|versicolor| 0.0|versicolor|
| 6.6| 2.9| 4.6| 1.3|versicolor| 0.0| virginica|
| 5.2| 2.7| 3.9| 1.4|versicolor| 0.0|versicolor|
| 5.0| 2.0| 3.5| 1.0|versicolor| 0.0|versicolor|
| 5.9| 3.0| 4.2| 1.5|versicolor| 0.0|versicolor|
| 6.0| 2.2| 4.0| 1.0|versicolor| 0.0|versicolor|
| 6.1| 2.9| 4.7| 1.4|versicolor| 0.0|versicolor|
| 5.6| 2.9| 3.6| 1.3|versicolor| 0.0|versicolor|
| 6.7| 3.1| 4.4| 1.4|versicolor| 0.0| virginica|
| 5.6| 3.0| 4.5| 1.5|versicolor| 0.0|versicolor|
| 5.8| 2.7| 4.1| 1.0|versicolor| 0.0|versicolor|
| 6.2| 2.2| 4.5| 1.5|versicolor| 0.0|versicolor|
| 5.6| 2.5| 3.9| 1.1|versicolor| 0.0|versicolor|
+------------+-----------+------------+-----------+----------+-----+----------+
```
Author: Yanbo Liang <ybliang8@gmail.com>
Closes #15788 from yanboliang/spark-18291.
---
R/pkg/inst/tests/testthat/test_mllib.R | 20 +++--
.../GeneralizedLinearRegressionWrapper.scala | 77 +++++++++++++++++--
2 files changed, 84 insertions(+), 13 deletions(-)
diff --git a/R/pkg/inst/tests/testthat/test_mllib.R b/R/pkg/inst/tests/testthat/test_mllib.R
index e48df038df..5f742d9045 100644
--- a/R/pkg/inst/tests/testthat/test_mllib.R
+++ b/R/pkg/inst/tests/testthat/test_mllib.R
@@ -64,6 +64,16 @@ test_that("spark.glm and predict", {
rVals <- predict(glm(Sepal.Width ~ Sepal.Length + Species, data = iris), iris)
expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals)
+ # binomial family
+ binomialTraining <- training[training$Species %in% c("versicolor", "virginica"), ]
+ model <- spark.glm(binomialTraining, Species ~ Sepal_Length + Sepal_Width,
+ family = binomial(link = "logit"))
+ prediction <- predict(model, binomialTraining)
+ expect_equal(typeof(take(select(prediction, "prediction"), 1)$prediction), "character")
+ expected <- c("virginica", "virginica", "virginica", "versicolor", "virginica",
+ "versicolor", "virginica", "versicolor", "virginica", "versicolor")
+ expect_equal(as.list(take(select(prediction, "prediction"), 10))[[1]], expected)
+
# poisson family
model <- spark.glm(training, Sepal_Width ~ Sepal_Length + Species,
family = poisson(link = identity))
@@ -128,10 +138,10 @@ test_that("spark.glm summary", {
expect_equal(stats$aic, rStats$aic)
# Test spark.glm works with weighted dataset
- a1 <- c(0, 1, 2, 3)
- a2 <- c(5, 2, 1, 3)
- w <- c(1, 2, 3, 4)
- b <- c(1, 0, 1, 0)
+ a1 <- c(0, 1, 2, 3, 4)
+ a2 <- c(5, 2, 1, 3, 2)
+ w <- c(1, 2, 3, 4, 5)
+ b <- c(1, 0, 1, 0, 0)
data <- as.data.frame(cbind(a1, a2, w, b))
df <- createDataFrame(data)
@@ -158,7 +168,7 @@ test_that("spark.glm summary", {
data <- as.data.frame(cbind(a1, a2, b))
df <- suppressWarnings(createDataFrame(data))
regStats <- summary(spark.glm(df, b ~ a1 + a2, regParam = 1.0))
- expect_equal(regStats$aic, 13.32836, tolerance = 1e-4) # 13.32836 is from summary() result
+ expect_equal(regStats$aic, 14.00976, tolerance = 1e-4) # 14.00976 is from summary() result
})
test_that("spark.glm save/load", {
diff --git a/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala b/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala
index b1bb577e1f..995b1ef03b 100644
--- a/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala
+++ b/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala
@@ -23,11 +23,16 @@ import org.json4s.JsonDSL._
import org.json4s.jackson.JsonMethods._
import org.apache.spark.ml.{Pipeline, PipelineModel}
-import org.apache.spark.ml.attribute.AttributeGroup
-import org.apache.spark.ml.feature.RFormula
+import org.apache.spark.ml.attribute.{Attribute, AttributeGroup, NominalAttribute}
+import org.apache.spark.ml.feature.{IndexToString, RFormula}
import org.apache.spark.ml.regression._
+import org.apache.spark.ml.Transformer
+import org.apache.spark.ml.param.ParamMap
+import org.apache.spark.ml.param.shared._
import org.apache.spark.ml.util._
import org.apache.spark.sql._
+import org.apache.spark.sql.functions._
+import org.apache.spark.sql.types._
private[r] class GeneralizedLinearRegressionWrapper private (
val pipeline: PipelineModel,
@@ -42,6 +47,8 @@ private[r] class GeneralizedLinearRegressionWrapper private (
val rNumIterations: Int,
val isLoaded: Boolean = false) extends MLWritable {
+ import GeneralizedLinearRegressionWrapper._
+
private val glm: GeneralizedLinearRegressionModel =
pipeline.stages(1).asInstanceOf[GeneralizedLinearRegressionModel]
@@ -52,7 +59,15 @@ private[r] class GeneralizedLinearRegressionWrapper private (
def residuals(residualsType: String): DataFrame = glm.summary.residuals(residualsType)
def transform(dataset: Dataset[_]): DataFrame = {
- pipeline.transform(dataset).drop(glm.getFeaturesCol)
+ if (rFamily == "binomial") {
+ pipeline.transform(dataset)
+ .drop(PREDICTED_LABEL_PROB_COL)
+ .drop(PREDICTED_LABEL_INDEX_COL)
+ .drop(glm.getFeaturesCol)
+ } else {
+ pipeline.transform(dataset)
+ .drop(glm.getFeaturesCol)
+ }
}
override def write: MLWriter =
@@ -62,6 +77,10 @@ private[r] class GeneralizedLinearRegressionWrapper private (
private[r] object GeneralizedLinearRegressionWrapper
extends MLReadable[GeneralizedLinearRegressionWrapper] {
+ val PREDICTED_LABEL_PROB_COL = "pred_label_prob"
+ val PREDICTED_LABEL_INDEX_COL = "pred_label_idx"
+ val PREDICTED_LABEL_COL = "prediction"
+
def fit(
formula: String,
data: DataFrame,
@@ -71,8 +90,8 @@ private[r] object GeneralizedLinearRegressionWrapper
maxIter: Int,
weightCol: String,
regParam: Double): GeneralizedLinearRegressionWrapper = {
- val rFormula = new RFormula()
- .setFormula(formula)
+ val rFormula = new RFormula().setFormula(formula)
+ if (family == "binomial") rFormula.setForceIndexLabel(true)
RWrapperUtils.checkDataColumns(rFormula, data)
val rFormulaModel = rFormula.fit(data)
// get labels and feature names from output schema
@@ -90,9 +109,27 @@ private[r] object GeneralizedLinearRegressionWrapper
.setWeightCol(weightCol)
.setRegParam(regParam)
.setFeaturesCol(rFormula.getFeaturesCol)
- val pipeline = new Pipeline()
- .setStages(Array(rFormulaModel, glr))
- .fit(data)
+ val pipeline = if (family == "binomial") {
+ // Convert prediction from probability to label index.
+ val probToPred = new ProbabilityToPrediction()
+ .setInputCol(PREDICTED_LABEL_PROB_COL)
+ .setOutputCol(PREDICTED_LABEL_INDEX_COL)
+ // Convert prediction from label index to original label.
+ val labelAttr = Attribute.fromStructField(schema(rFormulaModel.getLabelCol))
+ .asInstanceOf[NominalAttribute]
+ val labels = labelAttr.values.get
+ val idxToStr = new IndexToString()
+ .setInputCol(PREDICTED_LABEL_INDEX_COL)
+ .setOutputCol(PREDICTED_LABEL_COL)
+ .setLabels(labels)
+
+ new Pipeline()
+ .setStages(Array(rFormulaModel, glr.setPredictionCol(PREDICTED_LABEL_PROB_COL),
+ probToPred, idxToStr))
+ .fit(data)
+ } else {
+ new Pipeline().setStages(Array(rFormulaModel, glr)).fit(data)
+ }
val glm: GeneralizedLinearRegressionModel =
pipeline.stages(1).asInstanceOf[GeneralizedLinearRegressionModel]
@@ -200,3 +237,27 @@ private[r] object GeneralizedLinearRegressionWrapper
}
}
}
+
+/**
+ * This utility transformer converts the predicted value of GeneralizedLinearRegressionModel
+ * with "binomial" family from probability to prediction according to threshold 0.5.
+ */
+private[r] class ProbabilityToPrediction private[r] (override val uid: String)
+ extends Transformer with HasInputCol with HasOutputCol with DefaultParamsWritable {
+
+ def this() = this(Identifiable.randomUID("probToPred"))
+
+ def setInputCol(value: String): this.type = set(inputCol, value)
+
+ def setOutputCol(value: String): this.type = set(outputCol, value)
+
+ override def transformSchema(schema: StructType): StructType = {
+ StructType(schema.fields :+ StructField($(outputCol), DoubleType))
+ }
+
+ override def transform(dataset: Dataset[_]): DataFrame = {
+ dataset.withColumn($(outputCol), round(col($(inputCol))))
+ }
+
+ override def copy(extra: ParamMap): ProbabilityToPrediction = defaultCopy(extra)
+}
--
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