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Xiangrui Meng authored
This PR implements a generic version of `AreaUnderCurve` using the `RDD.sliding` implementation from https://github.com/apache/spark/pull/136 . It also contains refactoring of https://github.com/apache/spark/pull/160 for binary classification evaluation.

Author: Xiangrui Meng <meng@databricks.com>

Closes #364 from mengxr/auc and squashes the following commits:

a05941d [Xiangrui Meng] replace TP/FP/TN/FN by their full names
3f42e98 [Xiangrui Meng] add (0, 0), (1, 1) to roc, and (0, 1) to pr
fb4b6d2 [Xiangrui Meng] rename Evaluator to Metrics and add more metrics
b1b7dab [Xiangrui Meng] fix code styles
9dc3518 [Xiangrui Meng] add tests for BinaryClassificationEvaluator
ca31da5 [Xiangrui Meng] remove PredictionAndResponse
3d71525 [Xiangrui Meng] move binary evalution classes to evaluation.binary
8f78958 [Xiangrui Meng] add PredictionAndResponse
dda82d5 [Xiangrui Meng] add confusion matrix
aa7e278 [Xiangrui Meng] add initial version of binary classification evaluator
221ebce [Xiangrui Meng] add a new test to sliding
a920865 [Xiangrui Meng] Merge branch 'sliding' into auc
a9b250a [Xiangrui Meng] move sliding to mllib
cab9a52 [Xiangrui Meng] use last for the last element
db6cb30 [Xiangrui Meng] remove unnecessary toSeq
9916202 [Xiangrui Meng] change RDD.sliding return type to RDD[Seq[T]]
284d991 [Xiangrui Meng] change SlidedRDD to SlidingRDD
c1c6c22 [Xiangrui Meng] add AreaUnderCurve
65461b2 [Xiangrui Meng] Merge branch 'sliding' into auc
5ee6001 [Xiangrui Meng] add TODO
d2a600d [Xiangrui Meng] add sliding to rdd
f5ace8da
History

Apache Spark

Lightning-Fast Cluster Computing - http://spark.apache.org/

Online Documentation

You can find the latest Spark documentation, including a programming guide, on the project webpage at http://spark.apache.org/documentation.html. This README file only contains basic setup instructions.

Building

Spark requires Scala 2.10. The project is built using Simple Build Tool (SBT), which can be obtained here. If SBT is installed we will use the system version of sbt otherwise we will attempt to download it automatically. To build Spark and its example programs, run:

./sbt/sbt assembly

Once you've built Spark, the easiest way to start using it is the shell:

./bin/spark-shell

Or, for the Python API, the Python shell (./bin/pyspark).

Spark also comes with several sample programs in the examples directory. To run one of them, use ./bin/run-example <class> <params>. For example:

./bin/run-example org.apache.spark.examples.SparkLR local[2]

will run the Logistic Regression example locally on 2 CPUs.

Each of the example programs prints usage help if no params are given.

All of the Spark samples take a <master> parameter that is the cluster URL to connect to. This can be a mesos:// or spark:// URL, or "local" to run locally with one thread, or "local[N]" to run locally with N threads.

Running tests

Testing first requires Building Spark. Once Spark is built, tests can be run using:

./sbt/sbt test

A Note About Hadoop Versions

Spark uses the Hadoop core library to talk to HDFS and other Hadoop-supported storage systems. Because the protocols have changed in different versions of Hadoop, you must build Spark against the same version that your cluster runs. You can change the version by setting the SPARK_HADOOP_VERSION environment when building Spark.

For Apache Hadoop versions 1.x, Cloudera CDH MRv1, and other Hadoop versions without YARN, use:

# Apache Hadoop 1.2.1
$ SPARK_HADOOP_VERSION=1.2.1 sbt/sbt assembly

# Cloudera CDH 4.2.0 with MapReduce v1
$ SPARK_HADOOP_VERSION=2.0.0-mr1-cdh4.2.0 sbt/sbt assembly

For Apache Hadoop 2.2.X, 2.1.X, 2.0.X, 0.23.x, Cloudera CDH MRv2, and other Hadoop versions with YARN, also set SPARK_YARN=true:

# Apache Hadoop 2.0.5-alpha
$ SPARK_HADOOP_VERSION=2.0.5-alpha SPARK_YARN=true sbt/sbt assembly

# Cloudera CDH 4.2.0 with MapReduce v2
$ SPARK_HADOOP_VERSION=2.0.0-cdh4.2.0 SPARK_YARN=true sbt/sbt assembly

# Apache Hadoop 2.2.X and newer
$ SPARK_HADOOP_VERSION=2.2.0 SPARK_YARN=true sbt/sbt assembly

When developing a Spark application, specify the Hadoop version by adding the "hadoop-client" artifact to your project's dependencies. For example, if you're using Hadoop 1.2.1 and build your application using SBT, add this entry to libraryDependencies:

"org.apache.hadoop" % "hadoop-client" % "1.2.1"

If your project is built with Maven, add this to your POM file's <dependencies> section:

<dependency>
  <groupId>org.apache.hadoop</groupId>
  <artifactId>hadoop-client</artifactId>
  <version>1.2.1</version>
</dependency>

Configuration

Please refer to the Configuration guide in the online documentation for an overview on how to configure Spark.

Contributing to Spark

Contributions via GitHub pull requests are gladly accepted from their original author. Along with any pull requests, please state that the contribution is your original work and that you license the work to the project under the project's open source license. Whether or not you state this explicitly, by submitting any copyrighted material via pull request, email, or other means you agree to license the material under the project's open source license and warrant that you have the legal authority to do so.