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Jeremy Freeman authored
This PR implements a streaming linear regression analysis, in which a linear regression model is trained online as new data arrive. The design is based on discussions with tdas and mengxr, in which we determined how to add this functionality in a general way, with minimal changes to existing libraries.

__Summary of additions:__

_StreamingLinearAlgorithm_
- An abstract class for fitting generalized linear models online to streaming data, including training on (and updating) a model, and making predictions.

_StreamingLinearRegressionWithSGD_
- Class and companion object for running streaming linear regression

_StreamingLinearRegressionTestSuite_
- Unit tests

_StreamingLinearRegression_
- Example use case: fitting a model online to data from one stream, and making predictions on other data

__Notes__
- If this looks good, I can use the StreamingLinearAlgorithm class to easily implement other analyses that follow the same logic (Ridge, Lasso, Logistic, SVM).

Author: Jeremy Freeman <the.freeman.lab@gmail.com>
Author: freeman <the.freeman.lab@gmail.com>

Closes #1361 from freeman-lab/streaming-mllib and squashes the following commits:

775ea29 [Jeremy Freeman] Throw error if user doesn't initialize weights
4086fee [Jeremy Freeman] Fixed current weight formatting
8b95b27 [Jeremy Freeman] Restored broadcasting
29f27ec [Jeremy Freeman] Formatting
8711c41 [Jeremy Freeman] Used return to avoid indentation
777b596 [Jeremy Freeman] Restored treeAggregate
74cf440 [Jeremy Freeman] Removed static methods
d28cf9a [Jeremy Freeman] Added usage notes
c3326e7 [Jeremy Freeman] Improved documentation
9541a41 [Jeremy Freeman] Merge remote-tracking branch 'upstream/master' into streaming-mllib
66eba5e [Jeremy Freeman] Fixed line lengths
2fe0720 [Jeremy Freeman] Minor cleanup
7d51378 [Jeremy Freeman] Moved streaming loader to MLUtils
b9b69f6 [Jeremy Freeman] Added setter methods
c3f8b5a [Jeremy Freeman] Modified logging
00aafdc [Jeremy Freeman] Add modifiers
14b801e [Jeremy Freeman] Name changes
c7d38a3 [Jeremy Freeman] Move check for empty data to GradientDescent
4b0a5d3 [Jeremy Freeman] Cleaned up tests
74188d6 [Jeremy Freeman] Eliminate dependency on commons
50dd237 [Jeremy Freeman] Removed experimental tag
6bfe1e6 [Jeremy Freeman] Fixed imports
a2a63ad [freeman] Makes convergence test more robust
86220bc [freeman] Streaming linear regression unit tests
fb4683a [freeman] Minor changes for scalastyle consistency
fd31e03 [freeman] Changed logging behavior
453974e [freeman] Fixed indentation
c4b1143 [freeman] Streaming linear regression
604f4d7 [freeman] Expanded private class to include mllib
d99aa85 [freeman] Helper methods for streaming MLlib apps
0898add [freeman] Added dependency on streaming
f6a18993
History

Apache Spark

Spark is a fast and general cluster computing system for Big Data. It provides high-level APIs in Scala, Java, and Python, and an optimized engine that supports general computation graphs for data analysis. It also supports a rich set of higher-level tools including Spark SQL for SQL and structured data processing, MLLib for machine learning, GraphX for graph processing, and Spark Streaming.

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

Spark is built on Scala 2.10. To build Spark and its example programs, run:

./sbt/sbt assembly

(You do not need to do this if you downloaded a pre-built package.)

Interactive Scala Shell

The easiest way to start using Spark is through the Scala shell:

./bin/spark-shell

Try the following command, which should return 1000:

scala> sc.parallelize(1 to 1000).count()

Interactive Python Shell

Alternatively, if you prefer Python, you can use the Python shell:

./bin/pyspark

And run the following command, which should also return 1000:

>>> sc.parallelize(range(1000)).count()

Example Programs

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 SparkPi

will run the Pi example locally.

You can set the MASTER environment variable when running examples to submit examples to a cluster. This can be a mesos:// or spark:// URL, "yarn-cluster" or "yarn-client" to run on YARN, and "local" to run locally with one thread, or "local[N]" to run locally with N threads. You can also use an abbreviated class name if the class is in the examples package. For instance:

MASTER=spark://host:7077 ./bin/run-example SparkPi

Many of the example programs print usage help if no params are given.

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 -Dhadoop.version when building Spark.

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

# Apache Hadoop 1.2.1
$ sbt/sbt -Dhadoop.version=1.2.1 assembly

# Cloudera CDH 4.2.0 with MapReduce v1
$ sbt/sbt -Dhadoop.version=2.0.0-mr1-cdh4.2.0 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 -Pyarn:

# Apache Hadoop 2.0.5-alpha
$ sbt/sbt -Dhadoop.version=2.0.5-alpha -Pyarn assembly

# Cloudera CDH 4.2.0 with MapReduce v2
$ sbt/sbt -Dhadoop.version=2.0.0-cdh4.2.0 -Pyarn assembly

# Apache Hadoop 2.2.X and newer
$ sbt/sbt -Dhadoop.version=2.2.0 -Pyarn 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.