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JVM module to use CatBoost on Apache Spark
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package ai.catboost.spark
import collection.mutable
import org.apache.spark.ml.linalg.Vector
import org.apache.spark.ml.param.ParamMap
import org.apache.spark.ml.regression.RegressionModel
import org.apache.spark.ml.util._
import org.apache.spark.sql._
import org.apache.spark.sql.types._
import org.apache.spark.ml.CatBoostRegressorBase // defined inside catboost4j-spark
import ai.catboost.spark.params._
import ru.yandex.catboost.spark.catboost4j_spark.core.src.native_impl
/** Regression model trained by CatBoost. Use [[CatBoostRegressor]] to train it
*
* ==Serialization==
* Supports standard Spark MLLib serialization. Data can be saved to distributed filesystem like HDFS or
* local files.
* When saved to `path` two files are created:
* -`/metadata` which contains Spark-specific metadata in JSON format
* -`/model` which contains model in usual CatBoost format which can be read using other local
* CatBoost APIs (if stored in a distributed filesystem it has to be copied to the local filesystem first).
*
* Saving to and loading from local files in standard CatBoost model formats is also supported.
*
* @example Save model
* {{{
* val trainPool : Pool = ... init Pool ...
* val regressor = new CatBoostRegressor
* val model = regressor.fit(trainPool)
* val path = "/home/user/catboost_spark_models/model0"
* model.write.save(path)
* }}}
*
* @example Load model
* {{{
* val dataFrameForPrediction : DataFrame = ... init DataFrame ...
* val path = "/home/user/catboost_spark_models/model0"
* val model = CatBoostRegressionModel.load(path)
* val predictions = model.transform(dataFrameForPrediction)
* predictions.show()
* }}}
*
* @example Save as a native model
* {{{
* val trainPool : Pool = ... init Pool ...
* val regressor = new CatBoostRegressor
* val model = regressor.fit(trainPool)
* val path = "/home/user/catboost_native_models/model0.cbm"
* model.saveNativeModel(path)
* }}}
*
* @example Load native model
* {{{
* val dataFrameForPrediction : DataFrame = ... init DataFrame ...
* val path = "/home/user/catboost_native_models/model0.cbm"
* val model = CatBoostRegressionModel.loadNativeModel(path)
* val predictions = model.transform(dataFrameForPrediction)
* predictions.show()
* }}}
*/
class CatBoostRegressionModel (
override val uid: String,
private[spark] var nativeModel : native_impl.TFullModel = null,
protected var nativeDimension: Int
)
extends RegressionModel[Vector, CatBoostRegressionModel]
with CatBoostModelTrait[CatBoostRegressionModel]
{
def this(nativeModel : native_impl.TFullModel) = this(
Identifiable.randomUID("CatBoostRegressionModel"),
nativeModel,
nativeDimension = 1 // always for regression
)
override def copy(extra: ParamMap): CatBoostRegressionModel = {
val that = new CatBoostRegressionModel(this.uid, this.nativeModel, this.nativeDimension)
this.copyValues(that, extra).asInstanceOf[CatBoostRegressionModel]
}
override def transformImpl(dataset: Dataset[_]): DataFrame = {
transformCatBoostImpl(dataset)
}
/**
* Prefer batch computations operating on datasets as a whole for efficiency
*/
override def predict(features: Vector): Double = {
predictRawImpl(features)(0)
}
protected override def getAdditionalColumnsForApply : Seq[StructField] = {
Seq(StructField($(predictionCol), DoubleType))
}
protected override def getResultIteratorForApply(
objectsDataProvider: native_impl.SWIGTYPE_p_NCB__TObjectsDataProviderPtr,
dstRows: mutable.ArrayBuffer[Array[Any]], // guaranteed to be non-empty
localExecutor: native_impl.TLocalExecutor
) : Iterator[Row] = {
val applyResults = new native_impl.TApplyResultIterator(
nativeModel,
objectsDataProvider,
native_impl.EPredictionType.RawFormulaVal,
localExecutor
).GetSingleDimensionalResults.toPrimitiveArray
val applyResultRowIdx = dstRows(0).length - 1
new ProcessRowsOutputIterator(
dstRows,
(rowArray: Array[Any], objectIdx: Int) => {
rowArray(applyResultRowIdx) = applyResults(objectIdx)
rowArray
}
)
}
}
object CatBoostRegressionModel extends MLReadable[CatBoostRegressionModel] {
override def read: MLReader[CatBoostRegressionModel] = new CatBoostRegressionModelReader
override def load(path: String): CatBoostRegressionModel = super.load(path)
private class CatBoostRegressionModelReader
extends MLReader[CatBoostRegressionModel] with CatBoostModelReaderTrait
{
override def load(path: String) : CatBoostRegressionModel = {
val (uid, nativeModel) = loadImpl(
super.sparkSession.sparkContext,
classOf[CatBoostRegressionModel].getName,
path
)
new CatBoostRegressionModel(uid, nativeModel, 1)
}
}
def loadNativeModel(
fileName: String,
format: EModelType = native_impl.EModelType.CatboostBinary
): CatBoostRegressionModel = {
new CatBoostRegressionModel(native_impl.native_impl.ReadModel(fileName, format))
}
def sum(
models: Array[CatBoostRegressionModel],
weights: Array[Double] = null,
ctrMergePolicy: ECtrTableMergePolicy = native_impl.ECtrTableMergePolicy.IntersectingCountersAverage
): CatBoostRegressionModel = {
new CatBoostRegressionModel(CatBoostModel.sum(models.toArray[CatBoostModelTrait[CatBoostRegressionModel]], weights, ctrMergePolicy))
}
}
/** Class to train [[CatBoostRegressionModel]]
* The default optimized loss function is `RMSE`
*
* ===Examples===
* Basic example.
* {{{
* val spark = SparkSession.builder()
* .master("local[*]")
* .appName("RegressorTest")
* .getOrCreate();
*
* val srcDataSchema = Seq(
* StructField("features", SQLDataTypes.VectorType),
* StructField("label", StringType)
* )
*
* val trainData = Seq(
* Row(Vectors.dense(0.1, 0.2, 0.11), "0.12"),
* Row(Vectors.dense(0.97, 0.82, 0.33), "0.22"),
* Row(Vectors.dense(0.13, 0.22, 0.23), "0.34"),
* Row(Vectors.dense(0.8, 0.62, 0.0), "0.1")
* )
*
* val trainDf = spark.createDataFrame(spark.sparkContext.parallelize(trainData), StructType(srcDataSchema))
* val trainPool = new Pool(trainDf)
*
* val evalData = Seq(
* Row(Vectors.dense(0.22, 0.33, 0.9), "0.1"),
* Row(Vectors.dense(0.11, 0.1, 0.21), "0.9"),
* Row(Vectors.dense(0.77, 0.0, 0.0), "0.72")
* )
*
* val evalDf = spark.createDataFrame(spark.sparkContext.parallelize(evalData), StructType(srcDataSchema))
* val evalPool = new Pool(evalDf)
*
* val regressor = new CatBoostRegressor
* val model = regressor.fit(trainPool, Array[Pool](evalPool))
* val predictions = model.transform(evalPool.data)
* predictions.show()
* }}}
*
* Example with alternative loss function.
* {{{
* ...
* val regressor = new CatBoostRegressor().setLossFunction("MAE")
* val model = regressor.fit(trainPool, Array[Pool](evalPool))
* val predictions = model.transform(evalPool.data)
* predictions.show()
* }}}
*
* ==Serialization==
* Supports standard Spark MLLib serialization. Data can be saved to distributed filesystem like HDFS or
* local files.
*
* ===Examples:===
* Save:
* {{{
* val regressor = new CatBoostRegressor().setLossFunction("MAE")
* val path = "/home/user/catboost_regressors/regressor0"
* regressor.write.save(path)
* }}}
*
* Load:
* {{{
* val path = "/home/user/catboost_regressors/regressor0"
* val regressor = CatBoostRegressor.load(path)
* val trainPool : Pool = ... init Pool ...
* val model = regressor.fit(trainPool)
* }}}
*/
class CatBoostRegressor (override val uid: String)
extends CatBoostRegressorBase[Vector, CatBoostRegressor, CatBoostRegressionModel]
with CatBoostPredictorTrait[CatBoostRegressor, CatBoostRegressionModel]
with RegressorTrainingParamsTrait
{
def this() = this(Identifiable.randomUID("CatBoostRegressor"))
override def copy(extra: ParamMap): CatBoostRegressor = defaultCopy(extra)
protected override def createModel(nativeModel: native_impl.TFullModel): CatBoostRegressionModel = {
new CatBoostRegressionModel(nativeModel)
}
}
object CatBoostRegressor extends DefaultParamsReadable[CatBoostRegressor] {
override def load(path: String): CatBoostRegressor = super.load(path)
}
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