org.apache.spark.ml.r.LogisticRegressionWrapper.scala Maven / Gradle / Ivy
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* http://www.apache.org/licenses/LICENSE-2.0
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package org.apache.spark.ml.r
import org.apache.hadoop.fs.Path
import org.json4s._
import org.json4s.JsonDSL._
import org.json4s.jackson.JsonMethods._
import org.apache.spark.ml.{Pipeline, PipelineModel}
import org.apache.spark.ml.classification.{LogisticRegression, LogisticRegressionModel}
import org.apache.spark.ml.feature.{IndexToString, RFormula}
import org.apache.spark.ml.linalg.{Matrices, Vector, Vectors}
import org.apache.spark.ml.r.RWrapperUtils._
import org.apache.spark.ml.util._
import org.apache.spark.sql.{DataFrame, Dataset}
private[r] class LogisticRegressionWrapper private (
val pipeline: PipelineModel,
val features: Array[String],
val labels: Array[String]) extends MLWritable {
import LogisticRegressionWrapper._
private val lrModel: LogisticRegressionModel =
pipeline.stages(1).asInstanceOf[LogisticRegressionModel]
lazy val rFeatures: Array[String] = if (lrModel.getFitIntercept) {
Array("(Intercept)") ++ features
} else {
features
}
lazy val rCoefficients: Array[Double] = {
val numRows = lrModel.coefficientMatrix.numRows
val numCols = lrModel.coefficientMatrix.numCols
val numColsWithIntercept = if (lrModel.getFitIntercept) numCols + 1 else numCols
val coefficients: Array[Double] = new Array[Double](numRows * numColsWithIntercept)
val coefficientVectors: Seq[Vector] = lrModel.coefficientMatrix.rowIter.toSeq
var i = 0
if (lrModel.getFitIntercept) {
while (i < numRows) {
coefficients(i * numColsWithIntercept) = lrModel.interceptVector(i)
System.arraycopy(coefficientVectors(i).toArray, 0,
coefficients, i * numColsWithIntercept + 1, numCols)
i += 1
}
} else {
while (i < numRows) {
System.arraycopy(coefficientVectors(i).toArray, 0,
coefficients, i * numColsWithIntercept, numCols)
i += 1
}
}
coefficients
}
def transform(dataset: Dataset[_]): DataFrame = {
pipeline.transform(dataset)
.drop(PREDICTED_LABEL_INDEX_COL)
.drop(lrModel.getFeaturesCol)
.drop(lrModel.getLabelCol)
}
override def write: MLWriter = new LogisticRegressionWrapper.LogisticRegressionWrapperWriter(this)
}
private[r] object LogisticRegressionWrapper
extends MLReadable[LogisticRegressionWrapper] {
val PREDICTED_LABEL_INDEX_COL = "pred_label_idx"
val PREDICTED_LABEL_COL = "prediction"
def fit( // scalastyle:ignore
data: DataFrame,
formula: String,
regParam: Double,
elasticNetParam: Double,
maxIter: Int,
tol: Double,
family: String,
standardization: Boolean,
thresholds: Array[Double],
weightCol: String,
aggregationDepth: Int,
numRowsOfBoundsOnCoefficients: Int,
numColsOfBoundsOnCoefficients: Int,
lowerBoundsOnCoefficients: Array[Double],
upperBoundsOnCoefficients: Array[Double],
lowerBoundsOnIntercepts: Array[Double],
upperBoundsOnIntercepts: Array[Double],
handleInvalid: String
): LogisticRegressionWrapper = {
val rFormula = new RFormula()
.setFormula(formula)
.setForceIndexLabel(true)
.setHandleInvalid(handleInvalid)
checkDataColumns(rFormula, data)
val rFormulaModel = rFormula.fit(data)
val fitIntercept = rFormula.hasIntercept
// get labels and feature names from output schema
val (features, labels) = getFeaturesAndLabels(rFormulaModel, data)
// assemble and fit the pipeline
val lr = new LogisticRegression()
.setRegParam(regParam)
.setElasticNetParam(elasticNetParam)
.setMaxIter(maxIter)
.setTol(tol)
.setFitIntercept(fitIntercept)
.setFamily(family)
.setStandardization(standardization)
.setFeaturesCol(rFormula.getFeaturesCol)
.setLabelCol(rFormula.getLabelCol)
.setPredictionCol(PREDICTED_LABEL_INDEX_COL)
.setAggregationDepth(aggregationDepth)
if (thresholds.length > 1) {
lr.setThresholds(thresholds)
} else {
lr.setThreshold(thresholds(0))
}
if (weightCol != null) lr.setWeightCol(weightCol)
if (numRowsOfBoundsOnCoefficients != 0 &&
numColsOfBoundsOnCoefficients != 0 && lowerBoundsOnCoefficients != null) {
val coef = Matrices.dense(numRowsOfBoundsOnCoefficients,
numColsOfBoundsOnCoefficients, lowerBoundsOnCoefficients)
lr.setLowerBoundsOnCoefficients(coef)
}
if (numRowsOfBoundsOnCoefficients != 0 &&
numColsOfBoundsOnCoefficients != 0 && upperBoundsOnCoefficients != null) {
val coef = Matrices.dense(numRowsOfBoundsOnCoefficients,
numColsOfBoundsOnCoefficients, upperBoundsOnCoefficients)
lr.setUpperBoundsOnCoefficients(coef)
}
if (lowerBoundsOnIntercepts != null) {
val intercept = Vectors.dense(lowerBoundsOnIntercepts)
lr.setLowerBoundsOnIntercepts(intercept)
}
if (upperBoundsOnIntercepts != null) {
val intercept = Vectors.dense(upperBoundsOnIntercepts)
lr.setUpperBoundsOnIntercepts(intercept)
}
val idxToStr = new IndexToString()
.setInputCol(PREDICTED_LABEL_INDEX_COL)
.setOutputCol(PREDICTED_LABEL_COL)
.setLabels(labels)
val pipeline = new Pipeline()
.setStages(Array(rFormulaModel, lr, idxToStr))
.fit(data)
new LogisticRegressionWrapper(pipeline, features, labels)
}
override def read: MLReader[LogisticRegressionWrapper] = new LogisticRegressionWrapperReader
override def load(path: String): LogisticRegressionWrapper = super.load(path)
class LogisticRegressionWrapperWriter(instance: LogisticRegressionWrapper) extends MLWriter {
override protected def saveImpl(path: String): Unit = {
val rMetadataPath = new Path(path, "rMetadata").toString
val pipelinePath = new Path(path, "pipeline").toString
val rMetadata = ("class" -> instance.getClass.getName) ~
("features" -> instance.features.toSeq) ~
("labels" -> instance.labels.toSeq)
val rMetadataJson: String = compact(render(rMetadata))
sc.parallelize(Seq(rMetadataJson), 1).saveAsTextFile(rMetadataPath)
instance.pipeline.save(pipelinePath)
}
}
class LogisticRegressionWrapperReader extends MLReader[LogisticRegressionWrapper] {
override def load(path: String): LogisticRegressionWrapper = {
implicit val format = DefaultFormats
val rMetadataPath = new Path(path, "rMetadata").toString
val pipelinePath = new Path(path, "pipeline").toString
val rMetadataStr = sc.textFile(rMetadataPath, 1).first()
val rMetadata = parse(rMetadataStr)
val features = (rMetadata \ "features").extract[Array[String]]
val labels = (rMetadata \ "labels").extract[Array[String]]
val pipeline = PipelineModel.load(pipelinePath)
new LogisticRegressionWrapper(pipeline, features, labels)
}
}
}
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