#
# Licensed to the Apache Software Foundation (ASF) under one or more
# contributor license agreements. See the NOTICE file distributed with
# this work for additional information regarding copyright ownership.
# The ASF licenses this file to You under the Apache License, Version 2.0
# (the "License"); you may not use this file except in compliance with
# the License. You may obtain a copy of the License at
#
# http://www.apache.org/licenses/LICENSE-2.0
#
# Unless required by applicable law or agreed to in writing, software
# distributed under the License is distributed on an "AS IS" BASIS,
# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
# See the License for the specific language governing permissions and
# limitations under the License.
#
import itertools
import numpy as np
from pyspark.ml.param import Params, Param
from pyspark.ml import Estimator, Model
from pyspark.ml.util import keyword_only
from pyspark.sql.functions import rand
__all__ = ['ParamGridBuilder', 'CrossValidator', 'CrossValidatorModel']
[docs]class ParamGridBuilder(object):
r"""
Builder for a param grid used in grid search-based model selection.
>>> from pyspark.ml.classification import LogisticRegression
>>> lr = LogisticRegression()
>>> output = ParamGridBuilder() \
... .baseOn({lr.labelCol: 'l'}) \
... .baseOn([lr.predictionCol, 'p']) \
... .addGrid(lr.regParam, [1.0, 2.0]) \
... .addGrid(lr.maxIter, [1, 5]) \
... .build()
>>> expected = [
... {lr.regParam: 1.0, lr.maxIter: 1, lr.labelCol: 'l', lr.predictionCol: 'p'},
... {lr.regParam: 2.0, lr.maxIter: 1, lr.labelCol: 'l', lr.predictionCol: 'p'},
... {lr.regParam: 1.0, lr.maxIter: 5, lr.labelCol: 'l', lr.predictionCol: 'p'},
... {lr.regParam: 2.0, lr.maxIter: 5, lr.labelCol: 'l', lr.predictionCol: 'p'}]
>>> len(output) == len(expected)
True
>>> all([m in expected for m in output])
True
"""
def __init__(self):
self._param_grid = {}
[docs] def addGrid(self, param, values):
"""
Sets the given parameters in this grid to fixed values.
"""
self._param_grid[param] = values
return self
[docs] def baseOn(self, *args):
"""
Sets the given parameters in this grid to fixed values.
Accepts either a parameter dictionary or a list of (parameter, value) pairs.
"""
if isinstance(args[0], dict):
self.baseOn(*args[0].items())
else:
for (param, value) in args:
self.addGrid(param, [value])
return self
[docs] def build(self):
"""
Builds and returns all combinations of parameters specified
by the param grid.
"""
keys = self._param_grid.keys()
grid_values = self._param_grid.values()
return [dict(zip(keys, prod)) for prod in itertools.product(*grid_values)]
[docs]class CrossValidator(Estimator):
"""
K-fold cross validation.
>>> from pyspark.ml.classification import LogisticRegression
>>> from pyspark.ml.evaluation import BinaryClassificationEvaluator
>>> from pyspark.mllib.linalg import Vectors
>>> dataset = sqlContext.createDataFrame(
... [(Vectors.dense([0.0]), 0.0),
... (Vectors.dense([0.4]), 1.0),
... (Vectors.dense([0.5]), 0.0),
... (Vectors.dense([0.6]), 1.0),
... (Vectors.dense([1.0]), 1.0)] * 10,
... ["features", "label"])
>>> lr = LogisticRegression()
>>> grid = ParamGridBuilder().addGrid(lr.maxIter, [0, 1]).build()
>>> evaluator = BinaryClassificationEvaluator()
>>> cv = CrossValidator(estimator=lr, estimatorParamMaps=grid, evaluator=evaluator)
>>> cvModel = cv.fit(dataset)
>>> evaluator.evaluate(cvModel.transform(dataset))
0.8333...
"""
# a placeholder to make it appear in the generated doc
estimator = Param(Params._dummy(), "estimator", "estimator to be cross-validated")
# a placeholder to make it appear in the generated doc
estimatorParamMaps = Param(Params._dummy(), "estimatorParamMaps", "estimator param maps")
# a placeholder to make it appear in the generated doc
evaluator = Param(
Params._dummy(), "evaluator",
"evaluator used to select hyper-parameters that maximize the cross-validated metric")
# a placeholder to make it appear in the generated doc
numFolds = Param(Params._dummy(), "numFolds", "number of folds for cross validation")
@keyword_only
def __init__(self, estimator=None, estimatorParamMaps=None, evaluator=None, numFolds=3):
"""
__init__(self, estimator=None, estimatorParamMaps=None, evaluator=None, numFolds=3)
"""
super(CrossValidator, self).__init__()
#: param for estimator to be cross-validated
self.estimator = Param(self, "estimator", "estimator to be cross-validated")
#: param for estimator param maps
self.estimatorParamMaps = Param(self, "estimatorParamMaps", "estimator param maps")
#: param for the evaluator used to select hyper-parameters that
#: maximize the cross-validated metric
self.evaluator = Param(
self, "evaluator",
"evaluator used to select hyper-parameters that maximize the cross-validated metric")
#: param for number of folds for cross validation
self.numFolds = Param(self, "numFolds", "number of folds for cross validation")
self._setDefault(numFolds=3)
kwargs = self.__init__._input_kwargs
self._set(**kwargs)
@keyword_only
[docs] def setParams(self, estimator=None, estimatorParamMaps=None, evaluator=None, numFolds=3):
"""
setParams(self, estimator=None, estimatorParamMaps=None, evaluator=None, numFolds=3):
Sets params for cross validator.
"""
kwargs = self.setParams._input_kwargs
return self._set(**kwargs)
[docs] def setEstimator(self, value):
"""
Sets the value of :py:attr:`estimator`.
"""
self._paramMap[self.estimator] = value
return self
[docs] def getEstimator(self):
"""
Gets the value of estimator or its default value.
"""
return self.getOrDefault(self.estimator)
[docs] def setEstimatorParamMaps(self, value):
"""
Sets the value of :py:attr:`estimatorParamMaps`.
"""
self._paramMap[self.estimatorParamMaps] = value
return self
[docs] def getEstimatorParamMaps(self):
"""
Gets the value of estimatorParamMaps or its default value.
"""
return self.getOrDefault(self.estimatorParamMaps)
[docs] def setEvaluator(self, value):
"""
Sets the value of :py:attr:`evaluator`.
"""
self._paramMap[self.evaluator] = value
return self
[docs] def getEvaluator(self):
"""
Gets the value of evaluator or its default value.
"""
return self.getOrDefault(self.evaluator)
[docs] def setNumFolds(self, value):
"""
Sets the value of :py:attr:`numFolds`.
"""
self._paramMap[self.numFolds] = value
return self
[docs] def getNumFolds(self):
"""
Gets the value of numFolds or its default value.
"""
return self.getOrDefault(self.numFolds)
def _fit(self, dataset):
est = self.getOrDefault(self.estimator)
epm = self.getOrDefault(self.estimatorParamMaps)
numModels = len(epm)
eva = self.getOrDefault(self.evaluator)
nFolds = self.getOrDefault(self.numFolds)
h = 1.0 / nFolds
randCol = self.uid + "_rand"
df = dataset.select("*", rand(0).alias(randCol))
metrics = np.zeros(numModels)
for i in range(nFolds):
validateLB = i * h
validateUB = (i + 1) * h
condition = (df[randCol] >= validateLB) & (df[randCol] < validateUB)
validation = df.filter(condition)
train = df.filter(~condition)
for j in range(numModels):
model = est.fit(train, epm[j])
# TODO: duplicate evaluator to take extra params from input
metric = eva.evaluate(model.transform(validation, epm[j]))
metrics[j] += metric
if eva.isLargerBetter():
bestIndex = np.argmax(metrics)
else:
bestIndex = np.argmin(metrics)
bestModel = est.fit(dataset, epm[bestIndex])
return CrossValidatorModel(bestModel)
[docs] def copy(self, extra=None):
if extra is None:
extra = dict()
newCV = Params.copy(self, extra)
if self.isSet(self.estimator):
newCV.setEstimator(self.getEstimator().copy(extra))
# estimatorParamMaps remain the same
if self.isSet(self.evaluator):
newCV.setEvaluator(self.getEvaluator().copy(extra))
return newCV
[docs]class CrossValidatorModel(Model):
"""
Model from k-fold cross validation.
"""
def __init__(self, bestModel):
super(CrossValidatorModel, self).__init__()
#: best model from cross validation
self.bestModel = bestModel
def _transform(self, dataset):
return self.bestModel.transform(dataset)
[docs] def copy(self, extra=None):
"""
Creates a copy of this instance with a randomly generated uid
and some extra params. This copies the underlying bestModel,
creates a deep copy of the embedded paramMap, and
copies the embedded and extra parameters over.
:param extra: Extra parameters to copy to the new instance
:return: Copy of this instance
"""
if extra is None:
extra = dict()
return CrossValidatorModel(self.bestModel.copy(extra))
if __name__ == "__main__":
import doctest
from pyspark.context import SparkContext
from pyspark.sql import SQLContext
globs = globals().copy()
# The small batch size here ensures that we see multiple batches,
# even in these small test examples:
sc = SparkContext("local[2]", "ml.tuning tests")
sqlContext = SQLContext(sc)
globs['sc'] = sc
globs['sqlContext'] = sqlContext
(failure_count, test_count) = doctest.testmod(
globs=globs, optionflags=doctest.ELLIPSIS)
sc.stop()
if failure_count:
exit(-1)
