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From: shivaram@apache.org
To: commits@spark.apache.org
Message-Id: <1d961a628b33455cb987d5402a8b96f5@git.apache.org>
Subject: spark git commit: [SPARK-17241][SPARKR][MLLIB] SparkR spark.glm
 should have configurable regularization parameter
Date: Thu,  1 Sep 2016 04:39:37 +0000 (UTC)
archived-at: Thu, 01 Sep 2016 04:39:55 -0000

Repository: spark
Updated Branches:
  refs/heads/master d008638fb -> 7a5000f39


[SPARK-17241][SPARKR][MLLIB] SparkR spark.glm should have configurable regularization parameter

https://issues.apache.org/jira/browse/SPARK-17241

## What changes were proposed in this pull request?

Spark has configurable L2 regularization parameter for generalized linear regression. It is very important to have them in SparkR so that users can run ridge regression.

## How was this patch tested?

Test manually on local laptop.

Author: Xin Ren <iamshrek@126.com>

Closes #14856 from keypointt/SPARK-17241.


Project: http://git-wip-us.apache.org/repos/asf/spark/repo
Commit: http://git-wip-us.apache.org/repos/asf/spark/commit/7a5000f3
Tree: http://git-wip-us.apache.org/repos/asf/spark/tree/7a5000f3
Diff: http://git-wip-us.apache.org/repos/asf/spark/diff/7a5000f3

Branch: refs/heads/master
Commit: 7a5000f39ef4f195696836f8a4e8ab4ff5c14dd2
Parents: d008638
Author: Xin Ren <iamshrek@126.com>
Authored: Wed Aug 31 21:39:31 2016 -0700
Committer: Shivaram Venkataraman <shivaram@cs.berkeley.edu>
Committed: Wed Aug 31 21:39:31 2016 -0700

----------------------------------------------------------------------
 R/pkg/R/mllib.R                                 | 10 +++--
 R/pkg/inst/tests/testthat/test_mllib.R          |  6 +++
 .../r/GeneralizedLinearRegressionWrapper.scala  |  4 +-
 .../GeneralizedLinearRegressionSuite.scala      | 40 ++++++++++++++++++++
 4 files changed, 55 insertions(+), 5 deletions(-)
----------------------------------------------------------------------


http://git-wip-us.apache.org/repos/asf/spark/blob/7a5000f3/R/pkg/R/mllib.R
----------------------------------------------------------------------
diff --git a/R/pkg/R/mllib.R b/R/pkg/R/mllib.R
index 64d19fa..9a53f75 100644
--- a/R/pkg/R/mllib.R
+++ b/R/pkg/R/mllib.R
@@ -138,10 +138,11 @@ predict_internal <- function(object, newData) {
 #'               This can be a character string naming a family function, a family function or
 #'               the result of a call to a family function. Refer R family at
 #'               \url{https://stat.ethz.ch/R-manual/R-devel/library/stats/html/family.html}.
-#' @param weightCol the weight column name. If this is not set or \code{NULL}, we treat all instance
-#'                  weights as 1.0.
 #' @param tol positive convergence tolerance of iterations.
 #' @param maxIter integer giving the maximal number of IRLS iterations.
+#' @param weightCol the weight column name. If this is not set or \code{NULL}, we treat all instance
+#'                  weights as 1.0.
+#' @param regParam regularization parameter for L2 regularization.
 #' @param ... additional arguments passed to the method.
 #' @aliases spark.glm,SparkDataFrame,formula-method
 #' @return \code{spark.glm} returns a fitted generalized linear model
@@ -171,7 +172,8 @@ predict_internal <- function(object, newData) {
 #' @note spark.glm since 2.0.0
 #' @seealso \link{glm}, \link{read.ml}
 setMethod("spark.glm", signature(data = "SparkDataFrame", formula = "formula"),
-          function(data, formula, family = gaussian, tol = 1e-6, maxIter = 25, weightCol = NULL) {
+          function(data, formula, family = gaussian, tol = 1e-6, maxIter = 25, weightCol = NULL,
+                   regParam = 0.0) {
             if (is.character(family)) {
               family <- get(family, mode = "function", envir = parent.frame())
             }
@@ -190,7 +192,7 @@ setMethod("spark.glm", signature(data = "SparkDataFrame", formula = "formula"),
 
             jobj <- callJStatic("org.apache.spark.ml.r.GeneralizedLinearRegressionWrapper",
                                 "fit", formula, data@sdf, family$family, family$link,
-                                tol, as.integer(maxIter), as.character(weightCol))
+                                tol, as.integer(maxIter), as.character(weightCol), regParam)
             new("GeneralizedLinearRegressionModel", jobj = jobj)
           })
 

http://git-wip-us.apache.org/repos/asf/spark/blob/7a5000f3/R/pkg/inst/tests/testthat/test_mllib.R
----------------------------------------------------------------------
diff --git a/R/pkg/inst/tests/testthat/test_mllib.R b/R/pkg/inst/tests/testthat/test_mllib.R
index 1e6da65..825a240 100644
--- a/R/pkg/inst/tests/testthat/test_mllib.R
+++ b/R/pkg/inst/tests/testthat/test_mllib.R
@@ -148,6 +148,12 @@ test_that("spark.glm summary", {
   baseModel <- stats::glm(Sepal.Width ~ Sepal.Length + Species, data = iris)
   baseSummary <- summary(baseModel)
   expect_true(abs(baseSummary$deviance - 12.19313) < 1e-4)
+
+  # Test spark.glm works with regularization parameter
+  data <- as.data.frame(cbind(a1, a2, b))
+  df <- suppressWarnings(createDataFrame(data))
+  regStats <- summary(spark.glm(df, b ~ a1 + a2, regParam = 1.0))
+  expect_equal(regStats$aic, 13.32836, tolerance = 1e-4) # 13.32836 is from summary() result
 })
 
 test_that("spark.glm save/load", {

http://git-wip-us.apache.org/repos/asf/spark/blob/7a5000f3/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala
----------------------------------------------------------------------
diff --git a/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala b/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala
index 0d3181d..7a6ab61 100644
--- a/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala
+++ b/mllib/src/main/scala/org/apache/spark/ml/r/GeneralizedLinearRegressionWrapper.scala
@@ -69,7 +69,8 @@ private[r] object GeneralizedLinearRegressionWrapper
       link: String,
       tol: Double,
       maxIter: Int,
-      weightCol: String): GeneralizedLinearRegressionWrapper = {
+      weightCol: String,
+      regParam: Double): GeneralizedLinearRegressionWrapper = {
     val rFormula = new RFormula()
       .setFormula(formula)
     val rFormulaModel = rFormula.fit(data)
@@ -86,6 +87,7 @@ private[r] object GeneralizedLinearRegressionWrapper
       .setTol(tol)
       .setMaxIter(maxIter)
       .setWeightCol(weightCol)
+      .setRegParam(regParam)
     val pipeline = new Pipeline()
       .setStages(Array(rFormulaModel, glr))
       .fit(data)

http://git-wip-us.apache.org/repos/asf/spark/blob/7a5000f3/mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala
----------------------------------------------------------------------
diff --git a/mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala b/mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala
index a4568e83..d8032c4 100644
--- a/mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala
+++ b/mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala
@@ -1034,6 +1034,46 @@ class GeneralizedLinearRegressionSuite
       .setFamily("gaussian")
       .fit(datasetGaussianIdentity.as[LabeledPoint])
   }
+
+  test("generalized linear regression: regularization parameter") {
+    /*
+      R code:
+
+      a1 <- c(0, 1, 2, 3)
+      a2 <- c(5, 2, 1, 3)
+      b <- c(1, 0, 1, 0)
+      data <- as.data.frame(cbind(a1, a2, b))
+      df <- suppressWarnings(createDataFrame(data))
+
+      for (regParam in c(0.0, 0.1, 1.0)) {
+        model <- spark.glm(df, b ~ a1 + a2, regParam = regParam)
+        print(as.vector(summary(model)$aic))
+      }
+
+      [1] 12.88188
+      [1] 12.92681
+      [1] 13.32836
+     */
+    val dataset = spark.createDataFrame(Seq(
+      LabeledPoint(1, Vectors.dense(5, 0)),
+      LabeledPoint(0, Vectors.dense(2, 1)),
+      LabeledPoint(1, Vectors.dense(1, 2)),
+      LabeledPoint(0, Vectors.dense(3, 3))
+    ))
+    val expected = Seq(12.88188, 12.92681, 13.32836)
+
+    var idx = 0
+    for (regParam <- Seq(0.0, 0.1, 1.0)) {
+      val trainer = new GeneralizedLinearRegression()
+        .setRegParam(regParam)
+        .setLabelCol("label")
+        .setFeaturesCol("features")
+      val model = trainer.fit(dataset)
+      val actual = model.summary.aic
+      assert(actual ~= expected(idx) absTol 1e-4, "Model mismatch: GLM with regParam = $regParam.")
+      idx += 1
+    }
+  }
 }
 
 object GeneralizedLinearRegressionSuite {


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