Source code for pyspark.ml.regression
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#
import warnings
from pyspark import since, keyword_only
from pyspark.ml.param.shared import *
from pyspark.ml.util import *
from pyspark.ml.wrapper import JavaEstimator, JavaModel, JavaWrapper
from pyspark.ml.common import inherit_doc
from pyspark.sql import DataFrame
__all__ = ['AFTSurvivalRegression', 'AFTSurvivalRegressionModel',
'DecisionTreeRegressor', 'DecisionTreeRegressionModel',
'GBTRegressor', 'GBTRegressionModel',
'GeneralizedLinearRegression', 'GeneralizedLinearRegressionModel',
'GeneralizedLinearRegressionSummary', 'GeneralizedLinearRegressionTrainingSummary',
'IsotonicRegression', 'IsotonicRegressionModel',
'LinearRegression', 'LinearRegressionModel',
'LinearRegressionSummary', 'LinearRegressionTrainingSummary',
'RandomForestRegressor', 'RandomForestRegressionModel']
@inherit_doc
[docs]class LinearRegression(JavaEstimator, HasFeaturesCol, HasLabelCol, HasPredictionCol, HasMaxIter,
HasRegParam, HasTol, HasElasticNetParam, HasFitIntercept,
HasStandardization, HasSolver, HasWeightCol, HasAggregationDepth,
JavaMLWritable, JavaMLReadable):
"""
Linear regression.
The learning objective is to minimize the squared error, with regularization.
The specific squared error loss function used is: L = 1/2n ||A coefficients - y||^2^
This supports multiple types of regularization:
* none (a.k.a. ordinary least squares)
* L2 (ridge regression)
* L1 (Lasso)
* L2 + L1 (elastic net)
>>> from pyspark.ml.linalg import Vectors
>>> df = spark.createDataFrame([
... (1.0, 2.0, Vectors.dense(1.0)),
... (0.0, 2.0, Vectors.sparse(1, [], []))], ["label", "weight", "features"])
>>> lr = LinearRegression(maxIter=5, regParam=0.0, solver="normal", weightCol="weight")
>>> model = lr.fit(df)
>>> test0 = spark.createDataFrame([(Vectors.dense(-1.0),)], ["features"])
>>> abs(model.transform(test0).head().prediction - (-1.0)) < 0.001
True
>>> abs(model.coefficients[0] - 1.0) < 0.001
True
>>> abs(model.intercept - 0.0) < 0.001
True
>>> test1 = spark.createDataFrame([(Vectors.sparse(1, [0], [1.0]),)], ["features"])
>>> abs(model.transform(test1).head().prediction - 1.0) < 0.001
True
>>> lr.setParams("vector")
Traceback (most recent call last):
...
TypeError: Method setParams forces keyword arguments.
>>> lr_path = temp_path + "/lr"
>>> lr.save(lr_path)
>>> lr2 = LinearRegression.load(lr_path)
>>> lr2.getMaxIter()
5
>>> model_path = temp_path + "/lr_model"
>>> model.save(model_path)
>>> model2 = LinearRegressionModel.load(model_path)
>>> model.coefficients[0] == model2.coefficients[0]
True
>>> model.intercept == model2.intercept
True
>>> model.numFeatures
1
.. versionadded:: 1.4.0
"""
@keyword_only
def __init__(self, featuresCol="features", labelCol="label", predictionCol="prediction",
maxIter=100, regParam=0.0, elasticNetParam=0.0, tol=1e-6, fitIntercept=True,
standardization=True, solver="auto", weightCol=None, aggregationDepth=2):
"""
__init__(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
maxIter=100, regParam=0.0, elasticNetParam=0.0, tol=1e-6, fitIntercept=True, \
standardization=True, solver="auto", weightCol=None, aggregationDepth=2)
"""
super(LinearRegression, self).__init__()
self._java_obj = self._new_java_obj(
"org.apache.spark.ml.regression.LinearRegression", self.uid)
self._setDefault(maxIter=100, regParam=0.0, tol=1e-6)
kwargs = self._input_kwargs
self.setParams(**kwargs)
@keyword_only
@since("1.4.0")
[docs] def setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction",
maxIter=100, regParam=0.0, elasticNetParam=0.0, tol=1e-6, fitIntercept=True,
standardization=True, solver="auto", weightCol=None, aggregationDepth=2):
"""
setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
maxIter=100, regParam=0.0, elasticNetParam=0.0, tol=1e-6, fitIntercept=True, \
standardization=True, solver="auto", weightCol=None, aggregationDepth=2)
Sets params for linear regression.
"""
kwargs = self._input_kwargs
return self._set(**kwargs)
def _create_model(self, java_model):
return LinearRegressionModel(java_model)
[docs]class LinearRegressionModel(JavaModel, JavaPredictionModel, JavaMLWritable, JavaMLReadable):
"""
Model fitted by :class:`LinearRegression`.
.. versionadded:: 1.4.0
"""
@property
@since("2.0.0")
@property
@since("1.4.0")
@property
@since("2.0.0")
[docs] def summary(self):
"""
Gets summary (e.g. residuals, mse, r-squared ) of model on
training set. An exception is thrown if
`trainingSummary is None`.
"""
if self.hasSummary:
java_lrt_summary = self._call_java("summary")
return LinearRegressionTrainingSummary(java_lrt_summary)
else:
raise RuntimeError("No training summary available for this %s" %
self.__class__.__name__)
@property
@since("2.0.0")
[docs] def hasSummary(self):
"""
Indicates whether a training summary exists for this model
instance.
"""
return self._call_java("hasSummary")
@since("2.0.0")
[docs] def evaluate(self, dataset):
"""
Evaluates the model on a test dataset.
:param dataset:
Test dataset to evaluate model on, where dataset is an
instance of :py:class:`pyspark.sql.DataFrame`
"""
if not isinstance(dataset, DataFrame):
raise ValueError("dataset must be a DataFrame but got %s." % type(dataset))
java_lr_summary = self._call_java("evaluate", dataset)
return LinearRegressionSummary(java_lr_summary)
[docs]class LinearRegressionSummary(JavaWrapper):
"""
.. note:: Experimental
Linear regression results evaluated on a dataset.
.. versionadded:: 2.0.0
"""
@property
@since("2.0.0")
[docs] def predictions(self):
"""
Dataframe outputted by the model's `transform` method.
"""
return self._call_java("predictions")
@property
@since("2.0.0")
[docs] def predictionCol(self):
"""
Field in "predictions" which gives the predicted value of
the label at each instance.
"""
return self._call_java("predictionCol")
@property
@since("2.0.0")
[docs] def labelCol(self):
"""
Field in "predictions" which gives the true label of each
instance.
"""
return self._call_java("labelCol")
@property
@since("2.0.0")
[docs] def featuresCol(self):
"""
Field in "predictions" which gives the features of each instance
as a vector.
"""
return self._call_java("featuresCol")
@property
@since("2.0.0")
[docs] def explainedVariance(self):
"""
Returns the explained variance regression score.
explainedVariance = 1 - variance(y - \hat{y}) / variance(y)
.. seealso:: `Wikipedia explain variation \
<http://en.wikipedia.org/wiki/Explained_variation>`_
.. note:: This ignores instance weights (setting all to 1.0) from
`LinearRegression.weightCol`. This will change in later Spark
versions.
"""
return self._call_java("explainedVariance")
@property
@since("2.0.0")
[docs] def meanAbsoluteError(self):
"""
Returns the mean absolute error, which is a risk function
corresponding to the expected value of the absolute error
loss or l1-norm loss.
.. note:: This ignores instance weights (setting all to 1.0) from
`LinearRegression.weightCol`. This will change in later Spark
versions.
"""
return self._call_java("meanAbsoluteError")
@property
@since("2.0.0")
[docs] def meanSquaredError(self):
"""
Returns the mean squared error, which is a risk function
corresponding to the expected value of the squared error
loss or quadratic loss.
.. note:: This ignores instance weights (setting all to 1.0) from
`LinearRegression.weightCol`. This will change in later Spark
versions.
"""
return self._call_java("meanSquaredError")
@property
@since("2.0.0")
[docs] def rootMeanSquaredError(self):
"""
Returns the root mean squared error, which is defined as the
square root of the mean squared error.
.. note:: This ignores instance weights (setting all to 1.0) from
`LinearRegression.weightCol`. This will change in later Spark
versions.
"""
return self._call_java("rootMeanSquaredError")
@property
@since("2.0.0")
[docs] def r2(self):
"""
Returns R^2^, the coefficient of determination.
.. seealso:: `Wikipedia coefficient of determination \
<http://en.wikipedia.org/wiki/Coefficient_of_determination>`
.. note:: This ignores instance weights (setting all to 1.0) from
`LinearRegression.weightCol`. This will change in later Spark
versions.
"""
return self._call_java("r2")
@property
@since("2.0.0")
[docs] def residuals(self):
"""
Residuals (label - predicted value)
"""
return self._call_java("residuals")
@property
@since("2.0.0")
[docs] def numInstances(self):
"""
Number of instances in DataFrame predictions
"""
return self._call_java("numInstances")
@property
@since("2.2.0")
[docs] def degreesOfFreedom(self):
"""
Degrees of freedom.
"""
return self._call_java("degreesOfFreedom")
@property
@since("2.0.0")
[docs] def devianceResiduals(self):
"""
The weighted residuals, the usual residuals rescaled by the
square root of the instance weights.
"""
return self._call_java("devianceResiduals")
@property
@since("2.0.0")
[docs] def coefficientStandardErrors(self):
"""
Standard error of estimated coefficients and intercept.
This value is only available when using the "normal" solver.
If :py:attr:`LinearRegression.fitIntercept` is set to True,
then the last element returned corresponds to the intercept.
.. seealso:: :py:attr:`LinearRegression.solver`
"""
return self._call_java("coefficientStandardErrors")
@property
@since("2.0.0")
[docs] def tValues(self):
"""
T-statistic of estimated coefficients and intercept.
This value is only available when using the "normal" solver.
If :py:attr:`LinearRegression.fitIntercept` is set to True,
then the last element returned corresponds to the intercept.
.. seealso:: :py:attr:`LinearRegression.solver`
"""
return self._call_java("tValues")
@property
@since("2.0.0")
[docs] def pValues(self):
"""
Two-sided p-value of estimated coefficients and intercept.
This value is only available when using the "normal" solver.
If :py:attr:`LinearRegression.fitIntercept` is set to True,
then the last element returned corresponds to the intercept.
.. seealso:: :py:attr:`LinearRegression.solver`
"""
return self._call_java("pValues")
@inherit_doc
[docs]class LinearRegressionTrainingSummary(LinearRegressionSummary):
"""
.. note:: Experimental
Linear regression training results. Currently, the training summary ignores the
training weights except for the objective trace.
.. versionadded:: 2.0.0
"""
@property
@since("2.0.0")
[docs] def objectiveHistory(self):
"""
Objective function (scaled loss + regularization) at each
iteration.
This value is only available when using the "l-bfgs" solver.
.. seealso:: :py:attr:`LinearRegression.solver`
"""
return self._call_java("objectiveHistory")
@property
@since("2.0.0")
[docs] def totalIterations(self):
"""
Number of training iterations until termination.
This value is only available when using the "l-bfgs" solver.
.. seealso:: :py:attr:`LinearRegression.solver`
"""
return self._call_java("totalIterations")
@inherit_doc
[docs]class IsotonicRegression(JavaEstimator, HasFeaturesCol, HasLabelCol, HasPredictionCol,
HasWeightCol, JavaMLWritable, JavaMLReadable):
"""
Currently implemented using parallelized pool adjacent violators algorithm.
Only univariate (single feature) algorithm supported.
>>> from pyspark.ml.linalg import Vectors
>>> df = spark.createDataFrame([
... (1.0, Vectors.dense(1.0)),
... (0.0, Vectors.sparse(1, [], []))], ["label", "features"])
>>> ir = IsotonicRegression()
>>> model = ir.fit(df)
>>> test0 = spark.createDataFrame([(Vectors.dense(-1.0),)], ["features"])
>>> model.transform(test0).head().prediction
0.0
>>> model.boundaries
DenseVector([0.0, 1.0])
>>> ir_path = temp_path + "/ir"
>>> ir.save(ir_path)
>>> ir2 = IsotonicRegression.load(ir_path)
>>> ir2.getIsotonic()
True
>>> model_path = temp_path + "/ir_model"
>>> model.save(model_path)
>>> model2 = IsotonicRegressionModel.load(model_path)
>>> model.boundaries == model2.boundaries
True
>>> model.predictions == model2.predictions
True
.. versionadded:: 1.6.0
"""
isotonic = \
Param(Params._dummy(), "isotonic",
"whether the output sequence should be isotonic/increasing (true) or" +
"antitonic/decreasing (false).", typeConverter=TypeConverters.toBoolean)
featureIndex = \
Param(Params._dummy(), "featureIndex",
"The index of the feature if featuresCol is a vector column, no effect otherwise.",
typeConverter=TypeConverters.toInt)
@keyword_only
def __init__(self, featuresCol="features", labelCol="label", predictionCol="prediction",
weightCol=None, isotonic=True, featureIndex=0):
"""
__init__(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
weightCol=None, isotonic=True, featureIndex=0):
"""
super(IsotonicRegression, self).__init__()
self._java_obj = self._new_java_obj(
"org.apache.spark.ml.regression.IsotonicRegression", self.uid)
self._setDefault(isotonic=True, featureIndex=0)
kwargs = self._input_kwargs
self.setParams(**kwargs)
@keyword_only
[docs] def setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction",
weightCol=None, isotonic=True, featureIndex=0):
"""
setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
weightCol=None, isotonic=True, featureIndex=0):
Set the params for IsotonicRegression.
"""
kwargs = self._input_kwargs
return self._set(**kwargs)
def _create_model(self, java_model):
return IsotonicRegressionModel(java_model)
[docs] def setIsotonic(self, value):
"""
Sets the value of :py:attr:`isotonic`.
"""
return self._set(isotonic=value)
[docs] def getIsotonic(self):
"""
Gets the value of isotonic or its default value.
"""
return self.getOrDefault(self.isotonic)
[docs] def setFeatureIndex(self, value):
"""
Sets the value of :py:attr:`featureIndex`.
"""
return self._set(featureIndex=value)
[docs] def getFeatureIndex(self):
"""
Gets the value of featureIndex or its default value.
"""
return self.getOrDefault(self.featureIndex)
[docs]class IsotonicRegressionModel(JavaModel, JavaMLWritable, JavaMLReadable):
"""
Model fitted by :class:`IsotonicRegression`.
.. versionadded:: 1.6.0
"""
@property
@since("1.6.0")
[docs] def boundaries(self):
"""
Boundaries in increasing order for which predictions are known.
"""
return self._call_java("boundaries")
@property
@since("1.6.0")
[docs] def predictions(self):
"""
Predictions associated with the boundaries at the same index, monotone because of isotonic
regression.
"""
return self._call_java("predictions")
class TreeEnsembleParams(DecisionTreeParams):
"""
Mixin for Decision Tree-based ensemble algorithms parameters.
"""
subsamplingRate = Param(Params._dummy(), "subsamplingRate", "Fraction of the training data " +
"used for learning each decision tree, in range (0, 1].",
typeConverter=TypeConverters.toFloat)
def __init__(self):
super(TreeEnsembleParams, self).__init__()
@since("1.4.0")
def setSubsamplingRate(self, value):
"""
Sets the value of :py:attr:`subsamplingRate`.
"""
return self._set(subsamplingRate=value)
@since("1.4.0")
def getSubsamplingRate(self):
"""
Gets the value of subsamplingRate or its default value.
"""
return self.getOrDefault(self.subsamplingRate)
class TreeRegressorParams(Params):
"""
Private class to track supported impurity measures.
"""
supportedImpurities = ["variance"]
impurity = Param(Params._dummy(), "impurity",
"Criterion used for information gain calculation (case-insensitive). " +
"Supported options: " +
", ".join(supportedImpurities), typeConverter=TypeConverters.toString)
def __init__(self):
super(TreeRegressorParams, self).__init__()
@since("1.4.0")
def setImpurity(self, value):
"""
Sets the value of :py:attr:`impurity`.
"""
return self._set(impurity=value)
@since("1.4.0")
def getImpurity(self):
"""
Gets the value of impurity or its default value.
"""
return self.getOrDefault(self.impurity)
class RandomForestParams(TreeEnsembleParams):
"""
Private class to track supported random forest parameters.
"""
supportedFeatureSubsetStrategies = ["auto", "all", "onethird", "sqrt", "log2"]
numTrees = Param(Params._dummy(), "numTrees", "Number of trees to train (>= 1).",
typeConverter=TypeConverters.toInt)
featureSubsetStrategy = \
Param(Params._dummy(), "featureSubsetStrategy",
"The number of features to consider for splits at each tree node. Supported " +
"options: " + ", ".join(supportedFeatureSubsetStrategies) + ", (0.0-1.0], [1-n].",
typeConverter=TypeConverters.toString)
def __init__(self):
super(RandomForestParams, self).__init__()
@since("1.4.0")
def setNumTrees(self, value):
"""
Sets the value of :py:attr:`numTrees`.
"""
return self._set(numTrees=value)
@since("1.4.0")
def getNumTrees(self):
"""
Gets the value of numTrees or its default value.
"""
return self.getOrDefault(self.numTrees)
@since("1.4.0")
def setFeatureSubsetStrategy(self, value):
"""
Sets the value of :py:attr:`featureSubsetStrategy`.
"""
return self._set(featureSubsetStrategy=value)
@since("1.4.0")
def getFeatureSubsetStrategy(self):
"""
Gets the value of featureSubsetStrategy or its default value.
"""
return self.getOrDefault(self.featureSubsetStrategy)
class GBTParams(TreeEnsembleParams):
"""
Private class to track supported GBT params.
"""
supportedLossTypes = ["squared", "absolute"]
@inherit_doc
[docs]class DecisionTreeRegressor(JavaEstimator, HasFeaturesCol, HasLabelCol, HasPredictionCol,
DecisionTreeParams, TreeRegressorParams, HasCheckpointInterval,
HasSeed, JavaMLWritable, JavaMLReadable, HasVarianceCol):
"""
`Decision tree <http://en.wikipedia.org/wiki/Decision_tree_learning>`_
learning algorithm for regression.
It supports both continuous and categorical features.
>>> from pyspark.ml.linalg import Vectors
>>> df = spark.createDataFrame([
... (1.0, Vectors.dense(1.0)),
... (0.0, Vectors.sparse(1, [], []))], ["label", "features"])
>>> dt = DecisionTreeRegressor(maxDepth=2, varianceCol="variance")
>>> model = dt.fit(df)
>>> model.depth
1
>>> model.numNodes
3
>>> model.featureImportances
SparseVector(1, {0: 1.0})
>>> model.numFeatures
1
>>> test0 = spark.createDataFrame([(Vectors.dense(-1.0),)], ["features"])
>>> model.transform(test0).head().prediction
0.0
>>> test1 = spark.createDataFrame([(Vectors.sparse(1, [0], [1.0]),)], ["features"])
>>> model.transform(test1).head().prediction
1.0
>>> dtr_path = temp_path + "/dtr"
>>> dt.save(dtr_path)
>>> dt2 = DecisionTreeRegressor.load(dtr_path)
>>> dt2.getMaxDepth()
2
>>> model_path = temp_path + "/dtr_model"
>>> model.save(model_path)
>>> model2 = DecisionTreeRegressionModel.load(model_path)
>>> model.numNodes == model2.numNodes
True
>>> model.depth == model2.depth
True
>>> model.transform(test1).head().variance
0.0
.. versionadded:: 1.4.0
"""
@keyword_only
def __init__(self, featuresCol="features", labelCol="label", predictionCol="prediction",
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0,
maxMemoryInMB=256, cacheNodeIds=False, checkpointInterval=10, impurity="variance",
seed=None, varianceCol=None):
"""
__init__(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0, \
maxMemoryInMB=256, cacheNodeIds=False, checkpointInterval=10, \
impurity="variance", seed=None, varianceCol=None)
"""
super(DecisionTreeRegressor, self).__init__()
self._java_obj = self._new_java_obj(
"org.apache.spark.ml.regression.DecisionTreeRegressor", self.uid)
self._setDefault(maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0,
maxMemoryInMB=256, cacheNodeIds=False, checkpointInterval=10,
impurity="variance")
kwargs = self._input_kwargs
self.setParams(**kwargs)
@keyword_only
@since("1.4.0")
[docs] def setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction",
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0,
maxMemoryInMB=256, cacheNodeIds=False, checkpointInterval=10,
impurity="variance", seed=None, varianceCol=None):
"""
setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0, \
maxMemoryInMB=256, cacheNodeIds=False, checkpointInterval=10, \
impurity="variance", seed=None, varianceCol=None)
Sets params for the DecisionTreeRegressor.
"""
kwargs = self._input_kwargs
return self._set(**kwargs)
def _create_model(self, java_model):
return DecisionTreeRegressionModel(java_model)
@inherit_doc
class DecisionTreeModel(JavaModel, JavaPredictionModel):
"""
Abstraction for Decision Tree models.
.. versionadded:: 1.5.0
"""
@property
@since("1.5.0")
def numNodes(self):
"""Return number of nodes of the decision tree."""
return self._call_java("numNodes")
@property
@since("1.5.0")
def depth(self):
"""Return depth of the decision tree."""
return self._call_java("depth")
@property
@since("2.0.0")
def toDebugString(self):
"""Full description of model."""
return self._call_java("toDebugString")
def __repr__(self):
return self._call_java("toString")
@inherit_doc
class TreeEnsembleModel(JavaModel):
"""
(private abstraction)
Represents a tree ensemble model.
"""
@property
@since("2.0.0")
def trees(self):
"""Trees in this ensemble. Warning: These have null parent Estimators."""
return [DecisionTreeModel(m) for m in list(self._call_java("trees"))]
@property
@since("2.0.0")
def getNumTrees(self):
"""Number of trees in ensemble."""
return self._call_java("getNumTrees")
@property
@since("1.5.0")
def treeWeights(self):
"""Return the weights for each tree"""
return list(self._call_java("javaTreeWeights"))
@property
@since("2.0.0")
def totalNumNodes(self):
"""Total number of nodes, summed over all trees in the ensemble."""
return self._call_java("totalNumNodes")
@property
@since("2.0.0")
def toDebugString(self):
"""Full description of model."""
return self._call_java("toDebugString")
def __repr__(self):
return self._call_java("toString")
@inherit_doc
[docs]class DecisionTreeRegressionModel(DecisionTreeModel, JavaMLWritable, JavaMLReadable):
"""
Model fitted by :class:`DecisionTreeRegressor`.
.. versionadded:: 1.4.0
"""
@property
@since("2.0.0")
[docs] def featureImportances(self):
"""
Estimate of the importance of each feature.
This generalizes the idea of "Gini" importance to other losses,
following the explanation of Gini importance from "Random Forests" documentation
by Leo Breiman and Adele Cutler, and following the implementation from scikit-learn.
This feature importance is calculated as follows:
- importance(feature j) = sum (over nodes which split on feature j) of the gain,
where gain is scaled by the number of instances passing through node
- Normalize importances for tree to sum to 1.
.. note:: Feature importance for single decision trees can have high variance due to
correlated predictor variables. Consider using a :py:class:`RandomForestRegressor`
to determine feature importance instead.
"""
return self._call_java("featureImportances")
@inherit_doc
[docs]class RandomForestRegressor(JavaEstimator, HasFeaturesCol, HasLabelCol, HasPredictionCol, HasSeed,
RandomForestParams, TreeRegressorParams, HasCheckpointInterval,
JavaMLWritable, JavaMLReadable):
"""
`Random Forest <http://en.wikipedia.org/wiki/Random_forest>`_
learning algorithm for regression.
It supports both continuous and categorical features.
>>> from numpy import allclose
>>> from pyspark.ml.linalg import Vectors
>>> df = spark.createDataFrame([
... (1.0, Vectors.dense(1.0)),
... (0.0, Vectors.sparse(1, [], []))], ["label", "features"])
>>> rf = RandomForestRegressor(numTrees=2, maxDepth=2, seed=42)
>>> model = rf.fit(df)
>>> model.featureImportances
SparseVector(1, {0: 1.0})
>>> allclose(model.treeWeights, [1.0, 1.0])
True
>>> test0 = spark.createDataFrame([(Vectors.dense(-1.0),)], ["features"])
>>> model.transform(test0).head().prediction
0.0
>>> model.numFeatures
1
>>> model.trees
[DecisionTreeRegressionModel (uid=...) of depth..., DecisionTreeRegressionModel...]
>>> model.getNumTrees
2
>>> test1 = spark.createDataFrame([(Vectors.sparse(1, [0], [1.0]),)], ["features"])
>>> model.transform(test1).head().prediction
0.5
>>> rfr_path = temp_path + "/rfr"
>>> rf.save(rfr_path)
>>> rf2 = RandomForestRegressor.load(rfr_path)
>>> rf2.getNumTrees()
2
>>> model_path = temp_path + "/rfr_model"
>>> model.save(model_path)
>>> model2 = RandomForestRegressionModel.load(model_path)
>>> model.featureImportances == model2.featureImportances
True
.. versionadded:: 1.4.0
"""
@keyword_only
def __init__(self, featuresCol="features", labelCol="label", predictionCol="prediction",
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0,
maxMemoryInMB=256, cacheNodeIds=False, checkpointInterval=10,
impurity="variance", subsamplingRate=1.0, seed=None, numTrees=20,
featureSubsetStrategy="auto"):
"""
__init__(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0, \
maxMemoryInMB=256, cacheNodeIds=False, checkpointInterval=10, \
impurity="variance", subsamplingRate=1.0, seed=None, numTrees=20, \
featureSubsetStrategy="auto")
"""
super(RandomForestRegressor, self).__init__()
self._java_obj = self._new_java_obj(
"org.apache.spark.ml.regression.RandomForestRegressor", self.uid)
self._setDefault(maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0,
maxMemoryInMB=256, cacheNodeIds=False, checkpointInterval=10,
impurity="variance", subsamplingRate=1.0, numTrees=20,
featureSubsetStrategy="auto")
kwargs = self._input_kwargs
self.setParams(**kwargs)
@keyword_only
@since("1.4.0")
[docs] def setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction",
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0,
maxMemoryInMB=256, cacheNodeIds=False, checkpointInterval=10,
impurity="variance", subsamplingRate=1.0, seed=None, numTrees=20,
featureSubsetStrategy="auto"):
"""
setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0, \
maxMemoryInMB=256, cacheNodeIds=False, checkpointInterval=10, \
impurity="variance", subsamplingRate=1.0, seed=None, numTrees=20, \
featureSubsetStrategy="auto")
Sets params for linear regression.
"""
kwargs = self._input_kwargs
return self._set(**kwargs)
def _create_model(self, java_model):
return RandomForestRegressionModel(java_model)
[docs]class RandomForestRegressionModel(TreeEnsembleModel, JavaPredictionModel, JavaMLWritable,
JavaMLReadable):
"""
Model fitted by :class:`RandomForestRegressor`.
.. versionadded:: 1.4.0
"""
@property
@since("2.0.0")
[docs] def trees(self):
"""Trees in this ensemble. Warning: These have null parent Estimators."""
return [DecisionTreeRegressionModel(m) for m in list(self._call_java("trees"))]
@property
@since("2.0.0")
[docs] def featureImportances(self):
"""
Estimate of the importance of each feature.
Each feature's importance is the average of its importance across all trees in the ensemble
The importance vector is normalized to sum to 1. This method is suggested by Hastie et al.
(Hastie, Tibshirani, Friedman. "The Elements of Statistical Learning, 2nd Edition." 2001.)
and follows the implementation from scikit-learn.
.. seealso:: :py:attr:`DecisionTreeRegressionModel.featureImportances`
"""
return self._call_java("featureImportances")
@inherit_doc
[docs]class GBTRegressor(JavaEstimator, HasFeaturesCol, HasLabelCol, HasPredictionCol, HasMaxIter,
GBTParams, HasCheckpointInterval, HasStepSize, HasSeed, JavaMLWritable,
JavaMLReadable, TreeRegressorParams):
"""
`Gradient-Boosted Trees (GBTs) <http://en.wikipedia.org/wiki/Gradient_boosting>`_
learning algorithm for regression.
It supports both continuous and categorical features.
>>> from numpy import allclose
>>> from pyspark.ml.linalg import Vectors
>>> df = spark.createDataFrame([
... (1.0, Vectors.dense(1.0)),
... (0.0, Vectors.sparse(1, [], []))], ["label", "features"])
>>> gbt = GBTRegressor(maxIter=5, maxDepth=2, seed=42)
>>> print(gbt.getImpurity())
variance
>>> model = gbt.fit(df)
>>> model.featureImportances
SparseVector(1, {0: 1.0})
>>> model.numFeatures
1
>>> allclose(model.treeWeights, [1.0, 0.1, 0.1, 0.1, 0.1])
True
>>> test0 = spark.createDataFrame([(Vectors.dense(-1.0),)], ["features"])
>>> model.transform(test0).head().prediction
0.0
>>> test1 = spark.createDataFrame([(Vectors.sparse(1, [0], [1.0]),)], ["features"])
>>> model.transform(test1).head().prediction
1.0
>>> gbtr_path = temp_path + "gbtr"
>>> gbt.save(gbtr_path)
>>> gbt2 = GBTRegressor.load(gbtr_path)
>>> gbt2.getMaxDepth()
2
>>> model_path = temp_path + "gbtr_model"
>>> model.save(model_path)
>>> model2 = GBTRegressionModel.load(model_path)
>>> model.featureImportances == model2.featureImportances
True
>>> model.treeWeights == model2.treeWeights
True
>>> model.trees
[DecisionTreeRegressionModel (uid=...) of depth..., DecisionTreeRegressionModel...]
.. versionadded:: 1.4.0
"""
lossType = Param(Params._dummy(), "lossType",
"Loss function which GBT tries to minimize (case-insensitive). " +
"Supported options: " + ", ".join(GBTParams.supportedLossTypes),
typeConverter=TypeConverters.toString)
@keyword_only
def __init__(self, featuresCol="features", labelCol="label", predictionCol="prediction",
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0,
maxMemoryInMB=256, cacheNodeIds=False, subsamplingRate=1.0,
checkpointInterval=10, lossType="squared", maxIter=20, stepSize=0.1, seed=None,
impurity="variance"):
"""
__init__(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0, \
maxMemoryInMB=256, cacheNodeIds=False, subsamplingRate=1.0, \
checkpointInterval=10, lossType="squared", maxIter=20, stepSize=0.1, seed=None, \
impurity="variance")
"""
super(GBTRegressor, self).__init__()
self._java_obj = self._new_java_obj("org.apache.spark.ml.regression.GBTRegressor", self.uid)
self._setDefault(maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0,
maxMemoryInMB=256, cacheNodeIds=False, subsamplingRate=1.0,
checkpointInterval=10, lossType="squared", maxIter=20, stepSize=0.1,
impurity="variance")
kwargs = self._input_kwargs
self.setParams(**kwargs)
@keyword_only
@since("1.4.0")
[docs] def setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction",
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0,
maxMemoryInMB=256, cacheNodeIds=False, subsamplingRate=1.0,
checkpointInterval=10, lossType="squared", maxIter=20, stepSize=0.1, seed=None,
impuriy="variance"):
"""
setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
maxDepth=5, maxBins=32, minInstancesPerNode=1, minInfoGain=0.0, \
maxMemoryInMB=256, cacheNodeIds=False, subsamplingRate=1.0, \
checkpointInterval=10, lossType="squared", maxIter=20, stepSize=0.1, seed=None, \
impurity="variance")
Sets params for Gradient Boosted Tree Regression.
"""
kwargs = self._input_kwargs
return self._set(**kwargs)
def _create_model(self, java_model):
return GBTRegressionModel(java_model)
@since("1.4.0")
[docs] def setLossType(self, value):
"""
Sets the value of :py:attr:`lossType`.
"""
return self._set(lossType=value)
@since("1.4.0")
[docs] def getLossType(self):
"""
Gets the value of lossType or its default value.
"""
return self.getOrDefault(self.lossType)
[docs]class GBTRegressionModel(TreeEnsembleModel, JavaPredictionModel, JavaMLWritable, JavaMLReadable):
"""
Model fitted by :class:`GBTRegressor`.
.. versionadded:: 1.4.0
"""
@property
@since("2.0.0")
[docs] def featureImportances(self):
"""
Estimate of the importance of each feature.
Each feature's importance is the average of its importance across all trees in the ensemble
The importance vector is normalized to sum to 1. This method is suggested by Hastie et al.
(Hastie, Tibshirani, Friedman. "The Elements of Statistical Learning, 2nd Edition." 2001.)
and follows the implementation from scikit-learn.
.. seealso:: :py:attr:`DecisionTreeRegressionModel.featureImportances`
"""
return self._call_java("featureImportances")
@property
@since("2.0.0")
[docs] def trees(self):
"""Trees in this ensemble. Warning: These have null parent Estimators."""
return [DecisionTreeRegressionModel(m) for m in list(self._call_java("trees"))]
@inherit_doc
[docs]class AFTSurvivalRegression(JavaEstimator, HasFeaturesCol, HasLabelCol, HasPredictionCol,
HasFitIntercept, HasMaxIter, HasTol, HasAggregationDepth,
JavaMLWritable, JavaMLReadable):
"""
.. note:: Experimental
Accelerated Failure Time (AFT) Model Survival Regression
Fit a parametric AFT survival regression model based on the Weibull distribution
of the survival time.
.. seealso:: `AFT Model <https://en.wikipedia.org/wiki/Accelerated_failure_time_model>`_
>>> from pyspark.ml.linalg import Vectors
>>> df = spark.createDataFrame([
... (1.0, Vectors.dense(1.0), 1.0),
... (0.0, Vectors.sparse(1, [], []), 0.0)], ["label", "features", "censor"])
>>> aftsr = AFTSurvivalRegression()
>>> model = aftsr.fit(df)
>>> model.predict(Vectors.dense(6.3))
1.0
>>> model.predictQuantiles(Vectors.dense(6.3))
DenseVector([0.0101, 0.0513, 0.1054, 0.2877, 0.6931, 1.3863, 2.3026, 2.9957, 4.6052])
>>> model.transform(df).show()
+-----+---------+------+----------+
|label| features|censor|prediction|
+-----+---------+------+----------+
| 1.0| [1.0]| 1.0| 1.0|
| 0.0|(1,[],[])| 0.0| 1.0|
+-----+---------+------+----------+
...
>>> aftsr_path = temp_path + "/aftsr"
>>> aftsr.save(aftsr_path)
>>> aftsr2 = AFTSurvivalRegression.load(aftsr_path)
>>> aftsr2.getMaxIter()
100
>>> model_path = temp_path + "/aftsr_model"
>>> model.save(model_path)
>>> model2 = AFTSurvivalRegressionModel.load(model_path)
>>> model.coefficients == model2.coefficients
True
>>> model.intercept == model2.intercept
True
>>> model.scale == model2.scale
True
.. versionadded:: 1.6.0
"""
censorCol = Param(Params._dummy(), "censorCol",
"censor column name. The value of this column could be 0 or 1. " +
"If the value is 1, it means the event has occurred i.e. " +
"uncensored; otherwise censored.", typeConverter=TypeConverters.toString)
quantileProbabilities = \
Param(Params._dummy(), "quantileProbabilities",
"quantile probabilities array. Values of the quantile probabilities array " +
"should be in the range (0, 1) and the array should be non-empty.",
typeConverter=TypeConverters.toListFloat)
quantilesCol = Param(Params._dummy(), "quantilesCol",
"quantiles column name. This column will output quantiles of " +
"corresponding quantileProbabilities if it is set.",
typeConverter=TypeConverters.toString)
@keyword_only
def __init__(self, featuresCol="features", labelCol="label", predictionCol="prediction",
fitIntercept=True, maxIter=100, tol=1E-6, censorCol="censor",
quantileProbabilities=list([0.01, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.99]),
quantilesCol=None, aggregationDepth=2):
"""
__init__(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
fitIntercept=True, maxIter=100, tol=1E-6, censorCol="censor", \
quantileProbabilities=[0.01, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.99], \
quantilesCol=None, aggregationDepth=2)
"""
super(AFTSurvivalRegression, self).__init__()
self._java_obj = self._new_java_obj(
"org.apache.spark.ml.regression.AFTSurvivalRegression", self.uid)
self._setDefault(censorCol="censor",
quantileProbabilities=[0.01, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.99],
maxIter=100, tol=1E-6)
kwargs = self._input_kwargs
self.setParams(**kwargs)
@keyword_only
@since("1.6.0")
[docs] def setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction",
fitIntercept=True, maxIter=100, tol=1E-6, censorCol="censor",
quantileProbabilities=list([0.01, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.99]),
quantilesCol=None, aggregationDepth=2):
"""
setParams(self, featuresCol="features", labelCol="label", predictionCol="prediction", \
fitIntercept=True, maxIter=100, tol=1E-6, censorCol="censor", \
quantileProbabilities=[0.01, 0.05, 0.1, 0.25, 0.5, 0.75, 0.9, 0.95, 0.99], \
quantilesCol=None, aggregationDepth=2):
"""
kwargs = self._input_kwargs
return self._set(**kwargs)
def _create_model(self, java_model):
return AFTSurvivalRegressionModel(java_model)
@since("1.6.0")
[docs] def setCensorCol(self, value):
"""
Sets the value of :py:attr:`censorCol`.
"""
return self._set(censorCol=value)
@since("1.6.0")
[docs] def getCensorCol(self):
"""
Gets the value of censorCol or its default value.
"""
return self.getOrDefault(self.censorCol)
@since("1.6.0")
[docs] def setQuantileProbabilities(self, value):
"""
Sets the value of :py:attr:`quantileProbabilities`.
"""
return self._set(quantileProbabilities=value)
@since("1.6.0")
[docs] def getQuantileProbabilities(self):
"""
Gets the value of quantileProbabilities or its default value.
"""
return self.getOrDefault(self.quantileProbabilities)
@since("1.6.0")
[docs] def setQuantilesCol(self, value):
"""
Sets the value of :py:attr:`quantilesCol`.
"""
return self._set(quantilesCol=value)
@since("1.6.0")
[docs] def getQuantilesCol(self):
"""
Gets the value of quantilesCol or its default value.
"""
return self.getOrDefault(self.quantilesCol)
[docs]class AFTSurvivalRegressionModel(JavaModel, JavaMLWritable, JavaMLReadable):
"""
.. note:: Experimental
Model fitted by :class:`AFTSurvivalRegression`.
.. versionadded:: 1.6.0
"""
@property
@since("2.0.0")
@property
@since("1.6.0")
@property
@since("1.6.0")
@since("2.0.0")
[docs] def predictQuantiles(self, features):
"""
Predicted Quantiles
"""
return self._call_java("predictQuantiles", features)
@since("2.0.0")
[docs] def predict(self, features):
"""
Predicted value
"""
return self._call_java("predict", features)
@inherit_doc
[docs]class GeneralizedLinearRegression(JavaEstimator, HasLabelCol, HasFeaturesCol, HasPredictionCol,
HasFitIntercept, HasMaxIter, HasTol, HasRegParam, HasWeightCol,
HasSolver, JavaMLWritable, JavaMLReadable):
"""
.. note:: Experimental
Generalized Linear Regression.
Fit a Generalized Linear Model specified by giving a symbolic description of the linear
predictor (link function) and a description of the error distribution (family). It supports
"gaussian", "binomial", "poisson", "gamma" and "tweedie" as family. Valid link functions for
each family is listed below. The first link function of each family is the default one.
* "gaussian" -> "identity", "log", "inverse"
* "binomial" -> "logit", "probit", "cloglog"
* "poisson" -> "log", "identity", "sqrt"
* "gamma" -> "inverse", "identity", "log"
* "tweedie" -> power link function specified through "linkPower". \
The default link power in the tweedie family is 1 - variancePower.
.. seealso:: `GLM <https://en.wikipedia.org/wiki/Generalized_linear_model>`_
>>> from pyspark.ml.linalg import Vectors
>>> df = spark.createDataFrame([
... (1.0, Vectors.dense(0.0, 0.0)),
... (1.0, Vectors.dense(1.0, 2.0)),
... (2.0, Vectors.dense(0.0, 0.0)),
... (2.0, Vectors.dense(1.0, 1.0)),], ["label", "features"])
>>> glr = GeneralizedLinearRegression(family="gaussian", link="identity", linkPredictionCol="p")
>>> model = glr.fit(df)
>>> transformed = model.transform(df)
>>> abs(transformed.head().prediction - 1.5) < 0.001
True
>>> abs(transformed.head().p - 1.5) < 0.001
True
>>> model.coefficients
DenseVector([1.5..., -1.0...])
>>> model.numFeatures
2
>>> abs(model.intercept - 1.5) < 0.001
True
>>> glr_path = temp_path + "/glr"
>>> glr.save(glr_path)
>>> glr2 = GeneralizedLinearRegression.load(glr_path)
>>> glr.getFamily() == glr2.getFamily()
True
>>> model_path = temp_path + "/glr_model"
>>> model.save(model_path)
>>> model2 = GeneralizedLinearRegressionModel.load(model_path)
>>> model.intercept == model2.intercept
True
>>> model.coefficients[0] == model2.coefficients[0]
True
.. versionadded:: 2.0.0
"""
family = Param(Params._dummy(), "family", "The name of family which is a description of " +
"the error distribution to be used in the model. Supported options: " +
"gaussian (default), binomial, poisson, gamma and tweedie.",
typeConverter=TypeConverters.toString)
link = Param(Params._dummy(), "link", "The name of link function which provides the " +
"relationship between the linear predictor and the mean of the distribution " +
"function. Supported options: identity, log, inverse, logit, probit, cloglog " +
"and sqrt.", typeConverter=TypeConverters.toString)
linkPredictionCol = Param(Params._dummy(), "linkPredictionCol", "link prediction (linear " +
"predictor) column name", typeConverter=TypeConverters.toString)
variancePower = Param(Params._dummy(), "variancePower", "The power in the variance function " +
"of the Tweedie distribution which characterizes the relationship " +
"between the variance and mean of the distribution. Only applicable " +
"for the Tweedie family. Supported values: 0 and [1, Inf).",
typeConverter=TypeConverters.toFloat)
linkPower = Param(Params._dummy(), "linkPower", "The index in the power link function. " +
"Only applicable to the Tweedie family.",
typeConverter=TypeConverters.toFloat)
@keyword_only
def __init__(self, labelCol="label", featuresCol="features", predictionCol="prediction",
family="gaussian", link=None, fitIntercept=True, maxIter=25, tol=1e-6,
regParam=0.0, weightCol=None, solver="irls", linkPredictionCol=None,
variancePower=0.0, linkPower=None):
"""
__init__(self, labelCol="label", featuresCol="features", predictionCol="prediction", \
family="gaussian", link=None, fitIntercept=True, maxIter=25, tol=1e-6, \
regParam=0.0, weightCol=None, solver="irls", linkPredictionCol=None, \
variancePower=0.0, linkPower=None)
"""
super(GeneralizedLinearRegression, self).__init__()
self._java_obj = self._new_java_obj(
"org.apache.spark.ml.regression.GeneralizedLinearRegression", self.uid)
self._setDefault(family="gaussian", maxIter=25, tol=1e-6, regParam=0.0, solver="irls",
variancePower=0.0)
kwargs = self._input_kwargs
self.setParams(**kwargs)
@keyword_only
@since("2.0.0")
[docs] def setParams(self, labelCol="label", featuresCol="features", predictionCol="prediction",
family="gaussian", link=None, fitIntercept=True, maxIter=25, tol=1e-6,
regParam=0.0, weightCol=None, solver="irls", linkPredictionCol=None,
variancePower=0.0, linkPower=None):
"""
setParams(self, labelCol="label", featuresCol="features", predictionCol="prediction", \
family="gaussian", link=None, fitIntercept=True, maxIter=25, tol=1e-6, \
regParam=0.0, weightCol=None, solver="irls", linkPredictionCol=None, \
variancePower=0.0, linkPower=None)
Sets params for generalized linear regression.
"""
kwargs = self._input_kwargs
return self._set(**kwargs)
def _create_model(self, java_model):
return GeneralizedLinearRegressionModel(java_model)
@since("2.0.0")
[docs] def setFamily(self, value):
"""
Sets the value of :py:attr:`family`.
"""
return self._set(family=value)
@since("2.0.0")
[docs] def getFamily(self):
"""
Gets the value of family or its default value.
"""
return self.getOrDefault(self.family)
@since("2.0.0")
[docs] def setLinkPredictionCol(self, value):
"""
Sets the value of :py:attr:`linkPredictionCol`.
"""
return self._set(linkPredictionCol=value)
@since("2.0.0")
[docs] def getLinkPredictionCol(self):
"""
Gets the value of linkPredictionCol or its default value.
"""
return self.getOrDefault(self.linkPredictionCol)
@since("2.0.0")
[docs] def setLink(self, value):
"""
Sets the value of :py:attr:`link`.
"""
return self._set(link=value)
@since("2.0.0")
[docs] def getLink(self):
"""
Gets the value of link or its default value.
"""
return self.getOrDefault(self.link)
@since("2.2.0")
[docs] def setVariancePower(self, value):
"""
Sets the value of :py:attr:`variancePower`.
"""
return self._set(variancePower=value)
@since("2.2.0")
[docs] def getVariancePower(self):
"""
Gets the value of variancePower or its default value.
"""
return self.getOrDefault(self.variancePower)
@since("2.2.0")
[docs] def setLinkPower(self, value):
"""
Sets the value of :py:attr:`linkPower`.
"""
return self._set(linkPower=value)
@since("2.2.0")
[docs] def getLinkPower(self):
"""
Gets the value of linkPower or its default value.
"""
return self.getOrDefault(self.linkPower)
[docs]class GeneralizedLinearRegressionModel(JavaModel, JavaPredictionModel, JavaMLWritable,
JavaMLReadable):
"""
.. note:: Experimental
Model fitted by :class:`GeneralizedLinearRegression`.
.. versionadded:: 2.0.0
"""
@property
@since("2.0.0")
@property
@since("2.0.0")
@property
@since("2.0.0")
[docs] def summary(self):
"""
Gets summary (e.g. residuals, deviance, pValues) of model on
training set. An exception is thrown if
`trainingSummary is None`.
"""
if self.hasSummary:
java_glrt_summary = self._call_java("summary")
return GeneralizedLinearRegressionTrainingSummary(java_glrt_summary)
else:
raise RuntimeError("No training summary available for this %s" %
self.__class__.__name__)
@property
@since("2.0.0")
[docs] def hasSummary(self):
"""
Indicates whether a training summary exists for this model
instance.
"""
return self._call_java("hasSummary")
@since("2.0.0")
[docs] def evaluate(self, dataset):
"""
Evaluates the model on a test dataset.
:param dataset:
Test dataset to evaluate model on, where dataset is an
instance of :py:class:`pyspark.sql.DataFrame`
"""
if not isinstance(dataset, DataFrame):
raise ValueError("dataset must be a DataFrame but got %s." % type(dataset))
java_glr_summary = self._call_java("evaluate", dataset)
return GeneralizedLinearRegressionSummary(java_glr_summary)
[docs]class GeneralizedLinearRegressionSummary(JavaWrapper):
"""
.. note:: Experimental
Generalized linear regression results evaluated on a dataset.
.. versionadded:: 2.0.0
"""
@property
@since("2.0.0")
[docs] def predictions(self):
"""
Predictions output by the model's `transform` method.
"""
return self._call_java("predictions")
@property
@since("2.0.0")
[docs] def predictionCol(self):
"""
Field in :py:attr:`predictions` which gives the predicted value of each instance.
This is set to a new column name if the original model's `predictionCol` is not set.
"""
return self._call_java("predictionCol")
@property
@since("2.2.0")
[docs] def numInstances(self):
"""
Number of instances in DataFrame predictions.
"""
return self._call_java("numInstances")
@property
@since("2.0.0")
[docs] def rank(self):
"""
The numeric rank of the fitted linear model.
"""
return self._call_java("rank")
@property
@since("2.0.0")
[docs] def degreesOfFreedom(self):
"""
Degrees of freedom.
"""
return self._call_java("degreesOfFreedom")
@property
@since("2.0.0")
[docs] def residualDegreeOfFreedom(self):
"""
The residual degrees of freedom.
"""
return self._call_java("residualDegreeOfFreedom")
@property
@since("2.0.0")
[docs] def residualDegreeOfFreedomNull(self):
"""
The residual degrees of freedom for the null model.
"""
return self._call_java("residualDegreeOfFreedomNull")
@since("2.0.0")
[docs] def residuals(self, residualsType="deviance"):
"""
Get the residuals of the fitted model by type.
:param residualsType: The type of residuals which should be returned.
Supported options: deviance (default), pearson, working, and response.
"""
return self._call_java("residuals", residualsType)
@property
@since("2.0.0")
[docs] def nullDeviance(self):
"""
The deviance for the null model.
"""
return self._call_java("nullDeviance")
@property
@since("2.0.0")
[docs] def deviance(self):
"""
The deviance for the fitted model.
"""
return self._call_java("deviance")
@property
@since("2.0.0")
[docs] def dispersion(self):
"""
The dispersion of the fitted model.
It is taken as 1.0 for the "binomial" and "poisson" families, and otherwise
estimated by the residual Pearson's Chi-Squared statistic (which is defined as
sum of the squares of the Pearson residuals) divided by the residual degrees of freedom.
"""
return self._call_java("dispersion")
@property
@since("2.0.0")
[docs] def aic(self):
"""
Akaike's "An Information Criterion"(AIC) for the fitted model.
"""
return self._call_java("aic")
@inherit_doc
[docs]class GeneralizedLinearRegressionTrainingSummary(GeneralizedLinearRegressionSummary):
"""
.. note:: Experimental
Generalized linear regression training results.
.. versionadded:: 2.0.0
"""
@property
@since("2.0.0")
[docs] def numIterations(self):
"""
Number of training iterations.
"""
return self._call_java("numIterations")
@property
@since("2.0.0")
[docs] def solver(self):
"""
The numeric solver used for training.
"""
return self._call_java("solver")
@property
@since("2.0.0")
[docs] def coefficientStandardErrors(self):
"""
Standard error of estimated coefficients and intercept.
If :py:attr:`GeneralizedLinearRegression.fitIntercept` is set to True,
then the last element returned corresponds to the intercept.
"""
return self._call_java("coefficientStandardErrors")
@property
@since("2.0.0")
[docs] def tValues(self):
"""
T-statistic of estimated coefficients and intercept.
If :py:attr:`GeneralizedLinearRegression.fitIntercept` is set to True,
then the last element returned corresponds to the intercept.
"""
return self._call_java("tValues")
@property
@since("2.0.0")
[docs] def pValues(self):
"""
Two-sided p-value of estimated coefficients and intercept.
If :py:attr:`GeneralizedLinearRegression.fitIntercept` is set to True,
then the last element returned corresponds to the intercept.
"""
return self._call_java("pValues")
if __name__ == "__main__":
import doctest
import pyspark.ml.regression
from pyspark.sql import SparkSession
globs = pyspark.ml.regression.__dict__.copy()
# The small batch size here ensures that we see multiple batches,
# even in these small test examples:
spark = SparkSession.builder\
.master("local[2]")\
.appName("ml.regression tests")\
.getOrCreate()
sc = spark.sparkContext
globs['sc'] = sc
globs['spark'] = spark
import tempfile
temp_path = tempfile.mkdtemp()
globs['temp_path'] = temp_path
try:
(failure_count, test_count) = doctest.testmod(globs=globs, optionflags=doctest.ELLIPSIS)
spark.stop()
finally:
from shutil import rmtree
try:
rmtree(temp_path)
except OSError:
pass
if failure_count:
exit(-1)
