[SPARK-15608][ML][EXAMPLES][DOC] add examples and documents of ml.iso…

…tonic regression ## What changes were proposed in this pull request? add ml doc for ml isotonic regression add scala example for ml isotonic regression add java example for ml isotonic regression add python example for ml isotonic regression modify scala example for mllib isotonic regression modify java example for mllib isotonic regression modify python example for mllib isotonic regression add data/mllib/sample_isotonic_regression_libsvm_data.txt delete data/mllib/sample_isotonic_regression_data.txt ## How was this patch tested? N/A Author: WeichenXu <[email protected]> Closes #13381 from WeichenXu123/add_isotonic_regression_doc. (cherry picked from commit 9040d83) Signed-off-by: Yanbo Liang <[email protected]>
apache · Jun 17, 2016 · 68e7a25 · 68e7a25
1 parent b3678eb
commit 68e7a25
Show file tree

Hide file tree

Showing 9 changed files with 373 additions and 114 deletions.
diff --git a/data/mllib/sample_isotonic_regression_data.txt b/data/mllib/sample_isotonic_regression_data.txt
diff --git a/data/mllib/sample_isotonic_regression_libsvm_data.txt b/data/mllib/sample_isotonic_regression_libsvm_data.txt
@@ -0,0 +1,100 @@
+0.24579296 1:0.01
+0.28505864 1:0.02
+0.31208567 1:0.03
+0.35900051 1:0.04
+0.35747068 1:0.05
+0.16675166 1:0.06
+0.17491076 1:0.07
+0.04181540 1:0.08
+0.04793473 1:0.09
+0.03926568 1:0.10
+0.12952575 1:0.11
+0.00000000 1:0.12
+0.01376849 1:0.13
+0.13105558 1:0.14
+0.08873024 1:0.15
+0.12595614 1:0.16
+0.15247323 1:0.17
+0.25956145 1:0.18
+0.20040796 1:0.19
+0.19581846 1:0.20
+0.15757267 1:0.21
+0.13717491 1:0.22
+0.19020908 1:0.23
+0.19581846 1:0.24
+0.20091790 1:0.25
+0.16879143 1:0.26
+0.18510964 1:0.27
+0.20040796 1:0.28
+0.29576747 1:0.29
+0.43396226 1:0.30
+0.53391127 1:0.31
+0.52116267 1:0.32
+0.48546660 1:0.33
+0.49209587 1:0.34
+0.54156043 1:0.35
+0.59765426 1:0.36
+0.56144824 1:0.37
+0.58592555 1:0.38
+0.52983172 1:0.39
+0.50178480 1:0.40
+0.52626211 1:0.41
+0.58286588 1:0.42
+0.64660887 1:0.43
+0.68077511 1:0.44
+0.74298827 1:0.45
+0.64864865 1:0.46
+0.67261601 1:0.47
+0.65782764 1:0.48
+0.69811321 1:0.49
+0.63029067 1:0.50
+0.61601224 1:0.51
+0.63233044 1:0.52
+0.65323814 1:0.53
+0.65323814 1:0.54
+0.67363590 1:0.55
+0.67006629 1:0.56
+0.51555329 1:0.57
+0.50892402 1:0.58
+0.33299337 1:0.59
+0.36206017 1:0.60
+0.43090260 1:0.61
+0.45996940 1:0.62
+0.56348802 1:0.63
+0.54920959 1:0.64
+0.48393677 1:0.65
+0.48495665 1:0.66
+0.46965834 1:0.67
+0.45181030 1:0.68
+0.45843957 1:0.69
+0.47118817 1:0.70
+0.51555329 1:0.71
+0.58031617 1:0.72
+0.55481897 1:0.73
+0.56297807 1:0.74
+0.56603774 1:0.75
+0.57929628 1:0.76
+0.64762876 1:0.77
+0.66241713 1:0.78
+0.69301377 1:0.79
+0.65119837 1:0.80
+0.68332483 1:0.81
+0.66598674 1:0.82
+0.73890872 1:0.83
+0.73992861 1:0.84
+0.84242733 1:0.85
+0.91330954 1:0.86
+0.88016318 1:0.87
+0.90719021 1:0.88
+0.93115757 1:0.89
+0.93115757 1:0.90
+0.91942886 1:0.91
+0.92911780 1:0.92
+0.95665477 1:0.93
+0.95002550 1:0.94
+0.96940337 1:0.95
+1.00000000 1:0.96
+0.89801122 1:0.97
+0.90311066 1:0.98
+0.90362060 1:0.99
+0.83477817 1:1.0
diff --git a/docs/ml-classification-regression.md b/docs/ml-classification-regression.md
@@ -691,6 +691,76 @@ The implementation matches the result from R's survival function
 </div>
 
 
+## Isotonic regression
+[Isotonic regression](http://en.wikipedia.org/wiki/Isotonic_regression)
+belongs to the family of regression algorithms. Formally isotonic regression is a problem where
+given a finite set of real numbers `$Y = {y_1, y_2, ..., y_n}$` representing observed responses
+and `$X = {x_1, x_2, ..., x_n}$` the unknown response values to be fitted
+finding a function that minimises
+
+`\begin{equation}
+  f(x) = \sum_{i=1}^n w_i (y_i - x_i)^2
+\end{equation}`
+
+with respect to complete order subject to
+`$x_1\le x_2\le ...\le x_n$` where `$w_i$` are positive weights.
+The resulting function is called isotonic regression and it is unique.
+It can be viewed as least squares problem under order restriction.
+Essentially isotonic regression is a
+[monotonic function](http://en.wikipedia.org/wiki/Monotonic_function)
+best fitting the original data points.
+
+We implement a
+[pool adjacent violators algorithm](http://doi.org/10.1198/TECH.2010.10111)
+which uses an approach to
+[parallelizing isotonic regression](http://doi.org/10.1007/978-3-642-99789-1_10).
+The training input is a DataFrame which contains three columns
+label, features and weight. Additionally IsotonicRegression algorithm has one
+optional parameter called $isotonic$ defaulting to true.
+This argument specifies if the isotonic regression is
+isotonic (monotonically increasing) or antitonic (monotonically decreasing).
+
+Training returns an IsotonicRegressionModel that can be used to predict
+labels for both known and unknown features. The result of isotonic regression
+is treated as piecewise linear function. The rules for prediction therefore are:
+
+* If the prediction input exactly matches a training feature
+  then associated prediction is returned. In case there are multiple predictions with the same
+  feature then one of them is returned. Which one is undefined
+  (same as java.util.Arrays.binarySearch).
+* If the prediction input is lower or higher than all training features
+  then prediction with lowest or highest feature is returned respectively.
+  In case there are multiple predictions with the same feature
+  then the lowest or highest is returned respectively.
+* If the prediction input falls between two training features then prediction is treated
+  as piecewise linear function and interpolated value is calculated from the
+  predictions of the two closest features. In case there are multiple values
+  with the same feature then the same rules as in previous point are used.
+
+### Examples
+
+<div class="codetabs">
+<div data-lang="scala" markdown="1">
+
+Refer to the [`IsotonicRegression` Scala docs](api/scala/index.html#org.apache.spark.ml.regression.IsotonicRegression) for details on the API.
+
+{% include_example scala/org/apache/spark/examples/ml/IsotonicRegressionExample.scala %}
+</div>
+<div data-lang="java" markdown="1">
+
+Refer to the [`IsotonicRegression` Java docs](api/java/org/apache/spark/ml/regression/IsotonicRegression.html) for details on the API.
+
+{% include_example java/org/apache/spark/examples/ml/JavaIsotonicRegressionExample.java %}
+</div>
+<div data-lang="python" markdown="1">
+
+Refer to the [`IsotonicRegression` Python docs](api/python/pyspark.ml.html#pyspark.ml.regression.IsotonicRegression) for more details on the API.
+
+{% include_example python/ml/isotonic_regression_example.py %}
+</div>
+</div>
+
+
 
 # Decision trees
 

diff --git a/examples/src/main/java/org/apache/spark/examples/ml/JavaIsotonicRegressionExample.java b/examples/src/main/java/org/apache/spark/examples/ml/JavaIsotonicRegressionExample.java
@@ -0,0 +1,62 @@
+/*
+ * 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.
+ */
+package org.apache.spark.examples.ml;
+
+// $example on$
+
+import org.apache.spark.ml.regression.IsotonicRegression;
+import org.apache.spark.ml.regression.IsotonicRegressionModel;
+import org.apache.spark.sql.Dataset;
+import org.apache.spark.sql.Row;
+// $example off$
+import org.apache.spark.sql.SparkSession;
+
+/**
+ * An example demonstrating IsotonicRegression.
+ * Run with
+ * <pre>
+ * bin/run-example ml.JavaIsotonicRegressionExample
+ * </pre>
+ */
+public class JavaIsotonicRegressionExample {
+
+  public static void main(String[] args) {
+    // Create a SparkSession.
+    SparkSession spark = SparkSession
+      .builder()
+      .appName("JavaIsotonicRegressionExample")
+      .getOrCreate();
+
+    // $example on$
+    // Loads data.
+    Dataset<Row> dataset = spark.read().format("libsvm")
+      .load("data/mllib/sample_isotonic_regression_libsvm_data.txt");
+
+    // Trains an isotonic regression model.
+    IsotonicRegression ir = new IsotonicRegression();
+    IsotonicRegressionModel model = ir.fit(dataset);
+
+    System.out.println("Boundaries in increasing order: " + model.boundaries());
+    System.out.println("Predictions associated with the boundaries: " + model.predictions());
+
+    // Makes predictions.
+    model.transform(dataset).show();
+    // $example off$
+
+    spark.stop();
+  }
+}
diff --git a/examples/src/main/java/org/apache/spark/examples/mllib/JavaIsotonicRegressionExample.java b/examples/src/main/java/org/apache/spark/examples/mllib/JavaIsotonicRegressionExample.java
@@ -17,6 +17,7 @@
 package org.apache.spark.examples.mllib;
 
 // $example on$
+
 import scala.Tuple2;
 import scala.Tuple3;
 import org.apache.spark.api.java.function.Function;
@@ -27,6 +28,8 @@
 import org.apache.spark.api.java.JavaRDD;
 import org.apache.spark.mllib.regression.IsotonicRegression;
 import org.apache.spark.mllib.regression.IsotonicRegressionModel;
+import org.apache.spark.mllib.regression.LabeledPoint;
+import org.apache.spark.mllib.util.MLUtils;
 // $example off$
 import org.apache.spark.SparkConf;
 
@@ -35,27 +38,29 @@ public static void main(String[] args) {
     SparkConf sparkConf = new SparkConf().setAppName("JavaIsotonicRegressionExample");
     JavaSparkContext jsc = new JavaSparkContext(sparkConf);
     // $example on$
-    JavaRDD<String> data = jsc.textFile("data/mllib/sample_isotonic_regression_data.txt");
+    JavaRDD<LabeledPoint> data = MLUtils.loadLibSVMFile(
+      jsc.sc(), "data/mllib/sample_isotonic_regression_libsvm_data.txt").toJavaRDD();
 
     // Create label, feature, weight tuples from input data with weight set to default value 1.0.
     JavaRDD<Tuple3<Double, Double, Double>> parsedData = data.map(
-      new Function<String, Tuple3<Double, Double, Double>>() {
-        public Tuple3<Double, Double, Double> call(String line) {
-          String[] parts = line.split(",");
-          return new Tuple3<>(new Double(parts[0]), new Double(parts[1]), 1.0);
+      new Function<LabeledPoint, Tuple3<Double, Double, Double>>() {
+        public Tuple3<Double, Double, Double> call(LabeledPoint point) {
+          return new Tuple3<>(new Double(point.label()),
+            new Double(point.features().apply(0)), 1.0);
         }
       }
     );
 
     // Split data into training (60%) and test (40%) sets.
     JavaRDD<Tuple3<Double, Double, Double>>[] splits =
-        parsedData.randomSplit(new double[]{0.6, 0.4}, 11L);
+      parsedData.randomSplit(new double[]{0.6, 0.4}, 11L);
     JavaRDD<Tuple3<Double, Double, Double>> training = splits[0];
     JavaRDD<Tuple3<Double, Double, Double>> test = splits[1];
 
     // Create isotonic regression model from training data.
     // Isotonic parameter defaults to true so it is only shown for demonstration
-    final IsotonicRegressionModel model = new IsotonicRegression().setIsotonic(true).run(training);
+    final IsotonicRegressionModel model =
+      new IsotonicRegression().setIsotonic(true).run(training);
 
     // Create tuples of predicted and real labels.
     JavaPairRDD<Double, Double> predictionAndLabel = test.mapToPair(