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mllib/src/main/scala/org/apache/spark/mllib/MLContext.scala
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mllib/src/main/scala/org/apache/spark/mllib/util/MLUtils.scala
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/* | ||
* 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. | ||
*/ | ||
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package org.apache.spark.mllib.util | ||
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import org.apache.spark.SparkContext | ||
import org.apache.spark.rdd.RDD | ||
import org.apache.spark.SparkContext._ | ||
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import org.jblas.DoubleMatrix | ||
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import org.apache.spark.mllib.regression.LabeledPoint | ||
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import breeze.linalg.{Vector => BV, SparseVector => BSV, squaredDistance => breezeSquaredDistance} | ||
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/** | ||
* Helper methods to load, save and pre-process data used in ML Lib. | ||
*/ | ||
object MLUtils { | ||
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private[util] lazy val EPSILON = { | ||
var eps = 1.0 | ||
while ((1.0 + (eps / 2.0)) != 1.0) { | ||
eps /= 2.0 | ||
} | ||
eps | ||
} | ||
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/** | ||
* Load labeled data from a file. The data format used here is | ||
* <L>, <f1> <f2> ... | ||
* where <f1>, <f2> are feature values in Double and <L> is the corresponding label as Double. | ||
* | ||
* @param sc SparkContext | ||
* @param dir Directory to the input data files. | ||
* @return An RDD of LabeledPoint. Each labeled point has two elements: the first element is | ||
* the label, and the second element represents the feature values (an array of Double). | ||
*/ | ||
def loadLabeledData(sc: SparkContext, dir: String): RDD[LabeledPoint] = { | ||
sc.textFile(dir).map { line => | ||
val parts = line.split(',') | ||
val label = parts(0).toDouble | ||
val features = parts(1).trim().split(' ').map(_.toDouble) | ||
LabeledPoint(label, features) | ||
} | ||
} | ||
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/** | ||
* Save labeled data to a file. The data format used here is | ||
* <L>, <f1> <f2> ... | ||
* where <f1>, <f2> are feature values in Double and <L> is the corresponding label as Double. | ||
* | ||
* @param data An RDD of LabeledPoints containing data to be saved. | ||
* @param dir Directory to save the data. | ||
*/ | ||
def saveLabeledData(data: RDD[LabeledPoint], dir: String) { | ||
val dataStr = data.map(x => x.label + "," + x.features.mkString(" ")) | ||
dataStr.saveAsTextFile(dir) | ||
} | ||
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/** | ||
* Utility function to compute mean and standard deviation on a given dataset. | ||
* | ||
* @param data - input data set whose statistics are computed | ||
* @param nfeatures - number of features | ||
* @param nexamples - number of examples in input dataset | ||
* | ||
* @return (yMean, xColMean, xColSd) - Tuple consisting of | ||
* yMean - mean of the labels | ||
* xColMean - Row vector with mean for every column (or feature) of the input data | ||
* xColSd - Row vector standard deviation for every column (or feature) of the input data. | ||
*/ | ||
def computeStats(data: RDD[LabeledPoint], nfeatures: Int, nexamples: Long): | ||
(Double, DoubleMatrix, DoubleMatrix) = { | ||
val yMean: Double = data.map { labeledPoint => labeledPoint.label }.reduce(_ + _) / nexamples | ||
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// NOTE: We shuffle X by column here to compute column sum and sum of squares. | ||
val xColSumSq: RDD[(Int, (Double, Double))] = data.flatMap { labeledPoint => | ||
val nCols = labeledPoint.features.length | ||
// Traverse over every column and emit (col, value, value^2) | ||
Iterator.tabulate(nCols) { i => | ||
(i, (labeledPoint.features(i), labeledPoint.features(i)*labeledPoint.features(i))) | ||
} | ||
}.reduceByKey { case(x1, x2) => | ||
(x1._1 + x2._1, x1._2 + x2._2) | ||
} | ||
val xColSumsMap = xColSumSq.collectAsMap() | ||
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val xColMean = DoubleMatrix.zeros(nfeatures, 1) | ||
val xColSd = DoubleMatrix.zeros(nfeatures, 1) | ||
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// Compute mean and unbiased variance using column sums | ||
var col = 0 | ||
while (col < nfeatures) { | ||
xColMean.put(col, xColSumsMap(col)._1 / nexamples) | ||
val variance = | ||
(xColSumsMap(col)._2 - (math.pow(xColSumsMap(col)._1, 2) / nexamples)) / nexamples | ||
xColSd.put(col, math.sqrt(variance)) | ||
col += 1 | ||
} | ||
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(yMean, xColMean, xColSd) | ||
} | ||
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/** | ||
* Returns the squared Euclidean distance between two vectors. The following formula will be used | ||
* if it does not introduce too much numerical error: | ||
* <pre> | ||
* \|a - b\|_2^2 = \|a\|_2^2 + \|b\|_2^2 - 2 a^T b. | ||
* </pre> | ||
* When both vector norms are given, this is faster than computing the squared distance directly, | ||
* especially when one of the vectors is a sparse vector. | ||
* | ||
* @param v1 the first vector | ||
* @param norm1 the norm of the first vector, non-negative | ||
* @param v2 the second vector | ||
* @param norm2 the norm of the second vector, non-negative | ||
* @param precision desired relative precision for the squared distance | ||
* @return squared distance between v1 and v2 within the specified precision | ||
*/ | ||
private[mllib] def fastSquaredDistance( | ||
v1: BV[Double], | ||
norm1: Double, | ||
v2: BV[Double], | ||
norm2: Double, | ||
precision: Double = 1e-6): Double = { | ||
val n = v1.size | ||
require(v2.size == n) | ||
require(norm1 >= 0.0 && norm2 >= 0.0) | ||
val sumSquaredNorm = norm1 * norm1 + norm2 * norm2 | ||
val normDiff = norm1 - norm2 | ||
var sqDist = 0.0 | ||
val precisionBound1 = 2.0 * EPSILON * sumSquaredNorm / (normDiff * normDiff + EPSILON) | ||
if (precisionBound1 < precision) { | ||
sqDist = sumSquaredNorm - 2.0 * v1.dot(v2) | ||
} else if (v1.isInstanceOf[BSV[Double]] || v2.isInstanceOf[BSV[Double]]) { | ||
val dot = v1.dot(v2) | ||
sqDist = math.max(sumSquaredNorm - 2.0 * dot, 0.0) | ||
val precisionBound2 = EPSILON * (sumSquaredNorm + 2.0 * math.abs(dot)) / (sqDist + EPSILON) | ||
if (precisionBound2 > precision) { | ||
sqDist = breezeSquaredDistance(v1, v2) | ||
} | ||
} else { | ||
sqDist = breezeSquaredDistance(v1, v2) | ||
} | ||
sqDist | ||
} | ||
} |