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

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)
           })
 

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", {

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)

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 {