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[SPARK-11215][ML] Add multiple columns support to StringIndexer #20146

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bb990f1
Add multi-column support to StringIndexer.
viirya Jan 3, 2018
26cc94b
Fix glm test.
viirya Jan 7, 2018
540c364
Merge remote-tracking branch 'upstream/master' into SPARK-11215
viirya Jan 16, 2018
18acbbf
Improve test cases.
viirya Jan 24, 2018
b884fb5
Merge remote-tracking branch 'upstream/master' into SPARK-11215
viirya Jan 27, 2018
76ff7bf
Merge remote-tracking branch 'upstream/master' into SPARK-11215
viirya Apr 19, 2018
50af02e
Change from 2.3 to 2.4.
viirya Apr 19, 2018
c1be2c7
Address comments.
viirya Apr 23, 2018
ed35d87
Address comment.
viirya Apr 23, 2018
a1dcfda
Use SQL Aggregator for counting string labels.
viirya Apr 24, 2018
c168522
Merge remote-tracking branch 'upstream/master' into SPARK-11215
viirya Apr 25, 2018
a6551b0
Drop NA values for both frequency and alphabet order types.
viirya Apr 26, 2018
c003bd3
Merge remote-tracking branch 'upstream/master' into SPARK-11215
viirya Jul 18, 2018
ea3a46b
Merge remote-tracking branch 'upstream/master' into SPARK-11215
viirya Dec 8, 2018
f7102e9
Address comments.
viirya Dec 8, 2018
301fa4c
Update ml document.
viirya Dec 8, 2018
196db63
Address comments.
viirya Dec 21, 2018
cd1eda0
Add a comment.
viirya Dec 21, 2018
7155c63
Merge remote-tracking branch 'upstream/master' into SPARK-11215
viirya Dec 22, 2018
70009a5
Address part of comments.
viirya Dec 22, 2018
3c6ffc7
Fix null and NaN issue.
viirya Dec 22, 2018
b6ad1e4
Add test for loading model prior to Spark 3.0.
viirya Dec 23, 2018
d6fed35
Address comment.
viirya Dec 30, 2018
0137d67
Unpersist if input is not originally cached. Add deprecated info.
viirya Jan 7, 2019
7a5be12
Revert classification doctests change.
viirya Jan 7, 2019
b33556b
Fix style. Revert deprecated methods.
viirya Jan 12, 2019
c3d2522
Merge remote-tracking branch 'upstream/master' into SPARK-11215
viirya Jan 25, 2019
867e001
Address comments.
viirya Jan 25, 2019
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6 changes: 3 additions & 3 deletions R/pkg/tests/fulltests/test_mllib_classification.R
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Expand Up @@ -313,7 +313,7 @@ test_that("spark.mlp", {
# Test predict method

@viirya viirya Jan 4, 2018

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Actually I think we may remove this test Test predict method. Seems to me, with the tol = 0.5, the prediction may not be very meaningful.

mlpTestDF <- df
mlpPredictions <- collect(select(predict(model, mlpTestDF), "prediction"))
expect_equal(head(mlpPredictions$prediction, 6), c("1.0", "0.0", "0.0", "0.0", "0.0", "0.0"))
expect_equal(head(mlpPredictions$prediction, 6), c("0.0", "1.0", "1.0", "1.0", "1.0", "1.0"))

@viirya viirya Jan 4, 2018

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This is due to the change of how we sort string labels with same frequency under the setting of frequencyDesc/Asc.

@viirya viirya Jan 4, 2018

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I checked the predictions. All 0.0 -> 1.0, and all1.0 -> 0.0.


# Test model save/load
if (windows_with_hadoop()) {
Expand Down Expand Up @@ -348,12 +348,12 @@ test_that("spark.mlp", {

# Test random seed
# default seed
model <- spark.mlp(df, label ~ features, layers = c(4, 5, 4, 3), maxIter = 10)
model <- spark.mlp(df, label ~ features, layers = c(4, 5, 4, 3), maxIter = 100)

@viirya viirya Jan 4, 2018

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Seems maxIter = 10 is not stable. I increased to 100 to stabilize the predictions.

@felixcheung felixcheung Jan 4, 2018

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can you check if the run time increases significantly? this is an issue before - see SPARK-21693

@viirya viirya Jan 7, 2018

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> start.time <- Sys.time()
> model <- spark.mlp(df, label ~ features, layers = c(4, 5, 4, 3), maxIter = 10)
> end.time <- Sys.time()
> time.taken <- end.time - start.time
> time.taken
Time difference of 1.780564 secs
> start.time <- Sys.time()
> model <- spark.mlp(df, label ~ features, layers = c(4, 5, 4, 3), maxIter = 100)
> end.time <- Sys.time()
> time.taken <- end.time - start.time
> time.taken
Time difference of 5.728089 secs

@HyukjinKwon HyukjinKwon Jan 7, 2018

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Ahh, @viirya, would you mind if I ask to check it after setting spark.sparkr.use.daemon to false too?

@viirya viirya Jan 7, 2018

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Ran it again with the config:

> sparkR.conf("spark.sparkr.use.daemon")                                                                         
$spark.sparkr.use.daemon
[1] "false"
> start.time <- Sys.time()
> model <- spark.mlp(df, label ~ features, layers = c(4, 5, 4, 3), maxIter = 10)
> end.time <- Sys.time()
> time.taken <- end.time - start.time
> time.taken
Time difference of 1.704288 secs
> start.time <- Sys.time()
> model <- spark.mlp(df, label ~ features, layers = c(4, 5, 4, 3), maxIter = 100)
> end.time <- Sys.time()
> time.taken <- end.time - start.time
> time.taken
Time difference of 5.135418 secs

mlpPredictions <- collect(select(predict(model, mlpTestDF), "prediction"))
expect_equal(head(mlpPredictions$prediction, 10),
c("1.0", "1.0", "1.0", "1.0", "0.0", "1.0", "2.0", "2.0", "1.0", "0.0"))
# seed equals 10
model <- spark.mlp(df, label ~ features, layers = c(4, 5, 4, 3), maxIter = 10, seed = 10)
model <- spark.mlp(df, label ~ features, layers = c(4, 5, 4, 3), maxIter = 100, seed = 10)
mlpPredictions <- collect(select(predict(model, mlpTestDF), "prediction"))
expect_equal(head(mlpPredictions$prediction, 10),
c("1.0", "1.0", "1.0", "1.0", "0.0", "1.0", "2.0", "2.0", "1.0", "0.0"))
Expand Down
42 changes: 29 additions & 13 deletions R/pkg/tests/fulltests/test_mllib_regression.R
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Expand Up @@ -102,10 +102,18 @@ test_that("spark.glm and predict", {
})

test_that("spark.glm summary", {
# prepare dataset
Comment thread
srowen marked this conversation as resolved.
Sepal.Length <- c(2.0, 1.5, 1.8, 3.4, 5.1, 1.8, 1.0, 2.3)
Sepal.Width <- c(2.1, 2.3, 5.4, 4.7, 3.1, 2.1, 3.1, 5.5)
Petal.Length <- c(1.8, 2.1, 7.1, 2.5, 3.7, 6.3, 2.2, 7.2)
Species <- c("setosa", "versicolor", "versicolor", "versicolor", "virginica", "virginica",
"versicolor", "virginica")
dataset <- data.frame(Sepal.Length, Sepal.Width, Petal.Length, Species, stringsAsFactors = TRUE)

# gaussian family
training <- suppressWarnings(createDataFrame(iris))
training <- suppressWarnings(createDataFrame(dataset))
stats <- summary(spark.glm(training, Sepal_Width ~ Sepal_Length + Species))
rStats <- summary(glm(Sepal.Width ~ Sepal.Length + Species, data = iris))
rStats <- summary(glm(Sepal.Width ~ Sepal.Length + Species, data = dataset))

# test summary coefficients return matrix type
expect_true(class(stats$coefficients) == "matrix")
Expand All @@ -126,15 +134,15 @@ test_that("spark.glm summary", {

out <- capture.output(print(stats))
expect_match(out[2], "Deviance Residuals:")
expect_true(any(grepl("AIC: 59.22", out)))
expect_true(any(grepl("AIC: 35.84", out)))

@viirya viirya Jan 8, 2018

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R glm's AIC: 35.839:

> out <- capture.output(print(rStats))
> out
 [1] ""                                                                        
 [2] "Call:"                                                                   
 [3] "glm(formula = Sepal.Width ~ Sepal.Length + Species, data = dataset)"     
 [4] ""                                                                        
 [5] "Deviance Residuals: "                                                    
 [6] "      1        2        3        4        5        6        7        8  "
 [7] " 0.0000  -1.4932   1.5491   0.5411  -0.8581  -1.2228  -0.5969   2.0809  "
 [8] ""                                                                        
 [9] "Coefficients:"                                                           
[10] "                  Estimate Std. Error t value Pr(>|t|)"                  
[11] "(Intercept)         1.7150     2.0492   0.837    0.450"                  
[12] "Sepal.Length        0.1925     0.5566   0.346    0.747"                  
[13] "Speciesversicolor   1.7894     1.9240   0.930    0.405"                  
[14] "Speciesvirginica    1.2613     2.0735   0.608    0.576"                  
[15] ""                                                                        
[16] "(Dispersion parameter for gaussian family taken to be 2.960032)"         
[17] ""                                                                        
[18] "    Null deviance: 14.719  on 7  degrees of freedom"                     
[19] "Residual deviance: 11.840  on 4  degrees of freedom"                     
[20] "AIC: 35.839"                                                             
[21] ""                                                                        
[22] "Number of Fisher Scoring iterations: 2"                                  
[23] ""


# binomial family
df <- suppressWarnings(createDataFrame(iris))
df <- suppressWarnings(createDataFrame(dataset))
training <- df[df$Species %in% c("versicolor", "virginica"), ]
stats <- summary(spark.glm(training, Species ~ Sepal_Length + Sepal_Width,
family = binomial(link = "logit")))

rTraining <- iris[iris$Species %in% c("versicolor", "virginica"), ]
rTraining <- dataset[dataset$Species %in% c("versicolor", "virginica"), ]
rStats <- summary(glm(Species ~ Sepal.Length + Sepal.Width, data = rTraining,
family = binomial(link = "logit")))

Expand Down Expand Up @@ -174,17 +182,17 @@ test_that("spark.glm summary", {
expect_equal(stats$aic, rStats$aic)

# Test spark.glm works with offset
training <- suppressWarnings(createDataFrame(iris))
training <- suppressWarnings(createDataFrame(dataset))
stats <- summary(spark.glm(training, Sepal_Width ~ Sepal_Length + Species,
family = poisson(), offsetCol = "Petal_Length"))
rStats <- suppressWarnings(summary(glm(Sepal.Width ~ Sepal.Length + Species,
data = iris, family = poisson(), offset = iris$Petal.Length)))
data = dataset, family = poisson(), offset = dataset$Petal.Length)))
expect_true(all(abs(rStats$coefficients - stats$coefficients) < 1e-3))

# Test summary works on base GLM models
baseModel <- stats::glm(Sepal.Width ~ Sepal.Length + Species, data = iris)
baseModel <- stats::glm(Sepal.Width ~ Sepal.Length + Species, data = dataset)
baseSummary <- summary(baseModel)
expect_true(abs(baseSummary$deviance - 12.19313) < 1e-4)
expect_true(abs(baseSummary$deviance - 11.84013) < 1e-4)

@viirya viirya Jan 8, 2018

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R glm:

> baseSummary <- summary(stats::glm(Sepal.Width ~ Sepal.Length + Species, data = dataset))
> baseSummary$deviance
[1] 11.84013

Spark glm:

> baseSummary <- summary(spark.glm(training, Sepal_Width ~ Sepal_Length + Species))
> baseSummary$deviance
[1] 11.84013


# Test spark.glm works with regularization parameter
data <- as.data.frame(cbind(a1, a2, b))
Expand Down Expand Up @@ -300,11 +308,19 @@ test_that("glm and predict", {
})

test_that("glm summary", {
# prepare dataset
Sepal.Length <- c(2.0, 1.5, 1.8, 3.4, 5.1, 1.8, 1.0, 2.3)
Sepal.Width <- c(2.1, 2.3, 5.4, 4.7, 3.1, 2.1, 3.1, 5.5)
Petal.Length <- c(1.8, 2.1, 7.1, 2.5, 3.7, 6.3, 2.2, 7.2)
Species <- c("setosa", "versicolor", "versicolor", "versicolor", "virginica", "virginica",
"versicolor", "virginica")
dataset <- data.frame(Sepal.Length, Sepal.Width, Petal.Length, Species, stringsAsFactors = TRUE)

# gaussian family
training <- suppressWarnings(createDataFrame(iris))
training <- suppressWarnings(createDataFrame(dataset))
stats <- summary(glm(Sepal_Width ~ Sepal_Length + Species, data = training))

rStats <- summary(glm(Sepal.Width ~ Sepal.Length + Species, data = iris))
rStats <- summary(glm(Sepal.Width ~ Sepal.Length + Species, data = dataset))

coefs <- stats$coefficients
rCoefs <- rStats$coefficients
Expand All @@ -320,12 +336,12 @@ test_that("glm summary", {
expect_equal(stats$aic, rStats$aic)

# binomial family
df <- suppressWarnings(createDataFrame(iris))
df <- suppressWarnings(createDataFrame(dataset))
training <- df[df$Species %in% c("versicolor", "virginica"), ]
stats <- summary(glm(Species ~ Sepal_Length + Sepal_Width, data = training,
family = binomial(link = "logit")))

rTraining <- iris[iris$Species %in% c("versicolor", "virginica"), ]
rTraining <- dataset[dataset$Species %in% c("versicolor", "virginica"), ]
rStats <- summary(glm(Species ~ Sepal.Length + Sepal.Width, data = rTraining,
family = binomial(link = "logit")))

Expand Down
6 changes: 4 additions & 2 deletions docs/ml-features.md
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Expand Up @@ -585,11 +585,13 @@ for more details on the API.
## StringIndexer

`StringIndexer` encodes a string column of labels to a column of label indices.
The indices are in `[0, numLabels)`, and four ordering options are supported:
`StringIndexer` can encode multiple columns. The indices are in `[0, numLabels)`, and four ordering options are supported:
"frequencyDesc": descending order by label frequency (most frequent label assigned 0),
"frequencyAsc": ascending order by label frequency (least frequent label assigned 0),
"alphabetDesc": descending alphabetical order, and "alphabetAsc": ascending alphabetical order
(default = "frequencyDesc").
(default = "frequencyDesc"). Note that in case of equal frequency when under
"frequencyDesc"/"frequencyAsc", the strings are further sorted by alphabet.

The unseen labels will be put at index numLabels if user chooses to keep them.
If the input column is numeric, we cast it to string and index the string
values. When downstream pipeline components such as `Estimator` or
Expand Down
10 changes: 10 additions & 0 deletions docs/ml-guide.md
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Expand Up @@ -110,6 +110,16 @@ and the migration guide below will explain all changes between releases.

* `OneHotEncoder` which is deprecated in 2.3, is removed in 3.0 and `OneHotEncoderEstimator` is now renamed to `OneHotEncoder`.

### Changes of behavior

* [SPARK-11215](https://issues.apache.org/jira/browse/SPARK-11215):
In Spark 2.4 and previous versions, when specifying `frequencyDesc` or `frequencyAsc` as
`stringOrderType` param in `StringIndexer`, in case of equal frequency, the order of
strings is undefined. Since Spark 3.0, the strings with equal frequency are further
sorted by alphabet. And since Spark 3.0, `StringIndexer` supports encoding multiple
columns. Because of this change, `StringIndexerModel`'s public constructor `def this(uid: String, labels: Array[String])`

@srowen srowen Jan 7, 2019

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Can we just keep the constructor? that seems like an easy way to avoid a behavior change, even if we can break things in 3.0

@viirya viirya Jan 8, 2019

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Because I think it is very rare to construct a StringIndexerModel manually by calling this constructor, so it is removed. Do you think we should keep it? How about keep it and make it deprecated?

@srowen srowen Jan 8, 2019

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shrug It seems more common to transform one column than many. You mean that the constructor is rarely used vs the setters? I agree. I could see deprecating all constructors that fit this pattern for 3.0, across other classes too, if so. It just seemed pretty easy to keep the constructor right here, esp. as it wasn't deprecated.

@viirya viirya Jan 8, 2019

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I will revert it.

is not available. Since Spark 3.0, Developers can use `def this(uid: String, labelsArray: Array[Array[String]])` instead.

## From 2.2 to 2.3

### Breaking changes
Expand Down
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