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Posted to issues@spark.apache.org by "Arne Koopman (Jira)" <ji...@apache.org> on 2022/11/03 15:52:00 UTC
[jira] [Created] (SPARK-41008) Isotonic regression result differs from sklearn implementation
Arne Koopman created SPARK-41008:
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Summary: Isotonic regression result differs from sklearn implementation
Key: SPARK-41008
URL: https://issues.apache.org/jira/browse/SPARK-41008
Project: Spark
Issue Type: Bug
Components: MLlib
Affects Versions: 3.3.1
Reporter: Arne Koopman
import pandas as pd
from pyspark.sql.types import DoubleType
from sklearn.isotonic import IsotonicRegression as IsotonicRegression_sklearn
from pyspark.ml.regression import IsotonicRegression as IsotonicRegression_pyspark
# The P(positives | model_score):
# 0.6 -> 0.5 (1 out of the 2 labels is positive)
# 0.333 -> 0.333 (1 out of the 3 labels is positive)
# 0.20 -> 0.25 (1 out of the 4 labels is positive)
tc_pd = pd.DataFrame(
{
"model_score": [0.6, 0.6, 0.333, 0.333, 0.333, 0.20, 0.20, 0.20, 0.20],
"label": [1, 0, 0, 1, 0, 1, 0, 0, 0],
"weight": 1,
}
)
# The fraction of positives for each of the distinct model_scores would be the best fit.
# Resulting in the following expected calibrated model_scores:
# "calibrated_model_score": [0.5, 0.5, 0.333, 0.333, 0.333, 0.25, 0.25, 0.25, 0.25]
# The sklearn implementation of Isotonic Regression.
from sklearn.isotonic import IsotonicRegression as IsotonicRegression_sklearn
tc_regressor_sklearn = IsotonicRegression_sklearn().fit(X=tc_pd['model_score'], y=tc_pd['label'], sample_weight=tc_pd['weight'])
print("sklearn:", tc_regressor_sklearn.predict(tc_pd['model_score']))
# >> sklearn: [0.5 0.5 0.33333333 0.33333333 0.33333333 0.25 0.25 0.25 0.25 ]
# The pyspark implementation of Isotonic Regression.
tc_df = spark.createDataFrame(tc_pd)
tc_df = tc_df.withColumn('model_score', F.col('model_score').cast(DoubleType()))
isotonic_regressor_pyspark = IsotonicRegression_pyspark(featuresCol='model_score', labelCol='label', weightCol='weight')
tc_model = isotonic_regressor_pyspark.fit(tc_df)
tc_pd = tc_model.transform(tc_df).toPandas()
print("pyspark:", tc_pd['prediction'].values)
# >> pyspark: [0.5 0.5 0.33333333 0.33333333 0.33333333 0. 0. 0. 0. ]
# The result from the pyspark implementation seems unclear. Similar small toy examples lead to similar non-expected results for the pyspark implementation.
# Strangely enough, for 'large' datasets, the difference between calibrated model_scores generated by both implementations dissapears.
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