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[GitHub] [spark] zhengruifeng opened a new pull request #28990: [SPARK-32164][ML] GeneralizedLinearRegressionSummary optimization
zhengruifeng opened a new pull request #28990:
URL: https://github.com/apache/spark/pull/28990
### What changes were proposed in this pull request?
1, GeneralizedLinearRegressionSummary compute several statistics on single pass
2, LinearRegressionSummary use metrics.count
### Why are the changes needed?
avoid extra passes on the dataset
### Does this PR introduce _any_ user-facing change?
No
### How was this patch tested?
existing testsuites
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[GitHub] [spark] huaxingao commented on pull request #28990: [SPARK-32164][ML] GeneralizedLinearRegressionSummary optimization
Posted by GitBox <gi...@apache.org>.
huaxingao commented on pull request #28990:
URL: https://github.com/apache/spark/pull/28990#issuecomment-654948910
Merged to master. Thanks everyone!
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URL: https://github.com/apache/spark/pull/28990#issuecomment-653998534
**[Test build #124997 has finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/124997/testReport)** for PR 28990 at commit [`2bdc956`](https://github.com/apache/spark/commit/2bdc95609540a906de474a430e51fcfcc9b9c81d).
* This patch passes all tests.
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* This patch adds no public classes.
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URL: https://github.com/apache/spark/pull/28990#issuecomment-653945378
**[Test build #124927 has finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/124927/testReport)** for PR 28990 at commit [`6b36835`](https://github.com/apache/spark/commit/6b36835368015d19e31f552a599308344f3dc1b8).
* This patch **fails PySpark unit tests**.
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[GitHub] [spark] huaxingao commented on a change in pull request #28990: [SPARK-32164][ML] GeneralizedLinearRegressionSummary optimization
Posted by GitBox <gi...@apache.org>.
huaxingao commented on a change in pull request #28990:
URL: https://github.com/apache/spark/pull/28990#discussion_r449915974
##########
File path: mllib/src/main/scala/org/apache/spark/ml/regression/GeneralizedLinearRegression.scala
##########
@@ -1220,9 +1220,42 @@ class GeneralizedLinearRegressionSummary private[regression] (
private[regression] lazy val link: Link = familyLink.link
+
Review comment:
super nit: extra blank line?
##########
File path: mllib/src/main/scala/org/apache/spark/ml/regression/GeneralizedLinearRegression.scala
##########
@@ -1220,9 +1220,42 @@ class GeneralizedLinearRegressionSummary private[regression] (
private[regression] lazy val link: Link = familyLink.link
+
+ /**
+ * summary row containing:
+ * numInstances, weightSum, deviance, rss, weighted average of label - offset.
+ */
+ private lazy val glrSummary = {
+ val devUDF = udf { (label: Double, pred: Double, weight: Double) =>
+ family.deviance(label, pred, weight)
+ }
+ val devCol = sum(devUDF(label, prediction, weight))
+
+ val rssCol = if (model.getFamily.toLowerCase(Locale.ROOT) != Binomial.name &&
+ model.getFamily.toLowerCase(Locale.ROOT) != Poisson.name) {
+ val rssUDF = udf { (label: Double, pred: Double, weight: Double) =>
+ (label - pred) * (label - pred) * weight / family.variance(pred)
+ }
+ sum(rssUDF(label, prediction, weight))
+ } else {
+ lit(Double.NaN)
+ }
+
+ val avgCol = if (model.getFitIntercept &&
+ (!model.hasOffsetCol || (model.hasOffsetCol && family == Gaussian && link == Identity))) {
+ sum((label - offset) * weight) / sum(weight)
+ } else {
+ lit(Double.NaN)
+ }
+
+ predictions
+ .select(count(label), sum(weight), devCol, rssCol, avgCol)
+ .head()
+ }
+
/** Number of instances in DataFrame predictions. */
@Since("2.2.0")
- lazy val numInstances: Long = predictions.count()
+ lazy val numInstances: Long = glrSummary.getLong(0)
Review comment:
remove this extra blank line too?
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[GitHub] [spark] zhengruifeng commented on pull request #28990: [SPARK-32164][ML] GeneralizedLinearRegressionSummary optimization
Posted by GitBox <gi...@apache.org>.
zhengruifeng commented on pull request #28990:
URL: https://github.com/apache/spark/pull/28990#issuecomment-655224401
thanks all!
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[GitHub] [spark] zhengruifeng commented on pull request #28990: [SPARK-32164][ML] GeneralizedLinearRegressionSummary optimization
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zhengruifeng commented on pull request #28990:
URL: https://github.com/apache/spark/pull/28990#issuecomment-653385723
retest this please
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[GitHub] [spark] dongjoon-hyun commented on pull request #28990: [SPARK-32164][ML] GeneralizedLinearRegressionSummary optimization
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Retest this please
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[GitHub] [spark] huaxingao commented on pull request #28990: [SPARK-32164][ML] GeneralizedLinearRegressionSummary optimization
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huaxingao commented on pull request #28990:
URL: https://github.com/apache/spark/pull/28990#issuecomment-653936215
The changes make sense to me.
cc @srowen
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[GitHub] [spark] huaxingao commented on pull request #28990: [SPARK-32164][ML] GeneralizedLinearRegressionSummary optimization
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huaxingao commented on pull request #28990:
URL: https://github.com/apache/spark/pull/28990#issuecomment-654367357
I will merge this PR :)
I had problem with my jira account earlier and I think it's OK now. I will use this PR to test if everything works OK for me.
I will leave this for a day just in case other people have comments.
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[GitHub] [spark] huaxingao closed pull request #28990: [SPARK-32164][ML] GeneralizedLinearRegressionSummary optimization
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huaxingao closed pull request #28990:
URL: https://github.com/apache/spark/pull/28990
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