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Posted to issues@spark.apache.org by "Alexander Ulanov (JIRA)" <ji...@apache.org> on 2016/07/27 10:46:20 UTC

[jira] [Updated] (SPARK-9120) Add multivariate regression (or prediction) interface

     [ https://issues.apache.org/jira/browse/SPARK-9120?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Alexander Ulanov updated SPARK-9120:
------------------------------------
    Description: 
org.apache.spark.ml.regression.RegressionModel supports prediction only for a single variable with a method "predict:Double" by extending the Predictor. There is a need for multivariate prediction, at least for regression. I propose to modify "RegressionModel" interface similarly to how it is done in "ClassificationModel", which supports multiclass classification. It has "predict:Double" and "predictRaw:Vector". Analogously, "RegressionModel" should have something like "predictMultivariate:Vector".

Update: After reading the design docs, adding "predictMultivariate" to RegressionModel does not seem reasonable to me anymore. The issue is as follows. RegressionModel has "predict:Double". Its "train" method uses "predict:Double" for prediction, i.e. PredictionModel (and RegressionModel) is hard-coded to have only one output. There exist a similar problem in MLLib (https://issues.apache.org/jira/browse/SPARK-5362). 

The possible solution for this problem might require to redesign the class hierarchy or addition of a separate interface that extends model. Though the latter means code duplication.


  was:
org.apache.spark.ml.regression.RegressionModel supports prediction only for a single variable with a method "predict:Double" by extending the Predictor. There is a need for multivariate prediction, at least for regression. I propose to modify "RegressionModel" interface similarly to how it is done in "ClassificationModel", which supports multiclass classification. It has "predict:Double" and "predictRaw:Vector". Analogously, "RegressionModel" should have something like "predictMultivariate:Vector".

Update: After reading the design docs, adding "predictMultivariate" to RegressionModel does not seem reasonable to me anymore. The issue is as follows. RegressionModel extends PredictionModel which has "predict:Double". Its "train" method uses "predict:Double" for prediction, i.e. PredictionModel (and RegressionModel) is hard-coded to have only one output. There exist a similar problem in MLLib (https://issues.apache.org/jira/browse/SPARK-5362). 

The possible solution for this problem might require to redesign the class hierarchy or addition of a separate interface that extends model. Though the latter means code duplication.



> Add multivariate regression (or prediction) interface
> -----------------------------------------------------
>
>                 Key: SPARK-9120
>                 URL: https://issues.apache.org/jira/browse/SPARK-9120
>             Project: Spark
>          Issue Type: Improvement
>          Components: ML
>    Affects Versions: 1.4.0
>            Reporter: Alexander Ulanov
>   Original Estimate: 1h
>  Remaining Estimate: 1h
>
> org.apache.spark.ml.regression.RegressionModel supports prediction only for a single variable with a method "predict:Double" by extending the Predictor. There is a need for multivariate prediction, at least for regression. I propose to modify "RegressionModel" interface similarly to how it is done in "ClassificationModel", which supports multiclass classification. It has "predict:Double" and "predictRaw:Vector". Analogously, "RegressionModel" should have something like "predictMultivariate:Vector".
> Update: After reading the design docs, adding "predictMultivariate" to RegressionModel does not seem reasonable to me anymore. The issue is as follows. RegressionModel has "predict:Double". Its "train" method uses "predict:Double" for prediction, i.e. PredictionModel (and RegressionModel) is hard-coded to have only one output. There exist a similar problem in MLLib (https://issues.apache.org/jira/browse/SPARK-5362). 
> The possible solution for this problem might require to redesign the class hierarchy or addition of a separate interface that extends model. Though the latter means code duplication.



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