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Posted to reviews@spark.apache.org by sethah <gi...@git.apache.org> on 2016/03/22 23:36:34 UTC
[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
GitHub user sethah opened a pull request:
https://github.com/apache/spark/pull/11903
[SPARK-13952][ML] Add random seed to GBT
## What changes were proposed in this pull request?
`GBTClassifier` and `GBTRegressor` should use random seed for reproducible results. Because of the nature of current unit tests, which compare GBTs in ML and GBTs in MLlib for equality, I also added a random seed to MLlib GBT algorithm. I made alternate constructors in `mllib.tree.GradientBoostedTrees` to accept a random seed, but left them as private so as to not change the API unnecessarily.
## How was this patch tested?
Existing unit tests verify that functionality did not change. Other ML algorithms do not seem to have unit tests that directly test the functionality of random seeding, but reproducibility with seeding for GBTs is effectively verified in existing tests. I can add more tests if needed.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/sethah/spark SPARK-13952
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/11903.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #11903
----
commit afea147f82c4c57fe2c2988f8b6cdcb918d6675a
Author: sethah <se...@gmail.com>
Date: 2016-03-21T22:00:37Z
add seed to GBT
commit 84e2da64e27585c4cda8ac12b0aed57280f26ebe
Author: sethah <se...@gmail.com>
Date: 2016-03-21T23:31:06Z
adding seed to MLlib decision trees
commit f71492eb03d9f3e877598dbc2cbabbbbd72186e8
Author: sethah <se...@gmail.com>
Date: 2016-03-22T00:13:57Z
make constructors private
commit 62aa91d6e9cbaa50df40260e33c35810faf997ff
Author: sethah <se...@gmail.com>
Date: 2016-03-22T15:48:19Z
cleaning up
----
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by sethah <gi...@git.apache.org>.
Github user sethah commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200067874
cc @MLnick @jkbradley
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200557293
Test PASSed.
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200075544
**[Test build #53833 has finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/53833/consoleFull)** for PR 11903 at commit [`62aa91d`](https://github.com/apache/spark/commit/62aa91d6e9cbaa50df40260e33c35810faf997ff).
* This patch passes all tests.
* This patch merges cleanly.
* This patch adds no public classes.
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by jkbradley <gi...@git.apache.org>.
Github user jkbradley commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200493171
That's it, I believe.
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200075656
Merged build finished. Test PASSed.
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by jkbradley <gi...@git.apache.org>.
Github user jkbradley commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200563619
LGTM
Merging with master
Thanks!
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by jkbradley <gi...@git.apache.org>.
Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/11903#discussion_r57216477
--- Diff: mllib/src/main/scala/org/apache/spark/ml/classification/GBTClassifier.scala ---
@@ -97,7 +97,6 @@ final class GBTClassifier @Since("1.4.0") (
@Since("1.4.0")
override def setSeed(value: Long): this.type = {
--- End diff --
This whole method can be removed now. It was only overridden to log a warning before.
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by sethah <gi...@git.apache.org>.
Github user sethah commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200570584
Sure, no problem!
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by sethah <gi...@git.apache.org>.
Github user sethah commented on a diff in the pull request:
https://github.com/apache/spark/pull/11903#discussion_r57236966
--- Diff: mllib/src/main/scala/org/apache/spark/ml/classification/GBTClassifier.scala ---
@@ -97,7 +97,6 @@ final class GBTClassifier @Since("1.4.0") (
@Since("1.4.0")
override def setSeed(value: Long): this.type = {
--- End diff --
If I remove this method I get compile errors in "JavaGBTClassifierSuite". I believe this has something to do with the fact that `setSeed` in class `DecisionTreeParams` returns `this.type`, which is a mixed in trait for the GBTClassifier class. I also checked RandomForestClassifier/Regressor and they have a `override def setSeed(value: Long): this.type = super.setSeed(value)` setter in the final class.
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200063667
**[Test build #53833 has started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/53833/consoleFull)** for PR 11903 at commit [`62aa91d`](https://github.com/apache/spark/commit/62aa91d6e9cbaa50df40260e33c35810faf997ff).
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by asfgit <gi...@git.apache.org>.
Github user asfgit closed the pull request at:
https://github.com/apache/spark/pull/11903
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by jkbradley <gi...@git.apache.org>.
Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/11903#discussion_r57216493
--- Diff: mllib/src/main/scala/org/apache/spark/ml/tree/impl/GradientBoostedTrees.scala ---
@@ -34,20 +34,23 @@ private[ml] object GradientBoostedTrees extends Logging {
/**
* Method to train a gradient boosting model
* @param input Training dataset: RDD of [[org.apache.spark.mllib.regression.LabeledPoint]].
+ * @param seed Random seed.
* @return tuple of ensemble models and weights:
* (array of decision tree models, array of model weights)
*/
def run(input: RDD[LabeledPoint],
--- End diff --
Scala style (not from your PR): This should be written:
```
def run(
input: RDD[LabeledPoint],
boostingStrategy: ..,
seed: Long): (Array[DecisionTreeRegressionModel], Array[Double]) = {
```
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200557286
Merged build finished. Test PASSed.
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by sethah <gi...@git.apache.org>.
Github user sethah commented on a diff in the pull request:
https://github.com/apache/spark/pull/11903#discussion_r57082871
--- Diff: mllib/src/main/scala/org/apache/spark/mllib/tree/DecisionTree.scala ---
@@ -58,8 +67,8 @@ class DecisionTree @Since("1.0.0") (private val strategy: Strategy)
*/
@Since("1.2.0")
def run(input: RDD[LabeledPoint]): DecisionTreeModel = {
- // Note: random seed will not be used since numTrees = 1.
- val rf = new RandomForest(strategy, numTrees = 1, featureSubsetStrategy = "all", seed = 0)
+ val rf = new RandomForest(strategy, numTrees = 1, featureSubsetStrategy = "all",
--- End diff --
Across the tree/ensemble libraries in Spark, unit tests generally test that ML and MLlib results are equal. For decision trees, ML uses a random seed and MLlib basically ignores it. By some stroke of luck, this doesn't cause a problem. This is because `findSplits` only subsamples continuous features for split calculations on large datasets using a random seed and the unit tests do not deal with large enough data sets. However, GBTs use subsampling of the input on single decision trees (this is not allowed or tested in DecisionTree*) which also uses the random seed. The unit tests fail because MLlib doesn't use the same random seed as ML. Instead of re-writing the tests, it was a fairly simple fix to add a random seed to GBT in MLlib, which required adding it to MLlib decision trees as well.
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by jkbradley <gi...@git.apache.org>.
Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/11903#discussion_r57216483
--- Diff: mllib/src/main/scala/org/apache/spark/ml/regression/GBTRegressor.scala ---
@@ -93,7 +93,6 @@ final class GBTRegressor @Since("1.4.0") (@Since("1.4.0") override val uid: Stri
@Since("1.4.0")
override def setSeed(value: Long): this.type = {
--- End diff --
Same here; this override can be removed now
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by jkbradley <gi...@git.apache.org>.
Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/11903#discussion_r57213557
--- Diff: mllib/src/main/scala/org/apache/spark/mllib/tree/DecisionTree.scala ---
@@ -58,8 +67,8 @@ class DecisionTree @Since("1.0.0") (private val strategy: Strategy)
*/
@Since("1.2.0")
def run(input: RDD[LabeledPoint]): DecisionTreeModel = {
- // Note: random seed will not be used since numTrees = 1.
- val rf = new RandomForest(strategy, numTrees = 1, featureSubsetStrategy = "all", seed = 0)
+ val rf = new RandomForest(strategy, numTrees = 1, featureSubsetStrategy = "all",
--- End diff --
Seems like a good idea to me
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200075659
Test PASSed.
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by jkbradley <gi...@git.apache.org>.
Github user jkbradley commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200486853
I'll take a look at this now
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by jkbradley <gi...@git.apache.org>.
Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/11903#discussion_r57216499
--- Diff: mllib/src/main/scala/org/apache/spark/ml/tree/impl/GradientBoostedTrees.scala ---
@@ -61,18 +64,20 @@ private[ml] object GradientBoostedTrees extends Logging {
* but it should follow the same distribution.
* E.g., these two datasets could be created from an original dataset
* by using [[org.apache.spark.rdd.RDD.randomSplit()]]
+ * @param seed Random seed.
* @return tuple of ensemble models and weights:
* (array of decision tree models, array of model weights)
*/
def runWithValidation(
input: RDD[LabeledPoint],
validationInput: RDD[LabeledPoint],
- boostingStrategy: OldBoostingStrategy
+ boostingStrategy: OldBoostingStrategy,
+ seed: Long
): (Array[DecisionTreeRegressionModel], Array[Double]) = {
--- End diff --
Scala style: combine this with previous line
```
seed: Long): (Array[...
```
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200557101
**[Test build #53966 has finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/53966/consoleFull)** for PR 11903 at commit [`301a570`](https://github.com/apache/spark/commit/301a5707784c077b93517f3c34754bd117521436).
* This patch passes all tests.
* This patch merges cleanly.
* This patch adds no public classes.
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by jkbradley <gi...@git.apache.org>.
Github user jkbradley commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200564493
@sethah Would you mind handling the Python PR too? https://issues.apache.org/jira/browse/SPARK-14107
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/11903#issuecomment-200543799
**[Test build #53966 has started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/53966/consoleFull)** for PR 11903 at commit [`301a570`](https://github.com/apache/spark/commit/301a5707784c077b93517f3c34754bd117521436).
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[GitHub] spark pull request: [SPARK-13952][ML] Add random seed to GBT
Posted by jkbradley <gi...@git.apache.org>.
Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/11903#discussion_r57245189
--- Diff: mllib/src/main/scala/org/apache/spark/ml/classification/GBTClassifier.scala ---
@@ -97,7 +97,6 @@ final class GBTClassifier @Since("1.4.0") (
@Since("1.4.0")
override def setSeed(value: Long): this.type = {
--- End diff --
You're right; you do need it.
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