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[GitHub] [spark] huaxingao opened a new pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

huaxingao opened a new pull request #28786:
URL: https://github.com/apache/spark/pull/28786


   
   ### What changes were proposed in this pull request?
   In LogisticRegression and LinearRegression, if set maxIter=n, the model.summary.totalIterations returns  n+1 if the training procedure does not drop out. This is because we use ```objectiveHistory.length``` as totalIterations, but ```objectiveHistory``` contains init sate, thus ```objectiveHistory.length``` is 1 larger than number of training iterations.
   
   ### Why are the changes needed?
   correctness
   
   
   ### Does this PR introduce _any_ user-facing change?
   No
   
   
   ### How was this patch tested?
   add new tests and also modify existing tests
   


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[GitHub] [spark] huaxingao commented on pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
huaxingao commented on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-644214995


   Thanks! @srowen @zhengruifeng 


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[GitHub] [spark] huaxingao commented on a change in pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
huaxingao commented on a change in pull request #28786:
URL: https://github.com/apache/spark/pull/28786#discussion_r438333447



##########
File path: mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
##########
@@ -899,6 +901,19 @@ class LinearRegressionSuite extends MLTest with DefaultReadWriteTest with PMMLRe
     }
   }
 
+  test("linear regression training summary totalIterations") {
+    Seq(1, 5, 10, 20).foreach { maxIter =>
+      val trainer = new LinearRegression().setSolver("l-bfgs").setMaxIter(maxIter)
+      val model = trainer.fit(datasetWithDenseFeature)
+      assert(model.summary.totalIterations <= maxIter)
+    }
+    Seq("auto", "normal").foreach { solver =>
+      val trainer = new LinearRegression().setSolver(solver)
+      val model = trainer.fit(datasetWithDenseFeature)
+      assert(model.summary.totalIterations === 0)

Review comment:
       before my change, summary.totalIterations is 1 for "normal". I think it should be 0 since Normal Equation is not an iterative method. totalIterations should be 0 too for "auto", since "auto" uses Normal Equation in this test (a small dataset).
   

##########
File path: python/pyspark/ml/tests/test_training_summary.py
##########
@@ -42,7 +42,7 @@ def test_linear_regression_summary(self):
         self.assertTrue(model.hasSummary)
         s = model.summary
         # test that api is callable and returns expected types
-        self.assertGreater(s.totalIterations, 0)
+        self.assertEqual(s.totalIterations, 0)

Review comment:
       solver="normal" in this case, so I think totalIterations should be 0. 




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[GitHub] [spark] huaxingao commented on pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
huaxingao commented on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-643866868


   retest this please


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[GitHub] [spark] srowen commented on a change in pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
srowen commented on a change in pull request #28786:
URL: https://github.com/apache/spark/pull/28786#discussion_r439608878



##########
File path: mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
##########
@@ -899,6 +901,19 @@ class LinearRegressionSuite extends MLTest with DefaultReadWriteTest with PMMLRe
     }
   }
 
+  test("linear regression training summary totalIterations") {
+    Seq(1, 5, 10, 20).foreach { maxIter =>
+      val trainer = new LinearRegression().setSolver("l-bfgs").setMaxIter(maxIter)
+      val model = trainer.fit(datasetWithDenseFeature)
+      assert(model.summary.totalIterations <= maxIter)
+    }
+    Seq("auto", "normal").foreach { solver =>
+      val trainer = new LinearRegression().setSolver(solver)
+      val model = trainer.fit(datasetWithDenseFeature)
+      assert(model.summary.totalIterations === 0)

Review comment:
       If no iterative optimizer was run, I think 0 makes sense?




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[GitHub] [spark] huaxingao commented on a change in pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
huaxingao commented on a change in pull request #28786:
URL: https://github.com/apache/spark/pull/28786#discussion_r438331234



##########
File path: mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala
##########
@@ -2570,7 +2573,7 @@ class LogisticRegressionSuite extends MLTest with DefaultReadWriteTest {
         rows.map(_.getDouble(0)).toArray === binaryExpected
       }
     }
-    assert(model2.summary.totalIterations === 1)
+    assert(model2.summary.totalIterations === 0)

Review comment:
       InitialModel is set in this case, no training is needed. I think totalIterations should be 0 instead of 1.




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Posted by GitBox <gi...@apache.org>.
huaxingao commented on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-642777206


   cc @srowen @zhengruifeng 


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[GitHub] [spark] huaxingao commented on a change in pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
huaxingao commented on a change in pull request #28786:
URL: https://github.com/apache/spark/pull/28786#discussion_r438331354



##########
File path: mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala
##########
@@ -2585,7 +2588,7 @@ class LogisticRegressionSuite extends MLTest with DefaultReadWriteTest {
         rows.map(_.getDouble(0)).toArray === multinomialExpected
       }
     }
-    assert(model4.summary.totalIterations === 1)
+    assert(model4.summary.totalIterations === 0)

Review comment:
       Same as L2576. I think totalIterations should be 0 instead of 1 since no training. 




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[GitHub] [spark] zhengruifeng commented on pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
zhengruifeng commented on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-643860921


   @srowen I do't feel strongly about it.
   LGTM


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[GitHub] [spark] zhengruifeng commented on a change in pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
zhengruifeng commented on a change in pull request #28786:
URL: https://github.com/apache/spark/pull/28786#discussion_r439166589



##########
File path: mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
##########
@@ -899,6 +901,19 @@ class LinearRegressionSuite extends MLTest with DefaultReadWriteTest with PMMLRe
     }
   }
 
+  test("linear regression training summary totalIterations") {
+    Seq(1, 5, 10, 20).foreach { maxIter =>
+      val trainer = new LinearRegression().setSolver("l-bfgs").setMaxIter(maxIter)
+      val model = trainer.fit(datasetWithDenseFeature)
+      assert(model.summary.totalIterations <= maxIter)
+    }
+    Seq("auto", "normal").foreach { solver =>
+      val trainer = new LinearRegression().setSolver(solver)
+      val model = trainer.fit(datasetWithDenseFeature)
+      assert(model.summary.totalIterations === 0)

Review comment:
       I think `summary.totalIterations is 1` is reasonable, since it needs one pass on the dataset




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[GitHub] [spark] huaxingao commented on a change in pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
huaxingao commented on a change in pull request #28786:
URL: https://github.com/apache/spark/pull/28786#discussion_r438331048



##########
File path: mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
##########
@@ -594,7 +594,7 @@ class LogisticRegression @Since("1.2.0") (
         Vectors.dense(if (numClasses == 2) Double.PositiveInfinity else Double.NegativeInfinity)
       }
       if (instances.getStorageLevel != StorageLevel.NONE) instances.unpersist()
-      return createModel(dataset, numClasses, coefMatrix, interceptVec, Array.empty)
+      return createModel(dataset, numClasses, coefMatrix, interceptVec, Array(0.0))

Review comment:
       When training is not needed, LinearRegression set objectiveHistory to Array(0.0). https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala#L511
   I think LogisticRegression should have the same bahavior. 




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[GitHub] [spark] zhengruifeng commented on pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
zhengruifeng commented on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-643018947


   I just check this in ml.clustering, `numIter` in summary of KMeans/BiKMeans/GMM will be exactly **maxIter**


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[GitHub] [spark] huaxingao commented on a change in pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
huaxingao commented on a change in pull request #28786:
URL: https://github.com/apache/spark/pull/28786#discussion_r438331956



##########
File path: mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala
##########
@@ -2660,7 +2666,7 @@ class LogisticRegressionSuite extends MLTest with DefaultReadWriteTest {
         assert(prob === Vectors.dense(Array(1.0)))
         assert(pred === 0.0)
     }
-    assert(modelZeroLabel.summary.totalIterations > 0)
+    assert(modelZeroLabel.summary.totalIterations === 0)

Review comment:
       No training here so I think the totalIterations should be 0 instead of 1




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[GitHub] [spark] huaxingao commented on a change in pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
huaxingao commented on a change in pull request #28786:
URL: https://github.com/apache/spark/pull/28786#discussion_r438331465



##########
File path: mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala
##########
@@ -2605,13 +2608,15 @@ class LogisticRegressionSuite extends MLTest with DefaultReadWriteTest {
     assert(allZeroInterceptModel.coefficients ~== Vectors.dense(0.0) absTol 1E-3)
     assert(allZeroInterceptModel.intercept === Double.NegativeInfinity)
     assert(allZeroInterceptModel.summary.totalIterations === 0)
+    assert(allZeroInterceptModel.summary.objectiveHistory(0) ~== 0.0 absTol 1e-4)

Review comment:
       since I change the objectiveHistory from Array.empty to Array(0.0), summary.objectiveHistory(0) should be 0.0.




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[GitHub] [spark] huaxingao commented on a change in pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
huaxingao commented on a change in pull request #28786:
URL: https://github.com/apache/spark/pull/28786#discussion_r438331234



##########
File path: mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala
##########
@@ -2570,7 +2573,7 @@ class LogisticRegressionSuite extends MLTest with DefaultReadWriteTest {
         rows.map(_.getDouble(0)).toArray === binaryExpected
       }
     }
-    assert(model2.summary.totalIterations === 1)
+    assert(model2.summary.totalIterations === 0)

Review comment:
       InitialModel is set in this case. init state is good so no training is needed. I think totalIterations should be 0 instead of 1.




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[GitHub] [spark] huaxingao commented on a change in pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
huaxingao commented on a change in pull request #28786:
URL: https://github.com/apache/spark/pull/28786#discussion_r438333913



##########
File path: python/pyspark/ml/tests/test_training_summary.py
##########
@@ -42,7 +42,7 @@ def test_linear_regression_summary(self):
         self.assertTrue(model.hasSummary)
         s = model.summary
         # test that api is callable and returns expected types
-        self.assertGreater(s.totalIterations, 0)
+        self.assertEqual(s.totalIterations, 0)

Review comment:
       totalIterations is 0 since no training needed.




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[GitHub] [spark] srowen commented on pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
srowen commented on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-644146741


   Merged to master. It could go in 3.0.1 too; I dont' feel strongly about it.


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[GitHub] [spark] SparkQA removed a comment on pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
SparkQA removed a comment on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-642926603


   **[Test build #123866 has started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/123866/testReport)** for PR 28786 at commit [`74d7b79`](https://github.com/apache/spark/commit/74d7b794b2f38f607727781706613e5b9dd56bc5).


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[GitHub] [spark] AmplabJenkins commented on pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
AmplabJenkins commented on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-643864449






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[GitHub] [spark] AmplabJenkins commented on pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
AmplabJenkins commented on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-642233409






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[GitHub] [spark] SparkQA commented on pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
SparkQA commented on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-642271951


   **[Test build #123780 has finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/123780/testReport)** for PR 28786 at commit [`949a0b6`](https://github.com/apache/spark/commit/949a0b684bcb00a1c3a196d48b47fb1ff101381c).
    * This patch **fails Spark unit tests**.
    * This patch merges cleanly.
    * This patch adds no public classes.


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[GitHub] [spark] srowen closed pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
srowen closed pull request #28786:
URL: https://github.com/apache/spark/pull/28786


   


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[GitHub] [spark] srowen commented on pull request #28786: [SPARK-31925][ML] Summary.totalIterations greater than maxIters

Posted by GitBox <gi...@apache.org>.
srowen commented on pull request #28786:
URL: https://github.com/apache/spark/pull/28786#issuecomment-643826632


   @zhengruifeng if you don't strongly object to https://github.com/apache/spark/pull/28786#discussion_r439608878 I think this one can be merged.
   
   Just needs a rebase at your convenience @huaxingao 


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