[SPARK-10061] [DOC] ML ensemble docs

User guide for spark.ml GBTs and Random Forests.
The examples are copied from the decision tree guide and modified to run.

I caught some issues I had somehow missed in the tree guide as well.

I have run all examples, including Java ones.  (Of course, I thought I had previously as well...)

CC: mengxr manishamde yanboliang

Author: Joseph K. Bradley <joseph@databricks.com>

Closes #8369 from jkbradley/ml-ensemble-docs.

docs/ml-decision-tree.md

@@ -30,7 +30,7 @@ The Pipelines API for Decision Trees offers a bit more functionality than the or
 
 Ensembles of trees (Random Forests and Gradient-Boosted Trees) are described in the [Ensembles guide](ml-ensembles.html).
 
-# Inputs and Outputs (Predictions)
+# Inputs and Outputs
 
 We list the input and output (prediction) column types here.
 All output columns are optional; to exclude an output column, set its corresponding Param to an empty string.
@@ -234,7 +234,7 @@ IndexToString labelConverter = new IndexToString()
 
 // Chain indexers and tree in a Pipeline
 Pipeline pipeline = new Pipeline()
-  .setStages(new PipelineStage[]{labelIndexer, featureIndexer, dt, labelConverter});
+  .setStages(new PipelineStage[] {labelIndexer, featureIndexer, dt, labelConverter});
 
 // Train model.  This also runs the indexers.
 PipelineModel model = pipeline.fit(trainingData);
@@ -315,10 +315,13 @@ print treeModel # summary only
 
 ## Regression
 
+The following examples load a dataset in LibSVM format, split it into training and test sets, train on the first dataset, and then evaluate on the held-out test set.
+We use a feature transformer to index categorical features, adding metadata to the `DataFrame` which the Decision Tree algorithm can recognize.
+
 <div class="codetabs">
 <div data-lang="scala" markdown="1">
 
-More details on parameters can be found in the [Scala API documentation](api/scala/index.html#org.apache.spark.ml.classification.DecisionTreeClassifier).
+More details on parameters can be found in the [Scala API documentation](api/scala/index.html#org.apache.spark.ml.regression.DecisionTreeRegressor).
 
 {% highlight scala %}
 import org.apache.spark.ml.Pipeline
@@ -347,7 +350,7 @@ val dt = new DecisionTreeRegressor()
   .setLabelCol("label")
   .setFeaturesCol("indexedFeatures")
 
-// Chain indexers and tree in a Pipeline
+// Chain indexer and tree in a Pipeline
 val pipeline = new Pipeline()
   .setStages(Array(featureIndexer, dt))
 
@@ -365,9 +368,7 @@ val evaluator = new RegressionEvaluator()
   .setLabelCol("label")
   .setPredictionCol("prediction")
   .setMetricName("rmse")
-// We negate the RMSE value since RegressionEvalutor returns negated RMSE
-// (since evaluation metrics are meant to be maximized by CrossValidator).
-val rmse = - evaluator.evaluate(predictions)
+val rmse = evaluator.evaluate(predictions)
 println("Root Mean Squared Error (RMSE) on test data = " + rmse)
 
 val treeModel = model.stages(1).asInstanceOf[DecisionTreeRegressionModel]
@@ -377,14 +378,15 @@ println("Learned regression tree model:\n" + treeModel.toDebugString)
 
 <div data-lang="java" markdown="1">
 
-More details on parameters can be found in the [Java API documentation](api/java/org/apache/spark/ml/classification/DecisionTreeClassifier.html).
+More details on parameters can be found in the [Java API documentation](api/java/org/apache/spark/ml/regression/DecisionTreeRegressor.html).
 
 {% highlight java %}
 import org.apache.spark.ml.Pipeline;
 import org.apache.spark.ml.PipelineModel;
 import org.apache.spark.ml.PipelineStage;
 import org.apache.spark.ml.evaluation.RegressionEvaluator;
-import org.apache.spark.ml.feature.*;
+import org.apache.spark.ml.feature.VectorIndexer;
+import org.apache.spark.ml.feature.VectorIndexerModel;
 import org.apache.spark.ml.regression.DecisionTreeRegressionModel;
 import org.apache.spark.ml.regression.DecisionTreeRegressor;
 import org.apache.spark.mllib.regression.LabeledPoint;
@@ -396,17 +398,12 @@ import org.apache.spark.sql.DataFrame;
 RDD<LabeledPoint> rdd = MLUtils.loadLibSVMFile(sc.sc(), "data/mllib/sample_libsvm_data.txt");
 DataFrame data = jsql.createDataFrame(rdd, LabeledPoint.class);
 
-// Index labels, adding metadata to the label column.
-// Fit on whole dataset to include all labels in index.
-StringIndexerModel labelIndexer = new StringIndexer()
-  .setInputCol("label")
-  .setOutputCol("indexedLabel")
-  .fit(data);
 // Automatically identify categorical features, and index them.
+// Set maxCategories so features with > 4 distinct values are treated as continuous.
 VectorIndexerModel featureIndexer = new VectorIndexer()
   .setInputCol("features")
   .setOutputCol("indexedFeatures")
-  .setMaxCategories(4) // features with > 4 distinct values are treated as continuous
+  .setMaxCategories(4)
   .fit(data);
 
 // Split the data into training and test sets (30% held out for testing)
@@ -416,61 +413,49 @@ DataFrame testData = splits[1];
 
 // Train a DecisionTree model.
 DecisionTreeRegressor dt = new DecisionTreeRegressor()
-  .setLabelCol("indexedLabel")
   .setFeaturesCol("indexedFeatures");
 
-// Convert indexed labels back to original labels.
-IndexToString labelConverter = new IndexToString()
-  .setInputCol("prediction")
-  .setOutputCol("predictedLabel")
-  .setLabels(labelIndexer.labels());
-
-// Chain indexers and tree in a Pipeline
+// Chain indexer and tree in a Pipeline
 Pipeline pipeline = new Pipeline()
-  .setStages(new PipelineStage[]{labelIndexer, featureIndexer, dt, labelConverter});
+  .setStages(new PipelineStage[] {featureIndexer, dt});
 
-// Train model.  This also runs the indexers.
+// Train model.  This also runs the indexer.
 PipelineModel model = pipeline.fit(trainingData);
 
 // Make predictions.
 DataFrame predictions = model.transform(testData);
 
 // Select example rows to display.
-predictions.select("predictedLabel", "label", "features").show(5);
+predictions.select("label", "features").show(5);
 
 // Select (prediction, true label) and compute test error
 RegressionEvaluator evaluator = new RegressionEvaluator()
-  .setLabelCol("indexedLabel")
+  .setLabelCol("label")
   .setPredictionCol("prediction")
   .setMetricName("rmse");
-// We negate the RMSE value since RegressionEvalutor returns negated RMSE
-// (since evaluation metrics are meant to be maximized by CrossValidator).
-double rmse = - evaluator.evaluate(predictions);
+double rmse = evaluator.evaluate(predictions);
 System.out.println("Root Mean Squared Error (RMSE) on test data = " + rmse);
 
 DecisionTreeRegressionModel treeModel =
-  (DecisionTreeRegressionModel)(model.stages()[2]);
+  (DecisionTreeRegressionModel)(model.stages()[1]);
 System.out.println("Learned regression tree model:\n" + treeModel.toDebugString());
 {% endhighlight %}
 </div>
 
 <div data-lang="python" markdown="1">
 
-More details on parameters can be found in the [Python API documentation](api/python/pyspark.ml.html#pyspark.ml.classification.DecisionTreeClassifier).
+More details on parameters can be found in the [Python API documentation](api/python/pyspark.ml.html#pyspark.ml.regression.DecisionTreeRegressor).
 
 {% highlight python %}
 from pyspark.ml import Pipeline
 from pyspark.ml.regression import DecisionTreeRegressor
-from pyspark.ml.feature import StringIndexer, VectorIndexer
+from pyspark.ml.feature import VectorIndexer
 from pyspark.ml.evaluation import RegressionEvaluator
 from pyspark.mllib.util import MLUtils
 
 # Load and parse the data file, converting it to a DataFrame.
 data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_libsvm_data.txt").toDF()
 
-# Index labels, adding metadata to the label column.
-# Fit on whole dataset to include all labels in index.
-labelIndexer = StringIndexer(inputCol="label", outputCol="indexedLabel").fit(data)
 # Automatically identify categorical features, and index them.
 # We specify maxCategories so features with > 4 distinct values are treated as continuous.
 featureIndexer =\
@@ -480,26 +465,24 @@ featureIndexer =\
 (trainingData, testData) = data.randomSplit([0.7, 0.3])
 
 # Train a DecisionTree model.
-dt = DecisionTreeRegressor(labelCol="indexedLabel", featuresCol="indexedFeatures")
+dt = DecisionTreeRegressor(featuresCol="indexedFeatures")
 
-# Chain indexers and tree in a Pipeline
-pipeline = Pipeline(stages=[labelIndexer, featureIndexer, dt])
+# Chain indexer and tree in a Pipeline
+pipeline = Pipeline(stages=[featureIndexer, dt])
 
-# Train model.  This also runs the indexers.
+# Train model.  This also runs the indexer.
 model = pipeline.fit(trainingData)
 
 # Make predictions.
 predictions = model.transform(testData)
 
 # Select example rows to display.
-predictions.select("prediction", "indexedLabel", "features").show(5)
+predictions.select("prediction", "label", "features").show(5)
 
 # Select (prediction, true label) and compute test error
 evaluator = RegressionEvaluator(
-    labelCol="indexedLabel", predictionCol="prediction", metricName="rmse")
-# We negate the RMSE value since RegressionEvalutor returns negated RMSE
-# (since evaluation metrics are meant to be maximized by CrossValidator).
-rmse = -evaluator.evaluate(predictions)
+    labelCol="label", predictionCol="prediction", metricName="rmse")
+rmse = evaluator.evaluate(predictions)
 print "Root Mean Squared Error (RMSE) on test data = %g" % rmse
 
 treeModel = model.stages[1]