Python side of python bindings for linear, Lasso, and ridge regression

python/pyspark/__init__.py

@@ -42,7 +42,9 @@ from pyspark.context import SparkContext
 from pyspark.rdd import RDD
 from pyspark.files import SparkFiles
 from pyspark.storagelevel import StorageLevel
-from pyspark.mllib import LinearRegressionModel
+from pyspark.mllib import LinearRegressionModel, LassoModel, \
+    RidgeRegressionModel
 
 
-__all__ = ["SparkContext", "RDD", "SparkFiles", "StorageLevel", "LinearRegressionModel"];
+__all__ = ["SparkContext", "RDD", "SparkFiles", "StorageLevel", \
+    "LinearRegressionModel", "LassoModel", "RidgeRegressionModel"];

python/pyspark/mllib.py

@@ -75,7 +75,7 @@ def _deserialize_double_matrix(ba):
     else:
         raise TypeError("_deserialize_double_matrix called on a non-bytearray")
 
-class LinearRegressionModel(object):
+class LinearModel(object):
     def __init__(self, coeff, intercept):
         self._coeff = coeff
         self._intercept = intercept
@@ -83,7 +83,7 @@ class LinearRegressionModel(object):
     def predict(self, x):
         if (type(x) == ndarray):
             if (x.ndim == 1):
-                return dot(_coeff, x) - _intercept
+                return dot(_coeff, x) + _intercept
             else:
                 raise RuntimeError("Bulk predict not yet supported.")
         elif (type(x) == RDD):
@@ -92,16 +92,71 @@ class LinearRegressionModel(object):
             raise TypeError("Bad type argument to "
                             "LinearRegressionModel::predict")
 
+# Map a pickled Python RDD of numpy double vectors to a Java RDD of
+# _serialized_double_vectors
+def _get_unmangled_double_vector_rdd(data):
+    dataBytes = data.map(_serialize_double_vector)
+    dataBytes._bypass_serializer = True
+    dataBytes.cache()
+    return dataBytes;
+
+# If we weren't given initial weights, take a zero vector of the appropriate
+# length.
+def _get_initial_weights(initial_weights, data):
+    if initial_weights is None:
+        initial_weights = data.first()
+        if type(initial_weights) != ndarray:
+            raise TypeError("At least one data element has type "
+                    + type(initial_weights) + " which is not ndarray")
+        if initial_weights.ndim != 1:
+            raise TypeError("At least one data element has "
+                    + initial_weights.ndim + " dimensions, which is not 1")
+        initial_weights = zeros([initial_weights.shape[0] - 1]);
+    return initial_weights;
+
+# train_func should take two parameters, namely data and initial_weights, and
+# return the result of a call to the appropriate JVM stub.
+# _regression_train_wrapper is responsible for setup and error checking.
+def _regression_train_wrapper(sc, train_func, klass, data, initial_weights):
+    initial_weights = _get_initial_weights(initial_weights, data)
+    dataBytes = _get_unmangled_double_vector_rdd(data)
+    ans = train_func(dataBytes, _serialize_double_vector(initial_weights))
+    if len(ans) != 2:
+        raise RuntimeError("JVM call result had unexpected length");
+    elif type(ans[0]) != bytearray:
+        raise RuntimeError("JVM call result had first element of type "
+                + type(ans[0]) + " which is not bytearray");
+    elif type(ans[1]) != float:
+        raise RuntimeError("JVM call result had second element of type "
+                + type(ans[0]) + " which is not float");
+    return klass(_deserialize_double_vector(ans[0]), ans[1]);
+
+class LinearRegressionModel(LinearModel):
     @classmethod
-    def train(cls, sc, data):
+    def train(cls, sc, data, iterations=100, step=1.0,
+              mini_batch_fraction=1.0, initial_weights=None):
         """Train a linear regression model on the given data."""
-        dataBytes = data.map(_serialize_double_vector)
-        dataBytes._bypass_serializer = True
-        dataBytes.cache()
-        api = sc._jvm.PythonMLLibAPI()
-        ans = api.trainLinearRegressionModel(dataBytes._jrdd)
-        if (len(ans) != 2 or type(ans[0]) != bytearray
-                or type(ans[1]) != float):
-            raise RuntimeError("train_linear_regression_model received "
-                               "garbage from JVM")
-        return LinearRegressionModel(_deserialize_double_vector(ans[0]), ans[1])
+        return _regression_train_wrapper(sc, lambda d, i:
+                sc._jvm.PythonMLLibAPI().trainLinearRegressionModel(
+                        d._jrdd, iterations, step, mini_batch_fraction, i),
+                LinearRegressionModel, data, initial_weights)
+
+class LassoModel(LinearModel):
+    @classmethod
+    def train(cls, sc, data, iterations=100, step=1.0, reg_param=1.0,
+              mini_batch_fraction=1.0, initial_weights=None):
+        """Train a Lasso regression model on the given data."""
+        return _regression_train_wrapper(sc, lambda d, i:
+                sc._jvm.PythonMLLibAPI().trainLassoModel(d._jrdd,
+                        iterations, step, reg_param, mini_batch_fraction, i),
+                LassoModel, data, initial_weights)
+
+class RidgeRegressionModel(LinearModel):
+    @classmethod
+    def train(cls, sc, data, iterations=100, step=1.0, reg_param=1.0,
+              mini_batch_fraction=1.0, initial_weights=None):
+        """Train a ridge regression model on the given data."""
+        return _regression_train_wrapper(sc, lambda d, i:
+                sc._jvm.PythonMLLibAPI().trainRidgeModel(d._jrdd,
+                        iterations, step, reg_param, mini_batch_fraction, i),
+                RidgeRegressionModel, data, initial_weights)