Repository: spark Updated Branches: refs/heads/master c83e03948 -> d138aa8ee
[SPARK-6705][MLLIB] Add fit intercept api to ml logisticregression I have the fit intercept enabled by default for logistic regression, I wonder what others think here. I understand that it enables allocation by default which is undesirable, but one needs to have a very strong reason for not having an intercept term enabled so it is the safer default from a statistical sense. Explicitly modeling the intercept by adding a column of all 1s does not work. I believe the reason is that since the API for LogisticRegressionWithLBFGS forces column normalization, and a column of all 1s has 0 variance so dividing by 0 kills it. Author: Omede Firouz <ofir...@palantir.com> Closes #5301 from oefirouz/addIntercept and squashes the following commits: 9f1286b [Omede Firouz] [SPARK-6705][MLLIB] Add fitInterceptTerm to LogisticRegression 1d6bd6f [Omede Firouz] [SPARK-6705][MLLIB] Add a fit intercept term to ML LogisticRegression 9963509 [Omede Firouz] [MLLIB] Add fitIntercept to LogisticRegression 2257fca [Omede Firouz] [MLLIB] Add fitIntercept param to logistic regression 329c1e2 [Omede Firouz] [MLLIB] Add fit intercept term bd9663c [Omede Firouz] [MLLIB] Add fit intercept api to ml logisticregression Project: http://git-wip-us.apache.org/repos/asf/spark/repo Commit: http://git-wip-us.apache.org/repos/asf/spark/commit/d138aa8e Tree: http://git-wip-us.apache.org/repos/asf/spark/tree/d138aa8e Diff: http://git-wip-us.apache.org/repos/asf/spark/diff/d138aa8e Branch: refs/heads/master Commit: d138aa8ee23f4450242da3ac70a493229a90c76b Parents: c83e039 Author: Omede Firouz <ofir...@palantir.com> Authored: Tue Apr 7 23:36:31 2015 -0400 Committer: Joseph K. Bradley <jos...@databricks.com> Committed: Tue Apr 7 23:36:31 2015 -0400 ---------------------------------------------------------------------- .../spark/ml/classification/LogisticRegression.scala | 8 ++++++-- .../scala/org/apache/spark/ml/param/sharedParams.scala | 12 ++++++++++++ .../ml/classification/LogisticRegressionSuite.scala | 9 +++++++++ 3 files changed, 27 insertions(+), 2 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/spark/blob/d138aa8e/mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala ---------------------------------------------------------------------- diff --git a/mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala b/mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala index 49c00f7..3462574 100644 --- a/mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala +++ b/mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala @@ -31,7 +31,7 @@ import org.apache.spark.storage.StorageLevel * Params for logistic regression. */ private[classification] trait LogisticRegressionParams extends ProbabilisticClassifierParams - with HasRegParam with HasMaxIter with HasThreshold + with HasRegParam with HasMaxIter with HasFitIntercept with HasThreshold /** @@ -56,6 +56,9 @@ class LogisticRegression def setMaxIter(value: Int): this.type = set(maxIter, value) /** @group setParam */ + def setFitIntercept(value: Boolean): this.type = set(fitIntercept, value) + + /** @group setParam */ def setThreshold(value: Double): this.type = set(threshold, value) override protected def train(dataset: DataFrame, paramMap: ParamMap): LogisticRegressionModel = { @@ -67,7 +70,8 @@ class LogisticRegression } // Train model - val lr = new LogisticRegressionWithLBFGS + val lr = new LogisticRegressionWithLBFGS() + .setIntercept(paramMap(fitIntercept)) lr.optimizer .setRegParam(paramMap(regParam)) .setNumIterations(paramMap(maxIter)) http://git-wip-us.apache.org/repos/asf/spark/blob/d138aa8e/mllib/src/main/scala/org/apache/spark/ml/param/sharedParams.scala ---------------------------------------------------------------------- diff --git a/mllib/src/main/scala/org/apache/spark/ml/param/sharedParams.scala b/mllib/src/main/scala/org/apache/spark/ml/param/sharedParams.scala index 5d660d1..0739fdb 100644 --- a/mllib/src/main/scala/org/apache/spark/ml/param/sharedParams.scala +++ b/mllib/src/main/scala/org/apache/spark/ml/param/sharedParams.scala @@ -106,6 +106,18 @@ private[ml] trait HasProbabilityCol extends Params { def getProbabilityCol: String = get(probabilityCol) } +private[ml] trait HasFitIntercept extends Params { + /** + * param for fitting the intercept term, defaults to true + * @group param + */ + val fitIntercept: BooleanParam = + new BooleanParam(this, "fitIntercept", "indicates whether to fit an intercept term", Some(true)) + + /** @group getParam */ + def getFitIntercept: Boolean = get(fitIntercept) +} + private[ml] trait HasThreshold extends Params { /** * param for threshold in (binary) prediction http://git-wip-us.apache.org/repos/asf/spark/blob/d138aa8e/mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala ---------------------------------------------------------------------- diff --git a/mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala b/mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala index b3d1bfc..35d8c2e 100644 --- a/mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala @@ -46,6 +46,7 @@ class LogisticRegressionSuite extends FunSuite with MLlibTestSparkContext { assert(lr.getPredictionCol == "prediction") assert(lr.getRawPredictionCol == "rawPrediction") assert(lr.getProbabilityCol == "probability") + assert(lr.getFitIntercept == true) val model = lr.fit(dataset) model.transform(dataset) .select("label", "probability", "prediction", "rawPrediction") @@ -55,6 +56,14 @@ class LogisticRegressionSuite extends FunSuite with MLlibTestSparkContext { assert(model.getPredictionCol == "prediction") assert(model.getRawPredictionCol == "rawPrediction") assert(model.getProbabilityCol == "probability") + assert(model.intercept !== 0.0) + } + + test("logistic regression doesn't fit intercept when fitIntercept is off") { + val lr = new LogisticRegression + lr.setFitIntercept(false) + val model = lr.fit(dataset) + assert(model.intercept === 0.0) } test("logistic regression with setters") { --------------------------------------------------------------------- To unsubscribe, e-mail: commits-unsubscr...@spark.apache.org For additional commands, e-mail: commits-h...@spark.apache.org
