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The following commit(s) were added to refs/heads/master by this push:
new 239788f [FLINK-27170] Add Transformer and Estimator of
OnlineLogistciRegression
239788f is described below
commit 239788f2b1f1f3a4e55ca112517980b598705a15
Author: weibo <wbz...@pku.edu.cn>
AuthorDate: Thu Jun 2 10:42:09 2022 +0800
[FLINK-27170] Add Transformer and Estimator of OnlineLogistciRegression
This closes #83.
---
.../ml/common/datastream/DataStreamUtils.java | 74 +++
.../main/java/org/apache/flink/ml/linalg/BLAS.java | 46 +-
.../ml/common/datastream/DataStreamUtilsTest.java | 13 +
.../java/org/apache/flink/ml/linalg/BLASTest.java | 11 +
.../logisticregression/LogisticRegression.java | 2 +-
.../LogisticRegressionModel.java | 2 +-
.../LogisticRegressionModelData.java | 66 +-
.../OnlineLogisticRegression.java | 424 +++++++++++++
.../OnlineLogisticRegressionModel.java | 198 ++++++
.../OnlineLogisticRegressionModelParams.java | 50 ++
.../OnlineLogisticRegressionParams.java | 66 ++
.../flink/ml/clustering/kmeans/OnlineKMeans.java | 57 +-
.../ml/classification/LogisticRegressionTest.java | 2 +-
.../OnlineLogisticRegressionTest.java | 687 +++++++++++++++++++++
.../apache/flink/ml/feature/MinMaxScalerTest.java | 15 +-
.../java/org/apache/flink/ml/util/TestUtils.java | 14 +
.../ml/lib/classification/logisticregression.py | 121 +++-
.../tests/test_logisticregression.py | 41 +-
18 files changed, 1803 insertions(+), 86 deletions(-)
diff --git
a/flink-ml-core/src/main/java/org/apache/flink/ml/common/datastream/DataStreamUtils.java
b/flink-ml-core/src/main/java/org/apache/flink/ml/common/datastream/DataStreamUtils.java
index 10073b8..45ad02e 100644
---
a/flink-ml-core/src/main/java/org/apache/flink/ml/common/datastream/DataStreamUtils.java
+++
b/flink-ml-core/src/main/java/org/apache/flink/ml/common/datastream/DataStreamUtils.java
@@ -19,21 +19,32 @@
package org.apache.flink.ml.common.datastream;
import org.apache.flink.annotation.Internal;
+import org.apache.flink.api.common.functions.FlatMapFunction;
+import org.apache.flink.api.common.functions.MapFunction;
import org.apache.flink.api.common.functions.MapPartitionFunction;
import org.apache.flink.api.common.functions.ReduceFunction;
import org.apache.flink.api.common.state.ListState;
import org.apache.flink.api.common.state.ListStateDescriptor;
import org.apache.flink.api.common.typeinfo.TypeInformation;
+import org.apache.flink.api.java.tuple.Tuple2;
import org.apache.flink.api.java.typeutils.TypeExtractor;
import org.apache.flink.iteration.operator.OperatorStateUtils;
import org.apache.flink.runtime.state.StateInitializationContext;
import org.apache.flink.runtime.state.StateSnapshotContext;
import org.apache.flink.streaming.api.datastream.DataStream;
+import org.apache.flink.streaming.api.functions.windowing.AllWindowFunction;
import org.apache.flink.streaming.api.operators.AbstractUdfStreamOperator;
import org.apache.flink.streaming.api.operators.BoundedOneInput;
import org.apache.flink.streaming.api.operators.OneInputStreamOperator;
import org.apache.flink.streaming.api.operators.TimestampedCollector;
+import org.apache.flink.streaming.api.windowing.windows.GlobalWindow;
import org.apache.flink.streaming.runtime.streamrecord.StreamRecord;
+import org.apache.flink.util.Collector;
+
+import org.apache.commons.collections.IteratorUtils;
+
+import java.util.Arrays;
+import java.util.List;
/** Provides utility functions for {@link DataStream}. */
@Internal
@@ -182,4 +193,67 @@ public class DataStreamUtils {
}
}
}
+
+ /**
+ * Splits the input data into global batches of batchSize. After
splitting, each global batch is
+ * further split into local batches for downstream operators with each
worker has one batch.
+ */
+ public static <T> DataStream<T[]> generateBatchData(
+ DataStream<T> inputData, final int downStreamParallelism, int
batchSize) {
+ return inputData
+ .countWindowAll(batchSize)
+ .apply(new GlobalBatchCreator<>())
+ .flatMap(new GlobalBatchSplitter<>(downStreamParallelism))
+ .partitionCustom((chunkId, numPartitions) -> chunkId, x ->
x.f0)
+ .map(
+ new MapFunction<Tuple2<Integer, T[]>, T[]>() {
+ @Override
+ public T[] map(Tuple2<Integer, T[]> integerTuple2)
throws Exception {
+ return integerTuple2.f1;
+ }
+ });
+ }
+
+ /** Splits the input data into global batches. */
+ private static class GlobalBatchCreator<T> implements AllWindowFunction<T,
T[], GlobalWindow> {
+ @Override
+ public void apply(GlobalWindow timeWindow, Iterable<T> iterable,
Collector<T[]> collector) {
+ List<T> points = IteratorUtils.toList(iterable.iterator());
+ collector.collect(points.toArray((T[]) new Object[0]));
+ }
+ }
+
+ /**
+ * An operator that splits a global batch into evenly-sized local batches,
and distributes them
+ * to downstream operator.
+ */
+ private static class GlobalBatchSplitter<T>
+ implements FlatMapFunction<T[], Tuple2<Integer, T[]>> {
+ private final int downStreamParallelism;
+
+ public GlobalBatchSplitter(int downStreamParallelism) {
+ this.downStreamParallelism = downStreamParallelism;
+ }
+
+ @Override
+ public void flatMap(T[] values, Collector<Tuple2<Integer, T[]>>
collector) {
+ int div = values.length / downStreamParallelism;
+ int mod = values.length % downStreamParallelism;
+
+ int offset = 0;
+ int i = 0;
+
+ int size = div + 1;
+ for (; i < mod; i++) {
+ collector.collect(Tuple2.of(i, Arrays.copyOfRange(values,
offset, offset + size)));
+ offset += size;
+ }
+
+ size = div;
+ for (; i < downStreamParallelism; i++) {
+ collector.collect(Tuple2.of(i, Arrays.copyOfRange(values,
offset, offset + size)));
+ offset += size;
+ }
+ }
+ }
}
diff --git a/flink-ml-core/src/main/java/org/apache/flink/ml/linalg/BLAS.java
b/flink-ml-core/src/main/java/org/apache/flink/ml/linalg/BLAS.java
index 24cc3ef..c00f642 100644
--- a/flink-ml-core/src/main/java/org/apache/flink/ml/linalg/BLAS.java
+++ b/flink-ml-core/src/main/java/org/apache/flink/ml/linalg/BLAS.java
@@ -65,12 +65,54 @@ public class BLAS {
}
}
- /** x \cdot y . */
- public static double dot(DenseVector x, DenseVector y) {
+ /** Computes the dot of the two vectors (y \dot x). */
+ public static double dot(Vector x, Vector y) {
Preconditions.checkArgument(x.size() == y.size(), "Vector size
mismatched.");
+ if (x instanceof SparseVector) {
+ if (y instanceof SparseVector) {
+ return dot((SparseVector) x, (SparseVector) y);
+ } else {
+ return dot((DenseVector) y, (SparseVector) x);
+ }
+ } else {
+ if (y instanceof SparseVector) {
+ return dot((DenseVector) x, (SparseVector) y);
+ } else {
+ return dot((DenseVector) x, (DenseVector) y);
+ }
+ }
+ }
+
+ private static double dot(DenseVector x, DenseVector y) {
return JAVA_BLAS.ddot(x.size(), x.values, 1, y.values, 1);
}
+ private static double dot(DenseVector x, SparseVector y) {
+ double dotValue = 0.0;
+ for (int i = 0; i < y.indices.length; ++i) {
+ dotValue += y.values[i] * x.values[y.indices[i]];
+ }
+ return dotValue;
+ }
+
+ private static double dot(SparseVector x, SparseVector y) {
+ double dotValue = 0;
+ int p0 = 0;
+ int p1 = 0;
+ while (p0 < x.values.length && p1 < y.values.length) {
+ if (x.indices[p0] == y.indices[p1]) {
+ dotValue += x.values[p0] * y.values[p1];
+ p0++;
+ p1++;
+ } else if (x.indices[p0] < y.indices[p1]) {
+ p0++;
+ } else {
+ p1++;
+ }
+ }
+ return dotValue;
+ }
+
/** \sqrt(\sum_i x_i * x_i) . */
public static double norm2(DenseVector x) {
return JAVA_BLAS.dnrm2(x.size(), x.values, 1);
diff --git
a/flink-ml-core/src/test/java/org/apache/flink/ml/common/datastream/DataStreamUtilsTest.java
b/flink-ml-core/src/test/java/org/apache/flink/ml/common/datastream/DataStreamUtilsTest.java
index 7dc88c8..a968a0e 100644
---
a/flink-ml-core/src/test/java/org/apache/flink/ml/common/datastream/DataStreamUtilsTest.java
+++
b/flink-ml-core/src/test/java/org/apache/flink/ml/common/datastream/DataStreamUtilsTest.java
@@ -37,6 +37,7 @@ import org.junit.Test;
import java.util.List;
import static org.junit.Assert.assertArrayEquals;
+import static org.junit.Assert.assertEquals;
import static org.junit.Assert.assertNotNull;
/** Tests the {@link DataStreamUtils}. */
@@ -74,6 +75,18 @@ public class DataStreamUtilsTest {
assertArrayEquals(new long[] {190L},
sum.stream().mapToLong(Long::longValue).toArray());
}
+ @Test
+ public void testGenerateBatchData() throws Exception {
+ DataStream<Long> dataStream =
+ env.fromParallelCollection(new NumberSequenceIterator(0L,
19L), Types.LONG);
+ DataStream<Long[]> result =
DataStreamUtils.generateBatchData(dataStream, 2, 4);
+ List<Long[]> batches =
IteratorUtils.toList(result.executeAndCollect());
+ for (Long[] batch : batches) {
+ assertEquals(2, batch.length);
+ }
+ assertEquals(10, batches.size());
+ }
+
/** A simple implementation for a {@link MapPartitionFunction}. */
private static class TestMapPartitionFunc extends
RichMapPartitionFunction<Long, Integer> {
diff --git
a/flink-ml-core/src/test/java/org/apache/flink/ml/linalg/BLASTest.java
b/flink-ml-core/src/test/java/org/apache/flink/ml/linalg/BLASTest.java
index 7055c62..21d68a9 100644
--- a/flink-ml-core/src/test/java/org/apache/flink/ml/linalg/BLASTest.java
+++ b/flink-ml-core/src/test/java/org/apache/flink/ml/linalg/BLASTest.java
@@ -70,7 +70,18 @@ public class BLASTest {
@Test
public void testDot() {
DenseVector anotherDenseVec = Vectors.dense(1, 2, 3, 4, 5);
+ SparseVector sparseVector1 =
+ Vectors.sparse(5, new int[] {1, 2, 4}, new double[] {1., 1.,
4.});
+ SparseVector sparseVector2 =
+ Vectors.sparse(5, new int[] {1, 3, 4}, new double[] {1., 2.,
1.});
+ // Tests dot(dense, dense).
assertEquals(-3, BLAS.dot(inputDenseVec, anotherDenseVec), TOLERANCE);
+ // Tests dot(dense, sparse).
+ assertEquals(-19, BLAS.dot(inputDenseVec, sparseVector1), TOLERANCE);
+ // Tests dot(sparse, dense).
+ assertEquals(1, BLAS.dot(sparseVector2, inputDenseVec), TOLERANCE);
+ // Tests dot(sparse, sparse).
+ assertEquals(5, BLAS.dot(sparseVector1, sparseVector2), TOLERANCE);
}
@Test
diff --git
a/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegression.java
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegression.java
index df8c386..551b66a 100644
---
a/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegression.java
+++
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegression.java
@@ -115,7 +115,7 @@ public class LogisticRegression
optimizer.optimize(initModelData, trainData,
BinaryLogisticLoss.INSTANCE);
DataStream<LogisticRegressionModelData> modelData =
- rawModelData.map(LogisticRegressionModelData::new);
+ rawModelData.map(vector -> new
LogisticRegressionModelData(vector, 0));
LogisticRegressionModel model =
new
LogisticRegressionModel().setModelData(tEnv.fromDataStream(modelData));
ReadWriteUtils.updateExistingParams(model, paramMap);
diff --git
a/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegressionModel.java
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegressionModel.java
index ac42142..675846a 100644
---
a/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegressionModel.java
+++
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegressionModel.java
@@ -162,7 +162,7 @@ public class LogisticRegressionModel
* @param coefficient The model parameters.
* @return The prediction label and the raw probabilities.
*/
- private static Row predictOneDataPoint(DenseVector feature, DenseVector
coefficient) {
+ protected static Row predictOneDataPoint(Vector feature, DenseVector
coefficient) {
double dotValue = BLAS.dot(feature, coefficient);
double prob = 1 - 1.0 / (1.0 + Math.exp(dotValue));
return Row.of(dotValue >= 0 ? 1. : 0., Vectors.dense(1 - prob, prob));
diff --git
a/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegressionModelData.java
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegressionModelData.java
index d2f451f..a9a6285 100644
---
a/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegressionModelData.java
+++
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/LogisticRegressionModelData.java
@@ -18,6 +18,7 @@
package org.apache.flink.ml.classification.logisticregression;
+import org.apache.flink.api.common.functions.MapFunction;
import org.apache.flink.api.common.serialization.Encoder;
import org.apache.flink.api.common.typeinfo.TypeInformation;
import org.apache.flink.configuration.Configuration;
@@ -25,10 +26,11 @@ import
org.apache.flink.connector.file.src.reader.SimpleStreamFormat;
import org.apache.flink.core.fs.FSDataInputStream;
import org.apache.flink.core.memory.DataInputViewStreamWrapper;
import org.apache.flink.core.memory.DataOutputViewStreamWrapper;
+import org.apache.flink.ml.common.datastream.TableUtils;
import org.apache.flink.ml.linalg.DenseVector;
-import org.apache.flink.ml.linalg.Vector;
import org.apache.flink.ml.linalg.typeinfo.DenseVectorSerializer;
import org.apache.flink.streaming.api.datastream.DataStream;
+import org.apache.flink.streaming.api.environment.StreamExecutionEnvironment;
import org.apache.flink.table.api.Table;
import org.apache.flink.table.api.bridge.java.StreamTableEnvironment;
import org.apache.flink.table.api.internal.TableImpl;
@@ -36,9 +38,10 @@ import org.apache.flink.table.api.internal.TableImpl;
import java.io.EOFException;
import java.io.IOException;
import java.io.OutputStream;
+import java.util.Random;
/**
- * Model data of {@link LogisticRegressionModel}.
+ * Model data of {@link LogisticRegressionModel} and {@link
OnlineLogisticRegressionModel}.
*
* <p>This class also provides methods to convert model data from Table to
Datastream, and classes
* to save/load model data.
@@ -46,12 +49,49 @@ import java.io.OutputStream;
public class LogisticRegressionModelData {
public DenseVector coefficient;
+ public long modelVersion;
- public LogisticRegressionModelData(DenseVector coefficient) {
+ public LogisticRegressionModelData() {}
+
+ public LogisticRegressionModelData(DenseVector coefficient, long
modelVersion) {
this.coefficient = coefficient;
+ this.modelVersion = modelVersion;
}
- public LogisticRegressionModelData() {}
+ /**
+ * Generates a Table containing a {@link LogisticRegressionModelData}
instance with randomly
+ * generated coefficient.
+ *
+ * @param tEnv The environment where to create the table.
+ * @param dim The size of generated coefficient.
+ * @param seed Random seed.
+ */
+ public static Table generateRandomModelData(StreamTableEnvironment tEnv,
int dim, int seed) {
+ StreamExecutionEnvironment env =
TableUtils.getExecutionEnvironment(tEnv);
+ return tEnv.fromDataStream(
+ env.fromElements(1).map(new RandomModelDataGenerator(dim,
seed)));
+ }
+
+ private static class RandomModelDataGenerator
+ implements MapFunction<Integer, LogisticRegressionModelData> {
+ private final int dim;
+ private final int seed;
+
+ public RandomModelDataGenerator(int dim, int seed) {
+ this.dim = dim;
+ this.seed = seed;
+ }
+
+ @Override
+ public LogisticRegressionModelData map(Integer integer) throws
Exception {
+ DenseVector vector = new DenseVector(dim);
+ Random random = new Random(seed);
+ for (int j = 0; j < dim; j++) {
+ vector.values[j] = random.nextDouble();
+ }
+ return new LogisticRegressionModelData(vector, 0L);
+ }
+ }
/**
* Converts the table model to a data stream.
@@ -63,21 +103,24 @@ public class LogisticRegressionModelData {
StreamTableEnvironment tEnv =
(StreamTableEnvironment) ((TableImpl)
modelData).getTableEnvironment();
return tEnv.toDataStream(modelData)
- .map(x -> new LogisticRegressionModelData(((Vector)
x.getField(0)).toDense()));
+ .map(x -> new LogisticRegressionModelData(x.getFieldAs(0),
x.getFieldAs(1)));
}
- /** Data encoder for {@link LogisticRegressionModel}. */
+ /** Data encoder for {@link LogisticRegression} and {@link
OnlineLogisticRegression}. */
public static class ModelDataEncoder implements
Encoder<LogisticRegressionModelData> {
@Override
public void encode(LogisticRegressionModelData modelData, OutputStream
outputStream)
throws IOException {
+ DataOutputViewStreamWrapper dataOutputViewStreamWrapper =
+ new DataOutputViewStreamWrapper(outputStream);
DenseVectorSerializer.INSTANCE.serialize(
- modelData.coefficient, new
DataOutputViewStreamWrapper(outputStream));
+ modelData.coefficient, dataOutputViewStreamWrapper);
+ dataOutputViewStreamWrapper.writeLong(modelData.modelVersion);
}
}
- /** Data decoder for {@link LogisticRegressionModel}. */
+ /** Data decoder for {@link LogisticRegression} and {@link
OnlineLogisticRegression}. */
public static class ModelDataDecoder extends
SimpleStreamFormat<LogisticRegressionModelData> {
@Override
@@ -88,10 +131,13 @@ public class LogisticRegressionModelData {
@Override
public LogisticRegressionModelData read() throws IOException {
try {
+ DataInputViewStreamWrapper dataInputViewStreamWrapper =
+ new DataInputViewStreamWrapper(inputStream);
DenseVector coefficient =
DenseVectorSerializer.INSTANCE.deserialize(
- new
DataInputViewStreamWrapper(inputStream));
- return new LogisticRegressionModelData(coefficient);
+ dataInputViewStreamWrapper);
+ long modelVersion =
dataInputViewStreamWrapper.readLong();
+ return new LogisticRegressionModelData(coefficient,
modelVersion);
} catch (EOFException e) {
return null;
}
diff --git
a/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegression.java
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegression.java
new file mode 100644
index 0000000..59a9102
--- /dev/null
+++
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegression.java
@@ -0,0 +1,424 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you under the Apache License, Version 2.0 (the
+ * "License"); you may not use this file except in compliance
+ * with the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.flink.ml.classification.logisticregression;
+
+import org.apache.flink.api.common.functions.MapFunction;
+import org.apache.flink.api.common.functions.ReduceFunction;
+import org.apache.flink.api.common.state.ListState;
+import org.apache.flink.api.common.state.ListStateDescriptor;
+import org.apache.flink.api.common.typeinfo.TypeInformation;
+import org.apache.flink.api.java.typeutils.ObjectArrayTypeInfo;
+import org.apache.flink.iteration.DataStreamList;
+import org.apache.flink.iteration.IterationBody;
+import org.apache.flink.iteration.IterationBodyResult;
+import org.apache.flink.iteration.Iterations;
+import org.apache.flink.iteration.operator.OperatorStateUtils;
+import org.apache.flink.ml.api.Estimator;
+import org.apache.flink.ml.common.datastream.DataStreamUtils;
+import org.apache.flink.ml.linalg.BLAS;
+import org.apache.flink.ml.linalg.DenseVector;
+import org.apache.flink.ml.linalg.SparseVector;
+import org.apache.flink.ml.linalg.Vector;
+import org.apache.flink.ml.param.Param;
+import org.apache.flink.ml.util.ParamUtils;
+import org.apache.flink.ml.util.ReadWriteUtils;
+import org.apache.flink.runtime.state.FunctionInitializationContext;
+import org.apache.flink.runtime.state.FunctionSnapshotContext;
+import org.apache.flink.runtime.state.StateInitializationContext;
+import org.apache.flink.streaming.api.checkpoint.CheckpointedFunction;
+import org.apache.flink.streaming.api.datastream.DataStream;
+import org.apache.flink.streaming.api.operators.AbstractStreamOperator;
+import org.apache.flink.streaming.api.operators.OneInputStreamOperator;
+import org.apache.flink.streaming.api.operators.TwoInputStreamOperator;
+import org.apache.flink.streaming.runtime.streamrecord.StreamRecord;
+import org.apache.flink.table.api.Table;
+import org.apache.flink.table.api.bridge.java.StreamTableEnvironment;
+import org.apache.flink.table.api.internal.TableImpl;
+import org.apache.flink.types.Row;
+import org.apache.flink.util.Preconditions;
+
+import org.apache.commons.collections.IteratorUtils;
+
+import java.io.IOException;
+import java.util.Arrays;
+import java.util.Collections;
+import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
+
+/**
+ * An Estimator which implements the online logistic regression algorithm. The
online optimizer of
+ * this algorithm is The FTRL-Proximal proposed by H.Brendan McMahan et al.
+ *
+ * <p>See <a href="https://doi.org/10.1145/2487575.2488200";>H. Brendan McMahan
et al., Ad click
+ * prediction: a view from the trenches.</a>
+ */
+public class OnlineLogisticRegression
+ implements Estimator<OnlineLogisticRegression,
OnlineLogisticRegressionModel>,
+ OnlineLogisticRegressionParams<OnlineLogisticRegression> {
+ private final Map<Param<?>, Object> paramMap = new HashMap<>();
+ private Table initModelDataTable;
+
+ public OnlineLogisticRegression() {
+ ParamUtils.initializeMapWithDefaultValues(paramMap, this);
+ }
+
+ @Override
+ public OnlineLogisticRegressionModel fit(Table... inputs) {
+ Preconditions.checkArgument(inputs.length == 1);
+
+ StreamTableEnvironment tEnv =
+ (StreamTableEnvironment) ((TableImpl)
inputs[0]).getTableEnvironment();
+ DataStream<LogisticRegressionModelData> modelDataStream =
+
LogisticRegressionModelData.getModelDataStream(initModelDataTable);
+
+ DataStream<Row> points =
+ tEnv.toDataStream(inputs[0])
+ .map(
+ new FeaturesLabelExtractor(
+ getFeaturesCol(), getLabelCol(),
getWeightCol()));
+
+ DataStream<DenseVector> initModelData =
+ modelDataStream.map(
+ (MapFunction<LogisticRegressionModelData, DenseVector>)
+ value -> value.coefficient);
+
+ initModelData.getTransformation().setParallelism(1);
+
+ IterationBody body =
+ new FtrlIterationBody(
+ getGlobalBatchSize(), getAlpha(), getBeta(), getReg(),
getElasticNet());
+
+ DataStream<LogisticRegressionModelData> onlineModelData =
+ Iterations.iterateUnboundedStreams(
+ DataStreamList.of(initModelData),
DataStreamList.of(points), body)
+ .get(0);
+
+ Table onlineModelDataTable = tEnv.fromDataStream(onlineModelData);
+ OnlineLogisticRegressionModel model =
+ new
OnlineLogisticRegressionModel().setModelData(onlineModelDataTable);
+ ReadWriteUtils.updateExistingParams(model, paramMap);
+ return model;
+ }
+
+ private static class FeaturesLabelExtractor implements MapFunction<Row,
Row> {
+ private final String featuresCol;
+ private final String labelCol;
+ private final String weightCol;
+
+ private FeaturesLabelExtractor(String featuresCol, String labelCol,
String weightCol) {
+ this.featuresCol = featuresCol;
+ this.labelCol = labelCol;
+ this.weightCol = weightCol;
+ }
+
+ @Override
+ public Row map(Row row) throws Exception {
+ if (weightCol == null) {
+ return Row.of(row.getField(featuresCol),
row.getField(labelCol));
+ } else {
+ return Row.of(
+ row.getField(featuresCol), row.getField(labelCol),
row.getField(weightCol));
+ }
+ }
+ }
+
+ /**
+ * In the implementation of ftrl optimizer, gradients are calculated in
distributed workers and
+ * reduce them to one final gradient. The reduced gradient is used to
update model by ftrl
+ * method. When the feature vector is dense, it can get the same result as
tensorflow's ftrl. If
+ * feature vector is sparse, we use the mean value in every feature dim
instead of mean value of
+ * whole vector, which can get a better convergence.
+ *
+ * <p>See
https://www.tensorflow.org/api_docs/python/tf/keras/optimizers/Ftrl
+ *
+ * <p>todo: makes ftrl to be a common optimizer and place it in
org.apache.flink.ml.common.
+ */
+ private static class FtrlIterationBody implements IterationBody {
+ private final int batchSize;
+ private final double alpha;
+ private final double beta;
+ private final double l1;
+ private final double l2;
+
+ public FtrlIterationBody(
+ int batchSize, double alpha, double beta, double reg, double
elasticNet) {
+ this.batchSize = batchSize;
+ this.alpha = alpha;
+ this.beta = beta;
+ this.l1 = elasticNet * reg;
+ this.l2 = (1 - elasticNet) * reg;
+ }
+
+ @Override
+ public IterationBodyResult process(
+ DataStreamList variableStreams, DataStreamList dataStreams) {
+ DataStream<DenseVector> modelData = variableStreams.get(0);
+
+ DataStream<Row> points = dataStreams.get(0);
+ int parallelism = points.getParallelism();
+ Preconditions.checkState(
+ parallelism <= batchSize,
+ "There are more subtasks in the training process than the
number "
+ + "of elements in each batch. Some subtasks might
be idling forever.");
+
+ DataStream<DenseVector[]> newGradient =
+ DataStreamUtils.generateBatchData(points, parallelism,
batchSize)
+ .connect(modelData.broadcast())
+ .transform(
+ "LocalGradientCalculator",
+ TypeInformation.of(DenseVector[].class),
+ new CalculateLocalGradient())
+ .setParallelism(parallelism)
+ .countWindowAll(parallelism)
+ .reduce(
+ (ReduceFunction<DenseVector[]>)
+ (gradientInfo, newGradientInfo) ->
{
+ BLAS.axpy(1.0,
gradientInfo[0], newGradientInfo[0]);
+ BLAS.axpy(1.0,
gradientInfo[1], newGradientInfo[1]);
+ if (newGradientInfo[2] ==
null) {
+ newGradientInfo[2] =
gradientInfo[2];
+ }
+ return newGradientInfo;
+ });
+ DataStream<DenseVector> feedbackModelData =
+ newGradient
+ .transform(
+ "ModelDataUpdater",
+ TypeInformation.of(DenseVector.class),
+ new UpdateModel(alpha, beta, l1, l2))
+ .setParallelism(1);
+
+ DataStream<LogisticRegressionModelData> outputModelData =
+ feedbackModelData.map(new
CreateLrModelData()).setParallelism(1);
+ return new IterationBodyResult(
+ DataStreamList.of(feedbackModelData),
DataStreamList.of(outputModelData));
+ }
+ }
+
+ private static class CreateLrModelData
+ implements MapFunction<DenseVector, LogisticRegressionModelData>,
CheckpointedFunction {
+ private Long modelVersion = 1L;
+ private transient ListState<Long> modelVersionState;
+
+ @Override
+ public LogisticRegressionModelData map(DenseVector denseVector) throws
Exception {
+ return new LogisticRegressionModelData(denseVector,
modelVersion++);
+ }
+
+ @Override
+ public void snapshotState(FunctionSnapshotContext
functionSnapshotContext)
+ throws Exception {
+ modelVersionState.update(Collections.singletonList(modelVersion));
+ }
+
+ @Override
+ public void initializeState(FunctionInitializationContext context)
throws Exception {
+ modelVersionState =
+ context.getOperatorStateStore()
+ .getListState(
+ new
ListStateDescriptor<>("modelVersionState", Long.class));
+ }
+ }
+
+ /** Updates model. */
+ private static class UpdateModel extends
AbstractStreamOperator<DenseVector>
+ implements OneInputStreamOperator<DenseVector[], DenseVector> {
+ private ListState<double[]> nParamState;
+ private ListState<double[]> zParamState;
+ private final double alpha;
+ private final double beta;
+ private final double l1;
+ private final double l2;
+ private double[] nParam;
+ private double[] zParam;
+
+ public UpdateModel(double alpha, double beta, double l1, double l2) {
+ this.alpha = alpha;
+ this.beta = beta;
+ this.l1 = l1;
+ this.l2 = l2;
+ }
+
+ @Override
+ public void initializeState(StateInitializationContext context) throws
Exception {
+ super.initializeState(context);
+ nParamState =
+ context.getOperatorStateStore()
+ .getListState(new
ListStateDescriptor<>("nParamState", double[].class));
+ zParamState =
+ context.getOperatorStateStore()
+ .getListState(new
ListStateDescriptor<>("zParamState", double[].class));
+ }
+
+ @Override
+ public void processElement(StreamRecord<DenseVector[]> streamRecord)
throws Exception {
+ DenseVector[] gradientInfo = streamRecord.getValue();
+ double[] coefficient = gradientInfo[2].values;
+ double[] g = gradientInfo[0].values;
+ for (int i = 0; i < g.length; ++i) {
+ if (gradientInfo[1].values[i] != 0.0) {
+ g[i] = g[i] / gradientInfo[1].values[i];
+ }
+ }
+ if (zParam == null) {
+ zParam = new double[g.length];
+ nParam = new double[g.length];
+ nParamState.add(nParam);
+ zParamState.add(zParam);
+ }
+
+ for (int i = 0; i < zParam.length; ++i) {
+ double sigma = (Math.sqrt(nParam[i] + g[i] * g[i]) -
Math.sqrt(nParam[i])) / alpha;
+ zParam[i] += g[i] - sigma * coefficient[i];
+ nParam[i] += g[i] * g[i];
+
+ if (Math.abs(zParam[i]) <= l1) {
+ coefficient[i] = 0.0;
+ } else {
+ coefficient[i] =
+ ((zParam[i] < 0 ? -1 : 1) * l1 - zParam[i])
+ / ((beta + Math.sqrt(nParam[i])) / alpha +
l2);
+ }
+ }
+ output.collect(new StreamRecord<>(new DenseVector(coefficient)));
+ }
+ }
+
+ private static class CalculateLocalGradient extends
AbstractStreamOperator<DenseVector[]>
+ implements TwoInputStreamOperator<Row[], DenseVector,
DenseVector[]> {
+ private ListState<DenseVector> modelDataState;
+ private ListState<Row[]> localBatchDataState;
+ private double[] gradient;
+ private double[] weightSum;
+
+ @Override
+ public void initializeState(StateInitializationContext context) throws
Exception {
+ super.initializeState(context);
+ modelDataState =
+ context.getOperatorStateStore()
+ .getListState(
+ new ListStateDescriptor<>("modelData",
DenseVector.class));
+ TypeInformation<Row[]> type =
+
ObjectArrayTypeInfo.getInfoFor(TypeInformation.of(Row.class));
+ localBatchDataState =
+ context.getOperatorStateStore()
+ .getListState(new
ListStateDescriptor<>("localBatch", type));
+ }
+
+ @Override
+ public void processElement1(StreamRecord<Row[]> pointsRecord) throws
Exception {
+ localBatchDataState.add(pointsRecord.getValue());
+ calculateGradient();
+ }
+
+ private void calculateGradient() throws Exception {
+ if (!modelDataState.get().iterator().hasNext()
+ || !localBatchDataState.get().iterator().hasNext()) {
+ return;
+ }
+ DenseVector modelData =
+ OperatorStateUtils.getUniqueElement(modelDataState,
"modelData").get();
+ modelDataState.clear();
+
+ List<Row[]> pointsList =
IteratorUtils.toList(localBatchDataState.get().iterator());
+ Row[] points = pointsList.remove(0);
+ localBatchDataState.update(pointsList);
+
+ for (Row point : points) {
+ Vector vec = point.getFieldAs(0);
+ double label = point.getFieldAs(1);
+ double weight = point.getArity() == 2 ? 1.0 :
point.getFieldAs(2);
+ if (gradient == null) {
+ gradient = new double[vec.size()];
+ weightSum = new double[gradient.length];
+ }
+ double p = BLAS.dot(modelData, vec);
+ p = 1 / (1 + Math.exp(-p));
+ if (vec instanceof DenseVector) {
+ DenseVector dvec = (DenseVector) vec;
+ for (int i = 0; i < modelData.size(); ++i) {
+ gradient[i] += (p - label) * dvec.values[i];
+ weightSum[i] += 1.0;
+ }
+ } else {
+ SparseVector svec = (SparseVector) vec;
+ for (int i = 0; i < svec.indices.length; ++i) {
+ int idx = svec.indices[i];
+ gradient[idx] += (p - label) * svec.values[i];
+ weightSum[idx] += weight;
+ }
+ }
+ }
+
+ if (points.length > 0) {
+ output.collect(
+ new StreamRecord<>(
+ new DenseVector[] {
+ new DenseVector(gradient),
+ new DenseVector(weightSum),
+
(getRuntimeContext().getIndexOfThisSubtask() == 0)
+ ? modelData
+ : null
+ }));
+ }
+ Arrays.fill(gradient, 0.0);
+ Arrays.fill(weightSum, 0.0);
+ }
+
+ @Override
+ public void processElement2(StreamRecord<DenseVector> modelDataRecord)
throws Exception {
+ modelDataState.add(modelDataRecord.getValue());
+ calculateGradient();
+ }
+ }
+
+ @Override
+ public void save(String path) throws IOException {
+ ReadWriteUtils.saveMetadata(this, path);
+ ReadWriteUtils.saveModelData(
+
LogisticRegressionModelData.getModelDataStream(initModelDataTable),
+ path,
+ new LogisticRegressionModelData.ModelDataEncoder());
+ }
+
+ public static OnlineLogisticRegression load(StreamTableEnvironment tEnv,
String path)
+ throws IOException {
+ OnlineLogisticRegression onlineLogisticRegression =
ReadWriteUtils.loadStageParam(path);
+ Table modelDataTable =
+ ReadWriteUtils.loadModelData(
+ tEnv, path, new
LogisticRegressionModelData.ModelDataDecoder());
+ onlineLogisticRegression.setInitialModelData(modelDataTable);
+ return onlineLogisticRegression;
+ }
+
+ @Override
+ public Map<Param<?>, Object> getParamMap() {
+ return paramMap;
+ }
+
+ /**
+ * Sets the initial model data of the online training process with the
provided model data
+ * table.
+ */
+ public OnlineLogisticRegression setInitialModelData(Table
initModelDataTable) {
+ this.initModelDataTable = initModelDataTable;
+ return this;
+ }
+}
diff --git
a/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegressionModel.java
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegressionModel.java
new file mode 100644
index 0000000..eab5cf6
--- /dev/null
+++
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegressionModel.java
@@ -0,0 +1,198 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you under the Apache License, Version 2.0 (the
+ * "License"); you may not use this file except in compliance
+ * with the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.flink.ml.classification.logisticregression;
+
+import org.apache.flink.api.common.state.ListState;
+import org.apache.flink.api.common.state.ListStateDescriptor;
+import org.apache.flink.api.common.typeinfo.TypeInformation;
+import org.apache.flink.api.common.typeinfo.Types;
+import org.apache.flink.api.java.typeutils.RowTypeInfo;
+import org.apache.flink.metrics.Gauge;
+import org.apache.flink.ml.api.Model;
+import org.apache.flink.ml.common.datastream.TableUtils;
+import org.apache.flink.ml.linalg.DenseVector;
+import org.apache.flink.ml.linalg.Vector;
+import org.apache.flink.ml.param.Param;
+import org.apache.flink.ml.util.ParamUtils;
+import org.apache.flink.ml.util.ReadWriteUtils;
+import org.apache.flink.runtime.state.StateInitializationContext;
+import org.apache.flink.streaming.api.datastream.DataStream;
+import org.apache.flink.streaming.api.operators.AbstractStreamOperator;
+import org.apache.flink.streaming.api.operators.TwoInputStreamOperator;
+import org.apache.flink.streaming.runtime.streamrecord.StreamRecord;
+import org.apache.flink.table.api.Table;
+import org.apache.flink.table.api.bridge.java.StreamTableEnvironment;
+import org.apache.flink.table.api.internal.TableImpl;
+import org.apache.flink.types.Row;
+import org.apache.flink.util.Preconditions;
+
+import org.apache.commons.lang3.ArrayUtils;
+
+import java.io.IOException;
+import java.util.HashMap;
+import java.util.Map;
+
+import static
org.apache.flink.ml.classification.logisticregression.LogisticRegressionModel.predictOneDataPoint;
+
+/**
+ * A Model which classifies data using the model data computed by {@link
OnlineLogisticRegression}.
+ */
+public class OnlineLogisticRegressionModel
+ implements Model<OnlineLogisticRegressionModel>,
+
OnlineLogisticRegressionModelParams<OnlineLogisticRegressionModel> {
+ public static final String MODEL_DATA_VERSION_GAUGE_KEY =
"modelDataVersion";
+ private final Map<Param<?>, Object> paramMap = new HashMap<>();
+ private Table modelDataTable;
+
+ public OnlineLogisticRegressionModel() {
+ ParamUtils.initializeMapWithDefaultValues(paramMap, this);
+ }
+
+ @Override
+ public Table[] transform(Table... inputs) {
+ Preconditions.checkArgument(inputs.length == 1);
+
+ StreamTableEnvironment tEnv =
+ (StreamTableEnvironment) ((TableImpl)
inputs[0]).getTableEnvironment();
+
+ RowTypeInfo inputTypeInfo =
TableUtils.getRowTypeInfo(inputs[0].getResolvedSchema());
+ RowTypeInfo outputTypeInfo =
+ new RowTypeInfo(
+ ArrayUtils.addAll(
+ inputTypeInfo.getFieldTypes(),
+ Types.DOUBLE,
+ TypeInformation.of(DenseVector.class),
+ Types.LONG),
+ ArrayUtils.addAll(
+ inputTypeInfo.getFieldNames(),
+ getPredictionCol(),
+ getRawPredictionCol(),
+ getModelVersionCol()));
+
+ DataStream<Row> predictionResult =
+ tEnv.toDataStream(inputs[0])
+ .connect(
+
LogisticRegressionModelData.getModelDataStream(modelDataTable)
+ .broadcast())
+ .transform(
+ "PredictLabelOperator",
+ outputTypeInfo,
+ new PredictLabelOperator(inputTypeInfo,
getFeaturesCol()));
+
+ return new Table[] {tEnv.fromDataStream(predictionResult)};
+ }
+
+ /** A utility operator used for prediction. */
+ private static class PredictLabelOperator extends
AbstractStreamOperator<Row>
+ implements TwoInputStreamOperator<Row,
LogisticRegressionModelData, Row> {
+ private final RowTypeInfo inputTypeInfo;
+
+ private final String featuresCol;
+ private ListState<Row> bufferedPointsState;
+ private DenseVector coefficient;
+ private long modelDataVersion = 0L;
+
+ public PredictLabelOperator(RowTypeInfo inputTypeInfo, String
featuresCol) {
+ this.inputTypeInfo = inputTypeInfo;
+ this.featuresCol = featuresCol;
+ }
+
+ @Override
+ public void initializeState(StateInitializationContext context) throws
Exception {
+ super.initializeState(context);
+ bufferedPointsState =
+ context.getOperatorStateStore()
+ .getListState(
+ new
ListStateDescriptor<>("bufferedPoints", inputTypeInfo));
+ }
+
+ @Override
+ public void open() throws Exception {
+ super.open();
+
+ getRuntimeContext()
+ .getMetricGroup()
+ .gauge(
+ MODEL_DATA_VERSION_GAUGE_KEY,
+ (Gauge<String>) () ->
Long.toString(modelDataVersion));
+ }
+
+ @Override
+ public void processElement1(StreamRecord<Row> streamRecord) throws
Exception {
+ processElement(streamRecord);
+ }
+
+ @Override
+ public void processElement2(StreamRecord<LogisticRegressionModelData>
streamRecord)
+ throws Exception {
+ LogisticRegressionModelData modelData = streamRecord.getValue();
+ coefficient = modelData.coefficient;
+ modelDataVersion = modelData.modelVersion;
+ for (Row dataPoint : bufferedPointsState.get()) {
+ processElement(new StreamRecord<>(dataPoint));
+ }
+ bufferedPointsState.clear();
+ }
+
+ public void processElement(StreamRecord<Row> streamRecord) throws
Exception {
+ Row dataPoint = streamRecord.getValue();
+ if (coefficient == null) {
+ bufferedPointsState.add(dataPoint);
+ return;
+ }
+ Vector features = (Vector) dataPoint.getField(featuresCol);
+ Row predictionResult = predictOneDataPoint(features, coefficient);
+ output.collect(
+ new StreamRecord<>(
+ Row.join(
+ dataPoint,
+ Row.of(
+ predictionResult.getField(0),
+ predictionResult.getField(1),
+ modelDataVersion))));
+ }
+ }
+
+ @Override
+ public void save(String path) throws IOException {
+ ReadWriteUtils.saveMetadata(this, path);
+ }
+
+ public static OnlineLogisticRegressionModel load(StreamTableEnvironment
tEnv, String path)
+ throws IOException {
+ return ReadWriteUtils.loadStageParam(path);
+ }
+
+ @Override
+ public Map<Param<?>, Object> getParamMap() {
+ return paramMap;
+ }
+
+ @Override
+ public OnlineLogisticRegressionModel setModelData(Table... inputs) {
+ Preconditions.checkArgument(inputs.length == 1);
+ modelDataTable = inputs[0];
+ return this;
+ }
+
+ @Override
+ public Table[] getModelData() {
+ return new Table[] {modelDataTable};
+ }
+}
diff --git
a/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegressionModelParams.java
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegressionModelParams.java
new file mode 100644
index 0000000..573cd48
--- /dev/null
+++
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegressionModelParams.java
@@ -0,0 +1,50 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you under the Apache License, Version 2.0 (the
+ * "License"); you may not use this file except in compliance
+ * with the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.flink.ml.classification.logisticregression;
+
+import org.apache.flink.ml.common.param.HasFeaturesCol;
+import org.apache.flink.ml.common.param.HasPredictionCol;
+import org.apache.flink.ml.common.param.HasRawPredictionCol;
+import org.apache.flink.ml.param.Param;
+import org.apache.flink.ml.param.ParamValidators;
+import org.apache.flink.ml.param.StringParam;
+
+/**
+ * Params for {@link OnlineLogisticRegressionModel}.
+ *
+ * @param <T> The class type of this instance.
+ */
+public interface OnlineLogisticRegressionModelParams<T>
+ extends HasFeaturesCol<T>, HasPredictionCol<T>, HasRawPredictionCol<T>
{
+ Param<String> MODEL_VERSION_COL =
+ new StringParam(
+ "modelVersionCol",
+ "Model version column name.",
+ "modelVersion",
+ ParamValidators.notNull());
+
+ default String getModelVersionCol() {
+ return get(MODEL_VERSION_COL);
+ }
+
+ default T setModelVersionCol(String value) {
+ set(MODEL_VERSION_COL, value);
+ return (T) this;
+ }
+}
diff --git
a/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegressionParams.java
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegressionParams.java
new file mode 100644
index 0000000..961b7c5
--- /dev/null
+++
b/flink-ml-lib/src/main/java/org/apache/flink/ml/classification/logisticregression/OnlineLogisticRegressionParams.java
@@ -0,0 +1,66 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you under the Apache License, Version 2.0 (the
+ * "License"); you may not use this file except in compliance
+ * with the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.flink.ml.classification.logisticregression;
+
+import org.apache.flink.ml.common.param.HasBatchStrategy;
+import org.apache.flink.ml.common.param.HasElasticNet;
+import org.apache.flink.ml.common.param.HasGlobalBatchSize;
+import org.apache.flink.ml.common.param.HasLabelCol;
+import org.apache.flink.ml.common.param.HasReg;
+import org.apache.flink.ml.common.param.HasWeightCol;
+import org.apache.flink.ml.param.DoubleParam;
+import org.apache.flink.ml.param.Param;
+import org.apache.flink.ml.param.ParamValidators;
+
+/**
+ * Params of {@link OnlineLogisticRegression}.
+ *
+ * @param <T> The class type of this instance.
+ */
+public interface OnlineLogisticRegressionParams<T>
+ extends HasLabelCol<T>,
+ HasWeightCol<T>,
+ HasBatchStrategy<T>,
+ HasGlobalBatchSize<T>,
+ HasReg<T>,
+ HasElasticNet<T>,
+ OnlineLogisticRegressionModelParams<T> {
+
+ Param<Double> ALPHA =
+ new DoubleParam("alpha", "The alpha parameter of ftrl.", 0.1,
ParamValidators.gt(0.0));
+
+ Param<Double> BETA =
+ new DoubleParam("beta", "The beta parameter of ftrl.", 0.1,
ParamValidators.gt(0.0));
+
+ default Double getAlpha() {
+ return get(ALPHA);
+ }
+
+ default T setAlpha(Double value) {
+ return set(ALPHA, value);
+ }
+
+ default Double getBeta() {
+ return get(BETA);
+ }
+
+ default T setBeta(Double value) {
+ return set(BETA, value);
+ }
+}
diff --git
a/flink-ml-lib/src/main/java/org/apache/flink/ml/clustering/kmeans/OnlineKMeans.java
b/flink-ml-lib/src/main/java/org/apache/flink/ml/clustering/kmeans/OnlineKMeans.java
index b876b13..4112527 100644
---
a/flink-ml-lib/src/main/java/org/apache/flink/ml/clustering/kmeans/OnlineKMeans.java
+++
b/flink-ml-lib/src/main/java/org/apache/flink/ml/clustering/kmeans/OnlineKMeans.java
@@ -18,7 +18,6 @@
package org.apache.flink.ml.clustering.kmeans;
-import org.apache.flink.api.common.functions.FlatMapFunction;
import org.apache.flink.api.common.functions.MapFunction;
import org.apache.flink.api.common.functions.ReduceFunction;
import org.apache.flink.api.common.state.ListState;
@@ -31,6 +30,7 @@ import org.apache.flink.iteration.IterationBodyResult;
import org.apache.flink.iteration.Iterations;
import org.apache.flink.iteration.operator.OperatorStateUtils;
import org.apache.flink.ml.api.Estimator;
+import org.apache.flink.ml.common.datastream.DataStreamUtils;
import org.apache.flink.ml.common.distance.DistanceMeasure;
import org.apache.flink.ml.linalg.BLAS;
import org.apache.flink.ml.linalg.DenseVector;
@@ -41,22 +41,18 @@ import org.apache.flink.ml.util.ParamUtils;
import org.apache.flink.ml.util.ReadWriteUtils;
import org.apache.flink.runtime.state.StateInitializationContext;
import org.apache.flink.streaming.api.datastream.DataStream;
-import org.apache.flink.streaming.api.functions.windowing.AllWindowFunction;
import org.apache.flink.streaming.api.operators.AbstractStreamOperator;
import org.apache.flink.streaming.api.operators.TwoInputStreamOperator;
-import org.apache.flink.streaming.api.windowing.windows.GlobalWindow;
import org.apache.flink.streaming.runtime.streamrecord.StreamRecord;
import org.apache.flink.table.api.Table;
import org.apache.flink.table.api.bridge.java.StreamTableEnvironment;
import org.apache.flink.table.api.internal.TableImpl;
import org.apache.flink.types.Row;
-import org.apache.flink.util.Collector;
import org.apache.flink.util.Preconditions;
import org.apache.commons.collections.IteratorUtils;
import java.io.IOException;
-import java.util.Arrays;
import java.util.HashMap;
import java.util.List;
import java.util.Map;
@@ -169,10 +165,7 @@ public class OnlineKMeans
+ "of elements in each batch. Some subtasks might
be idling forever.");
DataStream<KMeansModelData> newModelData =
- points.countWindowAll(batchSize)
- .apply(new GlobalBatchCreator())
- .flatMap(new GlobalBatchSplitter(parallelism))
- .rebalance()
+ DataStreamUtils.generateBatchData(points, parallelism,
batchSize)
.connect(modelData.broadcast())
.transform(
"ModelDataLocalUpdater",
@@ -340,52 +333,6 @@ public class OnlineKMeans
}
}
- /**
- * An operator that splits a global batch into evenly-sized local batches,
and distributes them
- * to downstream operator.
- */
- private static class GlobalBatchSplitter
- implements FlatMapFunction<DenseVector[], DenseVector[]> {
- private final int downStreamParallelism;
-
- private GlobalBatchSplitter(int downStreamParallelism) {
- this.downStreamParallelism = downStreamParallelism;
- }
-
- @Override
- public void flatMap(DenseVector[] values, Collector<DenseVector[]>
collector) {
- int div = values.length / downStreamParallelism;
- int mod = values.length % downStreamParallelism;
-
- int offset = 0;
- int i = 0;
-
- int size = div + 1;
- for (; i < mod; i++) {
- collector.collect(Arrays.copyOfRange(values, offset, offset +
size));
- offset += size;
- }
-
- size = div;
- for (; i < downStreamParallelism; i++) {
- collector.collect(Arrays.copyOfRange(values, offset, offset +
size));
- offset += size;
- }
- }
- }
-
- private static class GlobalBatchCreator
- implements AllWindowFunction<DenseVector, DenseVector[],
GlobalWindow> {
- @Override
- public void apply(
- GlobalWindow timeWindow,
- Iterable<DenseVector> iterable,
- Collector<DenseVector[]> collector) {
- List<DenseVector> points =
IteratorUtils.toList(iterable.iterator());
- collector.collect(points.toArray(new DenseVector[0]));
- }
- }
-
/**
* Sets the initial model data of the online training process with the
provided model data
* table.
diff --git
a/flink-ml-lib/src/test/java/org/apache/flink/ml/classification/LogisticRegressionTest.java
b/flink-ml-lib/src/test/java/org/apache/flink/ml/classification/LogisticRegressionTest.java
index 129fd2e..37815e0 100644
---
a/flink-ml-lib/src/test/java/org/apache/flink/ml/classification/LogisticRegressionTest.java
+++
b/flink-ml-lib/src/test/java/org/apache/flink/ml/classification/LogisticRegressionTest.java
@@ -250,7 +250,7 @@ public class LogisticRegressionTest {
LogisticRegressionModel model =
logisticRegression.fit(binomialDataTable);
model = TestUtils.saveAndReload(tEnv, model,
tempFolder.newFolder().getAbsolutePath());
assertEquals(
- Collections.singletonList("coefficient"),
+ Arrays.asList("coefficient", "modelVersion"),
model.getModelData()[0].getResolvedSchema().getColumnNames());
Table output = model.transform(binomialDataTable)[0];
verifyPredictionResult(
diff --git
a/flink-ml-lib/src/test/java/org/apache/flink/ml/classification/OnlineLogisticRegressionTest.java
b/flink-ml-lib/src/test/java/org/apache/flink/ml/classification/OnlineLogisticRegressionTest.java
new file mode 100644
index 0000000..446548d
--- /dev/null
+++
b/flink-ml-lib/src/test/java/org/apache/flink/ml/classification/OnlineLogisticRegressionTest.java
@@ -0,0 +1,687 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one
+ * or more contributor license agreements. See the NOTICE file
+ * distributed with this work for additional information
+ * regarding copyright ownership. The ASF licenses this file
+ * to you under the Apache License, Version 2.0 (the
+ * "License"); you may not use this file except in compliance
+ * with the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.flink.ml.classification;
+
+import org.apache.flink.api.common.JobID;
+import org.apache.flink.api.common.JobSubmissionResult;
+import org.apache.flink.api.common.restartstrategy.RestartStrategies;
+import org.apache.flink.api.common.typeinfo.TypeInformation;
+import org.apache.flink.api.common.typeinfo.Types;
+import org.apache.flink.api.java.typeutils.RowTypeInfo;
+import org.apache.flink.configuration.Configuration;
+import org.apache.flink.configuration.RestOptions;
+import org.apache.flink.metrics.Gauge;
+import
org.apache.flink.ml.classification.logisticregression.LogisticRegression;
+import
org.apache.flink.ml.classification.logisticregression.LogisticRegressionModel;
+import
org.apache.flink.ml.classification.logisticregression.LogisticRegressionModelData;
+import
org.apache.flink.ml.classification.logisticregression.OnlineLogisticRegression;
+import
org.apache.flink.ml.classification.logisticregression.OnlineLogisticRegressionModel;
+import org.apache.flink.ml.linalg.DenseVector;
+import org.apache.flink.ml.linalg.SparseVector;
+import org.apache.flink.ml.linalg.Vectors;
+import org.apache.flink.ml.util.InMemorySinkFunction;
+import org.apache.flink.ml.util.InMemorySourceFunction;
+import org.apache.flink.ml.util.TestUtils;
+import org.apache.flink.runtime.jobgraph.JobGraph;
+import org.apache.flink.runtime.minicluster.MiniCluster;
+import org.apache.flink.runtime.minicluster.MiniClusterConfiguration;
+import org.apache.flink.runtime.testutils.InMemoryReporter;
+import org.apache.flink.streaming.api.datastream.DataStream;
+import
org.apache.flink.streaming.api.environment.ExecutionCheckpointingOptions;
+import org.apache.flink.streaming.api.environment.StreamExecutionEnvironment;
+import org.apache.flink.table.api.Table;
+import org.apache.flink.table.api.bridge.java.StreamTableEnvironment;
+import org.apache.flink.types.Row;
+import org.apache.flink.util.TestLogger;
+
+import org.apache.commons.collections.IteratorUtils;
+import org.junit.After;
+import org.junit.Assert;
+import org.junit.Before;
+import org.junit.Rule;
+import org.junit.Test;
+import org.junit.rules.TemporaryFolder;
+
+import java.util.ArrayList;
+import java.util.Arrays;
+import java.util.List;
+import java.util.concurrent.ExecutionException;
+import java.util.concurrent.TimeUnit;
+import java.util.concurrent.TimeoutException;
+
+import static
org.apache.flink.ml.classification.logisticregression.OnlineLogisticRegressionModel.MODEL_DATA_VERSION_GAUGE_KEY;
+
+/** Tests {@link OnlineLogisticRegression} and {@link
OnlineLogisticRegressionModel}. */
+public class OnlineLogisticRegressionTest extends TestLogger {
+ @Rule public final TemporaryFolder tempFolder = new TemporaryFolder();
+
+ private static final double[] ONE_ARRAY = new double[] {1.0, 1.0, 1.0};
+
+ private static final Row[] TRAIN_DENSE_ROWS_1 =
+ new Row[] {
+ Row.of(Vectors.dense(0.1, 2.), 0.),
+ Row.of(Vectors.dense(0.2, 2.), 0.),
+ Row.of(Vectors.dense(0.3, 2.), 0.),
+ Row.of(Vectors.dense(0.4, 2.), 0.),
+ Row.of(Vectors.dense(0.5, 2.), 0.),
+ Row.of(Vectors.dense(11., 12.), 1.),
+ Row.of(Vectors.dense(12., 11.), 1.),
+ Row.of(Vectors.dense(13., 12.), 1.),
+ Row.of(Vectors.dense(14., 12.), 1.),
+ Row.of(Vectors.dense(15., 12.), 1.)
+ };
+
+ private static final Row[] TRAIN_DENSE_ROWS_2 =
+ new Row[] {
+ Row.of(Vectors.dense(0.2, 3.), 0.),
+ Row.of(Vectors.dense(0.8, 1.), 0.),
+ Row.of(Vectors.dense(0.7, 1.), 0.),
+ Row.of(Vectors.dense(0.6, 2.), 0.),
+ Row.of(Vectors.dense(0.2, 2.), 0.),
+ Row.of(Vectors.dense(14., 17.), 1.),
+ Row.of(Vectors.dense(15., 10.), 1.),
+ Row.of(Vectors.dense(16., 16.), 1.),
+ Row.of(Vectors.dense(17., 10.), 1.),
+ Row.of(Vectors.dense(18., 13.), 1.)
+ };
+
+ private static final Row[] PREDICT_DENSE_ROWS =
+ new Row[] {
+ Row.of(Vectors.dense(0.8, 2.7), 0.0),
Row.of(Vectors.dense(15.5, 11.2), 1.0)
+ };
+
+ private static final Row[] TRAIN_SPARSE_ROWS_1 =
+ new Row[] {
+ Row.of(Vectors.sparse(10, new int[] {1, 3, 4}, ONE_ARRAY), 0.,
1.0),
+ Row.of(Vectors.sparse(10, new int[] {0, 2, 3}, ONE_ARRAY), 0.,
1.4),
+ Row.of(Vectors.sparse(10, new int[] {0, 3, 4}, ONE_ARRAY), 0.,
1.3),
+ Row.of(Vectors.sparse(10, new int[] {2, 3, 4}, ONE_ARRAY), 0.,
1.4),
+ Row.of(Vectors.sparse(10, new int[] {1, 3, 4}, ONE_ARRAY), 0.,
1.6),
+ Row.of(Vectors.sparse(10, new int[] {6, 7, 8}, ONE_ARRAY), 1.,
1.8),
+ Row.of(Vectors.sparse(10, new int[] {6, 8, 9}, ONE_ARRAY), 1.,
1.9),
+ Row.of(Vectors.sparse(10, new int[] {5, 8, 9}, ONE_ARRAY), 1.,
1.0),
+ Row.of(Vectors.sparse(10, new int[] {5, 6, 7}, ONE_ARRAY), 1.,
1.1)
+ };
+
+ private static final Row[] TRAIN_SPARSE_ROWS_2 =
+ new Row[] {
+ Row.of(Vectors.sparse(10, new int[] {1, 2, 4}, ONE_ARRAY), 0.,
1.0),
+ Row.of(Vectors.sparse(10, new int[] {2, 3, 4}, ONE_ARRAY), 0.,
1.3),
+ Row.of(Vectors.sparse(10, new int[] {0, 2, 4}, ONE_ARRAY), 0.,
1.4),
+ Row.of(Vectors.sparse(10, new int[] {1, 3, 4}, ONE_ARRAY), 0.,
1.0),
+ Row.of(Vectors.sparse(10, new int[] {6, 7, 9}, ONE_ARRAY), 1.,
1.6),
+ Row.of(Vectors.sparse(10, new int[] {7, 8, 9}, ONE_ARRAY), 1.,
1.8),
+ Row.of(Vectors.sparse(10, new int[] {5, 7, 9}, ONE_ARRAY), 1.,
1.0),
+ Row.of(Vectors.sparse(10, new int[] {5, 6, 7}, ONE_ARRAY), 1.,
1.5),
+ Row.of(Vectors.sparse(10, new int[] {5, 8, 9}, ONE_ARRAY), 1.,
1.0)
+ };
+
+ private static final Row[] PREDICT_SPARSE_ROWS =
+ new Row[] {
+ Row.of(Vectors.sparse(10, new int[] {1, 3, 5}, ONE_ARRAY), 0.),
+ Row.of(Vectors.sparse(10, new int[] {5, 8, 9}, ONE_ARRAY), 1.)
+ };
+
+ private static final int defaultParallelism = 4;
+ private static final int numTaskManagers = 2;
+ private static final int numSlotsPerTaskManager = 2;
+
+ private long currentModelDataVersion;
+
+ private InMemorySourceFunction<Row> trainDenseSource;
+ private InMemorySourceFunction<Row> predictDenseSource;
+ private InMemorySourceFunction<Row> trainSparseSource;
+ private InMemorySourceFunction<Row> predictSparseSource;
+ private InMemorySinkFunction<Row> outputSink;
+ private InMemorySinkFunction<LogisticRegressionModelData> modelDataSink;
+
+ // TODO: creates static mini cluster once for whole test class after
dependency upgrades to
+ // Flink 1.15.
+ private InMemoryReporter reporter;
+ private MiniCluster miniCluster;
+ private StreamExecutionEnvironment env;
+ private StreamTableEnvironment tEnv;
+
+ private Table offlineTrainDenseTable;
+ private Table onlineTrainDenseTable;
+ private Table onlinePredictDenseTable;
+ private Table onlineTrainSparseTable;
+ private Table onlinePredictSparseTable;
+ private Table initDenseModel;
+ private Table initSparseModel;
+
+ @Before
+ public void before() throws Exception {
+ currentModelDataVersion = 0;
+
+ trainDenseSource = new InMemorySourceFunction<>();
+ predictDenseSource = new InMemorySourceFunction<>();
+ trainSparseSource = new InMemorySourceFunction<>();
+ predictSparseSource = new InMemorySourceFunction<>();
+ outputSink = new InMemorySinkFunction<>();
+ modelDataSink = new InMemorySinkFunction<>();
+
+ Configuration config = new Configuration();
+ config.set(RestOptions.BIND_PORT, "18081-19091");
+
config.set(ExecutionCheckpointingOptions.ENABLE_CHECKPOINTS_AFTER_TASKS_FINISH,
true);
+ reporter = InMemoryReporter.create();
+ reporter.addToConfiguration(config);
+
+ miniCluster =
+ new MiniCluster(
+ new MiniClusterConfiguration.Builder()
+ .setConfiguration(config)
+ .setNumTaskManagers(numTaskManagers)
+
.setNumSlotsPerTaskManager(numSlotsPerTaskManager)
+ .build());
+ miniCluster.start();
+
+ env = StreamExecutionEnvironment.getExecutionEnvironment(config);
+ env.setParallelism(defaultParallelism);
+ env.enableCheckpointing(100);
+ env.setRestartStrategy(RestartStrategies.noRestart());
+ tEnv = StreamTableEnvironment.create(env);
+
+ offlineTrainDenseTable =
+
tEnv.fromDataStream(env.fromElements(TRAIN_DENSE_ROWS_1)).as("features",
"label");
+ onlineTrainDenseTable =
+ tEnv.fromDataStream(
+ env.addSource(
+ trainDenseSource,
+ new RowTypeInfo(
+ new TypeInformation[] {
+
TypeInformation.of(DenseVector.class), Types.DOUBLE
+ },
+ new String[] {"features", "label"})));
+
+ onlinePredictDenseTable =
+ tEnv.fromDataStream(
+ env.addSource(
+ predictDenseSource,
+ new RowTypeInfo(
+ new TypeInformation[] {
+
TypeInformation.of(DenseVector.class), Types.DOUBLE
+ },
+ new String[] {"features", "label"})));
+
+ onlineTrainSparseTable =
+ tEnv.fromDataStream(
+ env.addSource(
+ trainSparseSource,
+ new RowTypeInfo(
+ new TypeInformation[] {
+
TypeInformation.of(SparseVector.class),
+ Types.DOUBLE,
+ Types.DOUBLE
+ },
+ new String[] {"features", "label",
"weight"})));
+
+ onlinePredictSparseTable =
+ tEnv.fromDataStream(
+ env.addSource(
+ predictSparseSource,
+ new RowTypeInfo(
+ new TypeInformation[] {
+
TypeInformation.of(SparseVector.class), Types.DOUBLE
+ },
+ new String[] {"features", "label"})));
+
+ initDenseModel =
+ tEnv.fromDataStream(
+ env.fromElements(
+ Row.of(
+ new DenseVector(
+ new double[] {
+ 0.41233679404769874,
-0.18088118293232122
+ }),
+ 0L)));
+ initSparseModel =
+ tEnv.fromDataStream(
+ env.fromElements(
+ Row.of(
+ new DenseVector(
+ new double[] {
+ 0.01, 0.01, 0.01, 0.01,
0.01, 0.01, 0.01, 0.01,
+ 0.01, 0.01
+ }),
+ 0L)));
+ }
+
+ @After
+ public void after() throws Exception {
+ miniCluster.close();
+ }
+
+ /**
+ * Performs transform() on the provided model with predictTable, and adds
sinks for
+ * OnlineLogisticRegressionModel's transform output and model data.
+ */
+ private void transformAndOutputData(
+ OnlineLogisticRegressionModel onlineModel, boolean isSparse) {
+ Table outputTable =
+ onlineModel
+ .transform(isSparse ? onlinePredictSparseTable :
onlinePredictDenseTable)[
+ 0];
+ tEnv.toDataStream(outputTable).addSink(outputSink);
+
+ Table modelDataTable = onlineModel.getModelData()[0];
+
LogisticRegressionModelData.getModelDataStream(modelDataTable).addSink(modelDataSink);
+ }
+
+ /** Blocks the thread until Model has set up init model data. */
+ private void waitInitModelDataSetup(JobID jobID) throws
InterruptedException {
+ while (reporter.findMetrics(jobID, MODEL_DATA_VERSION_GAUGE_KEY).size()
+ < defaultParallelism) {
+ Thread.sleep(100);
+ }
+ waitModelDataUpdate(jobID);
+ }
+
+ /** Blocks the thread until the Model has received the next
model-data-update event. */
+ @SuppressWarnings("unchecked")
+ private void waitModelDataUpdate(JobID jobID) throws InterruptedException {
+ do {
+ long tmpModelDataVersion =
+ reporter.findMetrics(jobID,
MODEL_DATA_VERSION_GAUGE_KEY).values().stream()
+ .map(x -> Long.parseLong(((Gauge<String>)
x).getValue()))
+ .min(Long::compareTo)
+ .get();
+ if (tmpModelDataVersion == currentModelDataVersion) {
+ Thread.sleep(100);
+ } else {
+ currentModelDataVersion = tmpModelDataVersion;
+ break;
+ }
+ } while (true);
+ }
+
+ /**
+ * Inserts default predict data to the predict queue, fetches the
prediction results, and
+ * asserts that the grouping result is as expected.
+ *
+ * @param expectedRawInfo A list containing sets of expected result
RawInfo.
+ */
+ private void predictAndAssert(List<DenseVector> expectedRawInfo, boolean
isSparse)
+ throws Exception {
+ if (isSparse) {
+ predictSparseSource.addAll(PREDICT_SPARSE_ROWS);
+ } else {
+ predictDenseSource.addAll(PREDICT_DENSE_ROWS);
+ }
+ List<Row> rawResult =
+ outputSink.poll(isSparse ? PREDICT_SPARSE_ROWS.length :
PREDICT_DENSE_ROWS.length);
+ List<DenseVector> resultDetail = new ArrayList<>(rawResult.size());
+ for (Row row : rawResult) {
+ resultDetail.add(row.getFieldAs(3));
+ }
+ resultDetail.sort(TestUtils::compare);
+ expectedRawInfo.sort(TestUtils::compare);
+ for (int i = 0; i < resultDetail.size(); ++i) {
+ double[] realData = resultDetail.get(i).values;
+ double[] expectedData = expectedRawInfo.get(i).values;
+ for (int j = 0; j < expectedData.length; ++j) {
+ Assert.assertEquals(realData[j], expectedData[j], 1.0e-5);
+ }
+ }
+ }
+
+ private JobID submitJob(JobGraph jobGraph)
+ throws ExecutionException, InterruptedException, TimeoutException {
+ return miniCluster
+ .submitJob(jobGraph)
+ .thenApply(JobSubmissionResult::getJobID)
+ .get(1, TimeUnit.SECONDS);
+ }
+
+ @Test
+ public void testParam() {
+ OnlineLogisticRegression onlineLogisticRegression = new
OnlineLogisticRegression();
+ Assert.assertEquals("features",
onlineLogisticRegression.getFeaturesCol());
+ Assert.assertEquals("count",
onlineLogisticRegression.getBatchStrategy());
+ Assert.assertEquals("label", onlineLogisticRegression.getLabelCol());
+ Assert.assertEquals(0.0, onlineLogisticRegression.getReg(), 1.0e-5);
+ Assert.assertEquals(0.0, onlineLogisticRegression.getElasticNet(),
1.0e-5);
+ Assert.assertEquals(0.1, onlineLogisticRegression.getAlpha(), 1.0e-5);
+ Assert.assertEquals(0.1, onlineLogisticRegression.getBeta(), 1.0e-5);
+ Assert.assertEquals(32, onlineLogisticRegression.getGlobalBatchSize());
+
+ onlineLogisticRegression
+ .setFeaturesCol("test_feature")
+ .setLabelCol("test_label")
+ .setGlobalBatchSize(5)
+ .setReg(0.5)
+ .setElasticNet(0.25)
+ .setAlpha(0.1)
+ .setBeta(0.2);
+
+ Assert.assertEquals("test_feature",
onlineLogisticRegression.getFeaturesCol());
+ Assert.assertEquals("test_label",
onlineLogisticRegression.getLabelCol());
+ Assert.assertEquals(0.5, onlineLogisticRegression.getReg(), 1.0e-5);
+ Assert.assertEquals(0.25, onlineLogisticRegression.getElasticNet(),
1.0e-5);
+ Assert.assertEquals(0.1, onlineLogisticRegression.getAlpha(), 1.0e-5);
+ Assert.assertEquals(0.2, onlineLogisticRegression.getBeta(), 1.0e-5);
+ Assert.assertEquals(5, onlineLogisticRegression.getGlobalBatchSize());
+
+ OnlineLogisticRegressionModel onlineLogisticRegressionModel =
+ new OnlineLogisticRegressionModel();
+ Assert.assertEquals("features",
onlineLogisticRegressionModel.getFeaturesCol());
+ Assert.assertEquals("modelVersion",
onlineLogisticRegressionModel.getModelVersionCol());
+ Assert.assertEquals("prediction",
onlineLogisticRegressionModel.getPredictionCol());
+ Assert.assertEquals("rawPrediction",
onlineLogisticRegressionModel.getRawPredictionCol());
+
+ onlineLogisticRegressionModel
+ .setFeaturesCol("test_feature")
+ .setPredictionCol("pred")
+ .setModelVersionCol("version")
+ .setRawPredictionCol("raw");
+
+ Assert.assertEquals("test_feature",
onlineLogisticRegressionModel.getFeaturesCol());
+ Assert.assertEquals("version",
onlineLogisticRegressionModel.getModelVersionCol());
+ Assert.assertEquals("pred",
onlineLogisticRegressionModel.getPredictionCol());
+ Assert.assertEquals("raw",
onlineLogisticRegressionModel.getRawPredictionCol());
+ }
+
+ @Test
+ public void testDenseFitAndPredict() throws Exception {
+ final List<DenseVector> expectedRawInfo1 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.04481034155642882,
0.9551896584435712}),
+ new DenseVector(new double[] {0.5353966697318491,
0.4646033302681509}));
+ final List<DenseVector> expectedRawInfo2 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.013104324065967066,
0.9868956759340329}),
+ new DenseVector(new double[] {0.5095144380001769,
0.49048556199982307}));
+ OnlineLogisticRegression onlineLogisticRegression =
+ new OnlineLogisticRegression()
+ .setFeaturesCol("features")
+ .setLabelCol("label")
+ .setPredictionCol("prediction")
+ .setReg(0.2)
+ .setElasticNet(0.5)
+ .setGlobalBatchSize(10)
+ .setInitialModelData(initDenseModel);
+ OnlineLogisticRegressionModel onlineModel =
+ onlineLogisticRegression.fit(onlineTrainDenseTable);
+ transformAndOutputData(onlineModel, false);
+
+ final JobID jobID = submitJob(env.getStreamGraph().getJobGraph());
+ trainDenseSource.addAll(TRAIN_DENSE_ROWS_1);
+
+ waitInitModelDataSetup(jobID);
+ predictAndAssert(expectedRawInfo1, false);
+
+ trainDenseSource.addAll(TRAIN_DENSE_ROWS_2);
+ waitModelDataUpdate(jobID);
+ predictAndAssert(expectedRawInfo2, false);
+ }
+
+ @Test
+ public void testSparseFitAndPredict() throws Exception {
+ final List<DenseVector> expectedRawInfo1 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.4452309884735286,
0.5547690115264714}),
+ new DenseVector(new double[] {0.5105551725414953,
0.4894448274585047}));
+ final List<DenseVector> expectedRawInfo2 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.40310431554310666,
0.5968956844568933}),
+ new DenseVector(new double[] {0.5249618837373886,
0.4750381162626114}));
+ OnlineLogisticRegression onlineLogisticRegression =
+ new OnlineLogisticRegression()
+ .setFeaturesCol("features")
+ .setLabelCol("label")
+ .setPredictionCol("prediction")
+ .setReg(0.2)
+ .setElasticNet(0.5)
+ .setGlobalBatchSize(9)
+ .setInitialModelData(initSparseModel);
+ OnlineLogisticRegressionModel onlineModel =
+ onlineLogisticRegression.fit(onlineTrainSparseTable);
+ transformAndOutputData(onlineModel, true);
+ final JobID jobID = submitJob(env.getStreamGraph().getJobGraph());
+
+ trainSparseSource.addAll(TRAIN_SPARSE_ROWS_1);
+ waitInitModelDataSetup(jobID);
+ predictAndAssert(expectedRawInfo1, true);
+
+ trainSparseSource.addAll(TRAIN_SPARSE_ROWS_2);
+ waitModelDataUpdate(jobID);
+ predictAndAssert(expectedRawInfo2, true);
+ }
+
+ @Test
+ public void testFitAndPredictWithWeightCol() throws Exception {
+ final List<DenseVector> expectedRawInfo1 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.452491993753382,
0.547508006246618}),
+ new DenseVector(new double[] {0.5069192929506545,
0.4930807070493455}));
+ final List<DenseVector> expectedRawInfo2 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.41108882806164193,
0.5889111719383581}),
+ new DenseVector(new double[] {0.5247727600974581,
0.4752272399025419}));
+ OnlineLogisticRegression onlineLogisticRegression =
+ new OnlineLogisticRegression()
+ .setFeaturesCol("features")
+ .setLabelCol("label")
+ .setWeightCol("weight")
+ .setPredictionCol("prediction")
+ .setReg(0.2)
+ .setElasticNet(0.5)
+ .setGlobalBatchSize(9)
+ .setInitialModelData(initSparseModel);
+ OnlineLogisticRegressionModel onlineModel =
+ onlineLogisticRegression.fit(onlineTrainSparseTable);
+ transformAndOutputData(onlineModel, true);
+ final JobID jobID = submitJob(env.getStreamGraph().getJobGraph());
+
+ trainSparseSource.addAll(TRAIN_SPARSE_ROWS_1);
+ waitInitModelDataSetup(jobID);
+ predictAndAssert(expectedRawInfo1, true);
+
+ trainSparseSource.addAll(TRAIN_SPARSE_ROWS_2);
+ waitModelDataUpdate(jobID);
+ predictAndAssert(expectedRawInfo2, true);
+ }
+
+ @Test
+ public void testGenerateRandomModelData() throws Exception {
+ Table modelDataTable =
LogisticRegressionModelData.generateRandomModelData(tEnv, 2, 2022);
+ DataStream<Row> modelData = tEnv.toDataStream(modelDataTable);
+ Row modelRow = (Row)
IteratorUtils.toList(modelData.executeAndCollect()).get(0);
+ Assert.assertEquals(2, ((DenseVector) modelRow.getField(0)).size());
+ Assert.assertEquals(0L, modelRow.getField(1));
+ }
+
+ @Test
+ public void testInitWithLogisticRegression() throws Exception {
+ final List<DenseVector> expectedRawInfo1 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.037327343811250024,
0.96267265618875}),
+ new DenseVector(new double[] {0.5684728224189707,
0.4315271775810293}));
+ final List<DenseVector> expectedRawInfo2 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.007758574555505882,
0.9922414254444941}),
+ new DenseVector(new double[] {0.5257216567388069,
0.4742783432611931}));
+ LogisticRegression logisticRegression =
+ new LogisticRegression()
+ .setLabelCol("label")
+ .setFeaturesCol("features")
+ .setPredictionCol("prediction");
+ LogisticRegressionModel model =
logisticRegression.fit(offlineTrainDenseTable);
+
+ OnlineLogisticRegression onlineLogisticRegression =
+ new OnlineLogisticRegression()
+ .setFeaturesCol("features")
+ .setPredictionCol("prediction")
+ .setReg(0.2)
+ .setElasticNet(0.5)
+ .setGlobalBatchSize(10)
+ .setInitialModelData(model.getModelData()[0]);
+
+ OnlineLogisticRegressionModel onlineModel =
+ onlineLogisticRegression.fit(onlineTrainDenseTable);
+ transformAndOutputData(onlineModel, false);
+ final JobID jobID = submitJob(env.getStreamGraph().getJobGraph());
+ trainDenseSource.addAll(TRAIN_DENSE_ROWS_1);
+ waitInitModelDataSetup(jobID);
+ predictAndAssert(expectedRawInfo1, false);
+
+ trainDenseSource.addAll(TRAIN_DENSE_ROWS_2);
+ waitModelDataUpdate(jobID);
+ predictAndAssert(expectedRawInfo2, false);
+ }
+
+ @Test
+ public void testBatchSizeLessThanParallelism() {
+ try {
+ env.setParallelism(defaultParallelism);
+ trainDenseSource.addAll(TRAIN_DENSE_ROWS_1);
+ new OnlineLogisticRegression()
+ .setInitialModelData(initDenseModel)
+ .setReg(0.2)
+ .setElasticNet(0.5)
+ .setGlobalBatchSize(2)
+ .setLabelCol("label")
+ .fit(onlineTrainDenseTable);
+ Assert.fail("Expected IllegalStateException");
+ } catch (Exception e) {
+ Throwable exception = e;
+ while (exception.getCause() != null) {
+ exception = exception.getCause();
+ }
+ Assert.assertEquals(IllegalStateException.class,
exception.getClass());
+ Assert.assertEquals(
+ "There are more subtasks in the training process than the
number "
+ + "of elements in each batch. Some subtasks might
be idling forever.",
+ exception.getMessage());
+ }
+ }
+
+ @Test
+ public void testSaveAndReload() throws Exception {
+ final List<DenseVector> expectedRawInfo1 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.04481034155642882,
0.9551896584435712}),
+ new DenseVector(new double[] {0.5353966697318491,
0.4646033302681509}));
+ final List<DenseVector> expectedRawInfo2 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.013104324065967066,
0.9868956759340329}),
+ new DenseVector(new double[] {0.5095144380001769,
0.49048556199982307}));
+ OnlineLogisticRegression onlineLogisticRegression =
+ new OnlineLogisticRegression()
+ .setFeaturesCol("features")
+ .setPredictionCol("prediction")
+ .setReg(0.2)
+ .setElasticNet(0.5)
+ .setGlobalBatchSize(10)
+ .setInitialModelData(initDenseModel);
+
+ String savePath = tempFolder.newFolder().getAbsolutePath();
+ onlineLogisticRegression.save(savePath);
+ miniCluster.executeJobBlocking(env.getStreamGraph().getJobGraph());
+ OnlineLogisticRegression loadedOnlineLogisticRegression =
+ OnlineLogisticRegression.load(tEnv, savePath);
+ OnlineLogisticRegressionModel onlineModel =
+ loadedOnlineLogisticRegression.fit(onlineTrainDenseTable);
+ String modelSavePath = tempFolder.newFolder().getAbsolutePath();
+ onlineModel.save(modelSavePath);
+ OnlineLogisticRegressionModel loadedOnlineModel =
+ OnlineLogisticRegressionModel.load(tEnv, modelSavePath);
+ loadedOnlineModel.setModelData(onlineModel.getModelData());
+
+ transformAndOutputData(loadedOnlineModel, false);
+ final JobID jobID = submitJob(env.getStreamGraph().getJobGraph());
+
+ trainDenseSource.addAll(TRAIN_DENSE_ROWS_1);
+ waitInitModelDataSetup(jobID);
+ predictAndAssert(expectedRawInfo1, false);
+
+ trainDenseSource.addAll(TRAIN_DENSE_ROWS_2);
+ waitModelDataUpdate(jobID);
+ predictAndAssert(expectedRawInfo2, false);
+ }
+
+ @Test
+ public void testGetModelData() throws Exception {
+ OnlineLogisticRegression onlineLogisticRegression =
+ new OnlineLogisticRegression()
+ .setFeaturesCol("features")
+ .setPredictionCol("prediction")
+ .setReg(0.2)
+ .setElasticNet(0.5)
+ .setGlobalBatchSize(10)
+ .setInitialModelData(initDenseModel);
+ OnlineLogisticRegressionModel onlineModel =
+ onlineLogisticRegression.fit(onlineTrainDenseTable);
+ transformAndOutputData(onlineModel, false);
+
+ submitJob(env.getStreamGraph().getJobGraph());
+ trainDenseSource.addAll(TRAIN_DENSE_ROWS_1);
+ LogisticRegressionModelData actualModelData = modelDataSink.poll();
+
+ LogisticRegressionModelData expectedModelData =
+ new LogisticRegressionModelData(
+ new DenseVector(new double[] {0.2994527071464283,
-0.1412541067743284}),
+ 1L);
+ Assert.assertArrayEquals(
+ expectedModelData.coefficient.values,
actualModelData.coefficient.values, 1e-5);
+ Assert.assertEquals(expectedModelData.modelVersion,
actualModelData.modelVersion);
+ }
+
+ @Test
+ public void testSetModelData() throws Exception {
+ LogisticRegressionModelData modelData1 =
+ new LogisticRegressionModelData(new DenseVector(new double[]
{0.085, -0.22}), 1L);
+
+ LogisticRegressionModelData modelData2 =
+ new LogisticRegressionModelData(new DenseVector(new double[]
{0.075, -0.28}), 2L);
+
+ final List<DenseVector> expectedRawInfo1 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.6285496932692606,
0.3714503067307394}),
+ new DenseVector(new double[] {0.7588710471221473,
0.24112895287785274}));
+ final List<DenseVector> expectedRawInfo2 =
+ Arrays.asList(
+ new DenseVector(new double[] {0.6673003248270917,
0.3326996751729083}),
+ new DenseVector(new double[] {0.8779865510655934,
0.12201344893440658}));
+
+ InMemorySourceFunction<LogisticRegressionModelData> modelDataSource =
+ new InMemorySourceFunction<>();
+ Table modelDataTable =
+ tEnv.fromDataStream(
+ env.addSource(
+ modelDataSource,
+
TypeInformation.of(LogisticRegressionModelData.class)));
+
+ OnlineLogisticRegressionModel onlineModel =
+ new OnlineLogisticRegressionModel()
+ .setModelData(modelDataTable)
+ .setFeaturesCol("features")
+ .setPredictionCol("prediction");
+ transformAndOutputData(onlineModel, false);
+ final JobID jobID = submitJob(env.getStreamGraph().getJobGraph());
+
+ modelDataSource.addAll(modelData1);
+ waitInitModelDataSetup(jobID);
+ predictAndAssert(expectedRawInfo1, false);
+
+ modelDataSource.addAll(modelData2);
+ waitModelDataUpdate(jobID);
+ predictAndAssert(expectedRawInfo2, false);
+ }
+}
diff --git
a/flink-ml-lib/src/test/java/org/apache/flink/ml/feature/MinMaxScalerTest.java
b/flink-ml-lib/src/test/java/org/apache/flink/ml/feature/MinMaxScalerTest.java
index 1a0cfc4..ebf7ab0 100644
---
a/flink-ml-lib/src/test/java/org/apache/flink/ml/feature/MinMaxScalerTest.java
+++
b/flink-ml-lib/src/test/java/org/apache/flink/ml/feature/MinMaxScalerTest.java
@@ -47,6 +47,7 @@ import java.util.Arrays;
import java.util.Collections;
import java.util.List;
+import static
org.apache.flink.test.util.TestBaseUtils.compareResultCollections;
import static org.junit.Assert.assertArrayEquals;
import static org.junit.Assert.assertEquals;
@@ -79,17 +80,6 @@ public class MinMaxScalerTest {
Vectors.dense(0.5, 0.125),
Vectors.dense(0.75, 0.225)));
- /** Note: this comparator imposes orderings that are inconsistent with
equals. */
- private static int compare(DenseVector first, DenseVector second) {
- for (int i = 0; i < first.size(); i++) {
- int cmp = Double.compare(first.get(i), second.get(i));
- if (cmp != 0) {
- return cmp;
- }
- }
- return 0;
- }
-
@Before
public void before() {
Configuration config = new Configuration();
@@ -113,8 +103,7 @@ public class MinMaxScalerTest {
(MapFunction<Row, DenseVector>)
row -> (DenseVector)
row.getField(outputCol));
List<DenseVector> result =
IteratorUtils.toList(stream.executeAndCollect());
- result.sort(MinMaxScalerTest::compare);
- assertEquals(expected, result);
+ compareResultCollections(expected, result, TestUtils::compare);
}
@Test
diff --git a/flink-ml-lib/src/test/java/org/apache/flink/ml/util/TestUtils.java
b/flink-ml-lib/src/test/java/org/apache/flink/ml/util/TestUtils.java
index 171aa66..5250588 100644
--- a/flink-ml-lib/src/test/java/org/apache/flink/ml/util/TestUtils.java
+++ b/flink-ml-lib/src/test/java/org/apache/flink/ml/util/TestUtils.java
@@ -24,6 +24,7 @@ import org.apache.flink.api.common.typeinfo.Types;
import org.apache.flink.api.java.typeutils.RowTypeInfo;
import org.apache.flink.ml.api.Stage;
import org.apache.flink.ml.common.datastream.TableUtils;
+import org.apache.flink.ml.linalg.DenseVector;
import org.apache.flink.ml.linalg.Vector;
import org.apache.flink.ml.linalg.typeinfo.DenseVectorTypeInfo;
import org.apache.flink.ml.linalg.typeinfo.SparseVectorTypeInfo;
@@ -33,6 +34,7 @@ import org.apache.flink.table.api.Table;
import org.apache.flink.table.api.bridge.java.StreamTableEnvironment;
import org.apache.flink.table.types.DataType;
import org.apache.flink.types.Row;
+import org.apache.flink.util.Preconditions;
import org.apache.commons.lang3.ArrayUtils;
@@ -114,4 +116,16 @@ public class TestUtils {
.map(DataType::getConversionClass)
.toArray(Class<?>[]::new);
}
+
+ /** Note: this comparator imposes orderings that are inconsistent with
equals. */
+ public static int compare(DenseVector first, DenseVector second) {
+ Preconditions.checkArgument(first.size() == second.size(), "Vector
size mismatched.");
+ for (int i = 0; i < first.size(); i++) {
+ int cmp = Double.compare(first.get(i), second.get(i));
+ if (cmp != 0) {
+ return cmp;
+ }
+ }
+ return 0;
+ }
}
diff --git
a/flink-ml-python/pyflink/ml/lib/classification/logisticregression.py
b/flink-ml-python/pyflink/ml/lib/classification/logisticregression.py
index 60a49f2..fb3adef 100644
--- a/flink-ml-python/pyflink/ml/lib/classification/logisticregression.py
+++ b/flink-ml-python/pyflink/ml/lib/classification/logisticregression.py
@@ -17,12 +17,14 @@
################################################################################
from abc import ABC
+from pyflink.ml.core.param import (ParamValidators, Param, StringParam,
FloatParam)
from pyflink.ml.core.wrapper import JavaWithParams
from pyflink.ml.lib.classification.common import (JavaClassificationModel,
JavaClassificationEstimator)
from pyflink.ml.lib.param import (HasWeightCol, HasMaxIter, HasReg,
HasLearningRate,
HasGlobalBatchSize, HasTol, HasMultiClass,
HasFeaturesCol,
- HasPredictionCol, HasRawPredictionCol,
HasLabelCol, HasElasticNet)
+ HasPredictionCol, HasRawPredictionCol,
HasLabelCol,
+ HasBatchStrategy, HasElasticNet)
class _LogisticRegressionModelParams(
@@ -98,3 +100,120 @@ class LogisticRegression(JavaClassificationEstimator,
_LogisticRegressionParams)
@classmethod
def _java_estimator_class_name(cls) -> str:
return "LogisticRegression"
+
+
+class _OnlineLogisticRegressionModelParams(
+ JavaWithParams,
+ HasFeaturesCol,
+ HasPredictionCol,
+ HasRawPredictionCol,
+ ABC
+):
+ """
+ Params for :class:`OnlineLogisticRegressionModel`.
+ """
+ MODEL_VERSION_COL: Param[str] = StringParam(
+ "model_version_col",
+ "Model version column name.",
+ "model_version",
+ ParamValidators.not_null())
+
+ def __init__(self, java_params):
+ super(_OnlineLogisticRegressionModelParams, self).__init__(java_params)
+
+ def set_model_version_col(self, value: str):
+ return self.set(self.MODEL_VERSION_COL, value)
+
+ def get_model_version_col(self) -> str:
+ return self.get(self.MODEL_VERSION_COL)
+
+
+class _OnlineLogisticRegressionParams(
+ _OnlineLogisticRegressionModelParams,
+ HasBatchStrategy,
+ HasLabelCol,
+ HasWeightCol,
+ HasReg,
+ HasElasticNet,
+ HasGlobalBatchSize
+):
+ """
+ Params for :class:`OnlineLogisticRegression`.
+ """
+
+ ALPHA: Param[float] = FloatParam(
+ "alpha",
+ "The alpha parameter of ftrl.",
+ 0.1,
+ ParamValidators.gt(0))
+
+ BETA: Param[float] = FloatParam(
+ "beta",
+ "The beta parameter of ftrl.",
+ 0.1,
+ ParamValidators.gt(0))
+
+ def __init__(self, java_params):
+ super(_OnlineLogisticRegressionParams, self).__init__(java_params)
+
+ def set_alpha(self, alpha: float):
+ return self.set(self.ALPHA, alpha)
+
+ def get_alpha(self) -> float:
+ return self.get(self.ALPHA)
+
+ @property
+ def alpha(self) -> float:
+ return self.get_alpha()
+
+ def set_beta(self, beta: float):
+ return self.set(self.BETA, beta)
+
+ def get_beta(self) -> float:
+ return self.get(self.BETA)
+
+ @property
+ def beta(self) -> float:
+ return self.get_beta()
+
+
+class OnlineLogisticRegressionModel(JavaClassificationModel,
+ _OnlineLogisticRegressionModelParams):
+ """
+ A Model which classifies data using the model data computed by
+ :class:`OnlineLogisticRegression`.
+ """
+
+ def __init__(self, java_model=None):
+ super(OnlineLogisticRegressionModel, self).__init__(java_model)
+
+ @classmethod
+ def _java_model_package_name(cls) -> str:
+ return "logisticregression"
+
+ @classmethod
+ def _java_model_class_name(cls) -> str:
+ return "OnlineLogisticRegressionModel"
+
+
+class OnlineLogisticRegression(JavaClassificationEstimator,
_OnlineLogisticRegressionParams):
+ """
+ An Estimator which implements the online logistic regression algorithm.
+
+ See H. Brendan McMahan et al., Ad click prediction: a view from the
trenches.
+ """
+
+ def __init__(self):
+ super(OnlineLogisticRegression, self).__init__()
+
+ @classmethod
+ def _create_model(cls, java_model) -> OnlineLogisticRegressionModel:
+ return OnlineLogisticRegressionModel(java_model)
+
+ @classmethod
+ def _java_estimator_package_name(cls) -> str:
+ return "logisticregression"
+
+ @classmethod
+ def _java_estimator_class_name(cls) -> str:
+ return "OnlineLogisticRegression"
diff --git
a/flink-ml-python/pyflink/ml/lib/classification/tests/test_logisticregression.py
b/flink-ml-python/pyflink/ml/lib/classification/tests/test_logisticregression.py
index 2f2f8bb..e460155 100644
---
a/flink-ml-python/pyflink/ml/lib/classification/tests/test_logisticregression.py
+++
b/flink-ml-python/pyflink/ml/lib/classification/tests/test_logisticregression.py
@@ -22,7 +22,7 @@ from pyflink.table import Table
from pyflink.ml.core.linalg import Vectors, DenseVectorTypeInfo, DenseVector
from pyflink.ml.lib.classification.logisticregression import
LogisticRegression, \
- LogisticRegressionModel
+ LogisticRegressionModel, OnlineLogisticRegression
from pyflink.ml.tests.test_utils import PyFlinkMLTestCase
@@ -135,7 +135,9 @@ class LogisticRegressionTest(PyFlinkMLTestCase):
regression.save(path)
regression = LogisticRegression.load(self.t_env, path) # type:
LogisticRegression
model = regression.fit(self.binomial_data_table)
-
self.assertEqual(model.get_model_data()[0].get_schema().get_field_names(),
['coefficient'])
+ self.assertEqual(
+ model.get_model_data()[0].get_schema().get_field_names(),
+ ['coefficient', 'modelVersion'])
output = model.transform(self.binomial_data_table)[0]
field_names = output.get_schema().get_field_names()
self.verify_predict_result(
@@ -183,3 +185,38 @@ class LogisticRegressionTest(PyFlinkMLTestCase):
else:
self.assertAlmostEqual(1, prediction, delta=1e-7)
self.assertTrue(raw_prediction.get(0) < 0.5)
+
+
+class OnlineLogisticRegressionTest(PyFlinkMLTestCase):
+
+ def setUp(self):
+ super(OnlineLogisticRegressionTest, self).setUp()
+
+ def test_param(self):
+ online_logistic_regression = OnlineLogisticRegression()
+ self.assertEqual("features", online_logistic_regression.features_col)
+ self.assertEqual("count", online_logistic_regression.batch_strategy)
+ self.assertEqual("label", online_logistic_regression.label_col)
+ self.assertEqual(None, online_logistic_regression.weight_col)
+ self.assertEqual(0.0, online_logistic_regression.reg)
+ self.assertEqual(0.0, online_logistic_regression.elastic_net)
+ self.assertEqual(0.1, online_logistic_regression.alpha)
+ self.assertEqual(0.1, online_logistic_regression.beta)
+ self.assertEqual(32, online_logistic_regression.global_batch_size)
+
+ online_logistic_regression \
+ .set_features_col("test_feature") \
+ .set_label_col("test_label") \
+ .set_global_batch_size(5) \
+ .set_reg(0.5) \
+ .set_elastic_net(0.25) \
+ .set_alpha(0.1) \
+ .set_beta(0.2)
+
+ self.assertEqual("test_feature",
online_logistic_regression.features_col)
+ self.assertEqual("test_label", online_logistic_regression.label_col)
+ self.assertEqual(0.5, online_logistic_regression.reg)
+ self.assertEqual(0.25, online_logistic_regression.elastic_net)
+ self.assertEqual(0.1, online_logistic_regression.alpha)
+ self.assertEqual(0.2, online_logistic_regression.beta)
+ self.assertEqual(5, online_logistic_regression.global_batch_size)
