Repository: spark Updated Branches: refs/heads/branch-1.6 a387cef3a -> ebf87ebc0
[SPARK-11960][MLLIB][DOC] User guide for streaming tests CC jkbradley mengxr josepablocam Author: Feynman Liang <feynman.li...@gmail.com> Closes #10005 from feynmanliang/streaming-test-user-guide. (cherry picked from commit 55358889309cf2d856b72e72e0f3081dfdf61cfa) Signed-off-by: Xiangrui Meng <m...@databricks.com> Project: http://git-wip-us.apache.org/repos/asf/spark/repo Commit: http://git-wip-us.apache.org/repos/asf/spark/commit/ebf87ebc Tree: http://git-wip-us.apache.org/repos/asf/spark/tree/ebf87ebc Diff: http://git-wip-us.apache.org/repos/asf/spark/diff/ebf87ebc Branch: refs/heads/branch-1.6 Commit: ebf87ebc02075497f4682e3ad0f8e63d33f3b86e Parents: a387cef Author: Feynman Liang <feynman.li...@gmail.com> Authored: Mon Nov 30 15:38:44 2015 -0800 Committer: Xiangrui Meng <m...@databricks.com> Committed: Mon Nov 30 15:38:51 2015 -0800 ---------------------------------------------------------------------- docs/mllib-guide.md | 1 + docs/mllib-statistics.md | 25 ++++++++++++++++++++ .../examples/mllib/StreamingTestExample.scala | 2 ++ 3 files changed, 28 insertions(+) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/spark/blob/ebf87ebc/docs/mllib-guide.md ---------------------------------------------------------------------- diff --git a/docs/mllib-guide.md b/docs/mllib-guide.md index 54e35fc..43772ad 100644 --- a/docs/mllib-guide.md +++ b/docs/mllib-guide.md @@ -34,6 +34,7 @@ We list major functionality from both below, with links to detailed guides. * [correlations](mllib-statistics.html#correlations) * [stratified sampling](mllib-statistics.html#stratified-sampling) * [hypothesis testing](mllib-statistics.html#hypothesis-testing) + * [streaming significance testing](mllib-statistics.html#streaming-significance-testing) * [random data generation](mllib-statistics.html#random-data-generation) * [Classification and regression](mllib-classification-regression.html) * [linear models (SVMs, logistic regression, linear regression)](mllib-linear-methods.html) http://git-wip-us.apache.org/repos/asf/spark/blob/ebf87ebc/docs/mllib-statistics.md ---------------------------------------------------------------------- diff --git a/docs/mllib-statistics.md b/docs/mllib-statistics.md index ade5b07..de209f6 100644 --- a/docs/mllib-statistics.md +++ b/docs/mllib-statistics.md @@ -521,6 +521,31 @@ print(testResult) # summary of the test including the p-value, test statistic, </div> </div> +### Streaming Significance Testing +MLlib provides online implementations of some tests to support use cases +like A/B testing. These tests may be performed on a Spark Streaming +`DStream[(Boolean,Double)]` where the first element of each tuple +indicates control group (`false`) or treatment group (`true`) and the +second element is the value of an observation. + +Streaming significance testing supports the following parameters: + +* `peacePeriod` - The number of initial data points from the stream to +ignore, used to mitigate novelty effects. +* `windowSize` - The number of past batches to perform hypothesis +testing over. Setting to `0` will perform cumulative processing using +all prior batches. + + +<div class="codetabs"> +<div data-lang="scala" markdown="1"> +[`StreamingTest`](api/scala/index.html#org.apache.spark.mllib.stat.test.StreamingTest) +provides streaming hypothesis testing. + +{% include_example scala/org/apache/spark/examples/mllib/StreamingTestExample.scala %} +</div> +</div> + ## Random data generation http://git-wip-us.apache.org/repos/asf/spark/blob/ebf87ebc/examples/src/main/scala/org/apache/spark/examples/mllib/StreamingTestExample.scala ---------------------------------------------------------------------- diff --git a/examples/src/main/scala/org/apache/spark/examples/mllib/StreamingTestExample.scala b/examples/src/main/scala/org/apache/spark/examples/mllib/StreamingTestExample.scala index ab29f90..b6677c6 100644 --- a/examples/src/main/scala/org/apache/spark/examples/mllib/StreamingTestExample.scala +++ b/examples/src/main/scala/org/apache/spark/examples/mllib/StreamingTestExample.scala @@ -64,6 +64,7 @@ object StreamingTestExample { dir.toString }) + // $example on$ val data = ssc.textFileStream(dataDir).map(line => line.split(",") match { case Array(label, value) => (label.toBoolean, value.toDouble) }) @@ -75,6 +76,7 @@ object StreamingTestExample { val out = streamingTest.registerStream(data) out.print() + // $example off$ // Stop processing if test becomes significant or we time out var timeoutCounter = numBatchesTimeout --------------------------------------------------------------------- To unsubscribe, e-mail: commits-unsubscr...@spark.apache.org For additional commands, e-mail: commits-h...@spark.apache.org
