lindong28 commented on a change in pull request #28:
URL: https://github.com/apache/flink-ml/pull/28#discussion_r758920274



##########
File path: 
flink-ml-lib/src/main/java/org/apache/flink/ml/classification/linear/LogisticRegression.java
##########
@@ -0,0 +1,653 @@
+/*
+ * 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.linear;
+
+import org.apache.flink.api.common.functions.RichMapFunction;
+import org.apache.flink.api.common.state.ListState;
+import org.apache.flink.api.common.state.ListStateDescriptor;
+import org.apache.flink.api.common.typeinfo.BasicTypeInfo;
+import org.apache.flink.api.common.typeinfo.PrimitiveArrayTypeInfo;
+import org.apache.flink.api.common.typeinfo.TypeInformation;
+import org.apache.flink.api.common.typeutils.base.DoubleComparator;
+import org.apache.flink.api.java.tuple.Tuple2;
+import org.apache.flink.api.java.tuple.Tuple3;
+import org.apache.flink.api.java.typeutils.TupleTypeInfo;
+import org.apache.flink.iteration.DataStreamList;
+import org.apache.flink.iteration.IterationBody;
+import org.apache.flink.iteration.IterationBodyResult;
+import org.apache.flink.iteration.IterationConfig;
+import org.apache.flink.iteration.IterationConfig.OperatorLifeCycle;
+import org.apache.flink.iteration.IterationListener;
+import org.apache.flink.iteration.Iterations;
+import org.apache.flink.iteration.ReplayableDataStreamList;
+import org.apache.flink.iteration.operator.OperatorStateUtils;
+import org.apache.flink.ml.api.Estimator;
+import org.apache.flink.ml.common.broadcast.BroadcastUtils;
+import org.apache.flink.ml.common.datastream.DataStreamUtils;
+import org.apache.flink.ml.common.iteration.TerminateOnMaxIterOrTol;
+import org.apache.flink.ml.linalg.BLAS;
+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.runtime.state.StateSnapshotContext;
+import org.apache.flink.streaming.api.datastream.DataStream;
+import org.apache.flink.streaming.api.datastream.SingleOutputStreamOperator;
+import org.apache.flink.streaming.api.environment.StreamExecutionEnvironment;
+import org.apache.flink.streaming.api.operators.AbstractStreamOperator;
+import org.apache.flink.streaming.api.operators.AbstractUdfStreamOperator;
+import org.apache.flink.streaming.api.operators.BoundedMultiInput;
+import org.apache.flink.streaming.api.operators.BoundedOneInput;
+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.util.Collector;
+import org.apache.flink.util.OutputTag;
+import org.apache.flink.util.Preconditions;
+
+import org.apache.commons.collections.IteratorUtils;
+
+import java.io.IOException;
+import java.util.ArrayList;
+import java.util.Arrays;
+import java.util.Collections;
+import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
+import java.util.Random;
+
+/**
+ * This class implements methods to train a logistic regression model. For 
details, see
+ * https://en.wikipedia.org/wiki/Logistic_regression.
+ */
+public class LogisticRegression
+        implements Estimator<LogisticRegression, LogisticRegressionModel>,
+                LogisticRegressionParams<LogisticRegression> {
+
+    private Map<Param<?>, Object> paramMap = new HashMap<>();
+
+    private static final OutputTag<Tuple2<double[], double[]>> MODEL_OUTPUT =
+            new OutputTag<Tuple2<double[], double[]>>("MODEL_OUTPUT") {};
+
+    public LogisticRegression() {
+        ParamUtils.initializeMapWithDefaultValues(this.paramMap, this);
+    }
+
+    @Override
+    public Map<Param<?>, Object> getParamMap() {
+        return paramMap;
+    }
+
+    @Override
+    public void save(String path) throws IOException {
+        ReadWriteUtils.saveMetadata(this, path);
+    }
+
+    public static LogisticRegression load(StreamExecutionEnvironment env, 
String path)
+            throws IOException {
+        return ReadWriteUtils.loadStageParam(path);
+    }
+
+    @Override
+    @SuppressWarnings("unchecked")
+    public LogisticRegressionModel fit(Table... inputs) {
+        Preconditions.checkArgument(inputs.length == 1);
+        StreamTableEnvironment tEnv =
+                (StreamTableEnvironment) ((TableImpl) 
inputs[0]).getTableEnvironment();
+
+        DataStream<Tuple3<Double, Double, double[]>> trainData =
+                tEnv.toDataStream(inputs[0])
+                        .map(
+                                dataPoint ->
+                                        Tuple3.of(
+                                                getWeightCol() == null
+                                                        ? new Double(1.0)
+                                                        : (Double)
+                                                                
dataPoint.getField(getWeightCol()),
+                                                (Double) 
dataPoint.getField(getLabelCol()),
+                                                (double[]) 
dataPoint.getField(getFeaturesCol())))
+                        .returns(
+                                new TupleTypeInfo<>(
+                                        BasicTypeInfo.DOUBLE_TYPE_INFO,
+                                        BasicTypeInfo.DOUBLE_TYPE_INFO,
+                                        
PrimitiveArrayTypeInfo.DOUBLE_PRIMITIVE_ARRAY_TYPE_INFO));
+
+        DataStream<Double> distinctLabelValues =
+                DataStreamUtils.sortPartition(
+                        DataStreamUtils.distinct(trainData.map(dataPoint -> 
dataPoint.f1)),
+                        new DoubleComparator(true));
+        final String broadcastLabelsName = "broadcastLabels";
+        trainData =
+                BroadcastUtils.withBroadcastStream(
+                        Collections.singletonList(trainData),
+                        Collections.singletonMap(broadcastLabelsName, 
distinctLabelValues),
+                        inputList -> {
+                            DataStream data = inputList.get(0);
+                            return data.transform(
+                                    "preProcess",
+                                    new TupleTypeInfo<>(
+                                            BasicTypeInfo.DOUBLE_TYPE_INFO,
+                                            BasicTypeInfo.DOUBLE_TYPE_INFO,
+                                            PrimitiveArrayTypeInfo
+                                                    
.DOUBLE_PRIMITIVE_ARRAY_TYPE_INFO),
+                                    new PreprocessDataOp(
+                                            new 
PreprocessOneRecord(broadcastLabelsName)));
+                        });
+
+        DataStream<double[]> initModel =
+                trainData
+                        .transform(
+                                "genInitModel",
+                                
PrimitiveArrayTypeInfo.DOUBLE_PRIMITIVE_ARRAY_TYPE_INFO,
+                                new GenInitModel())
+                        
.returns(PrimitiveArrayTypeInfo.DOUBLE_PRIMITIVE_ARRAY_TYPE_INFO);
+
+        DataStream<Tuple2<double[], double[]>> modelAndLoss = train(trainData, 
initModel);
+
+        DataStream<LogisticRegressionModelData> modelData =
+                modelAndLoss
+                        .connect(distinctLabelValues)
+                        .transform(
+                                "composeModelData",
+                                
TypeInformation.of(LogisticRegressionModelData.class),
+                                new ComposeModelDataOp())
+                        .setParallelism(1);
+
+        LogisticRegressionModel model =
+                new 
LogisticRegressionModel().setModelData(tEnv.fromDataStream(modelData));
+        ReadWriteUtils.updateExistingParams(model, paramMap);
+        return model;
+    }
+
+    /** Pre-processes the training data. */
+    private static class PreprocessDataOp
+            extends AbstractUdfStreamOperator<
+                    Tuple3<Double, Double, double[]>,
+                    RichMapFunction<
+                            Tuple3<Double, Double, double[]>, Tuple3<Double, 
Double, double[]>>>
+            implements OneInputStreamOperator<
+                    Tuple3<Double, Double, double[]>, Tuple3<Double, Double, 
double[]>> {
+        public PreprocessDataOp(
+                RichMapFunction<Tuple3<Double, Double, double[]>, 
Tuple3<Double, Double, double[]>>
+                        userFunction) {
+            super(userFunction);
+        }
+
+        @Override
+        public void processElement(StreamRecord<Tuple3<Double, Double, 
double[]>> streamRecord)
+                throws Exception {
+            streamRecord.replace(userFunction.map(streamRecord.getValue()));
+            output.collect(streamRecord);
+        }
+    }
+
+    /** Pre-processes one training sample. */
+    private static class PreprocessOneRecord
+            extends RichMapFunction<
+                    Tuple3<Double, Double, double[]>, Tuple3<Double, Double, 
double[]>> {
+
+        String broadcastLabelsName;
+
+        double[] distinctLabelValues;
+
+        public PreprocessOneRecord(String broadcastLabelsName) {
+            this.broadcastLabelsName = broadcastLabelsName;
+        }
+
+        @Override
+        public Tuple3<Double, Double, double[]> map(Tuple3<Double, Double, 
double[]> value) {
+            if (distinctLabelValues == null) {
+                List<Double> labelList =
+                        
getRuntimeContext().getBroadcastVariable(broadcastLabelsName);
+                distinctLabelValues = 
labelList.stream().mapToDouble(Double::doubleValue).toArray();
+            }
+            // label mapping
+            value.f1 = Math.abs(value.f1 - distinctLabelValues[0]) < 1e-7 ? 1. 
: -1.;

Review comment:
       Hmm.. instead of hardcoding the label value as either `1` or `-1`, 
should we choose from the value provided by user?
   
   Does Spark's logistic regression takes more than 2 label values?
   
   And if we choose to only support two label values, should this value type be 
boolean?
   
   And how is `1e-7` choose? It looks like a magic number which is inconsistent 
with the `TOLERANCE` used in `LogisticRegressionTest`. Should we make it a 
`private static final` variable and share it across algorithms?




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