Github user jkbradley commented on a diff in the pull request: https://github.com/apache/spark/pull/5626#discussion_r28992440 --- Diff: mllib/src/main/scala/org/apache/spark/ml/classification/GBTClassifier.scala --- @@ -0,0 +1,225 @@ +/* + * 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.spark.ml.classification + +import com.github.fommil.netlib.BLAS.{getInstance => blas} + +import org.apache.spark.Logging +import org.apache.spark.annotation.AlphaComponent +import org.apache.spark.ml.impl.estimator.{PredictionModel, Predictor} +import org.apache.spark.ml.impl.tree._ +import org.apache.spark.ml.param.{Param, Params, ParamMap} +import org.apache.spark.ml.regression.DecisionTreeRegressionModel +import org.apache.spark.ml.tree.{DecisionTreeModel, TreeEnsembleModel} +import org.apache.spark.ml.util.MetadataUtils +import org.apache.spark.mllib.linalg.Vector +import org.apache.spark.mllib.regression.LabeledPoint +import org.apache.spark.mllib.tree.{GradientBoostedTrees => OldGBT} +import org.apache.spark.mllib.tree.configuration.{Algo => OldAlgo} +import org.apache.spark.mllib.tree.loss.{Loss => OldLoss, LogLoss => OldLogLoss} +import org.apache.spark.mllib.tree.model.{GradientBoostedTreesModel => OldGBTModel} +import org.apache.spark.rdd.RDD +import org.apache.spark.sql.DataFrame + + +/** + * :: AlphaComponent :: + * + * [[http://en.wikipedia.org/wiki/Gradient_boosting Gradient-Boosted Trees (GBTs)]] + * learning algorithm for classification. + * It supports binary labels, as well as both continuous and categorical features. + * Note: Multiclass labels are not currently supported. + */ +@AlphaComponent +final class GBTClassifier + extends Predictor[Vector, GBTClassifier, GBTClassificationModel] + with GBTParams with TreeClassifierParams with Logging { + + // Override parameter setters from parent trait for Java API compatibility. + + // Parameters from TreeClassifierParams: + + override def setMaxDepth(value: Int): this.type = super.setMaxDepth(value) + + override def setMaxBins(value: Int): this.type = super.setMaxBins(value) + + override def setMinInstancesPerNode(value: Int): this.type = + super.setMinInstancesPerNode(value) + + override def setMinInfoGain(value: Double): this.type = super.setMinInfoGain(value) + + override def setMaxMemoryInMB(value: Int): this.type = super.setMaxMemoryInMB(value) + + override def setCacheNodeIds(value: Boolean): this.type = super.setCacheNodeIds(value) + + override def setCheckpointInterval(value: Int): this.type = super.setCheckpointInterval(value) + + /** + * The impurity setting is ignored for GBT models. + * Individual trees are built using impurity "Variance." + */ + override def setImpurity(value: String): this.type = { + logWarning("GBTClassifier.setImpurity should NOT be used") + this + } + + // Parameters from TreeEnsembleParams: + + override def setSubsamplingRate(value: Double): this.type = super.setSubsamplingRate(value) + + override def setSeed(value: Long): this.type = { + logWarning("The 'seed' parameter is currently ignored by Gradient Boosting.") + super.setSeed(value) + } + + // Parameters from GBTParams: + + override def setMaxIter(value: Int): this.type = super.setMaxIter(value) + + override def setLearningRate(value: Double): this.type = super.setLearningRate(value) + + // Parameters for GBTClassifier: + + /** + * Loss function which GBT tries to minimize. (case-insensitive) + * Supported: "LogLoss" + * (default = LogLoss) + * @group param + */ + val loss: Param[String] = new Param[String](this, "loss", "Loss function which GBT tries to" + + " minimize (case-insensitive). Supported options: LogLoss") + + setDefault(loss -> "logloss") + + /** @group setParam */ + def setLoss(value: String): this.type = { + val lossStr = value.toLowerCase + require(GBTClassifier.supportedLosses.contains(lossStr), "GBTClassifier was given bad loss:" + + s" $value. Supported options: ${GBTClassifier.supportedLosses.mkString(", ")}") + set(loss, lossStr) + this + } + + /** @group getParam */ + def getLoss: String = getOrDefault(loss) + + /** (private[ml]) Convert new loss to old loss. */ + override private[ml] def getOldLoss: OldLoss = { + getLoss match { + case "logloss" => OldLogLoss + case _ => + // Should never happen because of check in setter method. + throw new RuntimeException(s"GBTClassifier was given bad loss: $getLoss") + } + } + + override protected def train( + dataset: DataFrame, + paramMap: ParamMap): GBTClassificationModel = { + val categoricalFeatures: Map[Int, Int] = + MetadataUtils.getCategoricalFeatures(dataset.schema(paramMap(featuresCol))) + val numClasses: Int = MetadataUtils.getNumClasses(dataset.schema(paramMap(labelCol))) match { + case Some(n: Int) => n + case None => throw new IllegalArgumentException("GBTClassifier was given input" + + s" with invalid label column, without the number of classes specified.") + // TODO: Automatically index labels. + } + require(numClasses == 2, + s"GBTClassifier only supports binary classification but was given numClasses = $numClasses") + val oldDataset: RDD[LabeledPoint] = extractLabeledPoints(dataset, paramMap) + val boostingStrategy = super.getOldBoostingStrategy(categoricalFeatures, OldAlgo.Classification) + val oldGBT = new OldGBT(boostingStrategy) + val oldModel = oldGBT.run(oldDataset) + GBTClassificationModel.fromOld(oldModel, this, paramMap, categoricalFeatures) + } +} + +object GBTClassifier { + // The losses below should be lowercase. + /** Accessor for supported loss settings */ --- End diff -- They are in the Param doc. Should they be here too?
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