Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/3519#discussion_r23594884
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/regression/IsotonicRegression.scala 
---
    @@ -0,0 +1,238 @@
    +/*
    + * 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.mllib.regression
    +
    +import java.io.Serializable
    +import java.util.Arrays.binarySearch
    +
    +import org.apache.spark.api.java.{JavaDoubleRDD, JavaRDD}
    +import org.apache.spark.rdd.RDD
    +
    +/**
    + * Regression model for Isotonic regression
    + *
    + * @param features Array of features.
    + * @param labels Array of labels associated to the features at the same 
index.
    + */
    +class IsotonicRegressionModel (
    +    features: Array[Double],
    +    val labels: Array[Double])
    +  extends Serializable {
    +
    +  /**
    +   * Predict labels for provided features
    +   * Using a piecewise constant function
    +   *
    +   * @param testData features to be labeled
    +   * @return predicted labels
    +   */
    +  def predict(testData: RDD[Double]): RDD[Double] =
    +    testData.map(predict)
    +
    +  /**
    +   * Predict labels for provided features
    +   * Using a piecewise constant function
    +   *
    +   * @param testData features to be labeled
    +   * @return predicted labels
    +   */
    +  def predict(testData: JavaRDD[java.lang.Double]): JavaDoubleRDD =
    +    JavaDoubleRDD.fromRDD(predict(testData.rdd.asInstanceOf[RDD[Double]]))
    +
    +  /**
    +   * Predict a single label
    +   * Using a piecewise constant function
    +   *
    +   * @param testData feature to be labeled
    +   * @return predicted label
    +   */
    +  def predict(testData: Double): Double = {
    +    val result = binarySearch(features, testData)
    +
    +    val index =
    +      if (result == -1) {
    +        0
    +      } else if (result < 0) {
    +        -result - 2
    +      } else {
    +        result
    +      }
    +
    +    labels(index)
    +  }
    +}
    +
    +/**
    + * Isotonic regression
    + * Currently implemented using parallel pool adjacent violators algorithm
    + */
    +class IsotonicRegression
    +  extends Serializable {
    +
    +  /**
    +   * Run algorithm to obtain isotonic regression model
    +   *
    +   * @param input (label, feature, weight)
    +   * @param isotonic isotonic (increasing) or antitonic (decreasing) 
sequence
    +   * @return isotonic regression model
    +   */
    +  def run(
    +      input: RDD[(Double, Double, Double)],
    +      isotonic: Boolean = true): IsotonicRegressionModel = {
    +    createModel(
    +      parallelPoolAdjacentViolators(input, isotonic),
    +      isotonic)
    +  }
    +
    +  /**
    +   * Creates isotonic regression model with given parameters
    +   *
    +   * @param predictions labels estimated using isotonic regression 
algorithm.
    +   *                    Used for predictions on new data points.
    +   * @param isotonic isotonic (increasing) or antitonic (decreasing) 
sequence
    +   * @return isotonic regression model
    +   */
    +  protected def createModel(
    +      predictions: Array[(Double, Double, Double)],
    +      isotonic: Boolean): IsotonicRegressionModel = {
    +
    +    val labels = predictions.map(_._1)
    +    val features = predictions.map(_._2)
    +
    +    new IsotonicRegressionModel(features, labels)
    +  }
    +
    +  /**
    +   * Performs a pool adjacent violators algorithm (PAVA)
    +   * Uses approach with single processing of data where violators
    +   * in previously processed data created by pooling are fixed 
immediatelly.
    +   * Uses optimization of discovering monotonicity violating sequences 
(blocks)
    +   * Method in situ mutates input array
    +   *
    +   * @param in input data
    --- End diff --
    
    `in` -> `input`?


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