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[SPARK-18291][SPARKR][ML] Revert "[SPARK-18291][SPARKR][ML] SparkR gl…
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…m predict should output original label when family = binomial."

## What changes were proposed in this pull request?
It's better we can fix this issue by providing an option ```type``` for users to change the ```predict``` output schema, then they could output probabilities, log-space predictions, or original labels. In order to not involve breaking API change for 2.1, so revert this change firstly and will add it back after [SPARK-18618](https://issues.apache.org/jira/browse/SPARK-18618) resolved.

## How was this patch tested?
Existing unit tests.

This reverts commit daa975f.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes apache#16118 from yanboliang/spark-18291-revert.
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yanboliang authored and Robert Kruszewski committed Dec 15, 2016
1 parent ff1ad8d commit 8bb3bd0
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Showing 2 changed files with 12 additions and 86 deletions.
20 changes: 5 additions & 15 deletions R/pkg/inst/tests/testthat/test_mllib.R
Original file line number Diff line number Diff line change
Expand Up @@ -64,16 +64,6 @@ test_that("spark.glm and predict", {
rVals <- predict(glm(Sepal.Width ~ Sepal.Length + Species, data = iris), iris)
expect_true(all(abs(rVals - vals) < 1e-6), rVals - vals)

# binomial family
binomialTraining <- training[training$Species %in% c("versicolor", "virginica"), ]
model <- spark.glm(binomialTraining, Species ~ Sepal_Length + Sepal_Width,
family = binomial(link = "logit"))
prediction <- predict(model, binomialTraining)
expect_equal(typeof(take(select(prediction, "prediction"), 1)$prediction), "character")
expected <- c("virginica", "virginica", "virginica", "versicolor", "virginica",
"versicolor", "virginica", "versicolor", "virginica", "versicolor")
expect_equal(as.list(take(select(prediction, "prediction"), 10))[[1]], expected)

# poisson family
model <- spark.glm(training, Sepal_Width ~ Sepal_Length + Species,
family = poisson(link = identity))
Expand Down Expand Up @@ -138,10 +128,10 @@ test_that("spark.glm summary", {
expect_equal(stats$aic, rStats$aic)

# Test spark.glm works with weighted dataset
a1 <- c(0, 1, 2, 3, 4)
a2 <- c(5, 2, 1, 3, 2)
w <- c(1, 2, 3, 4, 5)
b <- c(1, 0, 1, 0, 0)
a1 <- c(0, 1, 2, 3)
a2 <- c(5, 2, 1, 3)
w <- c(1, 2, 3, 4)
b <- c(1, 0, 1, 0)
data <- as.data.frame(cbind(a1, a2, w, b))
df <- createDataFrame(data)

Expand All @@ -168,7 +158,7 @@ test_that("spark.glm summary", {
data <- as.data.frame(cbind(a1, a2, b))
df <- suppressWarnings(createDataFrame(data))
regStats <- summary(spark.glm(df, b ~ a1 + a2, regParam = 1.0))
expect_equal(regStats$aic, 14.00976, tolerance = 1e-4) # 14.00976 is from summary() result
expect_equal(regStats$aic, 13.32836, tolerance = 1e-4) # 13.32836 is from summary() result

# Test spark.glm works on collinear data
A <- matrix(c(1, 2, 3, 4, 2, 4, 6, 8), 4, 2)
Expand Down
Original file line number Diff line number Diff line change
Expand Up @@ -23,17 +23,12 @@ import org.json4s.JsonDSL._
import org.json4s.jackson.JsonMethods._

import org.apache.spark.ml.{Pipeline, PipelineModel}
import org.apache.spark.ml.attribute.{Attribute, AttributeGroup, NominalAttribute}
import org.apache.spark.ml.feature.{IndexToString, RFormula}
import org.apache.spark.ml.regression._
import org.apache.spark.ml.Transformer
import org.apache.spark.ml.param.ParamMap
import org.apache.spark.ml.param.shared._
import org.apache.spark.ml.attribute.AttributeGroup
import org.apache.spark.ml.feature.RFormula
import org.apache.spark.ml.r.RWrapperUtils._
import org.apache.spark.ml.regression._
import org.apache.spark.ml.util._
import org.apache.spark.sql._
import org.apache.spark.sql.functions._
import org.apache.spark.sql.types._

private[r] class GeneralizedLinearRegressionWrapper private (
val pipeline: PipelineModel,
Expand All @@ -48,8 +43,6 @@ private[r] class GeneralizedLinearRegressionWrapper private (
val rNumIterations: Int,
val isLoaded: Boolean = false) extends MLWritable {

import GeneralizedLinearRegressionWrapper._

private val glm: GeneralizedLinearRegressionModel =
pipeline.stages(1).asInstanceOf[GeneralizedLinearRegressionModel]

Expand All @@ -60,16 +53,7 @@ private[r] class GeneralizedLinearRegressionWrapper private (
def residuals(residualsType: String): DataFrame = glm.summary.residuals(residualsType)

def transform(dataset: Dataset[_]): DataFrame = {
if (rFamily == "binomial") {
pipeline.transform(dataset)
.drop(PREDICTED_LABEL_PROB_COL)
.drop(PREDICTED_LABEL_INDEX_COL)
.drop(glm.getFeaturesCol)
.drop(glm.getLabelCol)
} else {
pipeline.transform(dataset)
.drop(glm.getFeaturesCol)
}
pipeline.transform(dataset).drop(glm.getFeaturesCol)
}

override def write: MLWriter =
Expand All @@ -79,10 +63,6 @@ private[r] class GeneralizedLinearRegressionWrapper private (
private[r] object GeneralizedLinearRegressionWrapper
extends MLReadable[GeneralizedLinearRegressionWrapper] {

val PREDICTED_LABEL_PROB_COL = "pred_label_prob"
val PREDICTED_LABEL_INDEX_COL = "pred_label_idx"
val PREDICTED_LABEL_COL = "prediction"

def fit(
formula: String,
data: DataFrame,
Expand All @@ -93,7 +73,6 @@ private[r] object GeneralizedLinearRegressionWrapper
weightCol: String,
regParam: Double): GeneralizedLinearRegressionWrapper = {
val rFormula = new RFormula().setFormula(formula)
if (family == "binomial") rFormula.setForceIndexLabel(true)
checkDataColumns(rFormula, data)
val rFormulaModel = rFormula.fit(data)
// get labels and feature names from output schema
Expand All @@ -111,28 +90,9 @@ private[r] object GeneralizedLinearRegressionWrapper
.setWeightCol(weightCol)
.setRegParam(regParam)
.setFeaturesCol(rFormula.getFeaturesCol)
.setLabelCol(rFormula.getLabelCol)
val pipeline = if (family == "binomial") {
// Convert prediction from probability to label index.
val probToPred = new ProbabilityToPrediction()
.setInputCol(PREDICTED_LABEL_PROB_COL)
.setOutputCol(PREDICTED_LABEL_INDEX_COL)
// Convert prediction from label index to original label.
val labelAttr = Attribute.fromStructField(schema(rFormulaModel.getLabelCol))
.asInstanceOf[NominalAttribute]
val labels = labelAttr.values.get
val idxToStr = new IndexToString()
.setInputCol(PREDICTED_LABEL_INDEX_COL)
.setOutputCol(PREDICTED_LABEL_COL)
.setLabels(labels)

new Pipeline()
.setStages(Array(rFormulaModel, glr.setPredictionCol(PREDICTED_LABEL_PROB_COL),
probToPred, idxToStr))
.fit(data)
} else {
new Pipeline().setStages(Array(rFormulaModel, glr)).fit(data)
}
val pipeline = new Pipeline()
.setStages(Array(rFormulaModel, glr))
.fit(data)

val glm: GeneralizedLinearRegressionModel =
pipeline.stages(1).asInstanceOf[GeneralizedLinearRegressionModel]
Expand Down Expand Up @@ -248,27 +208,3 @@ private[r] object GeneralizedLinearRegressionWrapper
}
}
}

/**
* This utility transformer converts the predicted value of GeneralizedLinearRegressionModel
* with "binomial" family from probability to prediction according to threshold 0.5.
*/
private[r] class ProbabilityToPrediction private[r] (override val uid: String)
extends Transformer with HasInputCol with HasOutputCol with DefaultParamsWritable {

def this() = this(Identifiable.randomUID("probToPred"))

def setInputCol(value: String): this.type = set(inputCol, value)

def setOutputCol(value: String): this.type = set(outputCol, value)

override def transformSchema(schema: StructType): StructType = {
StructType(schema.fields :+ StructField($(outputCol), DoubleType))
}

override def transform(dataset: Dataset[_]): DataFrame = {
dataset.withColumn($(outputCol), round(col($(inputCol))))
}

override def copy(extra: ParamMap): ProbabilityToPrediction = defaultCopy(extra)
}

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