I am a beginner for spark streaming and trying with streaming linear regression example using scala. So when I searched I have found lots of examples for streaming machine learning algorithms using RDDs. But isn't it possible to use datasets (introduced in spark 2.0.1) for streaming instead of RDDs. Is there any way to verify whether the code is using RDDs or Datasets?I have posted my code below. Any help appreciated.
import scala.language.reflectiveCalls
import scopt.OptionParser
import org.apache.spark.ml.regression.LinearRegression
import org.apache.spark.sql.{ DataFrame, SparkSession }
import com.sun.xml.internal.ws.wsdl.writer.document.Import
import org.apache.spark.SparkConf
import org.apache.spark.storage.StorageLevel
import org.apache.spark.streaming.{Seconds, StreamingContext}
import java.lang.Boolean
object LinearRegressionExample {
case class Params(
input: String = null,
testInput: String = "",
dataFormat: String = "libsvm",
regParam: Double = 0.0,
elasticNetParam: Double = 0.0,
maxIter: Int = 100,
tol: Double = 1E-6,
fracTest: Double = 0.2) extends AbstractParams[Params]
def main(args: Array[String]) {
val defaultParams = Params()
val parser = new OptionParser[Params]("LinearRegressionExample") {
head("LinearRegressionExample: an example Linear Regression with Elastic-Net app.")
opt[Double]("regParam")
.text(s"regularization parameter, default: ${defaultParams.regParam}")
.action((x, c) => c.copy(regParam = x))
opt[Double]("elasticNetParam")
.text(s"ElasticNet mixing parameter. For alpha = 0, the penalty is an L2 penalty. " +
s"For alpha = 1, it is an L1 penalty. For 0 < alpha < 1, the penalty is a combination of " +
s"L1 and L2, default: ${defaultParams.elasticNetParam}")
.action((x, c) => c.copy(elasticNetParam = x))
opt[Int]("maxIter")
.text(s"maximum number of iterations, default: ${defaultParams.maxIter}")
.action((x, c) => c.copy(maxIter = x))
opt[Double]("tol")
.text(s"the convergence tolerance of iterations, Smaller value will lead " +
s"to higher accuracy with the cost of more iterations, default: ${defaultParams.tol}")
.action((x, c) => c.copy(tol = x))
opt[Double]("fracTest")
.text(s"fraction of data to hold out for testing. If given option testInput, " +
s"this option is ignored. default: ${defaultParams.fracTest}")
.action((x, c) => c.copy(fracTest = x))
opt[String]("testInput")
.text(s"input path to test dataset. If given, option fracTest is ignored." +
s" default: ${defaultParams.testInput}")
.action((x, c) => c.copy(testInput = x))
opt[String]("dataFormat")
.text("data format: libsvm (default), dense (deprecated in Spark v1.1)")
.action((x, c) => c.copy(dataFormat = x))
arg[String]("<input>")
.text("input path to labeled examples")
.required()
.action((x, c) => c.copy(input = x))
}
parser.parse(args, defaultParams) match {
case Some(params) => run(params)
case _ => sys.exit(1)
}
}
def run(params: Params): Unit = {
val conf = new SparkConf().setMaster("local[2]").setAppName("LinearRegressionExample with $params")
val ssc = new StreamingContext(conf, Seconds(1))
val spark = SparkSession
.builder
.appName(s"LinearRegressionExample with $params")
.getOrCreate()
println(s"LinearRegressionExample with parameters:\n$params")
// Load training and test data and cache it.
val (training: DataFrame, test: DataFrame) = DecisionTreeExample.loadDatasets(params.input,
params.dataFormat, params.testInput, "regression", params.fracTest)
val lir = new LinearRegression()
.setFeaturesCol("features")
.setLabelCol("label")
.setRegParam(params.regParam)
.setElasticNetParam(params.elasticNetParam)
.setMaxIter(params.maxIter)
.setTol(params.tol)
// Train the model
val startTime = System.nanoTime()
val lirModel = lir.fit(training)
val elapsedTime = (System.nanoTime() - startTime) / 1e9
println(s"Training time: $elapsedTime seconds")
// Print the weights and intercept for linear regression.
println(s"Weights: ${lirModel.coefficients} Intercept: ${lirModel.intercept}")
println("Training data results:")
DecisionTreeExample.evaluateRegressionModel(lirModel, training, "label")
println("Test data results:")
DecisionTreeExample.evaluateRegressionModel(lirModel, test, "label")
spark.stop()
}
}
Related
I used a word2vec algorithm to compute document in a vector.I want to calculate the RMSE for different threshod.
code:
def tokenize(line: String): Seq[String] = {
line.split("""\W+""")
.map(_.toLowerCase)
.filter(token => regex.pattern.matcher(token).matches)
.filterNot(token => stopwords.contains(token))
.filterNot(token => rareTokens.contains(token))
.filter(token => token.size >=2)
.toSeq
}
val tokens = text.map(doc => tokenize(doc))
import org.apache.spark.mllib.feature.Word2Vec
val word2vec = new Word2Vec()
word2vec.setSeed(42) // we do this to generate the same results each time
val word2vecModel = word2vec.fit(tokens)
val synonyms = word2vecModel.findSynonyms("drama", 15)
for((synonym, cosineSimilarity) <- synonyms) {
println(s"$synonym $cosineSimilarity")
}
val MSE = synonyms .map { case (v, p) => math.pow((v - p), 2) }.mean()
val RMSE:Double=math.sqrt(MSE)
println("RMSE:"+RMSE)
when measuring RMSE,this error appear.
value - is not a member of String
How to solve it?
I am using Spark and I would like to train a machine learning model.
Because of bad results, I would like to display the error made by the model at each epoch of the training (on train and test dataset).
I will then use this information to determined if my model is underfitting or overfitting the data.
Question: How can I draw the learning curve of a model with spark ?
In the following example, I have implement my own evaluator and override the evaluate method to print the metrics I was needed, but only two values have been display (maxIter = 1000).
MinimalRunnableCode.scala:
import org.apache.spark.SparkConf
import org.apache.spark.ml.linalg.Vectors
import org.apache.spark.ml.regression.LinearRegression
import org.apache.spark.ml.tuning.{ParamGridBuilder, TrainValidationSplit}
import org.apache.spark.sql.SparkSession
object Min extends App {
// Open spark session.
val conf = new SparkConf()
.setMaster("local")
.set("spark.network.timeout", "800")
val ss = SparkSession.builder
.config(conf)
.getOrCreate
// Load data.
val data = ss.createDataFrame(ss.sparkContext.parallelize(
List(
(Vectors.dense(1, 2), 1),
(Vectors.dense(1, 3), 2),
(Vectors.dense(1, 2), 1),
(Vectors.dense(1, 3), 2),
(Vectors.dense(1, 2), 1),
(Vectors.dense(1, 3), 2),
(Vectors.dense(1, 2), 1),
(Vectors.dense(1, 3), 2),
(Vectors.dense(1, 2), 1),
(Vectors.dense(1, 3), 2),
(Vectors.dense(1, 4), 3)
)
))
.withColumnRenamed("_1", "features")
.withColumnRenamed("_2", "label")
val Array(training, test) = data.randomSplit(Array(0.8, 0.2), seed = 42)
// Create model of linear regression.
val lr = new LinearRegression().setMaxIter(1000)
// Create parameters grid that will be used to train different version of the linear model.
val paramGrid = new ParamGridBuilder()
.addGrid(lr.regParam, Array(0.001))
.addGrid(lr.fitIntercept)
.addGrid(lr.elasticNetParam, Array(0.5))
.build()
// Create trainer using validation split to evaluate which set of parameters performs the best.
val trainValidationSplit = new TrainValidationSplit()
.setEstimator(lr)
.setEvaluator(new CustomRegressionEvaluator)
.setEstimatorParamMaps(paramGrid)
.setTrainRatio(0.8) // 80% of the data will be used for training and the remaining 20% for validation.
// Run train validation split, and choose the best set of parameters.
var model = trainValidationSplit.fit(training)
// Close spark session.
ss.stop()
}
CustomRegressionEvaluator.scala:
import org.apache.spark.ml.evaluation.{Evaluator, RegressionEvaluator}
import org.apache.spark.ml.param.{Param, ParamMap, Params}
import org.apache.spark.ml.util.{DefaultParamsReadable, DefaultParamsWritable, Identifiable}
import org.apache.spark.mllib.evaluation.RegressionMetrics
import org.apache.spark.sql.{Dataset, Row}
import org.apache.spark.sql.functions._
import org.apache.spark.sql.types._
final class CustomRegressionEvaluator (override val uid: String) extends Evaluator with HasPredictionCol with HasLabelCol with DefaultParamsWritable {
def this() = this(Identifiable.randomUID("regEval"))
def checkNumericType(
schema: StructType,
colName: String,
msg: String = ""): Unit = {
val actualDataType = schema(colName).dataType
val message = if (msg != null && msg.trim.length > 0) " " + msg else ""
require(actualDataType.isInstanceOf[NumericType], s"Column $colName must be of type " +
s"NumericType but was actually of type $actualDataType.$message")
}
def checkColumnTypes(
schema: StructType,
colName: String,
dataTypes: Seq[DataType],
msg: String = ""): Unit = {
val actualDataType = schema(colName).dataType
val message = if (msg != null && msg.trim.length > 0) " " + msg else ""
require(dataTypes.exists(actualDataType.equals),
s"Column $colName must be of type equal to one of the following types: " +
s"${dataTypes.mkString("[", ", ", "]")} but was actually of type $actualDataType.$message")
}
var i = 0 // count the number of time the evaluate method is called
override def evaluate(dataset: Dataset[_]): Double = {
val schema = dataset.schema
checkColumnTypes(schema, $(predictionCol), Seq(DoubleType, FloatType))
checkNumericType(schema, $(labelCol))
val predictionAndLabels = dataset
.select(col($(predictionCol)).cast(DoubleType), col($(labelCol)).cast(DoubleType))
.rdd
.map { case Row(prediction: Double, label: Double) => (prediction, label) }
val metrics = new RegressionMetrics(predictionAndLabels)
val metric = "mae" match {
case "rmse" => metrics.rootMeanSquaredError
case "mse" => metrics.meanSquaredError
case "r2" => metrics.r2
case "mae" => metrics.meanAbsoluteError
}
println(s"$i $metric") // Print the metrics
i = i + 1 // Update counter
metric
}
override def copy(extra: ParamMap): RegressionEvaluator = defaultCopy(extra)
}
object RegressionEvaluator extends DefaultParamsReadable[RegressionEvaluator] {
override def load(path: String): RegressionEvaluator = super.load(path)
}
private[ml] trait HasPredictionCol extends Params {
/**
* Param for prediction column name.
* #group param
*/
final val predictionCol: Param[String] = new Param[String](this, "predictionCol", "prediction column name")
setDefault(predictionCol, "prediction")
/** #group getParam */
final def getPredictionCol: String = $(predictionCol)
}
private[ml] trait HasLabelCol extends Params {
/**
* Param for label column name.
* #group param
*/
final val labelCol: Param[String] = new Param[String](this, "labelCol", "label column name")
setDefault(labelCol, "label")
/** #group getParam */
final def getLabelCol: String = $(labelCol)
}
Here is a possible solution for the specific case of LinearRegression and any other algorithm that support objective history (in this case, And LinearRegressionTrainingSummary does the job).
Let's first create a minimal verifiable and complete example :
import org.apache.spark.ml.param.ParamMap
import org.apache.spark.ml.regression.{LinearRegression, LinearRegressionModel}
import org.apache.spark.ml.tuning.{ParamGridBuilder, TrainValidationSplit}
import org.apache.spark.mllib.util.{LinearDataGenerator, MLUtils}
import org.apache.spark.sql.SparkSession
val spark: SparkSession = SparkSession.builder().getOrCreate()
import org.apache.spark.ml.evaluation.RegressionEvaluator
import spark.implicits._
val data = {
val tmp = LinearDataGenerator.generateLinearRDD(
spark.sparkContext,
nexamples = 10000,
nfeatures = 4,
eps = 0.05
).toDF
MLUtils.convertVectorColumnsToML(tmp, "features")
}
As you've noticed, when you want to generate data for testing purposes for spark-mllib or spark-ml, it's advised to use data generators.
Now, let's train a linear regressor :
// Create model of linear regression.
val lr = new LinearRegression().setMaxIter(1000)
// The following line will create two sets of parameters
val paramGrid = new ParamGridBuilder().addGrid(lr.regParam, Array(0.001)).addGrid(lr.fitIntercept).addGrid(lr.elasticNetParam, Array(0.5)).build()
// Create trainer using validation split to evaluate which set of parameters performs the best.
// I'm using the regular RegressionEvaluator here
val trainValidationSplit = new TrainValidationSplit()
.setEstimator(lr)
.setEvaluator(new RegressionEvaluator)
.setEstimatorParamMaps(paramGrid)
.setTrainRatio(0.8) // 80% of the data will be used for training and the remaining 20% for validation.
// To retrieve subModels, make sure to set collectSubModels to true before fitting.
trainValidationSplit.setCollectSubModels(true)
// Run train validation split, and choose the best set of parameters.
var model = trainValidationSplit.fit(data)
Now since our model is trained, all we need is to get the objective history.
The following part needs a bit of gymnastics between the model and sub-models object parameters.
In case you have a Pipeline or so, this code needs to be modified, so use it carefully. It's just an example :
val objectiveHist = spark.sparkContext.parallelize(
model.subModels.zip(model.getEstimatorParamMaps).map {
case (m: LinearRegressionModel, pm: ParamMap) =>
val history: Array[Double] = m.summary.objectiveHistory
val idx: Seq[Int] = 1 until history.length
// regParam, elasticNetParam, fitIntercept
val parameters = pm.toSeq.map(pair => (pair.param.name, pair.value.toString)) match {
case Seq(x, y, z) => (x._2, y._2, z._2)
}
(parameters._1, parameters._2, parameters._3, idx.zip(history).toMap)
}).toDF("regParam", "elasticNetParam", "fitIntercept", "objectiveHistory")
We can now examine those metrics :
objectiveHist.show(false)
// +--------+---------------+------------+-------------------------------------------------------------------------------------------------------+
// |regParam|elasticNetParam|fitIntercept|objectiveHistory |
// +--------+---------------+------------+-------------------------------------------------------------------------------------------------------+
// |0.001 |0.5 |true |[1 -> 0.4999999999999999, 2 -> 0.4038796441909531, 3 -> 0.02659222058006269, 4 -> 0.026592220340980147]|
// |0.001 |0.5 |false |[1 -> 0.5000637621421942, 2 -> 0.4039303922115196, 3 -> 0.026592220673025396, 4 -> 0.02659222039347222]|
// +--------+---------------+------------+-------------------------------------------------------------------------------------------------------+
You can notice that the training process actually stops after 4 iterations.
If you want just the number of iterations, you can do the following instead :
val objectiveHist2 = spark.sparkContext.parallelize(
model.subModels.zip(model.getEstimatorParamMaps).map {
case (m: LinearRegressionModel, pm: ParamMap) =>
val history: Array[Double] = m.summary.objectiveHistory
// regParam, elasticNetParam, fitIntercept
val parameters = pm.toSeq.map(pair => (pair.param.name, pair.value.toString)) match {
case Seq(x, y, z) => (x._2, y._2, z._2)
}
(parameters._1, parameters._2, parameters._3, history.size)
}).toDF("regParam", "elasticNetParam", "fitIntercept", "iterations")
I've changed the number of features in the generator (nfeatures = 100) for the sake of demonstrations :
objectiveHist2.show
// +--------+---------------+------------+----------+
// |regParam|elasticNetParam|fitIntercept|iterations|
// +--------+---------------+------------+----------+
// | 0.001| 0.5| true| 11|
// | 0.001| 0.5| false| 11|
// +--------+---------------+------------+----------+
On that course on Module 3 - hands on lab ... there's an example (Spark Fundamentals 1) that I'm using to learn Scala and Spark.
https://courses.cognitiveclass.ai/courses/course-v1:BigDataUniversity+BD0211EN+2016/courseware/14ec4166bc9b4a3a9592b7960f4a5401/b0c736193c834b01b3c1c5bd4ce2d8a8/
I tried to modify the Streaming part in order to calculate the moving average as streaming comes in. I haven't figured out how to do it, but right now I'm facing the problem that I don't know how to change the datatype.
import org.apache.log4j.Logger
import org.apache.log4j.Level
Logger.getLogger("org").setLevel(Level.OFF)
Logger.getLogger("akka").setLevel(Level.OFF)
import org.apache.spark._
import org.apache.spark.streaming._
import org.apache.spark.streaming.StreamingContext._
val ssc = new StreamingContext(sc,Seconds(1))
val lines = ssc.socketTextStream("localhost",7777)
import scala.collection.mutable.Queue
var ints = Queue[Double]()
def movingAverage(values: Queue[Double], period: Int): List[Double] = {
val first = (values take period).sum / period
val subtract = values map (_ / period)
val add = subtract drop period
val addAndSubtract = add zip subtract map Function.tupled(_ - _)
val res = (addAndSubtract.foldLeft(first :: List.fill(period - 1)(0.0)) {
(acc, add) => (add + acc.head) :: acc
}).reverse
res
}
val pass = lines.map(_.split(",")).
map(pass=>(pass(7).toDouble))
pass.getClass
class org.apache.spark.streaming.dstream.MappedDStream
ints ++= List(pass).to[Queue]
Name: Compile Error
Message: console :41: error: type mismatch;
found : scala.collection.mutable.Queue[org.apache.spark.streaming.dstream.DStream[Double]]
required: scala.collection.TraversableOnce[Double]
ints ++= List(pass).to[Queue]
^
StackTrace:
al pass2 = movingAverage(ints,2)
pass2.print()
ints.dequeue
ssc.start()
ssc.awaitTermination()
How to get the streaming data from pass to ints as a queue of doubles?
After a lot of asking
val p1 = new scala.collection.mutable.Queue[Double]
pass.foreachRDD( rdd => {
for(item <- rdd.collect().toArray) {
p1 += item ;
println(item +" - "+ movingAverage(p1,2).last) ;
}
})
I created the following test that fit a simple linear regression model to a dummy streaming data.
I use hyper-parameters optimisation to find good values of stepSize, numiterations and initialWeights of the linear model.
Everything runs fine, except the last lines of the code that are commented out:
// Save the evaluations for further visualization
// val gridEvalsRDD = sc.parallelize(gridEvals)
// gridEvalsRDD.coalesce(1)
// .map(e => "%.3f\t%.3f\t%d\t%.3f".format(e._1, e._2, e._3, e._4))
// .saveAsTextFile("data/mllib/streaming")
The problem is with the SparkContext sc. If I initialize it at the beginning of a test, then the program shown errors. It looks like sc should be defined in some special way in order to avoid conflicts with scc (streaming spark context). Any ideas?
The whole code:
// scalastyle:off
package org.apache.spark.mllib.regression
import org.apache.spark.mllib.linalg.{Vector, Vectors}
import org.apache.spark.mllib.util.LinearDataGenerator
import org.apache.spark.streaming.dstream.DStream
import org.apache.spark.streaming.{StreamingContext, TestSuiteBase}
import org.apache.spark.streaming.TestSuiteBase
import org.scalatest.BeforeAndAfter
class StreamingLinearRegressionHypeOpt extends TestSuiteBase with BeforeAndAfter {
// use longer wait time to ensure job completion
override def maxWaitTimeMillis: Int = 20000
var ssc: StreamingContext = _
override def afterFunction() {
super.afterFunction()
if (ssc != null) {
ssc.stop()
}
}
def calculateMSE(output: Seq[Seq[(Double, Double)]], n: Int): Double = {
val mse = output
.map {
case seqOfPairs: Seq[(Double, Double)] =>
val err = seqOfPairs.map(p => math.abs(p._1 - p._2)).sum
err*err
}.sum / n
mse
}
def calculateRMSE(output: Seq[Seq[(Double, Double)]], n: Int): Double = {
val mse = output
.map {
case seqOfPairs: Seq[(Double, Double)] =>
val err = seqOfPairs.map(p => math.abs(p._1 - p._2)).sum
err*err
}.sum / n
math.sqrt(mse)
}
def dummyStringStreamSplit(datastream: Stream[String]) =
datastream.flatMap(txt => txt.split(" "))
test("Test 1") {
// create model initialized with zero weights
val model = new StreamingLinearRegressionWithSGD()
.setInitialWeights(Vectors.dense(0.0, 0.0))
.setStepSize(0.2)
.setNumIterations(25)
// generate sequence of simulated data for testing
val numBatches = 10
val nPoints = 100
val inputData = (0 until numBatches).map { i =>
LinearDataGenerator.generateLinearInput(0.0, Array(10.0, 10.0), nPoints, 42 * (i + 1))
}
// Without hyper-parameters optimization
withStreamingContext(setupStreams(inputData, (inputDStream: DStream[LabeledPoint]) => {
model.trainOn(inputDStream)
model.predictOnValues(inputDStream.map(x => (x.label, x.features)))
})) { ssc =>
val output: Seq[Seq[(Double, Double)]] = runStreams(ssc, numBatches, numBatches)
val rmse = calculateRMSE(output, nPoints)
println(s"RMSE = $rmse")
}
// With hyper-parameters optimization
val gridParams = Map(
"initialWeights" -> List(Vectors.dense(0.0, 0.0), Vectors.dense(10.0, 10.0)),
"stepSize" -> List(0.1, 0.2, 0.3),
"numIterations" -> List(25, 50)
)
val gridEvals = for (initialWeights <- gridParams("initialWeights");
stepSize <- gridParams("stepSize");
numIterations <- gridParams("numIterations")) yield {
val lr = new StreamingLinearRegressionWithSGD()
.setInitialWeights(initialWeights.asInstanceOf[Vector])
.setStepSize(stepSize.asInstanceOf[Double])
.setNumIterations(numIterations.asInstanceOf[Int])
withStreamingContext(setupStreams(inputData, (inputDStream: DStream[LabeledPoint]) => {
lr.trainOn(inputDStream)
lr.predictOnValues(inputDStream.map(x => (x.label, x.features)))
})) { ssc =>
val output: Seq[Seq[(Double, Double)]] = runStreams(ssc, numBatches, numBatches)
val cvRMSE = calculateRMSE(output, nPoints)
println(s"RMSE = $cvRMSE")
(initialWeights, stepSize, numIterations, cvRMSE)
}
}
// Save the evaluations for further visualization
// val gridEvalsRDD = sc.parallelize(gridEvals)
// gridEvalsRDD.coalesce(1)
// .map(e => "%.3f\t%.3f\t%d\t%.3f".format(e._1, e._2, e._3, e._4))
// .saveAsTextFile("data/mllib/streaming")
}
}
// scalastyle:on
I am working on a scala code which performs Linear Regression on certain datasets. Right now I am using 20 cores and 25 executors and everytime I run a Spark job I get a different result.
The input size of the files are 2GB and 400 MB.However, when I run the job with 20 cores and 1 executor, I get consistent results.
Has anyone experienced such a thing so far?
Please find the code below:
import org.apache.spark.SparkContext
import org.apache.spark.SparkContext._
import org.apache.spark.SparkConf
import org.apache.spark.sql.SQLContext
import org.apache.spark.rdd.RDD
import org.apache.spark.sql.SchemaRDD
import org.apache.spark.Partitioner
import org.apache.spark.storage.StorageLevel
object TextProcess{
def main(args: Array[String]){
val conf = new SparkConf().set("spark.serializer", "org.apache.spark.serializer.KryoSerializer")
val sc = new SparkContext(conf)
val sqlContext = new org.apache.spark.sql.SQLContext(sc)
val numExecutors=(conf.get("spark.executor.instances").toInt)
// Read the 2 input files
// First file is either cases / controls
val input1 = sc.textFile(args(0))
// Second file is Gene Expression
val input2 = sc.textFile(args(1))
//collecting header information
val header1=sc.parallelize(input1.take(1))
val header2=sc.parallelize(input2.take(1))
//mapping data without the header information
val map1 = input1.subtract(header1).map(x => (x.split(" ")(0)+x.split(" ")(1), x))
val map2 = input2.subtract(header2).map(x => (x.split(" ")(0)+x.split(" ")(1), x))
//joining data. here is where the order was getting affected.
val joinedMap = map1.join(map2)
//adding the header back to the top of RDD
val x = header1.union(joinedMap.map{case(x,(y,z))=>y})
val y = header2.union(joinedMap.map{case(x,(y,z))=>z})
//removing irrelevant columns
val rddX = x.map(x=>x.split(" ").drop(3)).zipWithIndex.map{case(a,b)=> a.map(x=>b.toString+" "+x.toString)}
val rddY = y.map(x=>x.split(" ").drop(2)).zipWithIndex.map{case(a,b)=> a.map(x=>b.toString+" "+x.toString)}
//transposing and cross joining data. This keeps the identifier at the start
val transposedX = rddX.flatMap(x => x.zipWithIndex.map(x=>x.swap)).reduceByKey((a,b)=> a+":"+b).map{case(a,b)=>b.split(":").sorted}
val transposedY = rddY.flatMap(x => x.zipWithIndex.map(x=>x.swap)).reduceByKey((a,b)=> a+":"+b).map{case(a,b)=>b.split(":").sorted}.persist(StorageLevel.apply(false, true, false, false, numExecutors))
val cleanedX = transposedX.map(x=>x.map(x=>x.slice(x.indexOfSlice(" ")+1,x.length)))
val cleanedY = transposedY.map(x=>x.map(x=>x.slice(x.indexOfSlice(" ")+1,x.length))).persist(StorageLevel.apply(false, true, false, false, numExecutors))
val cartXY = cleanedX.cartesian(cleanedY)
val finalDataSet= cartXY.map{case(a,b)=>a zip b}
//convert to key value pair
val regressiondataset = finalDataSet.map(x=>(x(0),x.drop(1).filter{case(a,b)=> a!="NA" && b!="NA" && a!="null" && b!="null"}.map{case(a,b)=> (a.toDouble, b.toDouble)}))
val linearOutput = regressiondataset.map(s => new LinearRegression(s._1 ,s._2).outputVal)
linearOutput.saveAsTextFile(args(2))
cleanedY.unpersist()
transposedY.unpersist()
}
}
class LinearRegression (val keys: (String, String),val pairs: Array[(Double,Double)]) {
val size = pairs.size
// first pass: read in data, compute xbar and ybar
val sums = pairs.aggregate(new X_X2_Y(0D,0D,0D))(_ + new X_X2_Y(_),_+_)
val bars = (sums.x / size, sums.y / size)
// second pass: compute summary statistics
val sumstats = pairs.foldLeft(new X2_Y2_XY(0D,0D,0D))(_ + new X2_Y2_XY(_, bars))
val beta1 = sumstats.xy / sumstats.x2
val beta0 = bars._2 - (beta1 * bars._1)
val betas = (beta0, beta1)
//println("y = " + ("%4.3f" format beta1) + " * x + " + ("%4.3f" format beta0))
// analyze results
val correlation = pairs.aggregate(new RSS_SSR(0D,0D))(_ + RSS_SSR.build(_, bars, betas),_+_)
val R2 = correlation.ssr / sumstats.y2
val svar = correlation.rss / (size - 2)
val svar1 = svar / sumstats.x2
val svar0 = ( svar / size ) + ( bars._1 * bars._1 * svar1)
val svar0bis = svar * sums.x2 / (size * sumstats.x2)
/* println("R^2 = " + R2)
println("std error of beta_1 = " + Math.sqrt(svar1))
println("std error of beta_0 = " + Math.sqrt(svar0))
println("std error of beta_0 = " + Math.sqrt(svar0bis))
println("SSTO = " + sumstats.y2)
println("SSE = " + correlation.rss)
println("SSR = " + correlation.ssr)*/
def outputVal() = keys._1
+"\t"+keys._2
+"\t"+beta1
+"\t"+beta0
+"\t"+R2
+"\t"+Math.sqrt(svar1)
+"\t"+Math.sqrt(svar0)
+"\t"+sumstats.y2
+"\t"+correlation.rss
+"\t"+correlation.ssr+"\t;
}
object RSS_SSR {
def build(p: (Double,Double), bars: (Double,Double), betas: (Double,Double)): RSS_SSR = {
val fit = (betas._2 * p._1) + betas._1
val rss = (fit-p._2) * (fit-p._2)
val ssr = (fit-bars._2) * (fit-bars._2)
new RSS_SSR(rss, ssr)
}
}
class RSS_SSR(val rss: Double, val ssr: Double) {
def +(p: RSS_SSR): RSS_SSR = new RSS_SSR(rss+p.rss, ssr+p.ssr)
}
class X_X2_Y(val x: Double, val x2: Double, val y: Double) {
def this(p: (Double,Double)) = this(p._1, p._1*p._1, p._2)
def +(p: X_X2_Y): X_X2_Y = new X_X2_Y(x+p.x,x2+p.x2,y+p.y)
}
class X2_Y2_XY(val x2: Double, val y2: Double, val xy: Double) {
def this(p: (Double,Double), bars: (Double,Double)) = this((p._1-bars._1)*(p._1-bars._1), (p._2-bars._2)*(p._2-bars._2),(p._1-bars._1)*(p._2-bars._2))
def +(p: X2_Y2_XY): X2_Y2_XY = new X2_Y2_XY(x2+p.x2,y2+p.y2,xy+p.xy)
}