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fix deletion error
  • Loading branch information
yinxusen committed Apr 2, 2014
commit 01745eefdd98ec1afbfa730f8892b466789e38f1
68 changes: 0 additions & 68 deletions mllib/src/main/scala/org/apache/spark/mllib/MLContext.scala

This file was deleted.

162 changes: 162 additions & 0 deletions mllib/src/main/scala/org/apache/spark/mllib/util/MLUtils.scala
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/*
* 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.util

import org.apache.spark.SparkContext
import org.apache.spark.rdd.RDD
import org.apache.spark.SparkContext._

import org.jblas.DoubleMatrix

import org.apache.spark.mllib.regression.LabeledPoint

import breeze.linalg.{Vector => BV, SparseVector => BSV, squaredDistance => breezeSquaredDistance}

/**
* Helper methods to load, save and pre-process data used in ML Lib.
*/
object MLUtils {

private[util] lazy val EPSILON = {
var eps = 1.0
while ((1.0 + (eps / 2.0)) != 1.0) {
eps /= 2.0
}
eps
}

/**
* Load labeled data from a file. The data format used here is
* <L>, <f1> <f2> ...
* where <f1>, <f2> are feature values in Double and <L> is the corresponding label as Double.
*
* @param sc SparkContext
* @param dir Directory to the input data files.
* @return An RDD of LabeledPoint. Each labeled point has two elements: the first element is
* the label, and the second element represents the feature values (an array of Double).
*/
def loadLabeledData(sc: SparkContext, dir: String): RDD[LabeledPoint] = {
sc.textFile(dir).map { line =>
val parts = line.split(',')
val label = parts(0).toDouble
val features = parts(1).trim().split(' ').map(_.toDouble)
LabeledPoint(label, features)
}
}

/**
* Save labeled data to a file. The data format used here is
* <L>, <f1> <f2> ...
* where <f1>, <f2> are feature values in Double and <L> is the corresponding label as Double.
*
* @param data An RDD of LabeledPoints containing data to be saved.
* @param dir Directory to save the data.
*/
def saveLabeledData(data: RDD[LabeledPoint], dir: String) {
val dataStr = data.map(x => x.label + "," + x.features.mkString(" "))
dataStr.saveAsTextFile(dir)
}

/**
* Utility function to compute mean and standard deviation on a given dataset.
*
* @param data - input data set whose statistics are computed
* @param nfeatures - number of features
* @param nexamples - number of examples in input dataset
*
* @return (yMean, xColMean, xColSd) - Tuple consisting of
* yMean - mean of the labels
* xColMean - Row vector with mean for every column (or feature) of the input data
* xColSd - Row vector standard deviation for every column (or feature) of the input data.
*/
def computeStats(data: RDD[LabeledPoint], nfeatures: Int, nexamples: Long):
(Double, DoubleMatrix, DoubleMatrix) = {
val yMean: Double = data.map { labeledPoint => labeledPoint.label }.reduce(_ + _) / nexamples

// NOTE: We shuffle X by column here to compute column sum and sum of squares.
val xColSumSq: RDD[(Int, (Double, Double))] = data.flatMap { labeledPoint =>
val nCols = labeledPoint.features.length
// Traverse over every column and emit (col, value, value^2)
Iterator.tabulate(nCols) { i =>
(i, (labeledPoint.features(i), labeledPoint.features(i)*labeledPoint.features(i)))
}
}.reduceByKey { case(x1, x2) =>
(x1._1 + x2._1, x1._2 + x2._2)
}
val xColSumsMap = xColSumSq.collectAsMap()

val xColMean = DoubleMatrix.zeros(nfeatures, 1)
val xColSd = DoubleMatrix.zeros(nfeatures, 1)

// Compute mean and unbiased variance using column sums
var col = 0
while (col < nfeatures) {
xColMean.put(col, xColSumsMap(col)._1 / nexamples)
val variance =
(xColSumsMap(col)._2 - (math.pow(xColSumsMap(col)._1, 2) / nexamples)) / nexamples
xColSd.put(col, math.sqrt(variance))
col += 1
}

(yMean, xColMean, xColSd)
}

/**
* Returns the squared Euclidean distance between two vectors. The following formula will be used
* if it does not introduce too much numerical error:
* <pre>
* \|a - b\|_2^2 = \|a\|_2^2 + \|b\|_2^2 - 2 a^T b.
* </pre>
* When both vector norms are given, this is faster than computing the squared distance directly,
* especially when one of the vectors is a sparse vector.
*
* @param v1 the first vector
* @param norm1 the norm of the first vector, non-negative
* @param v2 the second vector
* @param norm2 the norm of the second vector, non-negative
* @param precision desired relative precision for the squared distance
* @return squared distance between v1 and v2 within the specified precision
*/
private[mllib] def fastSquaredDistance(
v1: BV[Double],
norm1: Double,
v2: BV[Double],
norm2: Double,
precision: Double = 1e-6): Double = {
val n = v1.size
require(v2.size == n)
require(norm1 >= 0.0 && norm2 >= 0.0)
val sumSquaredNorm = norm1 * norm1 + norm2 * norm2
val normDiff = norm1 - norm2
var sqDist = 0.0
val precisionBound1 = 2.0 * EPSILON * sumSquaredNorm / (normDiff * normDiff + EPSILON)
if (precisionBound1 < precision) {
sqDist = sumSquaredNorm - 2.0 * v1.dot(v2)
} else if (v1.isInstanceOf[BSV[Double]] || v2.isInstanceOf[BSV[Double]]) {
val dot = v1.dot(v2)
sqDist = math.max(sumSquaredNorm - 2.0 * dot, 0.0)
val precisionBound2 = EPSILON * (sumSquaredNorm + 2.0 * math.abs(dot)) / (sqDist + EPSILON)
if (precisionBound2 > precision) {
sqDist = breezeSquaredDistance(v1, v2)
}
} else {
sqDist = breezeSquaredDistance(v1, v2)
}
sqDist
}
}