[SPARK-20602] [ML]Adding LBFGS optimizer and Squared_hinge loss for LinearSVC #17862
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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. | ||
| */ | ||
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| package org.apache.spark.ml.optim.aggregator | ||
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| import org.apache.spark.broadcast.Broadcast | ||
| import org.apache.spark.ml.feature.Instance | ||
| import org.apache.spark.ml.linalg._ | ||
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| /** | ||
| * SquaredHingeAggregator computes the gradient and loss for squared Hinge loss function, as used in | ||
| * binary classification for instances in sparse or dense vector in an online fashion. | ||
| * | ||
| * Two SquaredHingeAggregator can be merged together to have a summary of loss and gradient of | ||
| * the corresponding joint dataset. | ||
| * | ||
| * This class standardizes feature values during computation using bcFeaturesStd. | ||
| * | ||
| * @param bcCoefficients The coefficients corresponding to the features. | ||
| * @param fitIntercept Whether to fit an intercept term. | ||
| * @param bcFeaturesStd The standard deviation values of the features. | ||
| */ | ||
| private[ml] class SquaredHingeAggregator( | ||
| bcFeaturesStd: Broadcast[Array[Double]], | ||
| fitIntercept: Boolean)(bcCoefficients: Broadcast[Vector]) | ||
| extends DifferentiableLossAggregator[Instance, SquaredHingeAggregator] { | ||
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| private val numFeatures: Int = bcFeaturesStd.value.length | ||
| private val numFeaturesPlusIntercept: Int = if (fitIntercept) numFeatures + 1 else numFeatures | ||
| @transient private lazy val coefficientsArray = bcCoefficients.value match { | ||
| case DenseVector(values) => values | ||
| case _ => throw new IllegalArgumentException(s"coefficients only supports dense vector" + | ||
| s" but got type ${bcCoefficients.value.getClass}.") | ||
| } | ||
| protected override val dim: Int = numFeaturesPlusIntercept | ||
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| /** | ||
| * Add a new training instance to this SquaredHingeAggregator, and update the loss and gradient | ||
| * of the objective function. | ||
| * | ||
| * @param instance The instance of data point to be added. | ||
| * @return This SquaredHingeAggregator object. | ||
| */ | ||
| def add(instance: Instance): this.type = { | ||
| instance match { case Instance(label, weight, features) => | ||
| require(numFeatures == features.size, s"Dimensions mismatch when adding new instance." + | ||
| s" Expecting $numFeatures but got ${features.size}.") | ||
| require(weight >= 0.0, s"instance weight, $weight has to be >= 0.0") | ||
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| if (weight == 0.0) return this | ||
| val localFeaturesStd = bcFeaturesStd.value | ||
| val localCoefficients = coefficientsArray | ||
| val localGradientSumArray = gradientSumArray | ||
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| val dotProduct = { | ||
| var sum = 0.0 | ||
| features.foreachActive { (index, value) => | ||
| if (localFeaturesStd(index) != 0.0 && value != 0.0) { | ||
| sum += localCoefficients(index) * value / localFeaturesStd(index) | ||
| } | ||
| } | ||
| if (fitIntercept) sum += localCoefficients(numFeaturesPlusIntercept - 1) | ||
| sum | ||
| } | ||
| // Our loss function with {0, 1} labels is (max(0, 1 - (2y - 1) (f_w(x))))^2 | ||
| // Therefore the gradient is 2 * ((2y - 1) f_w(x) - 1) * (2y - 1) * x | ||
| val labelScaled = 2 * label - 1.0 | ||
| val scaledDoctProduct = labelScaled * dotProduct | ||
| val loss = if (1.0 > scaledDoctProduct) { | ||
| val hingeLoss = 1.0 - scaledDoctProduct | ||
| hingeLoss * hingeLoss * weight | ||
| } else { | ||
| 0.0 | ||
| } | ||
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| if (1.0 > scaledDoctProduct) { | ||
| val gradientScale = (scaledDoctProduct - 1) * labelScaled * 2 * weight | ||
| features.foreachActive { (index, value) => | ||
| if (localFeaturesStd(index) != 0.0 && value != 0.0) { | ||
| localGradientSumArray(index) += value * gradientScale / localFeaturesStd(index) | ||
| } | ||
| } | ||
| if (fitIntercept) { | ||
| localGradientSumArray(localGradientSumArray.length - 1) += gradientScale | ||
| } | ||
| } // else gradient will not be updated. | ||
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| lossSum += loss | ||
| weightSum += weight | ||
| this | ||
| } | ||
| } | ||
| } |
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The
isValidfunction you can useParamValidators.inArray[String](supportedLosses))There was a problem hiding this comment.
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Correct me if I'm wrong, IMO we need toLowerCase here.
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Yeah, I thought about this, but
solverparam inLinearRegressionalso ignore the thing. I tend to keep them consistent, what do you think of it ?There was a problem hiding this comment.
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I tend to support case-insensitive params in
LinearRegression, or change the default behavior of ParamValidators.inArray. And we should improve the consistency in supporting case-insensitive String params anyway.There was a problem hiding this comment.
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Created a jira to address that issue: https://issues.apache.org/jira/browse/SPARK-22331