ml_generalized_linear_regression
Spark ML -- Generalized Linear Regression
Perform regression using Generalized Linear Model (GLM).
Usage
ml_generalized_linear_regression(x, formula = NULL,
family = "gaussian", link = NULL, fit_intercept = TRUE,
offset_col = NULL, link_power = NULL, link_prediction_col = NULL,
reg_param = 0, max_iter = 25, weight_col = NULL, solver = "irls",
tol = 1e-06, variance_power = 0, features_col = "features",
label_col = "label", prediction_col = "prediction",
uid = random_string("generalized_linear_regression_"), ...)
Arguments
- x
A
spark_connection
,ml_pipeline
, or atbl_spark
.- formula
Used when
x
is atbl_spark
. R formula as a character string or a formula. This is used to transform the input dataframe before fitting, see ft_r_formula for details.- family
Name of family which is a description of the error distribution to be used in the model. Supported options: "gaussian", "binomial", "poisson", "gamma" and "tweedie". Default is "gaussian".
- link
Name of link function which provides the relationship between the linear predictor and the mean of the distribution function. See for supported link functions.
- fit_intercept
Boolean; should the model be fit with an intercept term?
- offset_col
Offset column name. If this is not set, we treat all instance offsets as 0.0. The feature specified as offset has a constant coefficient of 1.0.
- link_power
Index in the power link function. Only applicable to the Tweedie family. Note that link power 0, 1, -1 or 0.5 corresponds to the Log, Identity, Inverse or Sqrt link, respectively. When not set, this value defaults to 1 - variancePower, which matches the R "statmod" package.
- link_prediction_col
Link prediction (linear predictor) column name. Default is not set, which means we do not output link prediction.
- reg_param
Regularization parameter (aka lambda)
- max_iter
The maximum number of iterations to use.
- weight_col
The name of the column to use as weights for the model fit.
- solver
Solver algorithm for optimization.
- tol
Param for the convergence tolerance for iterative algorithms.
- variance_power
Power in the variance function of the Tweedie distribution which provides the relationship between the variance and mean of the distribution. Only applicable to the Tweedie family. (see Tweedie Distribution (Wikipedia)) Supported values: 0 and [1, Inf). Note that variance power 0, 1, or 2 corresponds to the Gaussian, Poisson or Gamma family, respectively.
- features_col
Features column name, as a length-one character vector. The column should be single vector column of numeric values. Usually this column is output by
ft_r_formula
.- label_col
Label column name. The column should be a numeric column. Usually this column is output by
ft_r_formula
.- prediction_col
Prediction column name.
- uid
A character string used to uniquely identify the ML estimator.
- ...
Optional arguments; see Details.
Details
When x
is a tbl_spark
and formula
(alternatively, response
and features
) is specified, the function returns a ml_model
object wrapping a ml_pipeline_model
which contains data pre-processing transformers, the ML predictor, and, for classification models, a post-processing transformer that converts predictions into class labels. For classification, an optional argument predicted_label_col
(defaults to "predicted_label"
) can be used to specify the name of the predicted label column. In addition to the fitted ml_pipeline_model
, ml_model
objects also contain a ml_pipeline
object where the ML predictor stage is an estimator ready to be fit against data. This is utilized by ml_save
with type = "pipeline"
to faciliate model refresh workflows.
Valid link functions for each family is listed below. The first link function of each family is the default one.
gaussian: "identity", "log", "inverse"
binomial: "logit", "probit", "loglog"
poisson: "log", "identity", "sqrt"
gamma: "inverse", "identity", "log"
tweedie: power link function specified through
link_power
. The default link power in the tweedie family is1 - variance_power
.
Value
The object returned depends on the class of x
.
spark_connection
: Whenx
is aspark_connection
, the function returns an instance of aml_estimator
object. The object contains a pointer to a SparkPredictor
object and can be used to composePipeline
objects.ml_pipeline
: Whenx
is aml_pipeline
, the function returns aml_pipeline
with the predictor appended to the pipeline.tbl_spark
: Whenx
is atbl_spark
, a predictor is constructed then immediately fit with the inputtbl_spark
, returning a prediction model.tbl_spark
, withformula
: specified Whenformula
is specified, the inputtbl_spark
is first transformed using aRFormula
transformer before being fit by the predictor. The object returned in this case is aml_model
which is a wrapper of aml_pipeline_model
.
See Also
See http://spark.apache.org/docs/latest/ml-classification-regression.html for more information on the set of supervised learning algorithms.
Other ml algorithms: ml_aft_survival_regression
,
ml_decision_tree_classifier
,
ml_gbt_classifier
,
ml_isotonic_regression
,
ml_linear_regression
,
ml_linear_svc
,
ml_logistic_regression
,
ml_multilayer_perceptron_classifier
,
ml_naive_bayes
,
ml_one_vs_rest
,
ml_random_forest_classifier
Examples
# NOT RUN {
library(sparklyr)
sc <- spark_connect(master = "local")
mtcars_tbl <- sdf_copy_to(sc, mtcars, name = "mtcars_tbl", overwrite = TRUE)
partitions <- mtcars_tbl %>%
sdf_random_split(training = 0.7, test = 0.3, seed = 1111)
mtcars_training <- partitions$training
mtcars_test <- partitions$test
# Specify the grid
family <- c("gaussian", "gamma", "poisson")
link <- c("identity", "log")
family_link <- expand.grid(family = family, link = link, stringsAsFactors = FALSE)
family_link <- data.frame(family_link, rmse = 0)
# Train the models
for (i in 1:nrow(family_link)) {
glm_model <- mtcars_training %>%
ml_generalized_linear_regression(mpg ~ .,
family = family_link[i, 1],
link = family_link[i, 2]
)
pred <- ml_predict(glm_model, mtcars_test)
family_link[i, 3] <- ml_regression_evaluator(pred, label_col = "mpg")
}
family_link
# }
# NOT RUN {
# }