Spark 模型选择和调参

这一章节主要讲述如何通过使用MLlib的工具来调试模型算法和pipeline，内置的交叉验证和其他工具允许用户优化模型和pipeline中的超参数；

目录：

模型选择，也就是调参；
交叉验证；
训练集、验证集划分；
模型选择（调参）
机器学习的一个重要工作就是模型选择，或者说根据给定任务使用数据来发现最优的模型和参数，也叫做调试，既可以针对单个模型进行调试，也可以针对整个pipeline的各个环节进行调试，使用者可以一次对整个pipeline进行调试而不是每次一个pipeline中的部分；

MLlib支持CrossValidator和TrainValidationSplit等模型选择工具，这些工具需要下列参数：

Estimator：待调试的算法或者Pipeline；
参数Map列表：用于搜索的参数空间；
Evaluator：衡量模型在集外测试集上表现的方法；
这些工具工作方式如下：

分割数据到训练集和测试集；
对每一组训练&测试数据，应用所有参数空间中的可选参数组合：
对每一组参数组合，使用其设置到算法上，得到对应的model，并验证该model的性能；
选择得到最好性能的模型使用的参数组合；
Evaluator针对回归问题可以是RegressionEvaluator，针对二分数据可以是BinaryClassificationEvaluator，针对多分类问题的MulticlassClassificationEvaluator，默认的验证方法可以通过setMetricName来修改；

交叉验证
CrossValidator首先将数据分到一个个的fold中，使用这些fold集合作为训练集和测试集，如果k=3，那么CrossValidator将生成3个（训练，测试）组合，也就是通过3个fold排列组合得到的，每一组使用2个fold作为训练集，另一个fold作为测试集，为了验证一个指定的参数组合，CrossValidator需要计算3个模型的平均性能，每个模型都是通过之前的一组训练&测试集训练得到；

确认了最佳参数后，CrossValidator最终会使用全部数据和最佳参数组合来重新训练预测；

例子：通过交叉验证进行模型选择；

注意：交叉验证在整个参数网格上是十分耗时的，下面的例子中，参数网格中numFeatures有3个可取值，regParam有2个可取值，CrossValidator使用2个fold，这将会训练322个不同的模型，在实际工作中，通常会设置更多的参数、更多的参数取值以及更多的fold，换句话说，CrossValidator本身就是十分奢侈的，无论如何，与手工调试相比，它依然是一种更加合理和自动化的调参手段；

from pyspark.ml import Pipeline
from pyspark.ml.classification import LogisticRegression
from pyspark.ml.evaluation import BinaryClassificationEvaluator
from pyspark.ml.feature import HashingTF, Tokenizer
from pyspark.ml.tuning import CrossValidator, ParamGridBuilder

Prepare training documents, which are labeled.

training = spark.createDataFrame([
(0, “a b c d e spark”, 1.0),
(1, “b d”, 0.0),
(2, “spark f g h”, 1.0),
(3, “hadoop mapreduce”, 0.0),
(4, “b spark who”, 1.0),
(5, “g d a y”, 0.0),
(6, “spark fly”, 1.0),
(7, “was mapreduce”, 0.0),
(8, “e spark program”, 1.0),
(9, “a e c l”, 0.0),
(10, “spark compile”, 1.0),
(11, “hadoop software”, 0.0)
], [“id”, “text”, “label”])

Configure an ML pipeline, which consists of tree stages: tokenizer, hashingTF, and lr.

tokenizer = Tokenizer(inputCol=“text”, outputCol=“words”)
hashingTF = HashingTF(inputCol=tokenizer.getOutputCol(), outputCol=“features”)
lr = LogisticRegression(maxIter=10)
pipeline = Pipeline(stages=[tokenizer, hashingTF, lr])

We now treat the Pipeline as an Estimator, wrapping it in a CrossValidator instance.

This will allow us to jointly choose parameters for all Pipeline stages.

A CrossValidator requires an Estimator, a set of Estimator ParamMaps, and an Evaluator.

We use a ParamGridBuilder to construct a grid of parameters to search over.

With 3 values for hashingTF.numFeatures and 2 values for lr.regParam,

this grid will have 3 x 2 = 6 parameter settings for CrossValidator to choose from.

paramGrid = ParamGridBuilder()
.addGrid(hashingTF.numFeatures, [10, 100, 1000])
.addGrid(lr.regParam, [0.1, 0.01])
.build()

crossval = CrossValidator(estimator=pipeline,
estimatorParamMaps=paramGrid,
evaluator=BinaryClassificationEvaluator(),
numFolds=2) # use 3+ folds in practice

Run cross-validation, and choose the best set of parameters.

cvModel = crossval.fit(training)

Prepare test documents, which are unlabeled.

test = spark.createDataFrame([
(4, “spark i j k”),
(5, “l m n”),
(6, “mapreduce spark”),
(7, “apache hadoop”)
], [“id”, “text”])

Make predictions on test documents. cvModel uses the best model found (lrModel).

prediction = cvModel.transform(test)
selected = prediction.select(“id”, “text”, “probability”, “prediction”)
for row in selected.collect():
print(row)
划分训练、验证集
对于超参数调试，Spark还支持TrainValidationSplit，它一次只能验证一组参数，这与CrossValidator一次进行k次截然不同，因此它更加快速，但是如果训练集不够大的化就无法得到一个真实的结果；

不像是CrossValidator，TrainValidationSplit创建一个训练、测试组合，它根据trainRatio将数据分为两部分，假设trainRatio=0.75，那么数据集的75%作为训练集，25%用于验证；

与CrossValidator类似的是，TrainValidationSplit最终也会使用最佳参数和全部数据来训练一个预测器；

from pyspark.ml.evaluation import RegressionEvaluator
from pyspark.ml.regression import LinearRegression
from pyspark.ml.tuning import ParamGridBuilder, TrainValidationSplit

Prepare training and test data.

data = spark.read.format(“libsvm”)
.load(“data/mllib/sample_linear_regression_data.txt”)
train, test = data.randomSplit([0.9, 0.1], seed=12345)

lr = LinearRegression(maxIter=10)

We use a ParamGridBuilder to construct a grid of parameters to search over.

TrainValidationSplit will try all combinations of values and determine best model using

the evaluator.

paramGrid = ParamGridBuilder()
.addGrid(lr.regParam, [0.1, 0.01])
.addGrid(lr.fitIntercept, [False, True])
.addGrid(lr.elasticNetParam, [0.0, 0.5, 1.0])
.build()

In this case the estimator is simply the linear regression.

A TrainValidationSplit requires an Estimator, a set of Estimator ParamMaps, and an Evaluator.

tvs = TrainValidationSplit(estimator=lr,
estimatorParamMaps=paramGrid,
evaluator=RegressionEvaluator(),
# 80% of the data will be used for training, 20% for validation.
trainRatio=0.8)

Run TrainValidationSplit, and choose the best set of parameters.

model = tvs.fit(train)
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Make predictions on test data. model is the model with combination of parameters

that performed best.

model.transform(test)
.select(“features”, “label”, “prediction”)
.show()