SparkMLlib之一Data Types

MLlib支持单机局部向量和局部矩阵，也支持基于RDD的分布式矩阵,
MLlib中的labeled point代表监督学习的训练样本

local vector

MLlib支持两种local vector :dense和sparse.
dense比较简单例如：[1.0, 0.0, 3.0]代表向量(1.0, 0.0, 3.0)
如果用sparse格式则为：(3, [0,2],[1.0, 3.0]) 其中3是向量的大小，[0,2]代表角标，[1.0,3.0]代表真实值
local vector的基类是Vector,有两个实现类：DenseVector,SparseVector,推荐使用Vectors的工厂方法创建local vectors

import org.apache.spark.mllib.linalg.{Vector, Vectors}

// Create a dense vector (1.0, 0.0, 3.0).
val dv: Vector = Vectors.dense(1.0, 0.0, 3.0)
// Create a sparse vector (1.0, 0.0, 3.0) by specifying its indices and values corresponding to nonzero entries.
val sv1: Vector = Vectors.sparse(3, Array(0, 2), Array(1.0, 3.0))
// Create a sparse vector (1.0, 0.0, 3.0) by specifying its nonzero entries.
val sv2: Vector = Vectors.sparse(3, Seq((0, 1.0), (2, 3.0)))

labeled point

labeled point 也是local vector. 由于使用了double存储label，因此即可用于回归也可用于分类。分类时，labels应从0开始，0，1，3，。。。

import org.apache.spark.mllib.linalg.{Vector, Vectors}

// Create a dense vector (1.0, 0.0, 3.0).
val dv: Vector = Vectors.dense(1.0, 0.0, 3.0)
// Create a sparse vector (1.0, 0.0, 3.0) by specifying its indices and values corresponding to nonzero entries.
val sv1: Vector = Vectors.sparse(3, Array(0, 2), Array(1.0, 3.0))
// Create a sparse vector (1.0, 0.0, 3.0) by specifying its nonzero entries.
val sv2: Vector = Vectors.sparse(3, Seq((0, 1.0), (2, 3.0)))

Sparse data

It is very common in practice to have sparse training data. MLlib supports reading training examples stored in LIBSVM format, which is the default format used by LIBSVM and LIBLINEAR. It is a text format in which each line represents a labeled sparse feature vector using the following format:

label index1:value1 index2:value2 ...

where the indices are one-based and in ascending order. After loading, the feature indices are converted to zero-based.

import org.apache.spark.mllib.regression.LabeledPoint
import org.apache.spark.mllib.util.MLUtils
import org.apache.spark.rdd.RDD

val examples: RDD[LabeledPoint] = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_libsvm_data.txt")

local matrix

local matrix的基类是Matrix,提供了两个实现：DenseMatrix,SparseMatrix,推荐使用Matrices的工厂方法创建local matrices。记住按列存储

import org.apache.spark.mllib.linalg.{Matrix, Matrices}

// Create a dense matrix ((1.0, 2.0), (3.0, 4.0), (5.0, 6.0))
val dm: Matrix = Matrices.dense(3, 2, Array(1.0, 3.0, 5.0, 2.0, 4.0, 6.0))

// Create a sparse matrix ((9.0, 0.0), (0.0, 8.0), (0.0, 6.0))
val sm: Matrix = Matrices.sparse(3, 2, Array(0, 1, 3), Array(0, 2, 1), Array(9, 6, 8))

Distributed matrix

存储在多个RDD中，对于大的分布式矩阵选择存贮格式很重要。把分布式矩阵转为不同格式需要全局shuffle,非常昂贵。目前实现了三种类型的分布式矩阵。
-
基础类型是RowMatix,是一个基于行的分布式矩阵，例如一个特征向量的集合。由RDD的行组成，每个行是一个local vector.

• IndexedRowMatrix类似于RowMatrix但是有行下标，可以用于识别行以及执行join.
• CoordinateMatrix是存储在RDD尸体中的coordinate list中的
  注意：分布式矩阵必须是确定的

RowMatrix

可以由RDD[Vector]创建，可以计算列统计量及分解，如：
OR，SVD,PCA.

import org.apache.spark.mllib.linalg.Vector
import org.apache.spark.mllib.linalg.distributed.RowMatrix

val rows: RDD[Vector] = ... // an RDD of local vectors
// Create a RowMatrix from an RDD[Vector].
val mat: RowMatrix = new RowMatrix(rows)

// Get its size.
val m = mat.numRows()
val n = mat.numCols()

// QR decomposition 
val qrResult = mat.tallSkinnyQR(true)

indexedRowMatrix

IndexedRowMatrix can be converted to a RowMatrix by dropping its row indices.

import org.apache.spark.mllib.linalg.distributed.{IndexedRow, IndexedRowMatrix, RowMatrix}

val rows: RDD[IndexedRow] = ... // an RDD of indexed rows
// Create an IndexedRowMatrix from an RDD[IndexedRow].
val mat: IndexedRowMatrix = new IndexedRowMatrix(rows)

// Get its size.
val m = mat.numRows()
val n = mat.numCols()

// Drop its row indices.
val rowMat: RowMatrix = mat.toRowMatrix()

CoordinateMatrix

A CoordinateMatrix is a distributed matrix backed by an RDD of its entries. Each entry is a tuple of (i: Long, j: Long, value: Double), where i is the row index, j is the column index, and value is the entry value. A CoordinateMatrix should be used only when both dimensions of the matrix are huge and the matrix is very sparse.

import org.apache.spark.mllib.linalg.distributed.{CoordinateMatrix, MatrixEntry}

val entries: RDD[MatrixEntry] = ... // an RDD of matrix entries
// Create a CoordinateMatrix from an RDD[MatrixEntry].
val mat: CoordinateMatrix = new CoordinateMatrix(entries)

// Get its size.
val m = mat.numRows()
val n = mat.numCols()

// Convert it to an IndexRowMatrix whose rows are sparse vectors.
val indexedRowMatrix = mat.toIndexedRowMatrix()

BlockMatrix

A BlockMatrix is a distributed matrix backed by an RDD of MatrixBlocks, where a MatrixBlock is a tuple of ((Int, Int), Matrix), where the (Int, Int) is the index of the block, and Matrix is the sub-matrix at the given index with size rowsPerBlock x colsPerBlock. BlockMatrix supports methods such as add and multiply with another BlockMatrix. BlockMatrix also has a helper function validate which can be used to check whether the BlockMatrix is set up properly.

import org.apache.spark.mllib.linalg.distributed.{BlockMatrix, CoordinateMatrix, MatrixEntry}

val entries: RDD[MatrixEntry] = ... // an RDD of (i, j, v) matrix entries
// Create a CoordinateMatrix from an RDD[MatrixEntry].
val coordMat: CoordinateMatrix = new CoordinateMatrix(entries)
// Transform the CoordinateMatrix to a BlockMatrix
val matA: BlockMatrix = coordMat.toBlockMatrix().cache()

// Validate whether the BlockMatrix is set up properly. Throws an Exception when it is not valid.
// Nothing happens if it is valid.
matA.validate()

// Calculate A^T A.
val ata = matA.transpose.multiply(matA)