pyspark-评估指标

参考地址：

1、http://spark.apache.org/docs/latest/ml-guide.html

2、https://github.com/apache/spark/tree/v2.2.0

3、http://spark.apache.org/docs/latest/mllib-evaluation-metrics.html

Classification model evaluation

Binary classification

from pyspark.mllib.classification import LogisticRegressionWithLBFGS
from pyspark.mllib.evaluation import BinaryClassificationMetrics
from pyspark.mllib.util import MLUtils

# Several of the methods available in scala are currently missing from pyspark
# Load training data in LIBSVM format
data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_binary_classification_data.txt")

# Split data into training (60%) and test (40%)
training, test = data.randomSplit([0.6, 0.4], seed=11)
training.cache()

# Run training algorithm to build the model
model = LogisticRegressionWithLBFGS.train(training)

# Compute raw scores on the test set
predictionAndLabels = test.map(lambda lp: (float(model.predict(lp.features)), lp.label))

# Instantiate metrics object
metrics = BinaryClassificationMetrics(predictionAndLabels)

# Area under precision-recall curve
print("Area under PR = %s" % metrics.areaUnderPR)

# Area under ROC curve
print("Area under ROC = %s" % metrics.areaUnderROC)

Find full example code at "examples/src/main/python/mllib/binary_classification_metrics_example.py" in the Spark repo.

Multiclass classification

from pyspark.mllib.classification import LogisticRegressionWithLBFGS
from pyspark.mllib.util import MLUtils
from pyspark.mllib.evaluation import MulticlassMetrics

# Load training data in LIBSVM format
data = MLUtils.loadLibSVMFile(sc, "data/mllib/sample_multiclass_classification_data.txt")

# Split data into training (60%) and test (40%)
training, test = data.randomSplit([0.6, 0.4], seed=11)
training.cache()

# Run training algorithm to build the model
model = LogisticRegressionWithLBFGS.train(training, numClasses=3)

# Compute raw scores on the test set
predictionAndLabels = test.map(lambda lp: (float(model.predict(lp.features)), lp.label))

# Instantiate metrics object
metrics = MulticlassMetrics(predictionAndLabels)

# Overall statistics
precision = metrics.precision()
recall = metrics.recall()
f1Score = metrics.fMeasure()
print("Summary Stats")
print("Precision = %s" % precision)
print("Recall = %s" % recall)
print("F1 Score = %s" % f1Score)

# Statistics by class
labels = data.map(lambda lp: lp.label).distinct().collect()
for label in sorted(labels):
    print("Class %s precision = %s" % (label, metrics.precision(label)))
    print("Class %s recall = %s" % (label, metrics.recall(label)))
    print("Class %s F1 Measure = %s" % (label, metrics.fMeasure(label, beta=1.0)))

# Weighted stats
print("Weighted recall = %s" % metrics.weightedRecall)
print("Weighted precision = %s" % metrics.weightedPrecision)
print("Weighted F(1) Score = %s" % metrics.weightedFMeasure())
print("Weighted F(0.5) Score = %s" % metrics.weightedFMeasure(beta=0.5))
print("Weighted false positive rate = %s" % metrics.weightedFalsePositiveRate)

Find full example code at "examples/src/main/python/mllib/multi_class_metrics_example.py" in the Spark repo.

Multilabel classification

from pyspark.mllib.evaluation import MultilabelMetrics

scoreAndLabels = sc.parallelize([
    ([0.0, 1.0], [0.0, 2.0]),
    ([0.0, 2.0], [0.0, 1.0]),
    ([], [0.0]),
    ([2.0], [2.0]),
    ([2.0, 0.0], [2.0, 0.0]),
    ([0.0, 1.0, 2.0], [0.0, 1.0]),
    ([1.0], [1.0, 2.0])])

# Instantiate metrics object
metrics = MultilabelMetrics(scoreAndLabels)

# Summary stats
print("Recall = %s" % metrics.recall())
print("Precision = %s" % metrics.precision())
print("F1 measure = %s" % metrics.f1Measure())
print("Accuracy = %s" % metrics.accuracy)

# Individual label stats
labels = scoreAndLabels.flatMap(lambda x: x[1]).distinct().collect()
for label in labels:
    print("Class %s precision = %s" % (label, metrics.precision(label)))
    print("Class %s recall = %s" % (label, metrics.recall(label)))
    print("Class %s F1 Measure = %s" % (label, metrics.f1Measure(label)))

# Micro stats
print("Micro precision = %s" % metrics.microPrecision)
print("Micro recall = %s" % metrics.microRecall)
print("Micro F1 measure = %s" % metrics.microF1Measure)

# Hamming loss
print("Hamming loss = %s" % metrics.hammingLoss)

# Subset accuracy
print("Subset accuracy = %s" % metrics.subsetAccuracy)

Ranking systems

from pyspark.mllib.recommendation import ALS, Rating
from pyspark.mllib.evaluation import RegressionMetrics, RankingMetrics

# Read in the ratings data
lines = sc.textFile("data/mllib/sample_movielens_data.txt")

def parseLine(line):
    fields = line.split("::")
    return Rating(int(fields[0]), int(fields[1]), float(fields[2]) - 2.5)
ratings = lines.map(lambda r: parseLine(r))

# Train a model on to predict user-product ratings
model = ALS.train(ratings, 10, 10, 0.01)

# Get predicted ratings on all existing user-product pairs
testData = ratings.map(lambda p: (p.user, p.product))
predictions = model.predictAll(testData).map(lambda r: ((r.user, r.product), r.rating))

ratingsTuple = ratings.map(lambda r: ((r.user, r.product), r.rating))
scoreAndLabels = predictions.join(ratingsTuple).map(lambda tup: tup[1])

# Instantiate regression metrics to compare predicted and actual ratings
metrics = RegressionMetrics(scoreAndLabels)

# Root mean squared error
print("RMSE = %s" % metrics.rootMeanSquaredError)

# R-squared
print("R-squared = %s" % metrics.r2)

Find full example code at "examples/src/main/python/mllib/ranking_metrics_example.py" in the Spark repo.

Regression model evaluation

from pyspark.mllib.regression import LabeledPoint, LinearRegressionWithSGD
from pyspark.mllib.evaluation import RegressionMetrics
from pyspark.mllib.linalg import DenseVector

# Load and parse the data
def parsePoint(line):
    values = line.split()
    return LabeledPoint(float(values[0]),
                        DenseVector([float(x.split(':')[1]) for x in values[1:]]))

data = sc.textFile("data/mllib/sample_linear_regression_data.txt")
parsedData = data.map(parsePoint)

# Build the model
model = LinearRegressionWithSGD.train(parsedData)

# Get predictions
valuesAndPreds = parsedData.map(lambda p: (float(model.predict(p.features)), p.label))

# Instantiate metrics object
metrics = RegressionMetrics(valuesAndPreds)

# Squared Error
print("MSE = %s" % metrics.meanSquaredError)
print("RMSE = %s" % metrics.rootMeanSquaredError)

# R-squared
print("R-squared = %s" % metrics.r2)

# Mean absolute error
print("MAE = %s" % metrics.meanAbsoluteError)

# Explained variance
print("Explained variance = %s" % metrics.explainedVariance)

Find full example code at "examples/src/main/python/mllib/regression_metrics_example.py" in the Spark repo.