Spark ML – Linear Regression

R/ml_regression_linear_regression.R

ml_linear_regression

Description

Perform regression using linear regression.

Usage

 
ml_linear_regression( 
  x, 
  formula = NULL, 
  fit_intercept = TRUE, 
  elastic_net_param = 0, 
  reg_param = 0, 
  max_iter = 100, 
  weight_col = NULL, 
  loss = "squaredError", 
  solver = "auto", 
  standardization = TRUE, 
  tol = 1e-06, 
  features_col = "features", 
  label_col = "label", 
  prediction_col = "prediction", 
  uid = random_string("linear_regression_"), 
  ... 
)

Arguments

Arguments	Description
x	A `spark_connection`, `ml_pipeline`, or a `tbl_spark`.
formula	Used when `x` is a `tbl_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.
fit_intercept	Boolean; should the model be fit with an intercept term?
elastic_net_param	ElasticNet mixing parameter, in range [0, 1]. For alpha = 0, the penalty is an L2 penalty. For alpha = 1, it is an L1 penalty.
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.
loss	The loss function to be optimized. Supported options: “squaredError” and “huber”. Default: “squaredError”
solver	Solver algorithm for optimization.
standardization	Whether to standardize the training features before fitting the model.
tol	Param for the convergence tolerance for iterative algorithms.
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.

Value

The object returned depends on the class of x.

spark_connection: When x is a spark_connection, the function returns an instance of a ml_estimator object. The object contains a pointer to a Spark Predictor object and can be used to compose Pipeline objects.
ml_pipeline: When x is a ml_pipeline, the function returns a ml_pipeline with the predictor appended to the pipeline.
tbl_spark: When x is a tbl_spark, a predictor is constructed then immediately fit with the input tbl_spark, returning a prediction model.
tbl_spark, with formula: specified When formula is specified, the input tbl_spark is first transformed using a RFormula transformer before being fit by the predictor. The object returned in this case is a ml_model which is a wrapper of a ml_pipeline_model.

Examples

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 
 
lm_model <- mtcars_training %>% 
  ml_linear_regression(mpg ~ .) 
 
pred <- ml_predict(lm_model, mtcars_test) 
 
ml_regression_evaluator(pred, label_col = "mpg") 
#> [1] 2.881163