logistic_regression.py

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#    http://www.apache.org/licenses/LICENSE-2.0
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"""
A logistic regression implementation that uses NumPy (http://www.numpy.org)
to act on batches of input data using efficient matrix operations.

In practice, one may prefer to use the LogisticRegression algorithm in
ML, as shown in examples/src/main/python/ml/logistic_regression_with_elastic_net.py.
"""
import sys
from typing import Iterable, List


import numpy as np
from pyspark.sql import SparkSession


D = 10  # Number of dimensions


# Read a batch of points from the input file into a NumPy matrix object. We operate on batches to
# make further computations faster.
# The data file contains lines of the form <label> <x1> <x2> ... <xD>. We load each block of these
# into a NumPy array of size numLines * (D + 1) and pull out column 0 vs the others in gradient().
def readPointBatch(iterator: Iterable[str]) -> List[np.ndarray]:
    strs = list(iterator)
    matrix = np.zeros((len(strs), D + 1))
    for i, s in enumerate(strs):
        matrix[i] = np.fromstring(s.replace(',', ' '), dtype=np.float32, sep=' ')
    return [matrix]


if __name__ == "__main__":

    if len(sys.argv) != 3:
        print("Usage: logistic_regression <file> <iterations>", file=sys.stderr)
        sys.exit(-1)

    print("""WARN: This is a naive implementation of Logistic Regression and is
      given as an example!
      Please refer to examples/src/main/python/ml/logistic_regression_with_elastic_net.py
      to see how ML's implementation is used.""", file=sys.stderr)

    spark = SparkSession\
        .builder\
        .appName("PythonLR")\
        .getOrCreate()

    points = spark.read.text(sys.argv[1]).rdd.map(lambda r: r[0])\
        .mapPartitions(readPointBatch).cache()
    iterations = int(sys.argv[2])

    # Initialize w to a random value
    w = 2 * np.random.ranf(size=D) - 1
    print("Initial w: " + str(w))

    # Compute logistic regression gradient for a matrix of data points
    def gradient(matrix: np.ndarray, w: np.ndarray) -> np.ndarray:
        Y = matrix[:, 0]    # point labels (first column of input file)
        X = matrix[:, 1:]   # point coordinates
        # For each point (x, y), compute gradient function, then sum these up
        return ((1.0 / (1.0 + np.exp(-Y * X.dot(w))) - 1.0) * Y * X.T).sum(1)

    def add(x: np.ndarray, y: np.ndarray) -> np.ndarray:
        x += y
        return x

    for i in range(iterations):
        print("On iteration %i" % (i + 1))
        w -= points.map(lambda m: gradient(m, w)).reduce(add)

    print("Final w: " + str(w))

    spark.stop()