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[SPARK-9612][ML][FOLLOWUP] fix GBT support weights if subsamplingRate<1 #27070

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zhengruifeng wants to merge 4 commits into from
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[SPARK-9612][ML][FOLLOWUP] fix GBT support weights if subsamplingRate<1 #27070

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@zhengruifeng zhengruifeng commented Jan 2, 2020 •
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What changes were proposed in this pull request?

1, fix BaggedPoint.convertToBaggedRDD when subsamplingRate < 1.0
2, reorg RandomForest.runWithMetadata btw

Why are the changes needed?

In GBT, Instance weights will be discarded if subsamplingRate<1

1, baggedPoint: BaggedPoint[TreePoint] is used in the tree growth to find best split;
2, BaggedPoint[TreePoint] contains two weights:

class BaggedPoint[Datum](val datum: Datum, val subsampleCounts: Array[Int], val sampleWeight: Double = 1.0)
class TreePoint(val label: Double, val binnedFeatures: Array[Int], val weight: Double)

3, only the var sampleWeight in BaggedPoint is used, the var weight in TreePoint is never used in finding splits;
4, The method BaggedPoint.convertToBaggedRDD was changed in #21632, it was only for decisiontree, so only the following code path was changed;

if (numSubsamples == 1 && subsamplingRate == 1.0) {
        convertToBaggedRDDWithoutSampling(input, extractSampleWeight)
      }

5, In #25926, I made GBT support weights, but only test it with default subsamplingRate==1.
GBT with subsamplingRate<1 will convert treePoints to baggedPoints via

convertToBaggedRDDSamplingWithoutReplacement(input, subsamplingRate, numSubsamples, seed)

in which the orignial weights from weightCol will be discarded and all sampleWeight are assigned default 1.0;

Does this PR introduce any user-facing change?

No

How was this patch tested?

updated testsuites

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zhengruifeng commented Jan 2, 2020 •
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ping @imatiach-msft
Would you mind help checking the logic in BaggedPoint.convertToBaggedRDD? Thanks!

@zhengruifeng zhengruifeng added the ML label Jan 2, 2020
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SparkQA commented Jan 2, 2020

Test build #116016 has finished for PR 27070 at commit dac8f69.

  • This patch fails Spark unit tests.
  • This patch merges cleanly.
  • This patch adds no public classes.

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SparkQA commented Jan 2, 2020

Test build #116025 has finished for PR 27070 at commit a41bcba.

  • This patch passes all tests.
  • This patch merges cleanly.
  • This patch adds no public classes.

srowen
srowen reviewed Jan 2, 2020
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Looks reasonable to me

imatiach-msft
imatiach-msft reviewed Jan 2, 2020
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mllib/src/main/scala/org/apache/spark/ml/tree/impl/RandomForest.scala Outdated
}

/**
* Train a random forest.
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Update doc, eg:

Train a random forest with metadata.

also add description for metadata param

imatiach-msft
imatiach-msft reviewed Jan 2, 2020
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mllib/src/test/scala/org/apache/spark/ml/tree/impl/BaggedPointSuite.scala
expectedStddev, epsilon = 0.01)
// should ignore weight function for now
assert(baggedRDD.collect().forall(_.sampleWeight === 1.0))
assert(baggedRDD.collect().forall(_.sampleWeight === 2.0))
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just trying to understand, why did the sample weight change in this test?

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@zhengruifeng zhengruifeng Jan 3, 2020

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because this testsuite meet conditions: withReplacement=false, numSubsamples!=1,
it will call the modified convertToBaggedRDDSamplingWithoutReplacement,

and the extractSampleWeight here is (_: LabeledPoint) => 2.0, so output baggedPoints will have sampleWeight==2.0

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imatiach-msft approved these changes Jan 2, 2020
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Great work!

zhengruifeng
zhengruifeng commented Jan 3, 2020
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mllib/src/main/scala/org/apache/spark/ml/tree/impl/RandomForest.scala
// transform nodeStatsAggregators array to (nodeIndex, nodeAggregateStats) pairs,
// which can be combined with other partition using `reduceByKey`
nodeStatsAggregators.view.zipWithIndex.map(_.swap).iterator
nodeStatsAggregators.iterator.zipWithIndex.map(_.swap)
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IDEA editor always shows warnings on the two lines, change them to avoid warnings.

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SparkQA commented Jan 3, 2020

Test build #116063 has finished for PR 27070 at commit e3d9200.

  • This patch passes all tests.
  • This patch merges cleanly.
  • This patch adds no public classes.

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SparkQA commented Jan 3, 2020

Test build #116072 has finished for PR 27070 at commit 53750d4.

  • This patch passes all tests.
  • This patch merges cleanly.
  • This patch adds no public classes.

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zhengruifeng commented Jan 3, 2020

@imatiach-msft Thanks very much for your reviewing!
BTW, since param weightCol in RF has been already exposed to end users in both scala and py sides, do you have any plan to support weights in RF?
I am afraid the code will be frozen soon.

@zhengruifeng zhengruifeng deleted the gbt_sampling branch January 6, 2020 02:06
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zhengruifeng commented Jan 6, 2020

Merged to master! Thanks all for reviewing!
@imatiach-msft If you do not have spare time to work on RF supporting weights, I can have a try.

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