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Original file line number Diff line number Diff line change
Expand Up @@ -111,9 +111,11 @@ private[python] class PythonMLLibAPI extends Serializable {
initialWeights: Vector,
regParam: Double,
regType: String,
intercept: Boolean): JList[Object] = {
intercept: Boolean,
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Yes, "addIntercept" should be more clear and consistent.

validateData: Boolean): JList[Object] = {
val lrAlg = new LinearRegressionWithSGD()
lrAlg.setIntercept(intercept)
.setValidateData(validateData)
lrAlg.optimizer
.setNumIterations(numIterations)
.setRegParam(regParam)
Expand All @@ -135,8 +137,12 @@ private[python] class PythonMLLibAPI extends Serializable {
stepSize: Double,
regParam: Double,
miniBatchFraction: Double,
initialWeights: Vector): JList[Object] = {
initialWeights: Vector,
intercept: Boolean,
validateData: Boolean): JList[Object] = {
val lassoAlg = new LassoWithSGD()
lassoAlg.setIntercept(intercept)
.setValidateData(validateData)
lassoAlg.optimizer
.setNumIterations(numIterations)
.setRegParam(regParam)
Expand All @@ -157,8 +163,12 @@ private[python] class PythonMLLibAPI extends Serializable {
stepSize: Double,
regParam: Double,
miniBatchFraction: Double,
initialWeights: Vector): JList[Object] = {
initialWeights: Vector,
intercept: Boolean,
validateData: Boolean): JList[Object] = {
val ridgeAlg = new RidgeRegressionWithSGD()
ridgeAlg.setIntercept(intercept)
.setValidateData(validateData)
ridgeAlg.optimizer
.setNumIterations(numIterations)
.setRegParam(regParam)
Expand Down
43 changes: 36 additions & 7 deletions python/pyspark/mllib/regression.py
Original file line number Diff line number Diff line change
Expand Up @@ -123,6 +123,13 @@ class LinearRegressionModel(LinearRegressionModelBase):
True
>>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5
True
>>> lrm = LinearRegressionWithSGD.train(sc.parallelize(data), iterations=100, step=1.0,
... miniBatchFraction=1.0, initialWeights=array([1.0]), regParam=0.1, regType="l2",
... intercept=True, validateData=True)
>>> abs(lrm.predict(array([0.0])) - 0) < 0.5
True
>>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5
True
"""


Expand All @@ -142,7 +149,8 @@ class LinearRegressionWithSGD(object):

@classmethod
def train(cls, data, iterations=100, step=1.0, miniBatchFraction=1.0,
initialWeights=None, regParam=0.0, regType=None, intercept=False):
initialWeights=None, regParam=0.0, regType=None, intercept=False,
validateData=True):
"""
Train a linear regression model on the given data.

Expand All @@ -164,15 +172,18 @@ def train(cls, data, iterations=100, step=1.0, miniBatchFraction=1.0,

(default: None)

@param intercept: Boolean parameter which indicates the use
:param intercept: Boolean parameter which indicates the use
or not of the augmented representation for
training data (i.e. whether bias features
are activated or not). (default: False)
:param validateData: Boolean parameter which indicates if the
algorithm should validate data before training.
(default: True)
"""
def train(rdd, i):
return callMLlibFunc("trainLinearRegressionModelWithSGD", rdd, int(iterations),
float(step), float(miniBatchFraction), i, float(regParam),
regType, bool(intercept))
regType, bool(intercept), bool(validateData))

return _regression_train_wrapper(train, LinearRegressionModel, data, initialWeights)

Expand Down Expand Up @@ -208,18 +219,27 @@ class LassoModel(LinearRegressionModelBase):
True
>>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5
True
>>> lrm = LassoWithSGD.train(sc.parallelize(data), iterations=100, step=1.0,
... regParam=0.01, miniBatchFraction=1.0, initialWeights=array([1.0]), intercept=True,
... validateData=True)
>>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5
True
>>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5
True
"""


class LassoWithSGD(object):

@classmethod
def train(cls, data, iterations=100, step=1.0, regParam=0.01,
miniBatchFraction=1.0, initialWeights=None):
miniBatchFraction=1.0, initialWeights=None, intercept=False,
validateData=True):
"""Train a Lasso regression model on the given data."""
def train(rdd, i):
return callMLlibFunc("trainLassoModelWithSGD", rdd, int(iterations), float(step),
float(regParam), float(miniBatchFraction), i)
float(regParam), float(miniBatchFraction), i, bool(intercept),
bool(validateData))

return _regression_train_wrapper(train, LassoModel, data, initialWeights)

Expand Down Expand Up @@ -255,18 +275,27 @@ class RidgeRegressionModel(LinearRegressionModelBase):
True
>>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5
True
>>> lrm = RidgeRegressionWithSGD.train(sc.parallelize(data), iterations=100, step=1.0,
... regParam=0.01, miniBatchFraction=1.0, initialWeights=array([1.0]), intercept=True,
... validateData=True)
>>> abs(lrm.predict(np.array([0.0])) - 0) < 0.5
True
>>> abs(lrm.predict(SparseVector(1, {0: 1.0})) - 1) < 0.5
True
"""


class RidgeRegressionWithSGD(object):

@classmethod
def train(cls, data, iterations=100, step=1.0, regParam=0.01,
miniBatchFraction=1.0, initialWeights=None):
miniBatchFraction=1.0, initialWeights=None, intercept=False,
validateData=True):
"""Train a ridge regression model on the given data."""
def train(rdd, i):
return callMLlibFunc("trainRidgeModelWithSGD", rdd, int(iterations), float(step),
float(regParam), float(miniBatchFraction), i)
float(regParam), float(miniBatchFraction), i, bool(intercept),
bool(validateData))

return _regression_train_wrapper(train, RidgeRegressionModel, data, initialWeights)

Expand Down