Decision function for LinearSVC

[mrshanth]

Hi,

Can we get the confidence score, like we get it in sci-kit learn using decision function method?
I get the following error when I run the code:

svm_model.decision_function(Z[:,'X'])

error:

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "/usr/lib64/python2.6/site-packages/sklearn/linear_model/base.py", line 199, in decision_function
    X = check_array(X, accept_sparse='csr')
  File "/usr/lib64/python2.6/site-packages/sklearn/utils/validation.py", line 344, in check_array
    array = np.array(array, dtype=dtype, order=order, copy=copy)
ValueError: setting an array element with a sequence.

Thanks

[kszucs]

Decision function method is not yet implemented. BTW it's pretty straightforward:

class LinearClassifierMixin(ClassifierMixin):
    """Mixin for linear classifiers.

    Handles prediction for sparse and dense X.
    """

    def decision_function(self, X):
        """Predict confidence scores for samples.

        The confidence score for a sample is the signed distance of that
        sample to the hyperplane.

        Parameters
        ----------
        X : {array-like, sparse matrix}, shape = (n_samples, n_features)
            Samples.

        Returns
        -------
        array, shape=(n_samples,) if n_classes == 2 else (n_samples, n_classes)
            Confidence scores per (sample, class) combination. In the binary
            case, confidence score for self.classes_[1] where >0 means this
            class would be predicted.
        """
        if not hasattr(self, 'coef_') or self.coef_ is None:
            raise NotFittedError("This %(name)s instance is not fitted"
                                 "yet" % {'name': type(self).__name__})

        X = check_array(X, accept_sparse='csr')

        n_features = self.coef_.shape[1]
        if X.shape[1] != n_features:
            raise ValueError("X has %d features per sample; expecting %d"
                             % (X.shape[1], n_features))

        scores = safe_sparse_dot(X, self.coef_.T,
                                 dense_output=True) + self.intercept_
        return scores.ravel() if scores.shape[1] == 1 else scores

We need to create a spark version of LinearClassifierMixin, simply map the sklearn's decision_function method on the RDD, something like this:

class SparkLinearClassifierMixin(LinearClassifierMixin, SparkBroadcasterMixin):
    """Mixin for linear classifiers.

    Handles prediction for sparse and dense X.
    """

    __transient__ = ['coef_', 'intercept_']  #broadcastable variables, possibly larger arrays

    def decision_function(self, X):
        check_rdd(X, (sp.spmatrix, np.ndarray))

        mapper = self.broadcast(
            super(LinearClassifierMixin, self).decision_function, X.context)
        return X.map(mapper)

Finally extend SparkLinearSVC to support the functionality above:

class SparkLinearSVC(LinearSVC, SparkLinearClassifierMixin, SparkLinearModelMixin):

We plan to implement it in the next few weeks, but as always, contribution is appreciated :)

[kszucs]

@mrshanth I saw You've implemented the decision function support. Would You make a pull request please? :)