Spark, ML, StringIndexer: handling unseen labels - apache-spark

My goal is to build a multicalss classifier.
I have built a pipeline for feature extraction and it includes as a first step a StringIndexer transformer to map each class name to a label, this label will be used in the classifier training step.
The pipeline is fitted the training set.
The test set has to be processed by the fitted pipeline in order to extract the same feature vectors.
Knowing that my test set files have the same structure of the training set. The possible scenario here is to face an unseen class name in the test set, in that case the StringIndexer will fail to find the label, and an exception will be raised.
Is there a solution for this case? or how can we avoid that from happening?

With Spark 2.2 (released 7-2017) you are able to use the .setHandleInvalid("keep") option when creating the indexer. With this option, the indexer adds new indexes when it sees new labels.
val categoryIndexerModel = new StringIndexer()
.setInputCol("category")
.setOutputCol("indexedCategory")
.setHandleInvalid("keep") // options are "keep", "error" or "skip"
From the documentation: there are three strategies regarding how StringIndexer will handle unseen labels when you have fit a StringIndexer on one dataset and then use it to transform another:
'error': throws an exception (which is the default)
'skip': skips the rows containing the unseen labels entirely (removes the rows on the output!)
'keep': puts unseen labels in a special additional bucket, at index numLabels
Please see the linked documentation for examples on how the output of StringIndexer looks for the different options.

There's a way around this in Spark 1.6.
Here's the jira: https://issues.apache.org/jira/browse/SPARK-8764
Here's an example:
val categoryIndexerModel = new StringIndexer()
.setInputCol("category")
.setOutputCol("indexedCategory")
.setHandleInvalid("skip") // new method. values are "error" or "skip"
I started using this, but ended up going back to KrisP's 2nd bullet point about fitting this particular Estimator to the full dataset.
You'll need this later in the pipeline when you convert the IndexToString.
Here's the modified example:
val categoryIndexerModel = new StringIndexer()
.setInputCol("category")
.setOutputCol("indexedCategory")
.fit(itemsDF) // Fit the Estimator and create a Model (Transformer)
... do some kind of classification ...
val categoryReverseIndexer = new IndexToString()
.setInputCol(classifier.getPredictionCol)
.setOutputCol("predictedCategory")
.setLabels(categoryIndexerModel.labels) // Use the labels from the Model

No nice way to do it, I'm afraid. Either
filter out the test examples with unknown labels before applying StringIndexer
or fit StringIndexer to the union of train and test dataframe, so you are assured all labels are there
or transform the test example case with unknown label to a known label
Here is some sample code to perform above operations:
// get training labels from original train dataframe
val trainlabels = traindf.select(colname).distinct.map(_.getString(0)).collect //Array[String]
// or get labels from a trained StringIndexer model
val trainlabels = simodel.labels
// define an UDF on your dataframe that will be used for filtering
val filterudf = udf { label:String => trainlabels.contains(label)}
// filter out the bad examples
val filteredTestdf = testdf.filter( filterudf(testdf(colname)))
// transform unknown value to some value, say "a"
val mapudf = udf { label:String => if (trainlabels.contains(label)) label else "a"}
// add a new column to testdf:
val transformedTestdf = testdf.withColumn( "newcol", mapudf(testdf(colname)))

In my case, I was running spark ALS on a large data set and the data was not available at all partitions so I had to cache() the data appropriately and it worked like a charm

To me, ignoring the rows completely by setting an argument (https://issues.apache.org/jira/browse/SPARK-8764) is not really feasible way to solve the issue.
I ended up creating my own CustomStringIndexer transformer which will assign a new value for all new strings that were not encountered while training. You can also do this by changing the relevant portions of the spark feature code(just remove the if condition explicitly checking for this and make it return the length of the array instead) and recompile the jar.
Not really an easy fix, but it certainly is a fix.
I remember seeing a bug in JIRA to incorporate this as well: https://issues.apache.org/jira/browse/SPARK-17498
It is set to be released with Spark 2.2 though. Just have to wait I guess :S

Related

Getting a BinaryLogisticRegressionSummary from the output of a Pipeline model in Spark 2.2.0

I had previous been working with a logistic regression model in Spark 2.2.0 and by calling the model's evaluate() method on some labelled test data I was able to get a BinaryLogisticRegressionSummary object which I then used for some downstream tasks.
Now I am working with a PipelineModel where the last stage is a logistic regression model. The problem is that a PipelineModel does not have an evaluate method, it only has a transform method which outputs a dataframe containing the predictions and labels. Is there any way to obtain a BinaryLogisticRegressionSummary object from the output of a PipelineModel's transform method or in any other way using a PipelineModel?
I figured out one way of doing this. I basically manually transform all transformations up until the model. I then extract the last model stage and call the evaluate method on the output of the last stage output.
val plModel = loadModel
// iterate through all stages except last to get transformed features
val transformedFeatures = (inputDf /: plModel.stages.dropRight(1)) {
case (acc, stage) => stage.transform(acc)
}
// extract model from last stage
val lrModel =
plModel
.stages
.last
.asInstanceOf[LogisticRegressionModel]
lrModel
.evaluate(transformedFeatures)
.asInstanceOf[BinaryLogisticRegressionSummary]
Since you know that the last stage of the PipelineModel is the LogisticRegressionModel you need evaluated, try using something like lr = thePipelineModel.stages[-1] to get a reference to (what you expect will be) the correct object, and evaluate that.

Can I use a StringIndexer without One-Hot-Encoding it in PMML (exporting from Spark)?

I'm trying to take a functional, fitted SparkML pipeline (Scala, Spark 2.1.1 for compatibility reasons) and turn it into PMML for interoperability and storage purposes.
At the moment, the pipeline has the following form: Array(StringIndexer,StringIndexer,VectorAssembler,VectorIndexer). I've tried the standard org.jpmml.sparkml.PMMLBuilder which works perfectly fine in situations where I'd already indexed the strings on the database. (I know how many distinct strings there are in these columns, and I'm completely certain that they'll stay categorical.) I'm planning on using them in a decision tree and a few other tree-based methods, and SparkML has lovely treatment of categorical variables in trees that make one-hot-encoding less than ideal.
val strCols = Array("stringCol1","stringCol2")
val strIndexers = strCols.map(c => new StringIndexer().setInputCol(c).setOutputCol(c+"_Indexed"))
val collist = df.columns.diff(strCols) ++ strCols.map(c => c+"_Indexed")
val vectorAssembler = new VectorAssembler()
.setInputCols(collist)
.setOutputCol("rawFeatures")
val vectorIndexer = new VectorIndexer().setInputCol("rawFeatures").setOutputCol("features").setMaxCategories(35)
val pipeintro = new Pipeline().setStages(strIndexers :+ vectorAssembler :+ vectorIndexer)
val pipeIntro = pipeintro.fit(df)
val pmmlBuilder = new org.jpmml.sparkml.PMMLBuilder(df.schema, pipeIntro).buildFile(new File("out.pmml"))
I expected the code to complete running and output the appropriate PMML, but what I get instead is:
java.lang.IllegalArgumentException: Field stringCol1 has valid values [MT, IP, OB, GA, ED, OP]
at org.jpmml.converter.PMMLEncoder.toCategorical(PMMLEncoder.java:209)
at org.jpmml.sparkml.feature.VectorIndexerModelConverter.encodeFeatures(VectorIndexerModelConverter.java:80)
at org.jpmml.sparkml.FeatureConverter.registerFeatures(FeatureConverter.java:47)
at org.jpmml.sparkml.PMMLBuilder.build(PMMLBuilder.java:114)
at org.jpmml.sparkml.PMMLBuilder.buildFile(PMMLBuilder.java:292)
I've checked for null values; there are none, nor are there other values that are invalid. There's some indication somewhere that StringIndexers are supposed to be one-hot-encoded before being put into a VectorAssembler, but that's suboptimal for this particular pipeline since it's intended to feed into a SparkML-defined tree, which deals well with multi-value categorical columns. Is that guidance hard-coded into PMML or the Spark-PMML encoder? Is there some other error that I'm missing?
This particular exception is about conflicting "stringCol1" definition - its value space has been defined by StringIndexer ([MT, IP, OB, GA, ED, OP]), and now VectorIndexer is trying to re-define it with a different value space. One of those attempts is wrong.
Could be a bug of the JPMML-SparkML library, or your script. Perhaps the output of StringIndexerModel shouldn't be VectorIndexed at all?

How to get Precision/Recall using CrossValidator for training NaiveBayes Model using Spark

Supossed I have a Pipeline like this:
val tokenizer = new Tokenizer().setInputCol("tweet").setOutputCol("words")
val hashingTF = new HashingTF().setNumFeatures(1000).setInputCol("words").setOutputCol("features")
val idf = new IDF().setInputCol("features").setOutputCol("idffeatures")
val nb = new org.apache.spark.ml.classification.NaiveBayes()
val pipeline = new Pipeline().setStages(Array(tokenizer, hashingTF, idf, nb))
val paramGrid = new ParamGridBuilder().addGrid(hashingTF.numFeatures, Array(10, 100, 1000)).addGrid(nb.smoothing, Array(0.01, 0.1, 1)).build()
val cv = new CrossValidator().setEstimator(pipeline).setEvaluator(new BinaryClassificationEvaluator()).setEstimatorParamMaps(paramGrid).setNumFolds(10)
val cvModel = cv.fit(df)
As you can see I defined a CrossValidator using a MultiClassClassificationEvaluator. I have seen a lot of examples getting metrics like Precision/Recall during testing process but these metris are gotten when you use a different set of data for testing purposes (See for example this documentation).
From my understanding, CrossValidator is going to create folds and one fold will be use for testing purposes, then CrossValidator will choose the best model. My question is, is possible to get Precision/Recall metrics during training process?
Well, the only metric which is actually stored is the one you define when you create an instance of an Evaluator. For the BinaryClassificationEvaluator this can take one of the two values:
areaUnderROC
areaUnderPR
with the former one being default, and can be set using setMetricName method.
These values are collected during training process and can accessed using CrossValidatorModel.avgMetrics. Order of values corresponds to the order of EstimatorParamMaps (CrossValidatorModel.getEstimatorParamMaps).

How to eval spark.ml model without DataFrames/SparkContext?

With Spark MLLib, I'd build a model (like RandomForest), and then it was possible to eval it outside of Spark by loading the model and using predict on it passing a vector of features.
It seems like with Spark ML, predict is now called transform and only acts on a DataFrame.
Is there any way to build a DataFrame outside of Spark since it seems like one needs a SparkContext to build a DataFrame?
Am I missing something?
Re: Is there any way to build a DataFrame outside of Spark?
It is not possible. DataFrames live inside SQLContext with it living in SparkContext. Perhaps you could work it around somehow, but the whole story is that the connection between DataFrames and SparkContext is by design.
Here is my solution to use spark models outside of spark context (using PMML):
You create model with a pipeline like this:
SparkConf sparkConf = new SparkConf();
SparkSession session = SparkSession.builder().enableHiveSupport().config(sparkConf).getOrCreate();
String tableName = "schema.table";
Properties dbProperties = new Properties();
dbProperties.setProperty("user",vKey);
dbProperties.setProperty("password",password);
dbProperties.setProperty("AuthMech","3");
dbProperties.setProperty("source","jdbc");
dbProperties.setProperty("driver","com.cloudera.impala.jdbc41.Driver");
String tableName = "schema.table";
String simpleUrl = "jdbc:impala://host:21050/schema"
Dataset<Row> data = session.read().jdbc(simpleUrl ,tableName,dbProperties);
String[] inputCols = {"column1"};
StringIndexer indexer = new StringIndexer().setInputCol("column1").setOutputCol("indexed_column1");
StringIndexerModel alphabet = indexer.fit(data);
data = alphabet.transform(data);
VectorAssembler assembler = new VectorAssembler().setInputCols(inputCols).setOutputCol("features");
Predictor p = new GBTRegressor();
p.set("maxIter",20);
p.set("maxDepth",2);
p.set("maxBins",204);
p.setLabelCol("faktor");
PipelineStage[] stages = {indexer,assembler, p};
Pipeline pipeline = new Pipeline();
pipeline.setStages(stages);
PipelineModel pmodel = pipeline.fit(data);
PMML pmml = ConverterUtil.toPMML(data.schema(),pmodel);
FileOutputStream fos = new FileOutputStream("model.pmml");
JAXBUtil.marshalPMML(pmml,new StreamResult(fos));
Using PPML for predictions (locally, without spark context, which can be applied to a Map of arguments and not on a DataFrame):
PMML pmml = org.jpmml.model.PMMLUtil.unmarshal(new FileInputStream(pmmlFile));
ModelEvaluatorFactory modelEvaluatorFactory = ModelEvaluatorFactory.newInstance();
MiningModelEvaluator evaluator = (MiningModelEvaluator) modelEvaluatorFactory.newModelEvaluator(pmml);
inputFieldMap = new HashMap<String, Field>();
Map<FieldName,String> args = new HashMap<FieldName, String>();
Field curField = evaluator.getInputFields().get(0);
args.put(curField.getName(), "1.0");
Map<FieldName, ?> result = evaluator.evaluate(args);
Spent days on this problem too. It's not straightforward. My third suggestion involves code I have written specifically for this purpose.
Option 1
As other commenters have said, predict(Vector) is now available. However, you need to know how to construct a vector. If you don't, see Option 3.
Option 2
If the goal is to avoid setting up a Spark server (standalone or cluster modes), then its possible to start Spark in local mode. The whole thing will run inside a single JVM.
val spark = SparkSession.builder().config("spark.master", "local[*]").getOrCreate()
// create dataframe from file, or make it up from some data in memory
// use model.transform() to get predictions
But this brings unnecessary dependencies to your prediction module, and it consumes resources in your JVM at runtime. Also, if prediction latency is critical, for example making a prediction within a millisecond as soon as a request comes in, then this option is too slow.
Option 3
MLlib FeatureHasher's output can be used as an input to your learner. The class is good for one hot encoding and also for fixing the size of your feature dimension. You can use it even when all your features are numerical. If you use that in your training, then all you need at prediction time is the hashing logic there. Its implemented as a spark transformer so it's not easy to re-use outside of a spark environment. So I have done the work of pulling out the hashing function to a lib. You apply FeatureHasher and your learner during training as normal. Then here's how you use the slimmed down hasher at prediction time:
// Schema and hash size must stay consistent across training and prediction
val hasher = new FeatureHasherLite(mySchema, myHashSize)
// create sample data-point and hash it
val feature = Map("feature1" -> "value1", "feature2" -> 2.0, "feature3" -> 3, "feature4" -> false)
val featureVector = hasher.hash(feature)
// Make prediction
val prediction = model.predict(featureVector)
You can see details in my github at tilayealemu/sparkmllite. If you'd rather copy my code, take a look at FeatureHasherLite.scala.There are sample codes and unit tests too. Feel free to create an issue if you need help.

Spark and categorical string variables

I'm trying to understand how spark.ml handles string categorical independent variables. I know that in Spark I have to convert strings to doubles using StringIndexer.
Eg., "a"/"b"/"c" => 0.0/1.0/2.0.
But what I really would like to avoid is then having to use OneHotEncoder on that column of doubles. This seems to make the pipeline unnecessarily messy. Especially since Spark knows that the data is categorical. Hopefully the sample code below makes my question clearer.
import org.apache.spark.ml.feature.StringIndexer
import org.apache.spark.ml.feature.VectorAssembler
import org.apache.spark.ml.classification.LogisticRegression
val df = sqlContext.createDataFrame(Seq(
Tuple2(0.0,"a"), Tuple2(1.0, "b"), Tuple2(1.0, "c"), Tuple2(0.0, "c")
)).toDF("y", "x")
// index the string column "x"
val indexer = new StringIndexer().setInputCol("x").setOutputCol("xIdx").fit(df)
val indexed = indexer.transform(df)
// build a data frame of label, vectors
val assembler = (new VectorAssembler()).setInputCols(List("xIdx").toArray).setOutputCol("features")
val assembled = assembler.transform(indexed)
// build a logistic regression model and fit it
val logreg = (new LogisticRegression()).setFeaturesCol("features").setLabelCol("y")
val model = logreg.fit(assembled)
The logistic regression sees this as a model with only one independent variable.
model.coefficients
res1: org.apache.spark.mllib.linalg.Vector = [0.7667490491775728]
But the independent variable is categorical with three categories = ["a", "b", "c"]. I know I never did a one of k encoding but the metadata of the data frame knows that the feature vector is nominal.
import org.apache.spark.ml.attribute.AttributeGroup
AttributeGroup.fromStructField(assembled.schema("features"))
res2: org.apache.spark.ml.attribute.AttributeGroup = {"ml_attr":{"attrs":
{"nominal":[{"vals":["c","a","b"],"idx":0,"name":"xIdx"}]},
"num_attrs":1}}
How do I pass this information to LogisticRegression? Is this not the whole point of keeping dataframe metadata? There does not seem to be a CategoricalFeaturesInfo in SparkML. Do I really need to do a 1 of k encoding for each categorical feature?
Maybe I am missing something, but this really looks like the job for RFormula (https://spark.apache.org/docs/latest/ml-features.html#rformula).
As the name suggests, it takes an "R-style" formula that describes how the feature vector is composed from the input data columns.
For each categorical input columns (that is, StringType as type) it adds a StringIndexer + OneHotEncoder to the final pipeline implementing the formula under the hoods.
The output is a feature vector (of doubles) that can be used with any algorithm in the org.apache.spark.ml package, as the one you are targeting.

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