com.ml.ira.algos.TrainLogistic.java Source code

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/*
 * Licensed to the Apache Software Foundation (ASF) under one or more
 * contributor license agreements.  See the NOTICE file distributed with
 * this work for additional information regarding copyright ownership.
 * The ASF licenses this file to You under the Apache License, Version 2.0
 * (the "License"); you may not use this file except in compliance with
 * the License.  You may obtain a copy of the License at
 *
 *     http://www.apache.org/licenses/LICENSE-2.0
 *
 * Unless required by applicable law or agreed to in writing, software
 * distributed under the License is distributed on an "AS IS" BASIS,
 * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
 * See the License for the specific language governing permissions and
 * limitations under the License.
 */

package com.ml.ira.algos;

import com.google.common.base.Charsets;
import com.google.common.collect.Lists;
import com.google.common.io.Closeables;
import com.google.common.io.Resources;
import org.apache.commons.cli2.CommandLine;
import org.apache.commons.cli2.Group;
import org.apache.commons.cli2.Option;
import org.apache.commons.cli2.builder.ArgumentBuilder;
import org.apache.commons.cli2.builder.DefaultOptionBuilder;
import org.apache.commons.cli2.builder.GroupBuilder;
import org.apache.commons.cli2.commandline.Parser;
import org.apache.commons.cli2.util.HelpFormatter;
import org.apache.hadoop.fs.Path;
import org.apache.mahout.classifier.sgd.CsvRecordFactory;
import org.apache.mahout.classifier.sgd.OnlineLogisticRegression;
import org.apache.mahout.classifier.sgd.RecordFactory;
import org.apache.mahout.math.RandomAccessSparseVector;
import org.apache.mahout.math.Vector;

import java.io.*;
import java.util.Arrays;
import java.util.List;
import java.util.Locale;

/**
 * Train a logistic regression for the examples from Chapter 13 of Mahout in Action
 */
public final class TrainLogistic {

    private static String inputFile;
    private static String outputFile;
    private static LogisticModelParameters lmp;
    private static int passes;
    private static boolean scores;
    private static OnlineLogisticRegression model;
    private static String fieldNames;

    private TrainLogistic() {
    }

    public static void main(String[] args) throws Exception {
        mainToOutput(args, new PrintWriter(new OutputStreamWriter(System.out, Charsets.UTF_8), true));
    }

    static void mainToOutput(String[] args, PrintWriter output) throws Exception {
        if (parseArgs(args)) {
            double logPEstimate = 0;
            int samples = 0;

            System.out.println("fieldNames: " + fieldNames);
            long ts = System.currentTimeMillis();
            CsvRecordFactory csv = lmp.getCsvRecordFactory();
            OnlineLogisticRegression lr = lmp.createRegression();
            for (int pass = 0; pass < passes; pass++) {
                System.out.println("at Round: " + pass);
                BufferedReader in = open(inputFile);
                try {
                    // read variable names
                    String line;
                    if (fieldNames != null && fieldNames.length() > 0) {
                        csv.firstLine(fieldNames);
                    } else {
                        csv.firstLine(in.readLine());
                    }
                    line = in.readLine();
                    while (line != null) {
                        // for each new line, get target and predictors
                        Vector input = new RandomAccessSparseVector(lmp.getNumFeatures());
                        int targetValue = csv.processLine(line, input);

                        // check performance while this is still news
                        double logP = lr.logLikelihood(targetValue, input);
                        if (!Double.isInfinite(logP)) {
                            if (samples < 20) {
                                logPEstimate = (samples * logPEstimate + logP) / (samples + 1);
                            } else {
                                logPEstimate = 0.95 * logPEstimate + 0.05 * logP;
                            }
                            samples++;
                        }
                        double p = lr.classifyScalar(input);
                        if (scores) {
                            output.printf(Locale.ENGLISH, "%10d %2d %10.2f %2.4f %10.4f %10.4f%n", samples,
                                    targetValue, lr.currentLearningRate(), p, logP, logPEstimate);
                        }

                        // now update model
                        lr.train(targetValue, input);

                        line = in.readLine();
                    }
                } finally {
                    Closeables.close(in, true);
                }
                output.println("duration: " + (System.currentTimeMillis() - ts));
            }

            if (outputFile.startsWith("hdfs://")) {
                lmp.saveTo(new Path(outputFile));
            } else {
                OutputStream modelOutput = new FileOutputStream(outputFile);
                try {
                    lmp.saveTo(modelOutput);
                } finally {
                    Closeables.close(modelOutput, false);
                }
            }

            output.println("duration: " + (System.currentTimeMillis() - ts));

            output.println(lmp.getNumFeatures());
            output.println(lmp.getTargetVariable() + " ~ ");
            String sep = "";
            for (String v : csv.getTraceDictionary().keySet()) {
                double weight = predictorWeight(lr, 0, csv, v);
                if (weight != 0) {
                    output.printf(Locale.ENGLISH, "%s%.3f*%s", sep, weight, v);
                    sep = " + ";
                }
            }
            output.printf("%n");
            model = lr;
            for (int row = 0; row < lr.getBeta().numRows(); row++) {
                for (String key : csv.getTraceDictionary().keySet()) {
                    double weight = predictorWeight(lr, row, csv, key);
                    if (weight != 0) {
                        output.printf(Locale.ENGLISH, "%20s %.5f%n", key, weight);
                    }
                }
                for (int column = 0; column < lr.getBeta().numCols(); column++) {
                    output.printf(Locale.ENGLISH, "%15.9f ", lr.getBeta().get(row, column));
                }
                output.println();
            }
        }
    }

    private static double predictorWeight(OnlineLogisticRegression lr, int row, RecordFactory csv,
            String predictor) {
        double weight = 0;
        for (Integer column : csv.getTraceDictionary().get(predictor)) {
            weight += lr.getBeta().get(row, column);
        }
        return weight;
    }

    private static boolean parseArgs(String[] args) {
        DefaultOptionBuilder builder = new DefaultOptionBuilder();

        Option help = builder.withLongName("help").withDescription("print this list").create();

        Option quiet = builder.withLongName("quiet").withDescription("be extra quiet").create();
        Option scores = builder.withLongName("scores").withDescription("output score diagnostics during training")
                .create();

        ArgumentBuilder argumentBuilder = new ArgumentBuilder();
        Option inputFile = builder.withLongName("input").withRequired(true)
                .withArgument(argumentBuilder.withName("input").withMaximum(1).create())
                .withDescription("where to get training data").create();

        Option outputFile = builder.withLongName("output").withRequired(true)
                .withArgument(argumentBuilder.withName("output").withMaximum(1).create())
                .withDescription("where to get training data").create();

        Option predictors = builder.withLongName("predictors").withRequired(true)
                .withArgument(argumentBuilder.withName("p").create())
                .withDescription("a list of predictor variables").create();

        Option types = builder.withLongName("types").withRequired(true)
                .withArgument(argumentBuilder.withName("t").create())
                .withDescription("a list of predictor variable types (numeric, word, or text)").create();

        Option target = builder.withLongName("target").withRequired(true)
                .withArgument(argumentBuilder.withName("target").withMaximum(1).create())
                .withDescription("the name of the target variable").create();

        Option features = builder.withLongName("features")
                .withArgument(argumentBuilder.withName("numFeatures").withDefault("1000").withMaximum(1).create())
                .withDescription("the number of internal hashed features to use").create();

        Option passes = builder.withLongName("passes")
                .withArgument(argumentBuilder.withName("passes").withDefault("2").withMaximum(1).create())
                .withDescription("the number of times to pass over the input data").create();

        Option lambda = builder.withLongName("lambda")
                .withArgument(argumentBuilder.withName("lambda").withDefault("1e-4").withMaximum(1).create())
                .withDescription("the amount of coefficient decay to use").create();

        Option rate = builder.withLongName("rate")
                .withArgument(argumentBuilder.withName("learningRate").withDefault("1e-3").withMaximum(1).create())
                .withDescription("the learning rate").create();

        Option noBias = builder.withLongName("noBias").withDescription("don't include a bias term").create();

        Option targetCategories = builder.withLongName("categories").withRequired(true)
                .withArgument(argumentBuilder.withName("number").withMaximum(1).create())
                .withDescription("the number of target categories to be considered").create();

        Option fieldNames = builder.withLongName("fdnames").withRequired(true)
                .withArgument(argumentBuilder.withName("fns").create())
                .withDescription("the field names of training data set").create();

        Group normalArgs = new GroupBuilder().withOption(help).withOption(quiet).withOption(inputFile)
                .withOption(outputFile).withOption(target).withOption(targetCategories).withOption(predictors)
                .withOption(types).withOption(passes).withOption(lambda).withOption(rate).withOption(noBias)
                .withOption(features).withOption(fieldNames).create();

        Parser parser = new Parser();
        parser.setHelpOption(help);
        parser.setHelpTrigger("--help");
        parser.setGroup(normalArgs);
        parser.setHelpFormatter(new HelpFormatter(" ", "", " ", 130));
        CommandLine cmdLine = parser.parseAndHelp(args);

        if (cmdLine == null) {
            return false;
        }

        TrainLogistic.inputFile = getStringArgument(cmdLine, inputFile);
        TrainLogistic.outputFile = getStringArgument(cmdLine, outputFile);
        TrainLogistic.fieldNames = getStringArgument(cmdLine, fieldNames);

        List<String> typeList = Lists.newArrayList();
        String tmp = getStringArgument(cmdLine, types);
        if (tmp != null) {
            typeList.addAll(Arrays.asList(tmp.split(",")));
        }

        tmp = getStringArgument(cmdLine, predictors);
        List<String> predictorList = Lists.newArrayList();
        if (tmp != null) {
            predictorList.addAll(Arrays.asList(tmp.split(",")));
        }

        lmp = new LogisticModelParameters();
        lmp.setTargetVariable(getStringArgument(cmdLine, target));
        lmp.setMaxTargetCategories(getIntegerArgument(cmdLine, targetCategories));
        lmp.setNumFeatures(getIntegerArgument(cmdLine, features));
        lmp.setUseBias(!getBooleanArgument(cmdLine, noBias));
        lmp.setTypeMap(predictorList, typeList);
        lmp.setFieldNames(TrainLogistic.fieldNames);
        lmp.setLambda(getDoubleArgument(cmdLine, lambda));
        lmp.setLearningRate(getDoubleArgument(cmdLine, rate));

        TrainLogistic.scores = getBooleanArgument(cmdLine, scores);
        TrainLogistic.passes = getIntegerArgument(cmdLine, passes);

        System.out.println("@Train inputFile: " + TrainLogistic.inputFile);
        System.out.println("@Train fieldNames: " + TrainLogistic.fieldNames);
        System.out.println("@Train typeList: " + typeList);
        System.out.println("@Train predictorList: " + predictorList);

        return true;
    }

    private static String getStringArgument(CommandLine cmdLine, Option inputFile) {
        return (String) cmdLine.getValue(inputFile);
    }

    private static boolean getBooleanArgument(CommandLine cmdLine, Option option) {
        return cmdLine.hasOption(option);
    }

    private static int getIntegerArgument(CommandLine cmdLine, Option features) {
        return Integer.parseInt((String) cmdLine.getValue(features));
    }

    private static double getDoubleArgument(CommandLine cmdLine, Option op) {
        return Double.parseDouble((String) cmdLine.getValue(op));
    }

    public static OnlineLogisticRegression getModel() {
        return model;
    }

    public static LogisticModelParameters getParameters() {
        return lmp;
    }

    static BufferedReader open(String inputFile) throws IOException {
        InputStream in;
        try {
            in = Resources.getResource(inputFile).openStream();
        } catch (IllegalArgumentException e) {
            in = new FileInputStream(new File(inputFile));
        }
        return new BufferedReader(new InputStreamReader(in, Charsets.UTF_8));
    }
}