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December 3, 2018 02:56
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A simple example of how to integrate the Spark parallel computing framework and the scikit-learn machine learning toolkit. This script randomly generates test and train data sets, trains an ensemble of decision trees using boosting, and applies the ensemble to the test set. The ensemble training is done in parallel.
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from pyspark import SparkContext | |
import numpy as np | |
from sklearn.cross_validation import train_test_split, Bootstrap | |
from sklearn.datasets import make_classification | |
from sklearn.metrics import accuracy_score | |
from sklearn.tree import DecisionTreeClassifier | |
def run(sc): | |
def zero_matrix(n, m): | |
return np.zeros(n*m, dtype = int).reshape(n, m) | |
def vote_increment(y_est): | |
increment = zero_matrix(y_est.size, n_ys) | |
increment[np.arange(y_est.size), y_est] = 1 | |
return increment # test point x class matrix with 1s marking the estimator prediction | |
X, y = make_classification() | |
X_train, X_test, y_train, y_test = train_test_split(X, y) | |
n_test = X_test.shape[0] | |
n_ys = np.unique(y_train).size | |
model = DecisionTreeClassifier() | |
# Partition the training data into random sub-samples with replacement. | |
samples = sc.parallelize(Bootstrap(y.size)) | |
# Train a model for each sub-sample and apply it to the test data. | |
vote_tally = samples.map(lambda (index, _): | |
model.fit(X[index], y[index]).predict(X_test) | |
).map(vote_increment).fold(zero_matrix(n_test, n_ys), np.add) # Take the learner majority vote. | |
y_estimate_vote = np.argmax(vote_tally, axis = 1) | |
return accuracy_score(y_test, y_estimate_vote) | |
if __name__ == '__main__': | |
print run(SparkContext("local", "Boost")) |
Its bagging, though,
Nevertheless, this code is awesome
cross_validation.Bootstrap is deprecated. cross_validation.KFold or cross_validation.ShuffleSplit are recommended instead.
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It looks more like bagging than boosting to me... Am I missing something here?