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.

spark_parallel_boost.py

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"))

cross_validation.Bootstrap is deprecated. cross_validation.KFold or cross_validation.ShuffleSplit are recommended instead.