[SPARK-1406] Mllib pmml model export

See PDF attached to the JIRA issue 1406.

The contribution is my original work and I license the work to the project under the project's open source license.

Author: Vincenzo Selvaggio <[email protected]>
Author: Xiangrui Meng <[email protected]>
Author: selvinsource <[email protected]>

Closes apache#3062 from selvinsource/mllib_pmml_model_export_SPARK-1406 and squashes the following commits:

852aac6 [Vincenzo Selvaggio] [SPARK-1406] Update JPMML version to 1.1.15 in LICENSE file
085cf42 [Vincenzo Selvaggio] [SPARK-1406] Added Double Min and Max Fixed scala style
30165c4 [Vincenzo Selvaggio] [SPARK-1406] Fixed extreme cases for logit
7a5e0ec [Vincenzo Selvaggio] [SPARK-1406] Binary classification for SVM and Logistic Regression
cfcb596 [Vincenzo Selvaggio] [SPARK-1406] Throw IllegalArgumentException when exporting a multinomial logistic regression
25dce33 [Vincenzo Selvaggio] [SPARK-1406] Update code to latest pmml model
dea98ca [Vincenzo Selvaggio] [SPARK-1406] Exclude transitive dependency for pmml model
66b7c12 [Vincenzo Selvaggio] [SPARK-1406] Updated pmml model lib to 1.1.15, latest Java 6 compatible
a0a55f7 [Vincenzo Selvaggio] Merge pull request #2 from mengxr/SPARK-1406
3c22f79 [Xiangrui Meng] more code style
e2313df [Vincenzo Selvaggio] Merge pull request #1 from mengxr/SPARK-1406
472d757 [Xiangrui Meng] fix code style
1676e15 [Vincenzo Selvaggio] fixed scala issue
e2ffae8 [Vincenzo Selvaggio] fixed scala style
b8823b0 [Vincenzo Selvaggio] Merge remote-tracking branch 'upstream/master' into mllib_pmml_model_export_SPARK-1406
b25bbf7 [Vincenzo Selvaggio] [SPARK-1406] Added export of pmml to distributed file system using the spark context
7a949d0 [Vincenzo Selvaggio] [SPARK-1406] Fixed scala style
f46c75c [Vincenzo Selvaggio] [SPARK-1406] Added PMMLExportable to supported models
7b33b4e [Vincenzo Selvaggio] [SPARK-1406] Added a PMMLExportable interface Restructured code in a new package mllib.pmml Supported models implements the new PMMLExportable interface: LogisticRegression, SVM, KMeansModel, LinearRegression, RidgeRegression, Lasso
d559ec5 [Vincenzo Selvaggio] Merge remote-tracking branch 'upstream/master' into mllib_pmml_model_export_SPARK-1406
8fe12bb [Vincenzo Selvaggio] [SPARK-1406] Adjusted logistic regression export description and target categories
03bc3a5 [Vincenzo Selvaggio] added logistic regression
da2ec11 [Vincenzo Selvaggio] [SPARK-1406] added linear SVM PMML export
82f2131 [Vincenzo Selvaggio] Merge remote-tracking branch 'upstream/master' into mllib_pmml_model_export_SPARK-1406
19adf29 [Vincenzo Selvaggio] [SPARK-1406] Fixed scala style
1faf985 [Vincenzo Selvaggio] [SPARK-1406] Added target field to the regression model for completeness Adjusted unit test to deal with this change
3ae8ae5 [Vincenzo Selvaggio] [SPARK-1406] Adjusted imported order according to the guidelines
c67ce81 [Vincenzo Selvaggio] Merge remote-tracking branch 'upstream/master' into mllib_pmml_model_export_SPARK-1406
78515ec [Vincenzo Selvaggio] [SPARK-1406] added pmml export for LinearRegressionModel, RidgeRegressionModel and LassoModel
e29dfb9 [Vincenzo Selvaggio] removed version, by default is set to 4.2 (latest from jpmml) removed copyright
ae8b993 [Vincenzo Selvaggio] updated some commented tests to use the new ModelExporter object reordered the imports
df8a89e [Vincenzo Selvaggio] added pmml version to pmml model changed the copyright to spark
a1b4dc3 [Vincenzo Selvaggio] updated imports
834ca44 [Vincenzo Selvaggio] reordered the import accordingly to the guidelines
349a76b [Vincenzo Selvaggio] new helper object to serialize the models to pmml format
c3ef9b8 [Vincenzo Selvaggio] set it to private
6357b98 [Vincenzo Selvaggio] set it to private
e1eb251 [Vincenzo Selvaggio] removed serialization part, this will be part of the ModelExporter helper object
aba5ee1 [Vincenzo Selvaggio] fixed cluster export
cd6c07c [Vincenzo Selvaggio] fixed scala style to run tests
f75b988 [Vincenzo Selvaggio] Merge remote-tracking branch 'origin/master' into mllib_pmml_model_export_SPARK-1406
07a29bf [selvinsource] Update LICENSE
8841439 [Vincenzo Selvaggio] adjust scala style in order to compile
1433b11 [Vincenzo Selvaggio] complete suite tests
8e71b8d [Vincenzo Selvaggio] kmeans pmml export implementation
9bc494f [Vincenzo Selvaggio] added scala suite tests added saveLocalFile to ModelExport trait
226e184 [Vincenzo Selvaggio] added javadoc and export model type in case there is a need to support other types of export (not just PMML)
a0e3679 [Vincenzo Selvaggio] export and pmml export traits kmeans test implementation

Author: selvinsource

LICENSE

@@ -814,6 +814,7 @@ BSD-style licenses
 The following components are provided under a BSD-style license. See project link for details.
 
      (BSD 3 Clause) core (com.github.fommil.netlib:core:1.1.2 - https://github.com/fommil/netlib-java/core)
+     (BSD 3 Clause) JPMML-Model (org.jpmml:pmml-model:1.1.15 - https://github.com/jpmml/jpmml-model)
      (BSD 3-clause style license) jblas (org.jblas:jblas:1.2.3 - http://jblas.org/)
      (BSD License) AntLR Parser Generator (antlr:antlr:2.7.7 - http://www.antlr.org/)
      (BSD License) Javolution (javolution:javolution:5.5.1 - http://javolution.org)

mllib/pom.xml

@@ -109,6 +109,21 @@
       <type>test-jar</type>
       <scope>test</scope>
     </dependency>
+    <dependency>
+      <groupId>org.jpmml</groupId>
+      <artifactId>pmml-model</artifactId>
+      <version>1.1.15</version>
+      <exclusions>
+        <exclusion>
+          <groupId>com.sun.xml.fastinfoset</groupId>
+          <artifactId>FastInfoset</artifactId>
+        </exclusion>
+        <exclusion>
+          <groupId>com.sun.istack</groupId>
+          <artifactId>istack-commons-runtime</artifactId>
+        </exclusion>
+      </exclusions>
+    </dependency>
   </dependencies>
   <profiles>
     <profile>

mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala

@@ -23,6 +23,7 @@ import org.apache.spark.mllib.classification.impl.GLMClassificationModel
 import org.apache.spark.mllib.linalg.BLAS.dot
 import org.apache.spark.mllib.linalg.{DenseVector, Vector}
 import org.apache.spark.mllib.optimization._
+import org.apache.spark.mllib.pmml.PMMLExportable
 import org.apache.spark.mllib.regression._
 import org.apache.spark.mllib.util.{DataValidators, Saveable, Loader}
 import org.apache.spark.rdd.RDD
@@ -46,7 +47,7 @@ class LogisticRegressionModel (
     val numFeatures: Int,
     val numClasses: Int)
   extends GeneralizedLinearModel(weights, intercept) with ClassificationModel with Serializable
-  with Saveable {
+  with Saveable with PMMLExportable {
 
   if (numClasses == 2) {
     require(weights.size == numFeatures,

mllib/src/main/scala/org/apache/spark/mllib/classification/SVM.scala

@@ -22,6 +22,7 @@ import org.apache.spark.annotation.Experimental
 import org.apache.spark.mllib.classification.impl.GLMClassificationModel
 import org.apache.spark.mllib.linalg.Vector
 import org.apache.spark.mllib.optimization._
+import org.apache.spark.mllib.pmml.PMMLExportable
 import org.apache.spark.mllib.regression._
 import org.apache.spark.mllib.util.{DataValidators, Loader, Saveable}
 import org.apache.spark.rdd.RDD
@@ -36,7 +37,7 @@ class SVMModel (
     override val weights: Vector,
     override val intercept: Double)
   extends GeneralizedLinearModel(weights, intercept) with ClassificationModel with Serializable
-  with Saveable {
+  with Saveable with PMMLExportable {
 
   private var threshold: Option[Double] = Some(0.0)
 

mllib/src/main/scala/org/apache/spark/mllib/clustering/KMeansModel.scala

@@ -25,6 +25,7 @@ import org.json4s.jackson.JsonMethods._
 
 import org.apache.spark.api.java.JavaRDD
 import org.apache.spark.mllib.linalg.Vector
+import org.apache.spark.mllib.pmml.PMMLExportable
 import org.apache.spark.mllib.util.{Loader, Saveable}
 import org.apache.spark.rdd.RDD
 import org.apache.spark.SparkContext
@@ -34,7 +35,8 @@ import org.apache.spark.sql.Row
 /**
  * A clustering model for K-means. Each point belongs to the cluster with the closest center.
  */
-class KMeansModel (val clusterCenters: Array[Vector]) extends Saveable with Serializable {
+class KMeansModel (
+    val clusterCenters: Array[Vector]) extends Saveable with Serializable with PMMLExportable {
 
   /** A Java-friendly constructor that takes an Iterable of Vectors. */
   def this(centers: java.lang.Iterable[Vector]) = this(centers.asScala.toArray)

mllib/src/main/scala/org/apache/spark/mllib/pmml/PMMLExportable.scala

@@ -0,0 +1,74 @@
+/*
+ * 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 org.apache.spark.mllib.pmml
+
+import java.io.{File, OutputStream, StringWriter}
+import javax.xml.transform.stream.StreamResult
+
+import org.jpmml.model.JAXBUtil
+
+import org.apache.spark.SparkContext
+import org.apache.spark.mllib.pmml.export.PMMLModelExportFactory
+
+/**
+ * Export model to the PMML format
+ * Predictive Model Markup Language (PMML) is an XML-based file format
+ * developed by the Data Mining Group (www.dmg.org).
+ */
+trait PMMLExportable {
+
+  /**
+   * Export the model to the stream result in PMML format
+   */
+  private def toPMML(streamResult: StreamResult): Unit = {
+    val pmmlModelExport = PMMLModelExportFactory.createPMMLModelExport(this)
+    JAXBUtil.marshalPMML(pmmlModelExport.getPmml, streamResult)
+  }
+
+  /**
+   * Export the model to a local file in PMML format
+   */
+  def toPMML(localPath: String): Unit = {
+    toPMML(new StreamResult(new File(localPath)))
+  }
+
+  /**
+   * Export the model to a directory on a distributed file system in PMML format
+   */
+  def toPMML(sc: SparkContext, path: String): Unit = {
+    val pmml = toPMML()
+    sc.parallelize(Array(pmml), 1).saveAsTextFile(path)
+  }
+
+  /**
+   * Export the model to the OutputStream in PMML format
+   */
+  def toPMML(outputStream: OutputStream): Unit = {
+    toPMML(new StreamResult(outputStream))
+  }
+
+  /**
+   * Export the model to a String in PMML format
+   */
+  def toPMML(): String = {
+    val writer = new StringWriter
+    toPMML(new StreamResult(writer))
+    writer.toString
+  }
+
+}

mllib/src/main/scala/org/apache/spark/mllib/pmml/export/BinaryClassificationPMMLModelExport.scala

@@ -0,0 +1,90 @@
+/*
+ * 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 org.apache.spark.mllib.pmml.export
+
+import scala.{Array => SArray}
+
+import org.dmg.pmml._
+
+import org.apache.spark.mllib.regression.GeneralizedLinearModel
+
+/**
+ * PMML Model Export for GeneralizedLinearModel class with binary ClassificationModel
+ */
+private[mllib] class BinaryClassificationPMMLModelExport(
+    model : GeneralizedLinearModel, 
+    description : String,
+    normalizationMethod : RegressionNormalizationMethodType,
+    threshold: Double) 
+  extends PMMLModelExport {
+
+  populateBinaryClassificationPMML()
+
+  /**
+   * Export the input LogisticRegressionModel or SVMModel to PMML format.
+   */
+  private def populateBinaryClassificationPMML(): Unit = {
+     pmml.getHeader.setDescription(description)
+
+     if (model.weights.size > 0) {
+       val fields = new SArray[FieldName](model.weights.size)
+       val dataDictionary = new DataDictionary
+       val miningSchema = new MiningSchema
+       val regressionTableYES = new RegressionTable(model.intercept).withTargetCategory("1")
+       var interceptNO = threshold
+       if (RegressionNormalizationMethodType.LOGIT == normalizationMethod) {
+         if (threshold <= 0) {
+           interceptNO = Double.MinValue
+         } else if (threshold >= 1) {
+           interceptNO = Double.MaxValue
+         } else {
+           interceptNO = -math.log(1 / threshold - 1)
+         }
+       }
+       val regressionTableNO = new RegressionTable(interceptNO).withTargetCategory("0")
+       val regressionModel = new RegressionModel()
+         .withFunctionName(MiningFunctionType.CLASSIFICATION)
+         .withMiningSchema(miningSchema)
+         .withModelName(description)
+         .withNormalizationMethod(normalizationMethod)
+         .withRegressionTables(regressionTableYES, regressionTableNO)
+
+       for (i <- 0 until model.weights.size) {
+         fields(i) = FieldName.create("field_" + i)
+         dataDictionary.withDataFields(new DataField(fields(i), OpType.CONTINUOUS, DataType.DOUBLE))
+         miningSchema
+           .withMiningFields(new MiningField(fields(i))
+           .withUsageType(FieldUsageType.ACTIVE))
+         regressionTableYES.withNumericPredictors(new NumericPredictor(fields(i), model.weights(i)))
+       }
+       
+       // add target field
+       val targetField = FieldName.create("target")
+       dataDictionary
+         .withDataFields(new DataField(targetField, OpType.CATEGORICAL, DataType.STRING))
+       miningSchema
+         .withMiningFields(new MiningField(targetField)
+         .withUsageType(FieldUsageType.TARGET))
+       
+       dataDictionary.withNumberOfFields(dataDictionary.getDataFields.size)
+       
+       pmml.setDataDictionary(dataDictionary)
+       pmml.withModels(regressionModel)
+     }
+  }
+}

mllib/src/main/scala/org/apache/spark/mllib/pmml/export/GeneralizedLinearPMMLModelExport.scala

@@ -0,0 +1,75 @@
+/*
+ * 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 org.apache.spark.mllib.pmml.export
+
+import scala.{Array => SArray}
+
+import org.dmg.pmml._
+
+import org.apache.spark.mllib.regression.GeneralizedLinearModel
+
+/**
+ * PMML Model Export for GeneralizedLinearModel abstract class
+ */
+private[mllib] class GeneralizedLinearPMMLModelExport(
+    model: GeneralizedLinearModel,
+    description: String)
+  extends PMMLModelExport {
+
+  populateGeneralizedLinearPMML(model)
+
+  /**
+   * Export the input GeneralizedLinearModel model to PMML format.
+   */
+  private def populateGeneralizedLinearPMML(model: GeneralizedLinearModel): Unit = {
+    pmml.getHeader.setDescription(description)
+
+    if (model.weights.size > 0) {
+      val fields = new SArray[FieldName](model.weights.size)
+      val dataDictionary = new DataDictionary
+      val miningSchema = new MiningSchema
+      val regressionTable = new RegressionTable(model.intercept)
+      val regressionModel = new RegressionModel()
+        .withFunctionName(MiningFunctionType.REGRESSION)
+        .withMiningSchema(miningSchema)
+        .withModelName(description)
+        .withRegressionTables(regressionTable)
+
+      for (i <- 0 until model.weights.size) {
+        fields(i) = FieldName.create("field_" + i)
+        dataDictionary.withDataFields(new DataField(fields(i), OpType.CONTINUOUS, DataType.DOUBLE))
+        miningSchema
+          .withMiningFields(new MiningField(fields(i))
+          .withUsageType(FieldUsageType.ACTIVE))
+        regressionTable.withNumericPredictors(new NumericPredictor(fields(i), model.weights(i)))
+      }
+
+      // for completeness add target field
+      val targetField = FieldName.create("target")
+      dataDictionary.withDataFields(new DataField(targetField, OpType.CONTINUOUS, DataType.DOUBLE))
+      miningSchema
+        .withMiningFields(new MiningField(targetField)
+        .withUsageType(FieldUsageType.TARGET))
+
+      dataDictionary.withNumberOfFields(dataDictionary.getDataFields.size)
+
+      pmml.setDataDictionary(dataDictionary)
+      pmml.withModels(regressionModel)
+    }
+  }
+}