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GBDT

The GBDT algorithm provides two types of model APIs: ML Classification API and ML Regression API.

Model API Type

Function API

ML Classification API

def fit(dataset: Dataset[_]): GBTClassificationModel

def fit(dataset: Dataset[_], paramMap: ParamMap): GBTClassificationModel

def fit(dataset: Dataset[_], paramMaps: Array[ParamMap]): Seq[GBTClassificationModel]

def fit(dataset: Dataset[_], firstParamPair: ParamPair[_], otherParamPairs: ParamPair[_]*): GBTClassificationModel

ML Regression API

def fit(dataset: Dataset[_]): GBTRegressionModel

def fit(dataset: Dataset[_], paramMap: ParamMap): GBTRegressionModel

def fit(dataset: Dataset[_], paramMaps: Array[ParamMap]): Seq[GBTRegressionModel]

def fit(dataset: Dataset[_], firstParamPair: ParamPair[_], otherParamPairs: ParamPair[_]*): GBTRegressionModel

ML Classification API

  • Function description

    Output the GBDT classification model after you input sample data in dataset format and call the training API.

  • Input and output
    1. Package name: package org.apache.spark.ml.classification
    2. Class name: GBTClassifier
    3. Method name: fit
    4. Input: training sample data (Dataset[_]). The following are mandatory fields.

      Parameter

      Value Type

      Default Value

      Description

      labelCol

      Double

      label

      Predicted label

      featuresCol

      Vector

      features

      Feature label
    5. Input: the model parameters of the fit API paramMap, paramMaps, firstParamPair, otherParamPairs, which are described as follows:

      Parameter

      Value Type

      Example

      Description

      paramMap

      ParamMap

      ParamMap(A.c -> b)

      Assigns the value of b to the parameter c of model A.

      paramMaps

      Array[ParamMap]

      Array[ParamMap](n)

      Generates n parameter lists for the ParamMap model.

      firstParamPair

      ParamPair

      ParamPair(A.c, b)

      Assigns the value of b to the parameter c of model A.

      otherParamPairs

      ParamPair

      ParamPair(A.e, f)

      Assigns the value of f to the parameter e of model A.
    6. Parameters optimized based on native algorithms
      def setCheckpointInterval(value: Int): GBTClassifier.this.type
def setFeatureSubsetStrategy(value: String): GBTClassifier.this.type
def setFeaturesCol(value: String): GBTClassifier
def setImpurity(value: String): GBTClassifier.this.type
def setLabelCol(value: String): GBTClassifier
def setLossType(value: String): GBTClassifier.this.type
def setMaxBins(value: Int): GBTClassifier.this.type
def setMaxDepth(value: Int): GBTClassifier.this.type
def setMaxIter(value: Int): GBTClassifier.this.type
def setMinInfoGain(value: Double): GBTClassifier.this.type
def setMinInstancesPerNode(value: Int): GBTClassifier.this.type
def setPredictionCol(value: String): GBTClassifier
def setProbabilityCol(value: String): GBTClassifierdoUseAcc
def setRawPredictionCol(value: String): GBTClassifier
def setSeed(value: Long): GBTClassifier.this.type
def setStepSize(value: Double): GBTClassifier.this.type
def setSubsamplingRate(value: Double): GBTClassifier.this.type
def setThresholds(value: Array[Double]): GBTClassifier
    7. Newly added parameters

      Parameter

      Description

      Value Type

      doUseAcc

      Whether to enable the feature parallel training mode

      True/False[Boolean]

      An example is provided as follows:

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      import org.apache.spark.ml.param.{ParamMap, ParamPair}

val gbdt = new GBTClassifier()
// Define the def fit(dataset: Dataset[_], paramMap: ParamMap) API parameter.
val paramMap = ParamMap(gbdt.maxDepth -> maxDepth)
.put(gbdt.maxIter, maxIter)

// Define the def fit(dataset: Dataset[_], paramMaps: Array[ParamMap]): API parameter.
val paramMaps: Array[ParamMap] = new Array[ParamMap](2)
for (i <- 0 to  2) {
paramMaps(i) = ParamMap(gbdt.maxDepth -> maxDepth)
.put(gbdt.maxIter, maxIter)
}//Assign a value to paramMaps.

// Define the def fit(dataset: Dataset[_], firstParamPair: ParamPair[_], otherParamPairs: ParamPair[_]*) API parameter.
val maxDepthParamPair = ParamPair(gbdt.maxDepth, maxDepth)
val maxIterParamPair = ParamPair(gbdt.maxIter, maxIter)
val maxBinsParamPair = ParamPair(gbdt.maxBins, maxBins)

// Call the fit APIs.
model = gbdt.fit(trainingData)
model = gbdt.fit(trainingData, paramMap)
models = gbdt.fit(trainingData, paramMaps)
model = gbdt.fit(trainingData, maxDepthParamPair, maxIterParamPair, maxBinsParamPair)
    8. Output: GBDT classification model (GBTClassificationModel). The following table lists the field output in model prediction.

      Parameter

      Value Type

      Default Value

      Description

      predictionCol

      Double

      prediction

      Predicted label
  • Example
    fit(dataset: Dataset[_]): GBTClassificationModel example:
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    import org.apache.spark.ml.Pipeline
import org.apache.spark.ml.classification.{GBTClassificationModel, GBTClassifier}
import org.apache.spark.ml.evaluation.MulticlassClassificationEvaluator
import org.apache.spark.ml.feature.{IndexToString, StringIndexer, VectorIndexer}

// Load and parse the data file, converting it to a DataFrame.
val data = spark.read.format("libsvm").load("data/mllib/sample_libsvm_data.txt")

// Index labels, adding metadata to the label column.
// Fit on whole dataset to include all labels in index.
val labelIndexer = new StringIndexer()
.setInputCol("label")
.setOutputCol("indexedLabel")
.fit(data)
// Automatically identify categorical features, and index them.
// Set maxCategories so features with > 4 distinct values are treated as continuous.
val featureIndexer = new VectorIndexer()
.setInputCol("features")
.setOutputCol("indexedFeatures")
.setMaxCategories(4)
.fit(data)

// Split the data into training and test sets (30% held out for testing).
val Array(trainingData, testData) = data.randomSplit(Array(0.7, 0.3))

// Train a GBT model.
val gbt = new GBTClassifier()
.setLabelCol("indexedLabel")
.setFeaturesCol("indexedFeatures")
.setMaxIter(10)

// Convert indexed labels back to original labels.
val labelConverter = new IndexToString()
.setInputCol("prediction")
.setOutputCol("predictedLabel")
.setLabels(labelIndexer.labels)

// Chain indexers and GBT in a Pipeline.
val pipeline = new Pipeline()
.setStages(Array(labelIndexer, featureIndexer, gbt, labelConverter))

// Train model. This also runs the indexers.
val model = pipeline.fit(trainingData)

// Make predictions.
val predictions = model.transform(testData)

// Select (prediction, true label) and compute test error.
val evaluator = new MulticlassClassificationEvaluator()
.setLabelCol("indexedLabel")
.setPredictionCol("prediction")
.setMetricName("accuracy")
val accuracy = evaluator.evaluate(predictions)
println("Test Error = " + (1.0 - accuracy))

val gbtModel = model.stages(2).asInstanceOf[GBTClassificationModel]
println("Learned classification GBT model:\n" + gbtModel.toDebugString)
  • Result
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    Test Error = 0.0714285714285714
Learned classification GBT model:
GBTClassificationModel (uid=gbtc_72086dba9af5) with 10 trees
Tree 0 (weight 1.0):
If (feature 406 <= 9.5)
Predict: 1.0
Else (feature 406 > 9.5)
Predict: -1.0
Tree 1 (weight 0.1):
If (feature 406 <= 9.5)
If (feature 209 <= 241.5)
If (feature 154 <= 55.0)
Predict: 0.4768116880884702
Else (feature 154 > 55.0)
Predict: 0.4768116880884703
Else (feature 209 > 241.5)
Predict: 0.47681168808847035
Else (feature 406 > 9.5)
If (feature 461 <= 143.5)
Predict: -0.47681168808847024
Else (feature 461 > 143.5)
Predict: -0.47681168808847035
Tree 2 (weight 0.1):
If (feature 406 <= 9.5)
If (feature 657 <= 116.5)
If (feature 154 <= 9.5)
Predict: 0.4381935810427206
Else (feature 154 > 9.5)
Predict: 0.43819358104272066
Else (feature 657 > 116.5)
Predict: 0.43819358104272066
Else (feature 406 > 9.5)
If (feature 322 <= 16.0)
Predict: -0.4381935810427206
Else (feature 322 > 16.0)
Predict: -0.4381935810427206
Tree 3 (weight 0.1):
If (feature 406 <= 9.5)
If (feature 598 <= 166.5)
If (feature 180 <= 3.0)
Predict: 0.4051496802845983
Else (feature 180 > 3.0)
Predict: 0.4051496802845984
Else (feature 598 > 166.5)
Predict: 0.4051496802845983
Else (feature 406 > 9.5)
Predict: -0.4051496802845983
Tree 4 (weight 0.1):
If (feature 406 <= 9.5)
If (feature 537 <= 47.5)
If (feature 606 <= 7.0)
Predict: 0.3765841318352991
Else (feature 606 > 7.0)
Predict: 0.37658413183529926
Else (feature 537 > 47.5)
Predict: 0.3765841318352994
Else (feature 406 > 9.5)
If (feature 124 <= 35.5)
If (feature 376 <= 1.0)
If (feature 516 <= 26.5)
If (feature 266 <= 50.5)
Predict: -0.3765841318352991
Else (feature 266 > 50.5)
Predict: -0.37658413183529915
Else (feature 516 > 26.5)
Predict: -0.3765841318352992
Else (feature 376 > 1.0)
Predict: -0.3765841318352994
Else (feature 124 > 35.5)
Predict: -0.3765841318352994
Tree 5 (weight 0.1):
If (feature 406 <= 9.5)
If (feature 570 <= 3.5)
Predict: 0.35166478958101005
Else (feature 570 > 3.5)
Predict: 0.35166478958101
Else (feature 406 > 9.5)
If (feature 266 <= 14.0)
If (feature 267 <= 12.5)
Predict: -0.35166478958101005
Else (feature 267 > 12.5)
If (feature 267 <= 36.0)
Predict: -0.35166478958101005
Else (feature 267 > 36.0)
Predict: -0.3516647895810101
Else (feature 266 > 14.0)
Predict: -0.35166478958101005
Tree 6 (weight 0.1):
If (feature 406 <= 9.5)
If (feature 207 <= 7.5)
Predict: 0.32974984655529926
Else (feature 207 > 7.5)
Predict: 0.3297498465552993
Else (feature 406 > 9.5)
If (feature 490 <= 185.0)
Predict: -0.32974984655529926
Else (feature 490 > 185.0)
Predict: -0.3297498465552993
Tree 7 (weight 0.1):
If (feature 406 <= 9.5)
If (feature 568 <= 22.0)
Predict: 0.3103372455197956
Else (feature 568 > 22.0)
Predict: 0.31033724551979563
Else (feature 406 > 9.5)
If (feature 379 <= 133.5)
If (feature 237 <= 250.5)
Predict: -0.3103372455197956
Else (feature 237 > 250.5)
Predict: -0.3103372455197957
Else (feature 379 > 133.5)
If (feature 433 <= 183.5)
If (feature 516 <= 9.0)
Predict: -0.3103372455197956
Else (feature 516 > 9.0)
Predict: -0.3103372455197957
Else (feature 433 > 183.5)
Predict: -0.3103372455197957
Tree 8 (weight 0.1):
If (feature 406 <= 9.5)
If (feature 184 <= 19.0)
Predict: 0.2930291649125433
Else (feature 184 > 19.0)
If (feature 155 <= 147.0)
If (feature 180 <= 3.0)
Predict: 0.2930291649125433
Else (feature 180 > 3.0)
Predict: 0.2930291649125433
Else (feature 155 > 147.0)
Predict: 0.2930291649125434
Else (feature 406 > 9.5)
If (feature 379 <= 133.5)
Predict: -0.2930291649125433
Else (feature 379 > 133.5)
If (feature 433 <= 52.5)
Predict: -0.2930291649125433
Else (feature 433 > 52.5)
If (feature 462 <= 143.5)
Predict: -0.2930291649125433
Else (feature 462 > 143.5)
Predict: -0.2930291649125434
Tree 9 (weight 0.1):
If (feature 406 <= 9.5)
If (feature 183 <= 3.0)
Predict: 0.27750666438358246
Else (feature 183 > 3.0)
If (feature 183 <= 19.5)
Predict: 0.27750666438358246
Else (feature 183 > 19.5)
Predict: 0.2775066643835825
Else (feature 406 > 9.5)
If (feature 239 <= 50.5)
If (feature 435 <= 102.0)
Predict: -0.27750666438358246
Else (feature 435 > 102.0)
Predict: -0.2775066643835825
Else (feature 239 > 50.5)
Predict: -0.27750666438358257

ML Regression API

  • Function description

    Output the GBDT regression model after you input sample data in dataset format and call the training API.

  • Input and output
    1. Package name: package org.apache.spark.ml.classification
    2. Class name: GBTRegressor
    3. Method name: fit
    4. Input: training sample data (Dataset[_]). The following are mandatory fields.

      Parameter

      Value Type

      Default Value

      Description

      labelCol

      Double

      label

      Predicted label

      featuresCol

      Vector

      features

      Feature label
    5. Input: the model parameters of the fit API paramMap, paramMaps, firstParamPair, otherParamPairs, which are described as follows:

      Parameter

      Value Type

      Example

      Description

      paramMap

      ParamMap

      ParamMap(A.c -> b)

      Assigns the value of b to the parameter c of model A.

      paramMaps

      Array[ParamMap]

      Array[ParamMap](n)

      Generates n parameter lists for the ParamMap model.

      firstParamPair

      ParamPair

      ParamPair(A.c, b)

      Assigns the value of b to the parameter c of model A.

      otherParamPairs

      ParamPair

      ParamPair(A.e, f)

      Assigns the value of f to the parameter e of model A.
    6. Parameters optimized based on native algorithms
      def setCheckpointInterval(value: Int): GBTRegressor.this.type
def setFeatureSubsetStrategy(value: String): GBTRegressor.this.type
def setFeaturesCol(value: String): GBTRegressor
def setImpurity(value: String): GBTRegressor.this.type
def setLabelCol(value: String): GBTRegressor
def setLossType(value: String): GBTRegressor.this.type
def setMaxBins(value: Int): GBTRegressor.this.type
def setMaxDepth(value: Int): GBTRegressor.this.type
def setMaxIter(value: Int): GBTRegressor.this.type
def setMinInfoGain(value: Double): GBTRegressor.this.type
def setMinInstancesPerNode(value: Int): GBTRegressor.this.type
def setPredictionCol(value: String): GBTRegressor
def setSeed(value: Long): GBTRegressor.this.type
def setStepSize(value: Double): GBTRegressor.this.type
def setSubsamplingRate(value: Double): GBTRegressor.this.type

      An example is provided as follows:

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      import org.apache.spark.ml.param.{ParamMap, ParamPair}

val gbdt = new GBTRegressor() // Define the regression model.

// Define the def fit(dataset: Dataset[_], paramMap: ParamMap) API parameter.
val paramMap = ParamMap(gbdt.maxDepth -> maxDepth)
.put(gbdt.maxIter, maxIter)

// Define the def fit(dataset: Dataset[_], paramMaps: Array[ParamMap]): API parameter.
val paramMaps: Array[ParamMap] = new Array[ParamMap](2)
for (i <- 0 to  2) {
paramMaps(i) = ParamMap(gbdt.maxDepth -> maxDepth)
.put(gbdt.maxIter, maxIter)
}//Assign a value to paramMaps.

// Define the def fit(dataset: Dataset[_], firstParamPair: ParamPair[_], otherParamPairs: ParamPair[_]*) API parameter.
val maxDepthParamPair = ParamPair(gbdt.maxDepth, maxDepth)
val maxIterParamPair = ParamPair(gbdt.maxIter, maxIter)
val maxBinsParamPair = ParamPair(gbdt.maxBins, maxBins)

// Call the fit APIs.
model = gbdt.fit(trainingData)  // Return GBTRegressionModel.
model = gbdt.fit(trainingData, paramMap)  // Return GBTRegressionModel.
models = gbdt.fit(trainingData, paramMaps) // Return Seq[GBTRegressionModel].
model = gbdt.fit(trainingData, maxDepthParamPair, maxIterParamPair, maxBinsParamPair) // Return GBTRegressionModel.
    7. Output: GBDT regression model (GBTRegressionModel or Seq[GBTRegressionModel]). The following table lists the field output in model prediction.

      Parameter

      Value Type

      Default Value

      Description

      predictionCol

      Double

      prediction

      Predicted label
  • Example
    fit(dataset: Dataset[_]): GBTRegressionModel example:
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    import org.apache.spark.ml.Pipeline
import org.apache.spark.ml.evaluation.RegressionEvaluator
import org.apache.spark.ml.feature.VectorIndexer
import org.apache.spark.ml.regression.{GBTRegressionModel, GBTRegressor}

// Load and parse the data file, converting it to a DataFrame.
val data = spark.read.format("libsvm").load("data/mllib/sample_libsvm_data.txt")

// Automatically identify categorical features, and index them.
// Set maxCategories so features with > 4 distinct values are treated as continuous.
val featureIndexer = new VectorIndexer()
.setInputCol("features")
.setOutputCol("indexedFeatures")
.setMaxCategories(4)
.fit(data)

// Split the data into training and test sets (30% held out for testing).
val Array(trainingData, testData) = data.randomSplit(Array(0.7, 0.3))

// Train a GBT model.
val gbt = new GBTRegressor()
.setLabelCol("label")
.setFeaturesCol("indexedFeatures")
.setMaxIter(10)

// Chain indexer and GBT in a Pipeline.
val pipeline = new Pipeline()
.setStages(Array(featureIndexer, gbt))

// Train model. This also runs the indexer.
val model = pipeline.fit(trainingData)

// Make predictions.
val predictions = model.transform(testData)

// Select example rows to display.
predictions.select("prediction", "label", "features").show(5)

// Select (prediction, true label) and compute test error.
val evaluator = new RegressionEvaluator()
.setLabelCol("label")
.setPredictionCol("prediction")
.setMetricName("rmse")
val rmse = evaluator.evaluate(predictions)
println("Root Mean Squared Error (RMSE) on test data = " + rmse)

val gbtModel = model.stages(1).asInstanceOf[GBTRegressionModel]
println("Learned regression GBT model:\n" + gbtModel.toDebugString)
  • Result
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    Root Mean Squared Error (RMSE) on test data = 0.0
Learned regression GBT model:
GBTRegressionModel (uid=gbtr_842c8acff963) with 10 trees
Tree 0 (weight 1.0):
If (feature 434 <= 70.5)
If (feature 99 in {0.0,3.0})
Predict: 0.0
Else (feature 99 not in {0.0,3.0})
Predict: 1.0
Else (feature 434 > 70.5)
Predict: 1.0
Tree 1 (weight 0.1):
Predict: 0.0
Tree 2 (weight 0.1):
Predict: 0.0
Tree 3 (weight 0.1):
Predict: 0.0
Tree 4 (weight 0.1):
Predict: 0.0
Tree 5 (weight 0.1):
Predict: 0.0
Tree 6 (weight 0.1):
Predict: 0.0
Tree 7 (weight 0.1):
Predict: 0.0
Tree 8 (weight 0.1):
Predict: 0.0
Tree 9 (weight 0.1):
Predict: 0.0