spark 针对决策树进行交叉验证

from pyspark import SparkContext, SQLContext
from pyspark.ml import Pipeline
from pyspark.ml.classification import DecisionTreeClassifier
from pyspark.ml.feature import StringIndexer, VectorIndexer
from pyspark.ml.evaluation import MulticlassClassificationEvaluator

# Load the data stored in LIBSVM format as a DataFrame.
data = sqlContext.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.
labelIndexer = StringIndexer(inputCol="label", outputCol="indexedLabel").fit(data)
# Automatically identify categorical features, and index them.
# We specify maxCategories so features with > 4 distinct values are treated as continuous.
featureIndexer =\
    VectorIndexer(inputCol="features", outputCol="indexedFeatures", maxCategories=4).fit(data)

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

# Train a DecisionTree model.
dt = DecisionTreeClassifier(labelCol="indexedLabel", featuresCol="indexedFeatures")

# Chain indexers and tree in a Pipeline
pipeline = Pipeline(stages=[labelIndexer, featureIndexer, dt])

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

# Make predictions.
predictions = model.transform(testData)

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

# Select (prediction, true label) and compute test error
evaluator = MulticlassClassificationEvaluator(
    labelCol="indexedLabel", predictionCol="prediction", metricName="precision")
accuracy = evaluator.evaluate(predictions)
print("Test Error = %g " % (1.0 - accuracy))

treeModel = model.stages[2]
# summary only
print(treeModel)

#############################

from pyspark.ml.tuning import ParamGridBuilder, CrossValidator

# Create ParamGrid for Cross Validation
paramGrid = (ParamGridBuilder()
             .addGrid(lr.regParam, [0.01, 0.5, 2.0])
             .addGrid(lr.elasticNetParam, [0.0, 0.5, 1.0])
             .addGrid(lr.maxIter, [1, 5, 10])
             .build())
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# Create 5-fold CrossValidator
cv = CrossValidator(estimator=lr, estimatorParamMaps=paramGrid, evaluator=evaluator, numFolds=5)

# Run cross validations
cvModel = cv.fit(trainingData)
# this will likely take a fair amount of time because of the amount of models that we're creating and testing

# Use test set here so we can measure the accuracy of our model on new data
predictions = cvModel.transform(testData)

# cvModel uses the best model found from the Cross Validation
# Evaluate best model
evaluator.evaluate(predictions)

#We can also access the model’s feature weights and intercepts easily

print 'Model Intercept: ', cvModel.bestModel.intercept

ML provides CrossValidator class which can be used to perform cross-validation and parameter search. Assuming your data is already preprocessed you can add cross-validation as follows:

import org.apache.spark.ml.Pipeline
import org.apache.spark.ml.tuning.{ParamGridBuilder, CrossValidator}
import org.apache.spark.ml.classification.RandomForestClassifier
import org.apache.spark.ml.evaluation.MulticlassClassificationEvaluator

// [label: double, features: vector]
trainingData org.apache.spark.sql.DataFrame = ???
val nFolds: Int = ???
val NumTrees: Int = ???
val metric: String = ???

val rf = new RandomForestClassifier()
  .setLabelCol("label")
  .setFeaturesCol("features")
  .setNumTrees(NumTrees)

val pipeline = new Pipeline().setStages(Array(rf)) 

val paramGrid = new ParamGridBuilder().build() // No parameter search

val evaluator = new MulticlassClassificationEvaluator()
  .setLabelCol("label")
  .setPredictionCol("prediction")
  // "f1" (default), "weightedPrecision", "weightedRecall", "accuracy"
  .setMetricName(metric) 

val cv = new CrossValidator()
  // ml.Pipeline with ml.classification.RandomForestClassifier
  .setEstimator(pipeline)
  // ml.evaluation.MulticlassClassificationEvaluator
  .setEvaluator(evaluator)
  .setEstimatorParamMaps(paramGrid)
  .setNumFolds(nFolds)

val model = cv.fit(trainingData) // trainingData: DataFrame
Using PySpark:

from pyspark.ml import Pipeline
from pyspark.ml.classification import RandomForestClassifier
from pyspark.ml.tuning import CrossValidator, ParamGridBuilder
from pyspark.ml.evaluation import MulticlassClassificationEvaluator

trainingData = ... # DataFrame[label: double, features: vector]
numFolds = ... # Integer

rf = RandomForestClassifier(labelCol="label", featuresCol="features")
evaluator = MulticlassClassificationEvaluator() # + other params as in Scala    

pipeline = Pipeline(stages=[rf])

crossval = CrossValidator(
    estimator=pipeline,
    estimatorParamMaps=paramGrid,
    evaluator=evaluator,
    numFolds=numFolds)

model = crossval.fit(trainingData)