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https://issues.apache.org/jira/browse/MADLIB-1517?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=17818110#comment-17818110
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Nikhil Kak commented on MADLIB-1517:
------------------------------------
PR: [https://github.com/apache/madlib/pull/613]
> Do not include intercept as predictor for regression models
> -----------------------------------------------------------
>
> Key: MADLIB-1517
> URL: https://issues.apache.org/jira/browse/MADLIB-1517
> Project: Apache MADlib
> Issue Type: Bug
> Components: Module: Utilities
> Reporter: Ekta Khanna
> Priority: Major
> Fix For: v2.2.0
>
>
> Our regression models include the intercept as a predictor in the exported
> pmml file which isn't ideal when using this pmml file for predictions
> h1. Reproduction Steps
> Create glm model and generate pmml
> {code:java}
> CREATE TABLE warpbreaks(
> id serial,
> breaks integer,
> wool char(1),
> tension char(1)
> );
> INSERT INTO warpbreaks(breaks, wool, tension) VALUES
> (26, 'A', 'L'),
> (30, 'A', 'L'),
> (54, 'A', 'L'),
> (25, 'A', 'L'),
> (70, 'A', 'L'),
> (52, 'A', 'L'),
> (51, 'A', 'L'),
> (26, 'A', 'L'),
> (67, 'A', 'L'),
> (18, 'A', 'M'),
> (21, 'A', 'M'),
> (29, 'A', 'M'),
> (17, 'A', 'M'),
> (12, 'A', 'M'),
> (18, 'A', 'M'),
> (35, 'A', 'M'),
> (30, 'A', 'M'),
> (36, 'A', 'M'),
> (36, 'A', 'H'),
> (21, 'A', 'H'),
> (24, 'A', 'H'),
> (18, 'A', 'H'),
> (10, 'A', 'H'),
> (43, 'A', 'H'),
> (28, 'A', 'H'),
> (15, 'A', 'H'),
> (26, 'A', 'H'),
> (27, 'B', 'L'),
> (14, 'B', 'L'),
> (29, 'B', 'L'),
> (19, 'B', 'L'),
> (29, 'B', 'L'),
> (31, 'B', 'L'),
> (41, 'B', 'L'),
> (20, 'B', 'L'),
> (44, 'B', 'L'),
> (42, 'B', 'M'),
> (26, 'B', 'M'),
> (19, 'B', 'M'),
> (16, 'B', 'M'),
> (39, 'B', 'M'),
> (28, 'B', 'M'),
> (21, 'B', 'M'),
> (39, 'B', 'M'),
> (29, 'B', 'M'),
> (20, 'B', 'H'),
> (21, 'B', 'H'),
> (24, 'B', 'H'),
> (17, 'B', 'H'),
> (13, 'B', 'H'),
> (15, 'B', 'H'),
> (15, 'B', 'H'),
> (16, 'B', 'H'),
> (28, 'B', 'H');
> SELECT create_indicator_variables('warpbreaks', 'warpbreaks_dummy',
> 'wool,tension');
> DROP TABLE IF EXISTS glm_model, glm_model_summary;
> SELECT glm('warpbreaks_dummy',
> 'glm_model',
> 'breaks',
> 'ARRAY[1.0,"wool_B","tension_M", "tension_H"]',
> 'family=poisson, link=log');
> COPY (SELECT madlib.pmml('glm_model')) TO '/tmp/glm.pmml';
> SELECT madlib.glm_predict(coef, ARRAY[1, 0, 1, 0]::float8[], 'log') FROM
> glm_model;
> glm_predict
> --------------------
> 29.097222222222218
> SELECT madlib.glm_predict(coef, ARRAY[1, 0, 0, 0]::float8[], 'log') FROM
> glm_model;
> glm_predict
> --------------------
> 40.123538011695906
> {code}
> Use pypmml to predict the data using the generated pmml:
> {code:java}
> from pypmml import Model
> model = Model.fromFile('/tmp/glm.pmml')
> data = [{ "wool_B": 0, "tension_M": 0, "tension_H": 0},
> { "wool_B": 0, "tension_M": 1, "tension_H": 0},
> ]
> for d in data:
> result = model.predict(d)
> print(d)
> print(result)
> {'wool_B': 0, 'tension_M': 0, 'tension_H': 0}
> {'predicted_breaks_pmml_prediction': nan}
> {'wool_B': 0, 'tension_M': 1, 'tension_H': 0}
> {'predicted_breaks_pmml_prediction': nan}
> {code}
> Obviously the nan results are wrong. To make it work with the existing pmml
> file, we need to modify the input a bit.
> {code:java}
> from pypmml import Model
> model = Model.fromFile('/tmp/glm.pmml')
> data = [{ "1.0": 1, "wool_B": 0, "tension_M": 0, "tension_H": 0},
> { "1.0": 1, "wool_B": 0, "tension_M": 1, "tension_H": 0}
> ]
> for d in data:
> result = model.predict(d)
> print(d)
> print(result)
> {'1.0': 1, 'wool_B': 0, 'tension_M': 0, 'tension_H': 0}
> {'predicted_breaks_pmml_prediction': 40.123538011695906}
> {'1.0': 1, 'wool_B': 0, 'tension_M': 1, 'tension_H': 0}
> {'predicted_breaks_pmml_prediction': 29.097222222222218}
> {code}
> Now these values match the madlib glm_predict output
> h1. Goal
> The goal of this story is to fix the pmml code so that we don't need to
> awkwardly pass the intercept as "'1.0':1" before the beginning of each data
> row. Note the the name "1.0" is used because that's how it's stored in the
> pmml file
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