Leif Walsh created SPARK-24258:
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Summary: SPIP: Improve PySpark support for ML Matrix and Vector
types
Key: SPARK-24258
URL: https://issues.apache.org/jira/browse/SPARK-24258
Project: Spark
Issue Type: New Feature
Components: ML, PySpark
Affects Versions: 2.3.0
Reporter: Leif Walsh
h1. Background and Motivation:
In Spark ML ({{pyspark.ml.linalg}}), there are four column types you can
construct, {{SparseVector}}, {{DenseVector}}, {{SparseMatrix}}, and
{{DenseMatrix}}. In PySpark, you can construct one of these vectors with
{{VectorAssembler}}, and then you can run python UDFs on these columns, and use
{{toArray()}} to get numpy ndarrays and do things with them. They also have a
small native API where you can compute {{dot()}}, {{norm()}}, and a few other
things with them (I think these are computed in scala, not python, could be
wrong).
For statistical applications, having the ability to manipulate columns of
matrix and vector values (from here on, I will use the term tensor to refer to
arrays of arbitrary dimensionality, matrices are 2-tensors and vectors are
1-tensors) would be powerful. For example, you could use PySpark to reshape
your data in parallel, assemble some matrices from your raw data, and then run
some statistical computation on them using UDFs leveraging python libraries
like statsmodels, numpy, tensorflow, and scikit-learn.
I propose enriching the {{pyspark.ml.linalg}} types in the following ways:
# Expand the set of column operations one can apply to tensor columns beyond
the few functions currently available on these types. Ideally, the API should
aim to be as wide as the numpy ndarray API, but would wrap Breeze operations.
For example, we should provide {{DenseVector.outerProduct()}} so that a user
could write something like {{df.withColumn("XtX",
df["X"].outerProduct(df["X"]))}}.
# Make sure all ser/de mechanisms (including Arrow) understand these types, and
faithfully represent them as natural types in all languages (in scala and java,
Breeze objects, in python, numpy ndarrays rather than the pyspark.ml.linalg
types that wrap them, in SparkR, I'm not sure what, but something natural) when
applying UDFs or collecting with {{toPandas()}}.
# Improve the construction of these types from scalar columns. The
{{VectorAssembler}} API is not very ergonomic. I propose something like
{{df.withColumn("predictors", Vector.of(df["feature1"], df["feature2"],
df["feature3"]))}}.
h1. Target Personas:
Data scientists, machine learning practitioners, machine learning library
developers.
h1. Goals:
This would allow users to do more statistical computation in Spark natively,
and would allow users to apply python statistical computation to data in Spark
using UDFs.
h1. Non-Goals:
I suppose one non-goal is to reimplement something like statsmodels using
Breeze data structures and computation. That could be seen as an effort to
enrich Spark ML itself, but is out of scope of this effort. This effort is
just to make it possible and easy to apply existing python libraries to tensor
values in parallel.
h1. Proposed API Changes:
Add the above APIs to PySpark and the other language bindings. I think the
list is:
# {{pyspark.ml.linalg.Vector.of(*columns)}}
# {{pyspark.ml.linalg.Matrix.of(<not sure what goes here, maybe we don't
provide this>)}}
# For each of the matrix and vector types in {{pyspark.ml.linalg}}, add more
methods like {{outerProduct}}, {{matmul}}, {{kron}}, etc.
https://docs.scipy.org/doc/numpy-1.14.0/reference/routines.linalg.html has a
good list to look at.
Also, change python UDFs so that these tensor types are passed to the python
function not as {Sparse,Dense}{Matrix,Vector} objects that wrap
{{numpy.ndarray}}, but as {{numpy.ndarray}} objects by themselves, and
interpret return values that are {{numpy.ndarray}} objects back into the spark
types.
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