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Linear Regression

Setting Up Linear Regression
Note: Make sure you have your training and test data already vectorized and ready to go before you begin trying to fit the machine learning model to unprepped data.
Load in required libraries
from pyspark.ml.regression import LinearRegression
from pyspark.ml.tuning import ParamGridBuilder, CrossValidator
from pyspark.ml.evaluation import RegressionEvaluator
Initialize Linear Regression object
lr = LinearRegression(labelCol="label", featuresCol="features")
Create a parameter grid for tuning the model
lrparamGrid = (ParamGridBuilder()
             .addGrid(lr.regParam, [0.001, 0.01, 0.1, 0.5, 1.0, 2.0])
             #  .addGrid(lr.regParam, [0.01, 0.1, 0.5])
             .addGrid(lr.elasticNetParam, [0.0, 0.25, 0.5, 0.75, 1.0])
             #  .addGrid(lr.elasticNetParam, [0.0, 0.5, 1.0])
             .addGrid(lr.maxIter, [1, 5, 10, 20, 50])
             #  .addGrid(lr.maxIter, [1, 5, 10])
             .build())
Define how you want the model to be evaluated
lrevaluator = RegressionEvaluator(predictionCol="prediction", labelCol="label", metricName="rmse")
Define the type of cross-validation you want to perform
# Create 5-fold CrossValidator
lrcv = CrossValidator(estimator = lr,
                    estimatorParamMaps = lrparamGrid,
                    evaluator = lrevaluator,
                    numFolds = 5)
Fit the model to the data
lrcvModel = lrcv.fit(train)
print(lrcvModel)
Get model information
lrcvSummary = lrcvModel.bestModel.summary
print("Coefficient Standard Errors: " + str(lrcvSummary.coefficientStandardErrors))
print("P Values: " + str(lrcvSummary.pValues)) # Last element is the intercept
Score the testing dataset using your fitted model for evaluation purposes
lrpredictions = lrcvModel.transform(test)
Evaluate the model
print('RMSE:', lrevaluator.evaluate(lrpredictions))
Note: When you use the CrossValidator function to set up cross-validation of your models, the resulting model object will have all the runs included, but will only use the best model when you interact with the model object using other functions like evaluate or transform.

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Last modified 4yr ago