snowpark-connect 0.20.2__py3-none-any.whl

snowflake/snowpark_connect/includes/python/pyspark/mllib/evaluation.py

@@ -0,0 +1,691 @@
+#
+# Licensed to the Apache Software Foundation (ASF) under one or more
+# contributor license agreements.  See the NOTICE file distributed with
+# this work for additional information regarding copyright ownership.
+# The ASF licenses this file to You under the Apache License, Version 2.0
+# (the "License"); you may not use this file except in compliance with
+# the License.  You may obtain a copy of the License at
+#
+#    http://www.apache.org/licenses/LICENSE-2.0
+#
+# Unless required by applicable law or agreed to in writing, software
+# distributed under the License is distributed on an "AS IS" BASIS,
+# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+# See the License for the specific language governing permissions and
+# limitations under the License.
+#
+
+from typing import Generic, List, Optional, Tuple, TypeVar, Union
+
+import sys
+
+from pyspark import since
+from pyspark.rdd import RDD
+from pyspark.mllib.common import JavaModelWrapper, callMLlibFunc
+from pyspark.mllib.linalg import Matrix
+from pyspark.sql import SQLContext
+from pyspark.sql.types import ArrayType, DoubleType, StructField, StructType
+
+__all__ = [
+    "BinaryClassificationMetrics",
+    "RegressionMetrics",
+    "MulticlassMetrics",
+    "RankingMetrics",
+]
+
+T = TypeVar("T")
+
+
+class BinaryClassificationMetrics(JavaModelWrapper):
+    """
+    Evaluator for binary classification.
+
+    .. versionadded:: 1.4.0
+
+    Parameters
+    ----------
+    scoreAndLabels : :py:class:`pyspark.RDD`
+        an RDD of score, label and optional weight.
+
+    Examples
+    --------
+    >>> scoreAndLabels = sc.parallelize([
+    ...     (0.1, 0.0), (0.1, 1.0), (0.4, 0.0), (0.6, 0.0), (0.6, 1.0), (0.6, 1.0), (0.8, 1.0)], 2)
+    >>> metrics = BinaryClassificationMetrics(scoreAndLabels)
+    >>> metrics.areaUnderROC
+    0.70...
+    >>> metrics.areaUnderPR
+    0.83...
+    >>> metrics.unpersist()
+    >>> scoreAndLabelsWithOptWeight = sc.parallelize([
+    ...     (0.1, 0.0, 1.0), (0.1, 1.0, 0.4), (0.4, 0.0, 0.2), (0.6, 0.0, 0.6), (0.6, 1.0, 0.9),
+    ...     (0.6, 1.0, 0.5), (0.8, 1.0, 0.7)], 2)
+    >>> metrics = BinaryClassificationMetrics(scoreAndLabelsWithOptWeight)
+    >>> metrics.areaUnderROC
+    0.79...
+    >>> metrics.areaUnderPR
+    0.88...
+    """
+
+    def __init__(self, scoreAndLabels: RDD[Tuple[float, float]]):
+        sc = scoreAndLabels.ctx
+        sql_ctx = SQLContext.getOrCreate(sc)
+        numCol = len(scoreAndLabels.first())
+        schema = StructType(
+            [
+                StructField("score", DoubleType(), nullable=False),
+                StructField("label", DoubleType(), nullable=False),
+            ]
+        )
+        if numCol == 3:
+            schema.add("weight", DoubleType(), False)
+        df = sql_ctx.createDataFrame(scoreAndLabels, schema=schema)
+        assert sc._jvm is not None
+        java_class = sc._jvm.org.apache.spark.mllib.evaluation.BinaryClassificationMetrics
+        java_model = java_class(df._jdf)
+        super(BinaryClassificationMetrics, self).__init__(java_model)
+
+    @property
+    @since("1.4.0")
+    def areaUnderROC(self) -> float:
+        """
+        Computes the area under the receiver operating characteristic
+        (ROC) curve.
+        """
+        return self.call("areaUnderROC")
+
+    @property
+    @since("1.4.0")
+    def areaUnderPR(self) -> float:
+        """
+        Computes the area under the precision-recall curve.
+        """
+        return self.call("areaUnderPR")
+
+    @since("1.4.0")
+    def unpersist(self) -> None:
+        """
+        Unpersists intermediate RDDs used in the computation.
+        """
+        self.call("unpersist")
+
+
+class RegressionMetrics(JavaModelWrapper):
+    """
+    Evaluator for regression.
+
+    .. versionadded:: 1.4.0
+
+    Parameters
+    ----------
+    predictionAndObservations : :py:class:`pyspark.RDD`
+        an RDD of prediction, observation and optional weight.
+
+    Examples
+    --------
+    >>> predictionAndObservations = sc.parallelize([
+    ...     (2.5, 3.0), (0.0, -0.5), (2.0, 2.0), (8.0, 7.0)])
+    >>> metrics = RegressionMetrics(predictionAndObservations)
+    >>> metrics.explainedVariance
+    8.859...
+    >>> metrics.meanAbsoluteError
+    0.5...
+    >>> metrics.meanSquaredError
+    0.37...
+    >>> metrics.rootMeanSquaredError
+    0.61...
+    >>> metrics.r2
+    0.94...
+    >>> predictionAndObservationsWithOptWeight = sc.parallelize([
+    ...     (2.5, 3.0, 0.5), (0.0, -0.5, 1.0), (2.0, 2.0, 0.3), (8.0, 7.0, 0.9)])
+    >>> metrics = RegressionMetrics(predictionAndObservationsWithOptWeight)
+    >>> metrics.rootMeanSquaredError
+    0.68...
+    """
+
+    def __init__(self, predictionAndObservations: RDD[Tuple[float, float]]):
+        sc = predictionAndObservations.ctx
+        sql_ctx = SQLContext.getOrCreate(sc)
+        numCol = len(predictionAndObservations.first())
+        schema = StructType(
+            [
+                StructField("prediction", DoubleType(), nullable=False),
+                StructField("observation", DoubleType(), nullable=False),
+            ]
+        )
+        if numCol == 3:
+            schema.add("weight", DoubleType(), False)
+        df = sql_ctx.createDataFrame(predictionAndObservations, schema=schema)
+        assert sc._jvm is not None
+        java_class = sc._jvm.org.apache.spark.mllib.evaluation.RegressionMetrics
+        java_model = java_class(df._jdf)
+        super(RegressionMetrics, self).__init__(java_model)
+
+    @property
+    @since("1.4.0")
+    def explainedVariance(self) -> float:
+        r"""
+        Returns the explained variance regression score.
+        explainedVariance = :math:`1 - \frac{variance(y - \hat{y})}{variance(y)}`
+        """
+        return self.call("explainedVariance")
+
+    @property
+    @since("1.4.0")
+    def meanAbsoluteError(self) -> float:
+        """
+        Returns the mean absolute error, which is a risk function corresponding to the
+        expected value of the absolute error loss or l1-norm loss.
+        """
+        return self.call("meanAbsoluteError")
+
+    @property
+    @since("1.4.0")
+    def meanSquaredError(self) -> float:
+        """
+        Returns the mean squared error, which is a risk function corresponding to the
+        expected value of the squared error loss or quadratic loss.
+        """
+        return self.call("meanSquaredError")
+
+    @property
+    @since("1.4.0")
+    def rootMeanSquaredError(self) -> float:
+        """
+        Returns the root mean squared error, which is defined as the square root of
+        the mean squared error.
+        """
+        return self.call("rootMeanSquaredError")
+
+    @property
+    @since("1.4.0")
+    def r2(self) -> float:
+        """
+        Returns R^2^, the coefficient of determination.
+        """
+        return self.call("r2")
+
+
+class MulticlassMetrics(JavaModelWrapper):
+    """
+    Evaluator for multiclass classification.
+
+    .. versionadded:: 1.4.0
+
+    Parameters
+    ----------
+    predictionAndLabels : :py:class:`pyspark.RDD`
+        an RDD of prediction, label, optional weight and optional probability.
+
+    Examples
+    --------
+    >>> predictionAndLabels = sc.parallelize([(0.0, 0.0), (0.0, 1.0), (0.0, 0.0),
+    ...     (1.0, 0.0), (1.0, 1.0), (1.0, 1.0), (1.0, 1.0), (2.0, 2.0), (2.0, 0.0)])
+    >>> metrics = MulticlassMetrics(predictionAndLabels)
+    >>> metrics.confusionMatrix().toArray()
+    array([[ 2.,  1.,  1.],
+           [ 1.,  3.,  0.],
+           [ 0.,  0.,  1.]])
+    >>> metrics.falsePositiveRate(0.0)
+    0.2...
+    >>> metrics.precision(1.0)
+    0.75...
+    >>> metrics.recall(2.0)
+    1.0...
+    >>> metrics.fMeasure(0.0, 2.0)
+    0.52...
+    >>> metrics.accuracy
+    0.66...
+    >>> metrics.weightedFalsePositiveRate
+    0.19...
+    >>> metrics.weightedPrecision
+    0.68...
+    >>> metrics.weightedRecall
+    0.66...
+    >>> metrics.weightedFMeasure()
+    0.66...
+    >>> metrics.weightedFMeasure(2.0)
+    0.65...
+    >>> predAndLabelsWithOptWeight = sc.parallelize([(0.0, 0.0, 1.0), (0.0, 1.0, 1.0),
+    ...      (0.0, 0.0, 1.0), (1.0, 0.0, 1.0), (1.0, 1.0, 1.0), (1.0, 1.0, 1.0), (1.0, 1.0, 1.0),
+    ...      (2.0, 2.0, 1.0), (2.0, 0.0, 1.0)])
+    >>> metrics = MulticlassMetrics(predAndLabelsWithOptWeight)
+    >>> metrics.confusionMatrix().toArray()
+    array([[ 2.,  1.,  1.],
+           [ 1.,  3.,  0.],
+           [ 0.,  0.,  1.]])
+    >>> metrics.falsePositiveRate(0.0)
+    0.2...
+    >>> metrics.precision(1.0)
+    0.75...
+    >>> metrics.recall(2.0)
+    1.0...
+    >>> metrics.fMeasure(0.0, 2.0)
+    0.52...
+    >>> metrics.accuracy
+    0.66...
+    >>> metrics.weightedFalsePositiveRate
+    0.19...
+    >>> metrics.weightedPrecision
+    0.68...
+    >>> metrics.weightedRecall
+    0.66...
+    >>> metrics.weightedFMeasure()
+    0.66...
+    >>> metrics.weightedFMeasure(2.0)
+    0.65...
+    >>> predictionAndLabelsWithProbabilities = sc.parallelize([
+    ...      (1.0, 1.0, 1.0, [0.1, 0.8, 0.1]), (0.0, 2.0, 1.0, [0.9, 0.05, 0.05]),
+    ...      (0.0, 0.0, 1.0, [0.8, 0.2, 0.0]), (1.0, 1.0, 1.0, [0.3, 0.65, 0.05])])
+    >>> metrics = MulticlassMetrics(predictionAndLabelsWithProbabilities)
+    >>> metrics.logLoss()
+    0.9682...
+    """
+
+    def __init__(self, predictionAndLabels: RDD[Tuple[float, float]]):
+        sc = predictionAndLabels.ctx
+        sql_ctx = SQLContext.getOrCreate(sc)
+        numCol = len(predictionAndLabels.first())
+        schema = StructType(
+            [
+                StructField("prediction", DoubleType(), nullable=False),
+                StructField("label", DoubleType(), nullable=False),
+            ]
+        )
+        if numCol >= 3:
+            schema.add("weight", DoubleType(), False)
+        if numCol == 4:
+            schema.add("probability", ArrayType(DoubleType(), False), False)
+        df = sql_ctx.createDataFrame(predictionAndLabels, schema)
+        assert sc._jvm is not None
+        java_class = sc._jvm.org.apache.spark.mllib.evaluation.MulticlassMetrics
+        java_model = java_class(df._jdf)
+        super(MulticlassMetrics, self).__init__(java_model)
+
+    @since("1.4.0")
+    def confusionMatrix(self) -> Matrix:
+        """
+        Returns confusion matrix: predicted classes are in columns,
+        they are ordered by class label ascending, as in "labels".
+        """
+        return self.call("confusionMatrix")
+
+    @since("1.4.0")
+    def truePositiveRate(self, label: float) -> float:
+        """
+        Returns true positive rate for a given label (category).
+        """
+        return self.call("truePositiveRate", label)
+
+    @since("1.4.0")
+    def falsePositiveRate(self, label: float) -> float:
+        """
+        Returns false positive rate for a given label (category).
+        """
+        return self.call("falsePositiveRate", label)
+
+    @since("1.4.0")
+    def precision(self, label: float) -> float:
+        """
+        Returns precision.
+        """
+        return self.call("precision", float(label))
+
+    @since("1.4.0")
+    def recall(self, label: float) -> float:
+        """
+        Returns recall.
+        """
+        return self.call("recall", float(label))
+
+    @since("1.4.0")
+    def fMeasure(self, label: float, beta: Optional[float] = None) -> float:
+        """
+        Returns f-measure.
+        """
+        if beta is None:
+            return self.call("fMeasure", label)
+        else:
+            return self.call("fMeasure", label, beta)
+
+    @property
+    @since("2.0.0")
+    def accuracy(self) -> float:
+        """
+        Returns accuracy (equals to the total number of correctly classified instances
+        out of the total number of instances).
+        """
+        return self.call("accuracy")
+
+    @property
+    @since("1.4.0")
+    def weightedTruePositiveRate(self) -> float:
+        """
+        Returns weighted true positive rate.
+        (equals to precision, recall and f-measure)
+        """
+        return self.call("weightedTruePositiveRate")
+
+    @property
+    @since("1.4.0")
+    def weightedFalsePositiveRate(self) -> float:
+        """
+        Returns weighted false positive rate.
+        """
+        return self.call("weightedFalsePositiveRate")
+
+    @property
+    @since("1.4.0")
+    def weightedRecall(self) -> float:
+        """
+        Returns weighted averaged recall.
+        (equals to precision, recall and f-measure)
+        """
+        return self.call("weightedRecall")
+
+    @property
+    @since("1.4.0")
+    def weightedPrecision(self) -> float:
+        """
+        Returns weighted averaged precision.
+        """
+        return self.call("weightedPrecision")
+
+    @since("1.4.0")
+    def weightedFMeasure(self, beta: Optional[float] = None) -> float:
+        """
+        Returns weighted averaged f-measure.
+        """
+        if beta is None:
+            return self.call("weightedFMeasure")
+        else:
+            return self.call("weightedFMeasure", beta)
+
+    @since("3.0.0")
+    def logLoss(self, eps: float = 1e-15) -> float:
+        """
+        Returns weighted logLoss.
+        """
+        return self.call("logLoss", eps)
+
+
+class RankingMetrics(JavaModelWrapper, Generic[T]):
+    """
+    Evaluator for ranking algorithms.
+
+    .. versionadded:: 1.4.0
+
+    Parameters
+    ----------
+    predictionAndLabels : :py:class:`pyspark.RDD`
+        an RDD of (predicted ranking, ground truth set) pairs
+        or (predicted ranking, ground truth set,
+        relevance value of ground truth set).
+        Since 3.4.0, it supports ndcg evaluation with relevance value.
+
+    Examples
+    --------
+    >>> predictionAndLabels = sc.parallelize([
+    ...     ([1, 6, 2, 7, 8, 3, 9, 10, 4, 5], [1, 2, 3, 4, 5]),
+    ...     ([4, 1, 5, 6, 2, 7, 3, 8, 9, 10], [1, 2, 3]),
+    ...     ([1, 2, 3, 4, 5], [])])
+    >>> metrics = RankingMetrics(predictionAndLabels)
+    >>> metrics.precisionAt(1)
+    0.33...
+    >>> metrics.precisionAt(5)
+    0.26...
+    >>> metrics.precisionAt(15)
+    0.17...
+    >>> metrics.meanAveragePrecision
+    0.35...
+    >>> metrics.meanAveragePrecisionAt(1)
+    0.3333333333333333...
+    >>> metrics.meanAveragePrecisionAt(2)
+    0.25...
+    >>> metrics.ndcgAt(3)
+    0.33...
+    >>> metrics.ndcgAt(10)
+    0.48...
+    >>> metrics.recallAt(1)
+    0.06...
+    >>> metrics.recallAt(5)
+    0.35...
+    >>> metrics.recallAt(15)
+    0.66...
+    """
+
+    def __init__(
+        self,
+        predictionAndLabels: Union[
+            RDD[Tuple[List[T], List[T]]], RDD[Tuple[List[T], List[T], List[float]]]
+        ],
+    ):
+        sc = predictionAndLabels.ctx
+        sql_ctx = SQLContext.getOrCreate(sc)
+        df = sql_ctx.createDataFrame(
+            predictionAndLabels, schema=sql_ctx._inferSchema(predictionAndLabels)
+        )
+        java_model = callMLlibFunc("newRankingMetrics", df._jdf)
+        super(RankingMetrics, self).__init__(java_model)
+
+    @since("1.4.0")
+    def precisionAt(self, k: int) -> float:
+        """
+        Compute the average precision of all the queries, truncated at ranking position k.
+
+        If for a query, the ranking algorithm returns n (n < k) results, the precision value
+        will be computed as #(relevant items retrieved) / k. This formula also applies when
+        the size of the ground truth set is less than k.
+
+        If a query has an empty ground truth set, zero will be used as precision together
+        with a log warning.
+        """
+        return self.call("precisionAt", int(k))
+
+    @property
+    @since("1.4.0")
+    def meanAveragePrecision(self) -> float:
+        """
+        Returns the mean average precision (MAP) of all the queries.
+        If a query has an empty ground truth set, the average precision will be zero and
+        a log warning is generated.
+        """
+        return self.call("meanAveragePrecision")
+
+    @since("3.0.0")
+    def meanAveragePrecisionAt(self, k: int) -> float:
+        """
+        Returns the mean average precision (MAP) at first k ranking of all the queries.
+        If a query has an empty ground truth set, the average precision will be zero and
+        a log warning is generated.
+        """
+        return self.call("meanAveragePrecisionAt", int(k))
+
+    @since("1.4.0")
+    def ndcgAt(self, k: int) -> float:
+        """
+        Compute the average NDCG value of all the queries, truncated at ranking position k.
+        The discounted cumulative gain at position k is computed as:
+        sum,,i=1,,^k^ (2^{relevance of ''i''th item}^ - 1) / log(i + 1),
+        and the NDCG is obtained by dividing the DCG value on the ground truth set.
+        In the current implementation, the relevance value is binary.
+        If a query has an empty ground truth set, zero will be used as NDCG together with
+        a log warning.
+        """
+        return self.call("ndcgAt", int(k))
+
+    @since("3.0.0")
+    def recallAt(self, k: int) -> float:
+        """
+        Compute the average recall of all the queries, truncated at ranking position k.
+
+        If for a query, the ranking algorithm returns n results, the recall value
+        will be computed as #(relevant items retrieved) / #(ground truth set).
+        This formula also applies when the size of the ground truth set is less than k.
+
+        If a query has an empty ground truth set, zero will be used as recall together
+        with a log warning.
+        """
+        return self.call("recallAt", int(k))
+
+
+class MultilabelMetrics(JavaModelWrapper):
+    """
+    Evaluator for multilabel classification.
+
+    .. versionadded:: 1.4.0
+
+    Parameters
+    ----------
+    predictionAndLabels : :py:class:`pyspark.RDD`
+        an RDD of (predictions, labels) pairs,
+        both are non-null Arrays, each with unique elements.
+
+    Examples
+    --------
+    >>> predictionAndLabels = sc.parallelize([([0.0, 1.0], [0.0, 2.0]), ([0.0, 2.0], [0.0, 1.0]),
+    ...     ([], [0.0]), ([2.0], [2.0]), ([2.0, 0.0], [2.0, 0.0]),
+    ...     ([0.0, 1.0, 2.0], [0.0, 1.0]), ([1.0], [1.0, 2.0])])
+    >>> metrics = MultilabelMetrics(predictionAndLabels)
+    >>> metrics.precision(0.0)
+    1.0
+    >>> metrics.recall(1.0)
+    0.66...
+    >>> metrics.f1Measure(2.0)
+    0.5
+    >>> metrics.precision()
+    0.66...
+    >>> metrics.recall()
+    0.64...
+    >>> metrics.f1Measure()
+    0.63...
+    >>> metrics.microPrecision
+    0.72...
+    >>> metrics.microRecall
+    0.66...
+    >>> metrics.microF1Measure
+    0.69...
+    >>> metrics.hammingLoss
+    0.33...
+    >>> metrics.subsetAccuracy
+    0.28...
+    >>> metrics.accuracy
+    0.54...
+    """
+
+    def __init__(self, predictionAndLabels: RDD[Tuple[List[float], List[float]]]):
+        sc = predictionAndLabels.ctx
+        sql_ctx = SQLContext.getOrCreate(sc)
+        df = sql_ctx.createDataFrame(
+            predictionAndLabels, schema=sql_ctx._inferSchema(predictionAndLabels)
+        )
+        assert sc._jvm is not None
+        java_class = sc._jvm.org.apache.spark.mllib.evaluation.MultilabelMetrics
+        java_model = java_class(df._jdf)
+        super(MultilabelMetrics, self).__init__(java_model)
+
+    @since("1.4.0")
+    def precision(self, label: Optional[float] = None) -> float:
+        """
+        Returns precision or precision for a given label (category) if specified.
+        """
+        if label is None:
+            return self.call("precision")
+        else:
+            return self.call("precision", float(label))
+
+    @since("1.4.0")
+    def recall(self, label: Optional[float] = None) -> float:
+        """
+        Returns recall or recall for a given label (category) if specified.
+        """
+        if label is None:
+            return self.call("recall")
+        else:
+            return self.call("recall", float(label))
+
+    @since("1.4.0")
+    def f1Measure(self, label: Optional[float] = None) -> float:
+        """
+        Returns f1Measure or f1Measure for a given label (category) if specified.
+        """
+        if label is None:
+            return self.call("f1Measure")
+        else:
+            return self.call("f1Measure", float(label))
+
+    @property
+    @since("1.4.0")
+    def microPrecision(self) -> float:
+        """
+        Returns micro-averaged label-based precision.
+        (equals to micro-averaged document-based precision)
+        """
+        return self.call("microPrecision")
+
+    @property
+    @since("1.4.0")
+    def microRecall(self) -> float:
+        """
+        Returns micro-averaged label-based recall.
+        (equals to micro-averaged document-based recall)
+        """
+        return self.call("microRecall")
+
+    @property
+    @since("1.4.0")
+    def microF1Measure(self) -> float:
+        """
+        Returns micro-averaged label-based f1-measure.
+        (equals to micro-averaged document-based f1-measure)
+        """
+        return self.call("microF1Measure")
+
+    @property
+    @since("1.4.0")
+    def hammingLoss(self) -> float:
+        """
+        Returns Hamming-loss.
+        """
+        return self.call("hammingLoss")
+
+    @property
+    @since("1.4.0")
+    def subsetAccuracy(self) -> float:
+        """
+        Returns subset accuracy.
+        (for equal sets of labels)
+        """
+        return self.call("subsetAccuracy")
+
+    @property
+    @since("1.4.0")
+    def accuracy(self) -> float:
+        """
+        Returns accuracy.
+        """
+        return self.call("accuracy")
+
+
+def _test() -> None:
+    import doctest
+    import numpy
+    from pyspark.sql import SparkSession
+    import pyspark.mllib.evaluation
+
+    try:
+        # Numpy 1.14+ changed it's string format.
+        numpy.set_printoptions(legacy="1.13")
+    except TypeError:
+        pass
+    globs = pyspark.mllib.evaluation.__dict__.copy()
+    spark = SparkSession.builder.master("local[4]").appName("mllib.evaluation tests").getOrCreate()
+    globs["sc"] = spark.sparkContext
+    (failure_count, test_count) = doctest.testmod(globs=globs, optionflags=doctest.ELLIPSIS)
+    spark.stop()
+    if failure_count:
+        sys.exit(-1)
+
+
+if __name__ == "__main__":
+    _test()