1)ROC曲线下面积(AUC)为defined https://en.wikipedia.org/wiki/Receiver_operating_characteristic仅适用于二元分类,因此您不能将它用于回归任务,就像您在这里尝试做的那样。
2) The objectiveHistory
对于每次迭代仅在以下情况下可用solver
回归中的参数是l-bfgs
(文档 https://spark.apache.org/docs/latest/api/python/pyspark.ml.html#pyspark.ml.regression.LinearRegressionTrainingSummary.objectiveHistory);这是一个玩具示例:
spark.version
# u'2.1.1'
from pyspark.ml import Pipeline
from pyspark.ml.linalg import Vectors
from pyspark.ml.evaluation import RegressionEvaluator
from pyspark.ml.regression import LinearRegression
from pyspark.ml.tuning import CrossValidator, ParamGridBuilder
dataset = spark.createDataFrame(
[(Vectors.dense([0.0]), 0.2),
(Vectors.dense([0.4]), 1.4),
(Vectors.dense([0.5]), 1.9),
(Vectors.dense([0.6]), 0.9),
(Vectors.dense([1.2]), 1.0)] * 10,
["features", "label"])
lr = LinearRegression(maxIter=5, solver="l-bfgs") # solver="l-bfgs" here
modelEvaluator=RegressionEvaluator()
pipeline = Pipeline(stages=[lr])
paramGrid = ParamGridBuilder().addGrid(lr.regParam, [0.1, 0.01]).addGrid(lr.elasticNetParam, [0, 1]).build()
crossval = CrossValidator(estimator=lr,
estimatorParamMaps=paramGrid,
evaluator=modelEvaluator,
numFolds=3)
cvModel = crossval.fit(dataset)
trainingSummary = cvModel.bestModel.summary
trainingSummary.totalIterations
# 2
trainingSummary.objectiveHistory # one value for each iteration
# [0.49, 0.4511834723904831]
3)你已经定义了一个RegressionEvaluator
您可以使用它来评估您的测试集,但如果不带参数使用,它会采用 RMSE 指标;这是一种使用不同指标定义评估器并将它们应用到您的测试集的方法(继续上面的代码):
test = spark.createDataFrame(
[(Vectors.dense([0.0]), 0.2),
(Vectors.dense([0.4]), 1.1),
(Vectors.dense([0.5]), 0.9),
(Vectors.dense([0.6]), 1.0)],
["features", "label"])
modelEvaluator.evaluate(cvModel.transform(test)) # rmse by default, if not specified
# 0.35384585061028506
eval_rmse = RegressionEvaluator(metricName="rmse")
eval_r2 = RegressionEvaluator(metricName="r2")
eval_rmse.evaluate(cvModel.transform(test)) # same as above
# 0.35384585061028506
eval_r2.evaluate(cvModel.transform(test))
# -0.001655087952929124