如何从 Spark ML 随机森林中获取与类对应的概率

Question

我一直在使用org.apache.spark.ml.Pipeline来完成机器学习任务。知道实际概率而不仅仅是预测标签尤为重要，我很难得到它。 在这里，我正在用随机森林执行二元分类任务。类标签为"是"和"否"。我想输出标签"是"的概率。概率作为管道输出存储在 DenseVector 中，例如 [0.69， 0.31]，但我不知道哪一个对应于"是"（0.69 还是 0.31？我想应该有某种方法可以从标签索引器中检索它？

这是我的任务 用于训练模型的代码

val sc = new SparkContext(new SparkConf().setAppName(" ML").setMaster("local"))
val data = .... // load data from file
val df = sqlContext.createDataFrame(data).toDF("label", "features")
val labelIndexer = new StringIndexer()
                      .setInputCol("label")
                      .setOutputCol("indexedLabel")
                      .fit(df)
val featureIndexer = new VectorIndexer()
                        .setInputCol("features")
                        .setOutputCol("indexedFeatures")
                        .setMaxCategories(2)
                        .fit(df)

// Convert indexed labels back to original labels.
val labelConverter = new IndexToString()
  .setInputCol("prediction")
  .setOutputCol("predictedLabel")
  .setLabels(labelIndexer.labels)
val Array(trainingData, testData) = df.randomSplit(Array(0.7, 0.3))

// Train a RandomForest model.
val rf = new RandomForestClassifier()
  .setLabelCol("indexedLabel")
  .setFeaturesCol("indexedFeatures")
  .setNumTrees(10)
  .setFeatureSubsetStrategy("auto")
  .setImpurity("gini")
  .setMaxDepth(4)
  .setMaxBins(32)
// Create pipeline
val pipeline = new Pipeline()
    .setStages(Array(labelIndexer, featureIndexer, rf,labelConverter))
// Train model
val model = pipeline.fit(trainingData)
// Save model
sc.parallelize(Seq(model), 1).saveAsObjectFile("/my/path/pipeline")

然后我将加载管道并对新数据进行预测，这是代码片段

// Ignoring loading data part
// Create DF
val testdf = sqlContext.createDataFrame(testData).toDF("features", "line")
// Load pipeline
val model = sc.objectFile[org.apache.spark.ml.PipelineModel]("/my/path/pipeline").first
// My Question comes here : How to extract the probability that corresponding to class label "1"
// This is my attempt, I would like to output probability for label "Yes" and predicted label . The probabilities are stored in a denseVector, but I don't know which one is corresponding to "Yes". Something like this:
val predictions = model.transform(testdf).select("probability").map(e=>   e.asInstanceOf[DenseVector])

关于RF的概率和标签的参考资料：http://spark.apache.org/docs/latest/ml-classification-regression.html#random-forests

Answer 1

你的意思是你想在DenseVector中提取正标签的概率吗？如果是这样，您可以创建一个 udf 函数来求解概率。在二元分类的 DenseVector 中，第一个列表示"0"的概率，第二个列表示"1"的概率。

val prediction = pipelineModel.transform(result)
val pre = prediction.select(getOne($"probability")).withColumnRenamed("UDF(probability)","probability")

Answer 2

从标签索引器检索它是正确的。

有关详细信息，请参阅代码中的注释。

此示例适用于 Scala 2.11.8 和 Spark 2.2.1。

import org.apache.spark.sql.functions.{col, udf}
import org.apache.spark.SparkConf
import org.apache.spark.ml.Pipeline
import org.apache.spark.ml.classification.LogisticRegression
import org.apache.spark.ml.feature.{IndexToString, StringIndexer}
import org.apache.spark.ml.linalg.Vectors
import org.apache.spark.sql.{Column, SparkSession}
object Example {
  case class Record(features: org.apache.spark.ml.linalg.Vector)
  def main(args: Array[String]): Unit = {
    val spark: SparkSession = SparkSession
      .builder
      .appName("Example")
      .config(new SparkConf().setMaster("local[2]"))
      .getOrCreate
    val sc = spark.sparkContext
    import spark.implicits._
    val data = sc.parallelize(
      Array(
        (Vectors.dense(0.9, 0.6), "n"),
        (Vectors.dense(0.1, 0.1), "y"),
        (Vectors.dense(0.2, 0.15), "y"),
        (Vectors.dense(0.8, 0.9), "n"),
        (Vectors.dense(0.3, 0.4), "y"),
        (Vectors.dense(0.5, 0.5), "n"),
        (Vectors.dense(0.6, 0.7), "n"),
        (Vectors.dense(0.3, 0.3), "y"),
        (Vectors.dense(0.3, 0.3), "y"),
        (Vectors.dense(-0.5, -0.1), "dunno"),
        (Vectors.dense(-0.9, -0.6), "dunno")
      )).toDF("features", "label")
    // NOTE: you're fitting StringIndexer to all your data.
    // The StringIndexer orders the labels by label frequency.
    // In this example there are 5 "y" labels, 4 "n" labels
    // and 2 "dunno" labels, so the probability columns will be
    // listed in the following order: "y", "n", "dunno".
    // You can play with label frequencies to convince yourself
    // that it sorts labels by frequency in provided data.
    val labelIndexer = new StringIndexer()
      .setInputCol("label")
      .setOutputCol("label_indexed")
      .fit(data)
    val indexToLabel = new IndexToString()
      .setInputCol("prediction")
      .setOutputCol("predicted_label")
      .setLabels(labelIndexer.labels)
    // Here I use logistic regression, but the exact algorithm doesn't
    // matter in this case.
    val lr = new LogisticRegression()
      .setFeaturesCol("features")
      .setLabelCol("label_indexed")
      .setPredictionCol("prediction")
    val pipeline = new Pipeline().setStages(Array(
      labelIndexer,
      lr,
      indexToLabel
    ))
    val model = pipeline.fit(data)
    // Prepare test set
    val toPredictDf = sc.parallelize(Array(
      Record(Vectors.dense(0.1, 0.5)),
      Record(Vectors.dense(0.8, 0.8)),
      Record(Vectors.dense(-0.2, -0.5))
    )).toDF("features")
    // Make predictions
    val results = model.transform(toPredictDf)
    // The column containing probabilities has to be converted from Vector to Array
    val vecToArray = udf( (xs: org.apache.spark.ml.linalg.Vector) => xs.toArray )
    val dfArr = results.withColumn("probabilityArr" , vecToArray($"probability") )
    // labelIndexer.labels contains the list of your labels.
    // It is zipped with index to match the label name with
    // related probability found in probabilities array.
    // In other words:
    // label labelIndexer.labels.apply(idx)
    // matches:
    // col("probabilityArr").getItem(idx)
    // See also: https://stackoverflow.com/a/49917851
    val probColumns = labelIndexer.labels.zipWithIndex.map {
      case (alias, idx) => (alias, col("probabilityArr").getItem(idx).as(alias))
    }
    // 'probColumns' is of type Array[(String, Column)] so now 
    // concatenate these Column objects to DataFrame containing predictions
    // See also: https://stackoverflow.com/a/43494322
    val columnsAdded = probColumns.foldLeft(dfArr) { case (d, (colName, colContents)) =>
      if (d.columns.contains(colName)) {
        d
      } else {
        d.withColumn(colName, colContents)
      }
    }
    columnsAdded.show()
  }
}

运行此代码后，它将生成以下数据框：

+-----------+---------------+--------------------+--------------------+--------------------+
|   features|predicted_label|                   y|                   n|               dunno|
+-----------+---------------+--------------------+--------------------+--------------------+
|  [0.1,0.5]|              y|  0.9999999999994298|5.702468131669394...|9.56953780171369E-19|
|  [0.8,0.8]|              n|5.850695258713685...|                 1.0|4.13416875406573E-81|
|[-0.2,-0.5]|          dunno|1.207908506571593...|8.157018363627128...|  0.9998792091493428|
+-----------+---------------+--------------------+--------------------+--------------------+

列 y 、 n 和 dunno 是我们刚刚添加到 Spark ML 管道的普通输出中的列。