[SPARK-13969][ML] Add FeatureHasher transformer

This PR adds a `FeatureHasher` transformer, modeled on [scikit-learn](http://scikit-learn.org/stable/modules/generated/sklearn.feature_extraction.FeatureHasher.html) and [Vowpal wabbit](https://github.com/JohnLangford/vowpal_wabbit/wiki/Feature-Hashing-and-Extraction).

The transformer operates on multiple input columns in one pass. Current behavior is:
* for numerical columns, the values are assumed to be real values and the feature index is `hash(columnName)` while feature value is `feature_value`
* for string columns, the values are assumed to be categorical and the feature index is `hash(column_name=feature_value)`, while feature value is `1.0`
* For hash collisions, feature values will be summed
* `null` (missing) values are ignored

The following dataframe illustrates the basic semantics:
```
+---+------+-----+---------+------+-----------------------------------------+
|int|double|float|stringNum|string|features                                 |
+---+------+-----+---------+------+-----------------------------------------+
|3  |4.0   |5.0  |1        |foo   |(16,[0,8,11,12,15],[5.0,3.0,1.0,4.0,1.0])|
|6  |7.0   |8.0  |2        |bar   |(16,[0,8,11,12,15],[8.0,6.0,1.0,7.0,1.0])|
+---+------+-----+---------+------+-----------------------------------------+
```

## How was this patch tested?

New unit tests and manual experiments.

Author: Nick Pentreath <nickp@za.ibm.com>

Closes #18513 from MLnick/FeatureHasher.

mllib/src/main/scala/org/apache/spark/ml/feature/FeatureHasher.scala

@@ -0,0 +1,196 @@
+/*
+ * 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.
+ */
+
+package org.apache.spark.ml.feature
+
+import org.apache.spark.annotation.{Experimental, Since}
+import org.apache.spark.ml.Transformer
+import org.apache.spark.ml.attribute.AttributeGroup
+import org.apache.spark.ml.linalg.Vectors
+import org.apache.spark.ml.param.{IntParam, ParamMap, ParamValidators}
+import org.apache.spark.ml.param.shared.{HasInputCols, HasOutputCol}
+import org.apache.spark.ml.util.{DefaultParamsReadable, DefaultParamsWritable, Identifiable, SchemaUtils}
+import org.apache.spark.mllib.feature.{HashingTF => OldHashingTF}
+import org.apache.spark.sql.{DataFrame, Dataset, Row}
+import org.apache.spark.sql.functions._
+import org.apache.spark.sql.types._
+import org.apache.spark.util.Utils
+import org.apache.spark.util.collection.OpenHashMap
+
+/**
+ * Feature hashing projects a set of categorical or numerical features into a feature vector of
+ * specified dimension (typically substantially smaller than that of the original feature
+ * space). This is done using the hashing trick (https://en.wikipedia.org/wiki/Feature_hashing)
+ * to map features to indices in the feature vector.
+ *
+ * The [[FeatureHasher]] transformer operates on multiple columns. Each column may contain either
+ * numeric or categorical features. Behavior and handling of column data types is as follows:
+ *  -Numeric columns: For numeric features, the hash value of the column name is used to map the
+ *                    feature value to its index in the feature vector. Numeric features are never
+ *                    treated as categorical, even when they are integers. You must explicitly
+ *                    convert numeric columns containing categorical features to strings first.
+ *  -String columns: For categorical features, the hash value of the string "column_name=value"
+ *                   is used to map to the vector index, with an indicator value of `1.0`.
+ *                   Thus, categorical features are "one-hot" encoded
+ *                   (similarly to using [[OneHotEncoder]] with `dropLast=false`).
+ *  -Boolean columns: Boolean values are treated in the same way as string columns. That is,
+ *                    boolean features are represented as "column_name=true" or "column_name=false",
+ *                    with an indicator value of `1.0`.
+ *
+ * Null (missing) values are ignored (implicitly zero in the resulting feature vector).
+ *
+ * Since a simple modulo is used to transform the hash function to a vector index,
+ * it is advisable to use a power of two as the numFeatures parameter;
+ * otherwise the features will not be mapped evenly to the vector indices.
+ *
+ * {{{
+ *   val df = Seq(
+ *    (2.0, true, "1", "foo"),
+ *    (3.0, false, "2", "bar")
+ *   ).toDF("real", "bool", "stringNum", "string")
+ *
+ *   val hasher = new FeatureHasher()
+ *    .setInputCols("real", "bool", "stringNum", "num")
+ *    .setOutputCol("features")
+ *
+ *   hasher.transform(df).show()
+ *
+ *   +----+-----+---------+------+--------------------+
+ *   |real| bool|stringNum|string|            features|
+ *   +----+-----+---------+------+--------------------+
+ *   | 2.0| true|        1|   foo|(262144,[51871,63...|
+ *   | 3.0|false|        2|   bar|(262144,[6031,806...|
+ *   +----+-----+---------+------+--------------------+
+ * }}}
+ */
+@Experimental
+@Since("2.3.0")
+class FeatureHasher(@Since("2.3.0") override val uid: String) extends Transformer
+  with HasInputCols with HasOutputCol with DefaultParamsWritable {
+
+  @Since("2.3.0")
+  def this() = this(Identifiable.randomUID("featureHasher"))
+
+  /**
+   * Number of features. Should be greater than 0.
+   * (default = 2^18^)
+   * @group param
+   */
+  @Since("2.3.0")
+  val numFeatures = new IntParam(this, "numFeatures", "number of features (> 0)",
+    ParamValidators.gt(0))
+
+  setDefault(numFeatures -> (1 << 18))
+
+  /** @group getParam */
+  @Since("2.3.0")
+  def getNumFeatures: Int = $(numFeatures)
+
+  /** @group setParam */
+  @Since("2.3.0")
+  def setNumFeatures(value: Int): this.type = set(numFeatures, value)
+
+  /** @group setParam */
+  @Since("2.3.0")
+  def setInputCols(values: String*): this.type = setInputCols(values.toArray)
+
+  /** @group setParam */
+  @Since("2.3.0")
+  def setInputCols(value: Array[String]): this.type = set(inputCols, value)
+
+  /** @group setParam */
+  @Since("2.3.0")
+  def setOutputCol(value: String): this.type = set(outputCol, value)
+
+  @Since("2.3.0")
+  override def transform(dataset: Dataset[_]): DataFrame = {
+    val hashFunc: Any => Int = OldHashingTF.murmur3Hash
+    val n = $(numFeatures)
+    val localInputCols = $(inputCols)
+
+    val outputSchema = transformSchema(dataset.schema)
+    val realFields = outputSchema.fields.filter { f =>
+      f.dataType.isInstanceOf[NumericType]
+    }.map(_.name).toSet
+
+    def getDouble(x: Any): Double = {
+      x match {
+        case n: java.lang.Number =>
+          n.doubleValue()
+        case other =>
+          // will throw ClassCastException if it cannot be cast, as would row.getDouble
+          other.asInstanceOf[Double]
+      }
+    }
+
+    val hashFeatures = udf { row: Row =>
+      val map = new OpenHashMap[Int, Double]()
+      localInputCols.foreach { colName =>
+        val fieldIndex = row.fieldIndex(colName)
+        if (!row.isNullAt(fieldIndex)) {
+          val (rawIdx, value) = if (realFields(colName)) {
+            // numeric values are kept as is, with vector index based on hash of "column_name"
+            val value = getDouble(row.get(fieldIndex))
+            val hash = hashFunc(colName)
+            (hash, value)
+          } else {
+            // string and boolean values are treated as categorical, with an indicator value of 1.0
+            // and vector index based on hash of "column_name=value"
+            val value = row.get(fieldIndex).toString
+            val fieldName = s"$colName=$value"
+            val hash = hashFunc(fieldName)
+            (hash, 1.0)
+          }
+          val idx = Utils.nonNegativeMod(rawIdx, n)
+          map.changeValue(idx, value, v => v + value)
+        }
+      }
+      Vectors.sparse(n, map.toSeq)
+    }
+
+    val metadata = outputSchema($(outputCol)).metadata
+    dataset.select(
+      col("*"),
+      hashFeatures(struct($(inputCols).map(col): _*)).as($(outputCol), metadata))
+  }
+
+  @Since("2.3.0")
+  override def copy(extra: ParamMap): FeatureHasher = defaultCopy(extra)
+
+  @Since("2.3.0")
+  override def transformSchema(schema: StructType): StructType = {
+    val fields = schema($(inputCols).toSet)
+    fields.foreach { fieldSchema =>
+      val dataType = fieldSchema.dataType
+      val fieldName = fieldSchema.name
+      require(dataType.isInstanceOf[NumericType] ||
+        dataType.isInstanceOf[StringType] ||
+        dataType.isInstanceOf[BooleanType],
+        s"FeatureHasher requires columns to be of NumericType, BooleanType or StringType. " +
+          s"Column $fieldName was $dataType")
+    }
+    val attrGroup = new AttributeGroup($(outputCol), $(numFeatures))
+    SchemaUtils.appendColumn(schema, attrGroup.toStructField())
+  }
+}
+
+@Since("2.3.0")
+object FeatureHasher extends DefaultParamsReadable[FeatureHasher] {
+
+  @Since("2.3.0")
+  override def load(path: String): FeatureHasher = super.load(path)
+}

mllib/src/test/scala/org/apache/spark/ml/feature/FeatureHasherSuite.scala

@@ -0,0 +1,193 @@
+/*
+ * 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.
+ */
+
+package org.apache.spark.ml.feature
+
+import org.apache.spark.SparkFunSuite
+import org.apache.spark.ml.attribute.AttributeGroup
+import org.apache.spark.ml.linalg.{Vector, Vectors}
+import org.apache.spark.ml.param.ParamsSuite
+import org.apache.spark.ml.util.DefaultReadWriteTest
+import org.apache.spark.ml.util.TestingUtils._
+import org.apache.spark.mllib.util.MLlibTestSparkContext
+import org.apache.spark.sql.catalyst.encoders.ExpressionEncoder
+import org.apache.spark.sql.functions.col
+import org.apache.spark.sql.types._
+
+class FeatureHasherSuite extends SparkFunSuite
+  with MLlibTestSparkContext
+  with DefaultReadWriteTest {
+
+  import testImplicits._
+
+  import HashingTFSuite.murmur3FeatureIdx
+
+  implicit private val vectorEncoder = ExpressionEncoder[Vector]()
+
+  test("params") {
+    ParamsSuite.checkParams(new FeatureHasher)
+  }
+
+  test("specify input cols using varargs or array") {
+    val featureHasher1 = new FeatureHasher()
+      .setInputCols("int", "double", "float", "stringNum", "string")
+    val featureHasher2 = new FeatureHasher()
+      .setInputCols(Array("int", "double", "float", "stringNum", "string"))
+    assert(featureHasher1.getInputCols === featureHasher2.getInputCols)
+  }
+
+  test("feature hashing") {
+    val df = Seq(
+      (2.0, true, "1", "foo"),
+      (3.0, false, "2", "bar")
+    ).toDF("real", "bool", "stringNum", "string")
+
+    val n = 100
+    val hasher = new FeatureHasher()
+      .setInputCols("real", "bool", "stringNum", "string")
+      .setOutputCol("features")
+      .setNumFeatures(n)
+    val output = hasher.transform(df)
+    val attrGroup = AttributeGroup.fromStructField(output.schema("features"))
+    assert(attrGroup.numAttributes === Some(n))
+
+    val features = output.select("features").as[Vector].collect()
+    // Assume perfect hash on field names
+    def idx: Any => Int = murmur3FeatureIdx(n)
+    // check expected indices
+    val expected = Seq(
+      Vectors.sparse(n, Seq((idx("real"), 2.0), (idx("bool=true"), 1.0),
+        (idx("stringNum=1"), 1.0), (idx("string=foo"), 1.0))),
+      Vectors.sparse(n, Seq((idx("real"), 3.0), (idx("bool=false"), 1.0),
+        (idx("stringNum=2"), 1.0), (idx("string=bar"), 1.0)))
+    )
+    assert(features.zip(expected).forall { case (e, a) => e ~== a absTol 1e-14 })
+  }
+
+  test("hashing works for all numeric types") {
+    val df = Seq(5.0, 10.0, 15.0).toDF("real")
+
+    val hasher = new FeatureHasher()
+      .setInputCols("real")
+      .setOutputCol("features")
+
+    val expectedResult = hasher.transform(df).select("features").as[Vector].collect()
+    // check all numeric types work as expected. String & boolean types are tested in default case
+    val types =
+      Seq(ShortType, LongType, IntegerType, FloatType, ByteType, DoubleType, DecimalType(10, 0))
+    types.foreach { t =>
+      val castDF = df.select(col("real").cast(t))
+      val castResult = hasher.transform(castDF).select("features").as[Vector].collect()
+      withClue(s"FeatureHasher works for all numeric types (testing $t): ") {
+        assert(castResult.zip(expectedResult).forall { case (actual, expected) =>
+          actual ~== expected absTol 1e-14
+        })
+      }
+    }
+  }
+
+  test("invalid input type should fail") {
+    val df = Seq(
+      Vectors.dense(1),
+      Vectors.dense(2)
+    ).toDF("vec")
+
+    intercept[IllegalArgumentException] {
+      new FeatureHasher().setInputCols("vec").transform(df)
+    }
+  }
+
+  test("hash collisions sum feature values") {
+    val df = Seq(
+      (1.0, "foo", "foo"),
+      (2.0, "bar", "baz")
+    ).toDF("real", "string1", "string2")
+
+    val n = 1
+    val hasher = new FeatureHasher()
+      .setInputCols("real", "string1", "string2")
+      .setOutputCol("features")
+      .setNumFeatures(n)
+
+    val features = hasher.transform(df).select("features").as[Vector].collect()
+    def idx: Any => Int = murmur3FeatureIdx(n)
+    // everything should hash into one field
+    assert(idx("real") === idx("string1=foo"))
+    assert(idx("string1=foo") === idx("string2=foo"))
+    assert(idx("string2=foo") === idx("string1=bar"))
+    assert(idx("string1=bar") === idx("string2=baz"))
+    val expected = Seq(
+      Vectors.sparse(n, Seq((idx("string1=foo"), 3.0))),
+      Vectors.sparse(n, Seq((idx("string2=bar"), 4.0)))
+    )
+    assert(features.zip(expected).forall { case (e, a) => e ~== a absTol 1e-14 })
+  }
+
+  test("ignores null values in feature hashing") {
+    import org.apache.spark.sql.functions._
+
+    val df = Seq(
+      (2.0, "foo", null),
+      (3.0, "bar", "baz")
+    ).toDF("real", "string1", "string2").select(
+      when(col("real") === 3.0, null).otherwise(col("real")).alias("real"),
+      col("string1"),
+      col("string2")
+    )
+
+    val n = 100
+    val hasher = new FeatureHasher()
+      .setInputCols("real", "string1", "string2")
+      .setOutputCol("features")
+      .setNumFeatures(n)
+
+    val features = hasher.transform(df).select("features").as[Vector].collect()
+    def idx: Any => Int = murmur3FeatureIdx(n)
+    val expected = Seq(
+      Vectors.sparse(n, Seq((idx("real"), 2.0), (idx("string1=foo"), 1.0))),
+      Vectors.sparse(n, Seq((idx("string1=bar"), 1.0), (idx("string2=baz"), 1.0)))
+    )
+    assert(features.zip(expected).forall { case (e, a) => e ~== a absTol 1e-14 })
+  }
+
+  test("unicode column names and values") {
+    // scalastyle:off nonascii
+    val df = Seq((2.0, "中文")).toDF("中文", "unicode")
+
+    val n = 100
+    val hasher = new FeatureHasher()
+      .setInputCols("中文", "unicode")
+      .setOutputCol("features")
+      .setNumFeatures(n)
+
+    val features = hasher.transform(df).select("features").as[Vector].collect()
+    def idx: Any => Int = murmur3FeatureIdx(n)
+    val expected = Seq(
+      Vectors.sparse(n, Seq((idx("中文"), 2.0), (idx("unicode=中文"), 1.0)))
+    )
+    assert(features.zip(expected).forall { case (e, a) => e ~== a absTol 1e-14 })
+    // scalastyle:on nonascii
+  }
+
+  test("read/write") {
+    val t = new FeatureHasher()
+      .setInputCols(Array("myCol1", "myCol2", "myCol3"))
+      .setOutputCol("myOutputCol")
+      .setNumFeatures(10)
+    testDefaultReadWrite(t)
+  }
+}