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[SPARK-14409][ML][WIP] Add RankingEvaluator #16618

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daniloascione
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@daniloascione daniloascione commented Jan 17, 2017

What changes were proposed in this pull request?

This patch adds the implementation of a Dataframe api based RankingEvaluator to ML (ml.evaluation)

How was this patch tested?

Additional test case has been added.

@AmplabJenkins
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Can one of the admins verify this patch?

@daniloascione
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Please consider this PR WIP. Discussion in JIRA https://issues.apache.org/jira/browse/SPARK-14409

@HyukjinKwon
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Could you add [WIP] in the title if it is WIP?

@daniloascione daniloascione changed the title [SPARK-14409][ML] Add RankingEvaluator [WIP][SPARK-14409][ML] Add RankingEvaluator Jan 18, 2017
@daniloascione daniloascione changed the title [WIP][SPARK-14409][ML] Add RankingEvaluator [SPARK-14409][ML][WIP] Add RankingEvaluator Mar 6, 2017
@daniloascione
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I rewrote the ranking metrics from the mllib package as UDFs (as suggested here) with minimum changes to the logic.

@MLnick
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MLnick commented Mar 16, 2017

The basic direction looks right - I won't have time to review immediately. Spark 2.2 QA code freeze will happen shortly so this will wait until 2.3 dev cycle starts

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I like where this is going, it could be quite useful for taking advantage of CrossValidation when doing pairwise and listwise ranking in xgboost4j-spark.

val predictionAndLabels: DataFrame = dataset
.join(topAtk, Seq($(queryCol)), "outer")
.withColumn("topAtk", coalesce(col("topAtk"), mapToEmptyArray_()))
.select($(labelCol), "topAtk")
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@ebernhardson ebernhardson Apr 26, 2017

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Don't we also need to run an aggregation on the label column, roughly the same as the previous aggregation but using labelCol as the sort instead of predictionCol?

Currently this generates a row per prediction, when ranking tasks should have a row per query. I think the aggregation should be run twice, then those two aggregations should be joined together on queryCol. That would result in a dataset containing (labels of top k predictions, top k actual labels)

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Yes, I agree. This is currently done in the previous step, when the topAtk Dataframe is calculated (line 101).

Unfortunately this is not compatible with RankingMetrics, which expects the format of predictionAndLabels as input. I didn't want to change RankingMetrics in this same PR.
So the predictionAndLabels DataFrame is calculated to use the same RankingMetrics from mllib (well, it is now UDFs based, but I didn't touched its logic).

var i = 0
while (i < n) {
val gain = 1.0 / math.log(i + 2)
if (i < predicted.length && actualSet.contains(predicted(i))) {

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This doesn't seem right, there is no overlap between the calculation of dcg and max_dcg. The question asked here should be if the label at predicted(i) is "good". When treating the labels as binary relevant/not relevant I suppose that might use a threshold, but better would be to move away from a binary dcg and use the full equation from the docblock. I understand though that you are not looking to make major updates to the code from mllib, so it would probably be reasonable for someone to fix this in a followup.

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@daniloascione daniloascione Apr 27, 2017

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Yes, this should be fixed in another PR to keep changes isolated. FYI, the original JIRA for this is here.

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MLnick commented Jun 26, 2017

@daniloascione are you able to update this? I'd like to target for 2.3.

But, can we do the following:

  1. Port over ranking metrics (udfs) to ml with the RankingEvaluator as you've done, but excluding MPR
  2. Also don't make any logic changes for the metrics calculation

Let's focus on porting things over and getting the API right. Then create follow up tickets for additional metrics (MPR and any others) as well as looking into correcting the logic and/or naming of the existing metrics.

If you are unable to take it up again, I can help.

Thanks!

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MLnick commented Jul 6, 2017

@daniloascione any update?

@Kornel
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Kornel commented Oct 4, 2017

@MLnick I'm wondering what's the status of this issue: seems closed, have you any plans on picking it up again?

I might pick it up, but I'm not sure what's left: move from package mllib to ml and maybe a python API? Or fixes to ndcg as well?

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acompa commented Dec 6, 2017

I'm also curious about this @MLnick. Seems like there was a lot of movement earlier this year, but this PR has gotten stale.

I can also contribute if @Kornel cannot for any reason.

}
}, DoubleType)

val R_prime = predictionAndObservations.count()
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@bantmen bantmen Oct 3, 2019

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Shouldn't this be a sum instead of count?
(I know this is old/closed but other people might be referring to this code)

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