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logistic regression with pivoting; "multinomial": Multinomial logistic (softmax) regression
without pivoting, similar to glmnet. Users can print, make predictions on the produced model
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<h1>Logistic Regression Model</h1>
<div class="d-none name"><code>spark.logit.Rd</code></div>
</div>
<div class="ref-description section level2">
<p>Fits an logistic regression model against a SparkDataFrame. It supports "binomial": Binary
logistic regression with pivoting; "multinomial": Multinomial logistic (softmax) regression
without pivoting, similar to glmnet. Users can print, make predictions on the produced model
and save the model to the input path.</p>
</div>
<div class="section level2">
<h2 id="ref-usage">Usage<a class="anchor" aria-label="anchor" href="#ref-usage"></a></h2>
<div class="sourceCode"><pre class="sourceCode r"><code><span><span class="fu">spark.logit</span><span class="op">(</span><span class="va">data</span>, <span class="va">formula</span>, <span class="va">...</span><span class="op">)</span></span>
<span></span>
<span><span class="co"># S4 method for class 'SparkDataFrame,formula'</span></span>
<span><span class="fu">spark.logit</span><span class="op">(</span></span>
<span> <span class="va">data</span>,</span>
<span> <span class="va">formula</span>,</span>
<span> regParam <span class="op">=</span> <span class="fl">0</span>,</span>
<span> elasticNetParam <span class="op">=</span> <span class="fl">0</span>,</span>
<span> maxIter <span class="op">=</span> <span class="fl">100</span>,</span>
<span> tol <span class="op">=</span> <span class="fl">1e-06</span>,</span>
<span> family <span class="op">=</span> <span class="st">"auto"</span>,</span>
<span> standardization <span class="op">=</span> <span class="cn">TRUE</span>,</span>
<span> thresholds <span class="op">=</span> <span class="fl">0.5</span>,</span>
<span> weightCol <span class="op">=</span> <span class="cn">NULL</span>,</span>
<span> aggregationDepth <span class="op">=</span> <span class="fl">2</span>,</span>
<span> lowerBoundsOnCoefficients <span class="op">=</span> <span class="cn">NULL</span>,</span>
<span> upperBoundsOnCoefficients <span class="op">=</span> <span class="cn">NULL</span>,</span>
<span> lowerBoundsOnIntercepts <span class="op">=</span> <span class="cn">NULL</span>,</span>
<span> upperBoundsOnIntercepts <span class="op">=</span> <span class="cn">NULL</span>,</span>
<span> handleInvalid <span class="op">=</span> <span class="fu"><a href="https://rdrr.io/r/base/c.html" class="external-link">c</a></span><span class="op">(</span><span class="st">"error"</span>, <span class="st">"keep"</span>, <span class="st">"skip"</span><span class="op">)</span></span>
<span><span class="op">)</span></span>
<span></span>
<span><span class="co"># S4 method for class 'LogisticRegressionModel'</span></span>
<span><span class="fu"><a href="summary.html">summary</a></span><span class="op">(</span><span class="va">object</span><span class="op">)</span></span>
<span></span>
<span><span class="co"># S4 method for class 'LogisticRegressionModel'</span></span>
<span><span class="fu"><a href="predict.html">predict</a></span><span class="op">(</span><span class="va">object</span>, <span class="va">newData</span><span class="op">)</span></span>
<span></span>
<span><span class="co"># S4 method for class 'LogisticRegressionModel,character'</span></span>
<span><span class="fu"><a href="write.ml.html">write.ml</a></span><span class="op">(</span><span class="va">object</span>, <span class="va">path</span>, overwrite <span class="op">=</span> <span class="cn">FALSE</span><span class="op">)</span></span></code></pre></div>
</div>
<div class="section level2">
<h2 id="arguments">Arguments<a class="anchor" aria-label="anchor" href="#arguments"></a></h2>
<dl><dt id="arg-data">data<a class="anchor" aria-label="anchor" href="#arg-data"></a></dt>
<dd><p>SparkDataFrame for training.</p></dd>
<dt id="arg-formula">formula<a class="anchor" aria-label="anchor" href="#arg-formula"></a></dt>
<dd><p>A symbolic description of the model to be fitted. Currently only a few formula
operators are supported, including '~', '.', ':', '+', and '-'.</p></dd>
<dt id="arg--">...<a class="anchor" aria-label="anchor" href="#arg--"></a></dt>
<dd><p>additional arguments passed to the method.</p></dd>
<dt id="arg-regparam">regParam<a class="anchor" aria-label="anchor" href="#arg-regparam"></a></dt>
<dd><p>the regularization parameter.</p></dd>
<dt id="arg-elasticnetparam">elasticNetParam<a class="anchor" aria-label="anchor" href="#arg-elasticnetparam"></a></dt>
<dd><p>the ElasticNet mixing parameter. For alpha = 0.0, the penalty is an L2
penalty. For alpha = 1.0, it is an L1 penalty. For 0.0 &lt; alpha &lt; 1.0,
the penalty is a combination of L1 and L2. Default is 0.0 which is an
L2 penalty.</p></dd>
<dt id="arg-maxiter">maxIter<a class="anchor" aria-label="anchor" href="#arg-maxiter"></a></dt>
<dd><p>maximum iteration number.</p></dd>
<dt id="arg-tol">tol<a class="anchor" aria-label="anchor" href="#arg-tol"></a></dt>
<dd><p>convergence tolerance of iterations.</p></dd>
<dt id="arg-family">family<a class="anchor" aria-label="anchor" href="#arg-family"></a></dt>
<dd><p>the name of family which is a description of the label distribution to be used
in the model.
Supported options:</p><ul><li><p>"auto": Automatically select the family based on the number of classes:
If number of classes == 1 || number of classes == 2, set to "binomial".
Else, set to "multinomial".</p></li>
<li><p>"binomial": Binary logistic regression with pivoting.</p></li>
<li><p>"multinomial": Multinomial logistic (softmax) regression without
pivoting.</p></li>
</ul></dd>
<dt id="arg-standardization">standardization<a class="anchor" aria-label="anchor" href="#arg-standardization"></a></dt>
<dd><p>whether to standardize the training features before fitting the model.
The coefficients of models will be always returned on the original scale,
so it will be transparent for users. Note that with/without
standardization, the models should be always converged to the same
solution when no regularization is applied. Default is TRUE, same as
glmnet.</p></dd>
<dt id="arg-thresholds">thresholds<a class="anchor" aria-label="anchor" href="#arg-thresholds"></a></dt>
<dd><p>in binary classification, in range [0, 1]. If the estimated probability of
class label 1 is &gt; threshold, then predict 1, else 0. A high threshold
encourages the model to predict 0 more often; a low threshold encourages the
model to predict 1 more often. Note: Setting this with threshold p is
equivalent to setting thresholds c(1-p, p). In multiclass (or binary)
classification to adjust the probability of predicting each class. Array must
have length equal to the number of classes, with values &gt; 0, excepting that
at most one value may be 0. The class with largest value p/t is predicted,
where p is the original probability of that class and t is the class's
threshold.</p></dd>
<dt id="arg-weightcol">weightCol<a class="anchor" aria-label="anchor" href="#arg-weightcol"></a></dt>
<dd><p>The weight column name.</p></dd>
<dt id="arg-aggregationdepth">aggregationDepth<a class="anchor" aria-label="anchor" href="#arg-aggregationdepth"></a></dt>
<dd><p>The depth for treeAggregate (greater than or equal to 2). If the
dimensions of features or the number of partitions are large, this param
could be adjusted to a larger size. This is an expert parameter. Default
value should be good for most cases.</p></dd>
<dt id="arg-lowerboundsoncoefficients">lowerBoundsOnCoefficients<a class="anchor" aria-label="anchor" href="#arg-lowerboundsoncoefficients"></a></dt>
<dd><p>The lower bounds on coefficients if fitting under bound
constrained optimization.
The bound matrix must be compatible with the shape (1, number
of features) for binomial regression, or (number of classes,
number of features) for multinomial regression.
It is a R matrix.</p></dd>
<dt id="arg-upperboundsoncoefficients">upperBoundsOnCoefficients<a class="anchor" aria-label="anchor" href="#arg-upperboundsoncoefficients"></a></dt>
<dd><p>The upper bounds on coefficients if fitting under bound
constrained optimization.
The bound matrix must be compatible with the shape (1, number
of features) for binomial regression, or (number of classes,
number of features) for multinomial regression.
It is a R matrix.</p></dd>
<dt id="arg-lowerboundsonintercepts">lowerBoundsOnIntercepts<a class="anchor" aria-label="anchor" href="#arg-lowerboundsonintercepts"></a></dt>
<dd><p>The lower bounds on intercepts if fitting under bound constrained
optimization.
The bounds vector size must be equal to 1 for binomial regression,
or the number
of classes for multinomial regression.</p></dd>
<dt id="arg-upperboundsonintercepts">upperBoundsOnIntercepts<a class="anchor" aria-label="anchor" href="#arg-upperboundsonintercepts"></a></dt>
<dd><p>The upper bounds on intercepts if fitting under bound constrained
optimization.
The bound vector size must be equal to 1 for binomial regression,
or the number of classes for multinomial regression.</p></dd>
<dt id="arg-handleinvalid">handleInvalid<a class="anchor" aria-label="anchor" href="#arg-handleinvalid"></a></dt>
<dd><p>How to handle invalid data (unseen labels or NULL values) in features and
label column of string type.
Supported options: "skip" (filter out rows with invalid data),
"error" (throw an error), "keep" (put invalid data in
a special additional bucket, at index numLabels). Default
is "error".</p></dd>
<dt id="arg-object">object<a class="anchor" aria-label="anchor" href="#arg-object"></a></dt>
<dd><p>an LogisticRegressionModel fitted by <code>spark.logit</code>.</p></dd>
<dt id="arg-newdata">newData<a class="anchor" aria-label="anchor" href="#arg-newdata"></a></dt>
<dd><p>a SparkDataFrame for testing.</p></dd>
<dt id="arg-path">path<a class="anchor" aria-label="anchor" href="#arg-path"></a></dt>
<dd><p>The directory where the model is saved.</p></dd>
<dt id="arg-overwrite">overwrite<a class="anchor" aria-label="anchor" href="#arg-overwrite"></a></dt>
<dd><p>Overwrites or not if the output path already exists. Default is FALSE
which means throw exception if the output path exists.</p></dd>
</dl></div>
<div class="section level2">
<h2 id="value">Value<a class="anchor" aria-label="anchor" href="#value"></a></h2>
<p><code>spark.logit</code> returns a fitted logistic regression model.</p>
<p><code>summary</code> returns summary information of the fitted model, which is a list.
The list includes <code>coefficients</code> (coefficients matrix of the fitted model).</p>
<p><code>predict</code> returns the predicted values based on an LogisticRegressionModel.</p>
</div>
<div class="section level2">
<h2 id="note">Note<a class="anchor" aria-label="anchor" href="#note"></a></h2>
<p>spark.logit since 2.1.0</p>
<p>summary(LogisticRegressionModel) since 2.1.0</p>
<p>predict(LogisticRegressionModel) since 2.1.0</p>
<p>write.ml(LogisticRegression, character) since 2.1.0</p>
</div>
<div class="section level2">
<h2 id="ref-examples">Examples<a class="anchor" aria-label="anchor" href="#ref-examples"></a></h2>
<div class="sourceCode"><pre class="sourceCode r"><code><span class="r-in"><span><span class="kw">if</span> <span class="op">(</span><span class="cn">FALSE</span><span class="op">)</span> <span class="op">{</span> <span class="co"># \dontrun{</span></span></span>
<span class="r-in"><span><span class="fu"><a href="sparkR.session.html">sparkR.session</a></span><span class="op">(</span><span class="op">)</span></span></span>
<span class="r-in"><span><span class="co"># binary logistic regression</span></span></span>
<span class="r-in"><span><span class="va">t</span> <span class="op">&lt;-</span> <span class="fu"><a href="as.data.frame.html">as.data.frame</a></span><span class="op">(</span><span class="va">Titanic</span><span class="op">)</span></span></span>
<span class="r-in"><span><span class="va">training</span> <span class="op">&lt;-</span> <span class="fu"><a href="createDataFrame.html">createDataFrame</a></span><span class="op">(</span><span class="va">t</span><span class="op">)</span></span></span>
<span class="r-in"><span><span class="va">model</span> <span class="op">&lt;-</span> <span class="fu">spark.logit</span><span class="op">(</span><span class="va">training</span>, <span class="va">Survived</span> <span class="op">~</span> <span class="va">.</span>, regParam <span class="op">=</span> <span class="fl">0.5</span><span class="op">)</span></span></span>
<span class="r-in"><span><span class="va">summary</span> <span class="op">&lt;-</span> <span class="fu"><a href="summary.html">summary</a></span><span class="op">(</span><span class="va">model</span><span class="op">)</span></span></span>
<span class="r-in"><span></span></span>
<span class="r-in"><span><span class="co"># fitted values on training data</span></span></span>
<span class="r-in"><span><span class="va">fitted</span> <span class="op">&lt;-</span> <span class="fu"><a href="predict.html">predict</a></span><span class="op">(</span><span class="va">model</span>, <span class="va">training</span><span class="op">)</span></span></span>
<span class="r-in"><span></span></span>
<span class="r-in"><span><span class="co"># save fitted model to input path</span></span></span>
<span class="r-in"><span><span class="va">path</span> <span class="op">&lt;-</span> <span class="st">"path/to/model"</span></span></span>
<span class="r-in"><span><span class="fu"><a href="write.ml.html">write.ml</a></span><span class="op">(</span><span class="va">model</span>, <span class="va">path</span><span class="op">)</span></span></span>
<span class="r-in"><span></span></span>
<span class="r-in"><span><span class="co"># can also read back the saved model and predict</span></span></span>
<span class="r-in"><span><span class="co"># Note that summary deos not work on loaded model</span></span></span>
<span class="r-in"><span><span class="va">savedModel</span> <span class="op">&lt;-</span> <span class="fu"><a href="read.ml.html">read.ml</a></span><span class="op">(</span><span class="va">path</span><span class="op">)</span></span></span>
<span class="r-in"><span><span class="fu"><a href="summary.html">summary</a></span><span class="op">(</span><span class="va">savedModel</span><span class="op">)</span></span></span>
<span class="r-in"><span></span></span>
<span class="r-in"><span><span class="co"># binary logistic regression against two classes with</span></span></span>
<span class="r-in"><span><span class="co"># upperBoundsOnCoefficients and upperBoundsOnIntercepts</span></span></span>
<span class="r-in"><span><span class="va">ubc</span> <span class="op">&lt;-</span> <span class="fu"><a href="https://rdrr.io/r/base/matrix.html" class="external-link">matrix</a></span><span class="op">(</span><span class="fu"><a href="https://rdrr.io/r/base/c.html" class="external-link">c</a></span><span class="op">(</span><span class="fl">1.0</span>, <span class="fl">0.0</span>, <span class="fl">1.0</span>, <span class="fl">0.0</span><span class="op">)</span>, nrow <span class="op">=</span> <span class="fl">1</span>, ncol <span class="op">=</span> <span class="fl">4</span><span class="op">)</span></span></span>
<span class="r-in"><span><span class="va">model</span> <span class="op">&lt;-</span> <span class="fu">spark.logit</span><span class="op">(</span><span class="va">training</span>, <span class="va">Species</span> <span class="op">~</span> <span class="va">.</span>,</span></span>
<span class="r-in"><span> upperBoundsOnCoefficients <span class="op">=</span> <span class="va">ubc</span>,</span></span>
<span class="r-in"><span> upperBoundsOnIntercepts <span class="op">=</span> <span class="fl">1.0</span><span class="op">)</span></span></span>
<span class="r-in"><span></span></span>
<span class="r-in"><span><span class="co"># multinomial logistic regression</span></span></span>
<span class="r-in"><span><span class="va">model</span> <span class="op">&lt;-</span> <span class="fu">spark.logit</span><span class="op">(</span><span class="va">training</span>, <span class="va">Class</span> <span class="op">~</span> <span class="va">.</span>, regParam <span class="op">=</span> <span class="fl">0.5</span><span class="op">)</span></span></span>
<span class="r-in"><span><span class="va">summary</span> <span class="op">&lt;-</span> <span class="fu"><a href="summary.html">summary</a></span><span class="op">(</span><span class="va">model</span><span class="op">)</span></span></span>
<span class="r-in"><span></span></span>
<span class="r-in"><span><span class="co"># multinomial logistic regression with</span></span></span>
<span class="r-in"><span><span class="co"># lowerBoundsOnCoefficients and lowerBoundsOnIntercepts</span></span></span>
<span class="r-in"><span><span class="va">lbc</span> <span class="op">&lt;-</span> <span class="fu"><a href="https://rdrr.io/r/base/matrix.html" class="external-link">matrix</a></span><span class="op">(</span><span class="fu"><a href="https://rdrr.io/r/base/c.html" class="external-link">c</a></span><span class="op">(</span><span class="fl">0.0</span>, <span class="op">-</span><span class="fl">1.0</span>, <span class="fl">0.0</span>, <span class="op">-</span><span class="fl">1.0</span>, <span class="fl">0.0</span>, <span class="op">-</span><span class="fl">1.0</span>, <span class="fl">0.0</span>, <span class="op">-</span><span class="fl">1.0</span><span class="op">)</span>, nrow <span class="op">=</span> <span class="fl">2</span>, ncol <span class="op">=</span> <span class="fl">4</span><span class="op">)</span></span></span>
<span class="r-in"><span><span class="va">lbi</span> <span class="op">&lt;-</span> <span class="fu"><a href="https://rdrr.io/r/base/array.html" class="external-link">as.array</a></span><span class="op">(</span><span class="fu"><a href="https://rdrr.io/r/base/c.html" class="external-link">c</a></span><span class="op">(</span><span class="fl">0.0</span>, <span class="fl">0.0</span><span class="op">)</span><span class="op">)</span></span></span>
<span class="r-in"><span><span class="va">model</span> <span class="op">&lt;-</span> <span class="fu">spark.logit</span><span class="op">(</span><span class="va">training</span>, <span class="va">Species</span> <span class="op">~</span> <span class="va">.</span>, family <span class="op">=</span> <span class="st">"multinomial"</span>,</span></span>
<span class="r-in"><span> lowerBoundsOnCoefficients <span class="op">=</span> <span class="va">lbc</span>,</span></span>
<span class="r-in"><span> lowerBoundsOnIntercepts <span class="op">=</span> <span class="va">lbi</span><span class="op">)</span></span></span>
<span class="r-in"><span><span class="op">}</span> <span class="co"># }</span></span></span>
</code></pre></div>
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