Merge pull request apache#809 from shivaram/sgd-cleanup

Clean up scaladoc in ML Lib.

docs/_layouts/global.html

@@ -74,6 +74,7 @@
                                 <li><a href="api/core/index.html">Spark Java/Scala (Scaladoc)</a></li>
                                 <li><a href="api/pyspark/index.html">Spark Python (Epydoc)</a></li>
                                 <li><a href="api/streaming/index.html">Spark Streaming Java/Scala (Scaladoc) </a></li>
+                                <li><a href="api/mllib/index.html">Spark ML Library (Scaladoc) </a></li>
                             </ul>
                         </li>
 

docs/_plugins/copy_api_dirs.rb

@@ -20,7 +20,7 @@
 
 if ENV['SKIP_API'] != '1'
   # Build Scaladoc for Java/Scala
-  projects = ["core", "examples", "repl", "bagel", "streaming"]
+  projects = ["core", "examples", "repl", "bagel", "streaming", "mllib"]
 
   puts "Moving to project root and building scaladoc."
   curr_dir = pwd

mllib/src/main/scala/spark/mllib/classification/LogisticRegression.scala

@@ -27,8 +27,10 @@ import scala.math.round
 import org.jblas.DoubleMatrix
 
 /**
- * Logistic Regression using Stochastic Gradient Descent.
- * Based on Matlab code written by John Duchi.
+ * Classification model trained using Logistic Regression.
+ *
+ * @param weights Weights computed for every feature.
+ * @param intercept Intercept computed for this model.
  */
 class LogisticRegressionModel(
     override val weights: Array[Double],
@@ -43,7 +45,10 @@ class LogisticRegressionModel(
   }
 }
 
-class LogisticRegressionWithSGD (
+/**
+ * Train a classification model for Logistic Regression using Stochastic Gradient Descent.
+ */
+class LogisticRegressionWithSGD private (
     var stepSize: Double,
     var numIterations: Int,
     var regParam: Double,
@@ -70,10 +75,10 @@ class LogisticRegressionWithSGD (
 
 /**
  * Top-level methods for calling Logistic Regression.
- * NOTE(shivaram): We use multiple train methods instead of default arguments to support
- *                 Java programs.
  */
 object LogisticRegressionWithSGD {
+  // NOTE(shivaram): We use multiple train methods instead of default arguments to support
+  // Java programs.
 
   /**
    * Train a logistic regression model given an RDD of (label, features) pairs. We run a fixed

mllib/src/main/scala/spark/mllib/classification/SVM.scala

@@ -26,7 +26,10 @@ import spark.mllib.util.MLUtils
 import org.jblas.DoubleMatrix
 
 /**
- * SVM using Stochastic Gradient Descent.
+ * Model built using SVM.
+ *
+ * @param weights Weights computed for every feature.
+ * @param intercept Intercept computed for this model.
  */
 class SVMModel(
     override val weights: Array[Double],
@@ -40,6 +43,9 @@ class SVMModel(
   }
 }
 
+/**
+ * Train an SVM using Stochastic Gradient Descent.
+ */
 class SVMWithSGD private (
     var stepSize: Double,
     var numIterations: Int,

mllib/src/main/scala/spark/mllib/optimization/Gradient.scala

@@ -19,18 +19,29 @@ package spark.mllib.optimization
 
 import org.jblas.DoubleMatrix
 
+/**
+ * Class used to compute the gradient for a loss function, given a single data point.
+ */
 abstract class Gradient extends Serializable {
   /**
-   * Compute the gradient for a given row of data.
+   * Compute the gradient and loss given features of a single data point.
    *
-   * @param data - One row of data. Row matrix of size 1xn where n is the number of features.
+   * @param data - Feature values for one data point. Column matrix of size nx1
+   *               where n is the number of features.
    * @param label - Label for this data item.
    * @param weights - Column matrix containing weights for every feature.
+   *
+   * @return A tuple of 2 elements. The first element is a column matrix containing the computed
+   *         gradient and the second element is the loss computed at this data point.
+   *
    */
   def compute(data: DoubleMatrix, label: Double, weights: DoubleMatrix): 
       (DoubleMatrix, Double)
 }
 
+/**
+ * Compute gradient and loss for a logistic loss function.
+ */
 class LogisticGradient extends Gradient {
   override def compute(data: DoubleMatrix, label: Double, weights: DoubleMatrix): 
       (DoubleMatrix, Double) = {
@@ -49,7 +60,9 @@ class LogisticGradient extends Gradient {
   }
 }
 
-
+/**
+ * Compute gradient and loss for a Least-squared loss function.
+ */
 class SquaredGradient extends Gradient {
   override def compute(data: DoubleMatrix, label: Double, weights: DoubleMatrix): 
       (DoubleMatrix, Double) = {
@@ -62,7 +75,9 @@ class SquaredGradient extends Gradient {
   }
 }
 
-
+/**
+ * Compute gradient and loss for a Hinge loss function.
+ */
 class HingeGradient extends Gradient {
   override def compute(data: DoubleMatrix, label: Double, weights: DoubleMatrix): 
       (DoubleMatrix, Double) = {

mllib/src/main/scala/spark/mllib/optimization/GradientDescent.scala

@@ -24,12 +24,17 @@ import org.jblas.DoubleMatrix
 
 import scala.collection.mutable.ArrayBuffer
 
+/**
+ * Class used to solve an optimization problem using Gradient Descent.
+ * @param gradient Gradient function to be used.
+ * @param updater Updater to be used to update weights after every iteration.
+ */
 class GradientDescent(var gradient: Gradient, var updater: Updater) extends Optimizer {
 
-  var stepSize: Double = 1.0
-  var numIterations: Int = 100
-  var regParam: Double = 0.0
-  var miniBatchFraction: Double = 1.0
+  private var stepSize: Double = 1.0
+  private var numIterations: Int = 100
+  private var regParam: Double = 0.0
+  private var miniBatchFraction: Double = 1.0
 
   /**
    * Set the step size per-iteration of SGD. Default 1.0.
@@ -97,10 +102,10 @@ class GradientDescent(var gradient: Gradient, var updater: Updater) extends Opti
 
 }
 
+// Top-level method to run gradient descent.
 object GradientDescent extends Logging {
   /**
    * Run gradient descent in parallel using mini batches.
-   * Based on Matlab code written by John Duchi.
    *
    * @param data - Input data for SGD. RDD of form (label, [feature values]).
    * @param gradient - Gradient object that will be used to compute the gradient.
@@ -137,8 +142,8 @@ object GradientDescent extends Logging {
     for (i <- 1 to numIterations) {
       val (gradientSum, lossSum) = data.sample(false, miniBatchFraction, 42+i).map {
         case (y, features) =>
-          val featuresRow = new DoubleMatrix(features.length, 1, features:_*)
-          val (grad, loss) = gradient.compute(featuresRow, y, weights)
+          val featuresCol = new DoubleMatrix(features.length, 1, features:_*)
+          val (grad, loss) = gradient.compute(featuresCol, y, weights)
           (grad, loss)
       }.reduce((a, b) => (a._1.addi(b._1), a._2 + b._2))
 

mllib/src/main/scala/spark/mllib/optimization/Updater.scala

@@ -20,10 +20,14 @@ package spark.mllib.optimization
 import scala.math._
 import org.jblas.DoubleMatrix
 
+/**
+ * Class used to update weights used in Gradient Descent.
+ */
 abstract class Updater extends Serializable {
   /**
-   * Compute an updated value for weights given the gradient, stepSize and iteration number.
-   * Also returns the regularization value computed using the *updated* weights.
+   * Compute an updated value for weights given the gradient, stepSize, iteration number and
+   * regularization parameter. Also returns the regularization value computed using the
+   * *updated* weights.
    *
    * @param weightsOld - Column matrix of size nx1 where n is the number of features.
    * @param gradient - Column matrix of size nx1 where n is the number of features.
@@ -38,6 +42,10 @@ abstract class Updater extends Serializable {
       regParam: Double): (DoubleMatrix, Double)
 }
 
+/**
+ * A simple updater that adaptively adjusts the learning rate the
+ * square root of the number of iterations. Does not perform any regularization.
+ */
 class SimpleUpdater extends Updater {
   override def compute(weightsOld: DoubleMatrix, gradient: DoubleMatrix,
       stepSize: Double, iter: Int, regParam: Double): (DoubleMatrix, Double) = {
@@ -48,11 +56,15 @@ class SimpleUpdater extends Updater {
 }
 
 /**
- * L1 regularization -- corresponding proximal operator is the soft-thresholding function
- * That is, each weight component is shrunk towards 0 by shrinkageVal
+ * Updater that adjusts learning rate and performs L1 regularization.
+ *
+ * The corresponding proximal operator used is the soft-thresholding function.
+ * That is, each weight component is shrunk towards 0 by shrinkageVal.
+ *
  * If w >  shrinkageVal, set weight component to w-shrinkageVal.
  * If w < -shrinkageVal, set weight component to w+shrinkageVal.
  * If -shrinkageVal < w < shrinkageVal, set weight component to 0.
+ *
  * Equivalently, set weight component to signum(w) * max(0.0, abs(w) - shrinkageVal)
  */
 class L1Updater extends Updater {
@@ -72,6 +84,9 @@ class L1Updater extends Updater {
   }
 }
 
+/**
+ * Updater that adjusts the learning rate and performs L2 regularization
+ */
 class SquaredL2Updater extends Updater {
   override def compute(weightsOld: DoubleMatrix, gradient: DoubleMatrix,
       stepSize: Double, iter: Int, regParam: Double): (DoubleMatrix, Double) = {

mllib/src/main/scala/spark/mllib/recommendation/MatrixFactorizationModel.scala

@@ -22,6 +22,15 @@ import spark.SparkContext._
 
 import org.jblas._
 
+/**
+ * Model representing the result of matrix factorization.
+ *
+ * @param rank Rank for the features in this model.
+ * @param userFeatures RDD of tuples where each tuple represents the userId and
+ *                     the features computed for this user.
+ * @param productFeatures RDD of tuples where each tuple represents the productId
+ *                        and the features computed for this product.
+ */
 class MatrixFactorizationModel(
     val rank: Int,
     val userFeatures: RDD[(Int, Array[Double])],

mllib/src/main/scala/spark/mllib/regression/GeneralizedLinearAlgorithm.scala

@@ -24,8 +24,11 @@ import org.jblas.DoubleMatrix
 
 /**
  * GeneralizedLinearModel (GLM) represents a model trained using 
- * GeneralizedLinearAlgorithm. GLMs consist of a weight vector,
+ * GeneralizedLinearAlgorithm. GLMs consist of a weight vector and
  * an intercept.
+ *
+ * @param weights Weights computed for every feature.
+ * @param intercept Intercept computed for this model.
  */
 abstract class GeneralizedLinearModel(val weights: Array[Double], val intercept: Double)
   extends Serializable {
@@ -43,6 +46,12 @@ abstract class GeneralizedLinearModel(val weights: Array[Double], val intercept:
   def predictPoint(dataMatrix: DoubleMatrix, weightMatrix: DoubleMatrix,
     intercept: Double): Double
 
+  /**
+   * Predict values for the given data set using the model trained.
+   *
+   * @param testData RDD representing data points to be predicted
+   * @return RDD[Double] where each entry contains the corresponding prediction
+   */
   def predict(testData: spark.RDD[Array[Double]]): RDD[Double] = {
     // A small optimization to avoid serializing the entire model. Only the weightsMatrix
     // and intercept is needed.
@@ -55,24 +64,33 @@ abstract class GeneralizedLinearModel(val weights: Array[Double], val intercept:
     }
   }
 
+  /**
+   * Predict values for a single data point using the model trained.
+   *
+   * @param testData array representing a single data point
+   * @return Double prediction from the trained model
+   */
   def predict(testData: Array[Double]): Double = {
     val dataMat = new DoubleMatrix(1, testData.length, testData:_*)
     predictPoint(dataMat, weightsMatrix, intercept)
   }
 }
 
 /**
- * GeneralizedLinearAlgorithm abstracts out the training for all GLMs. 
+ * GeneralizedLinearAlgorithm implements methods to train a Genearalized Linear Model (GLM).
  * This class should be extended with an Optimizer to create a new GLM.
  */
 abstract class GeneralizedLinearAlgorithm[M <: GeneralizedLinearModel]
   extends Logging with Serializable {
 
   val optimizer: Optimizer
 
-  def createModel(weights: Array[Double], intercept: Double): M
+  /**
+   * Create a model given the weights and intercept
+   */
+  protected def createModel(weights: Array[Double], intercept: Double): M
 
-  var addIntercept: Boolean
+  protected var addIntercept: Boolean
 
   /**
    * Set if the algorithm should add an intercept. Default true.
@@ -82,12 +100,20 @@ abstract class GeneralizedLinearAlgorithm[M <: GeneralizedLinearModel]
     this
   }
 
+  /**
+   * Run the algorithm with the configured parameters on an input
+   * RDD of LabeledPoint entries.
+   */
   def run(input: RDD[LabeledPoint]) : M = {
     val nfeatures: Int = input.first().features.length
     val initialWeights = Array.fill(nfeatures)(1.0)
     run(input, initialWeights)
   }
 
+  /**
+   * Run the algorithm with the configured parameters on an input RDD
+   * of LabeledPoint entries starting from the initial weights provided.
+   */
   def run(input: RDD[LabeledPoint], initialWeights: Array[Double]) : M = {
 
     // Add a extra variable consisting of all 1.0's for the intercept.

mllib/src/main/scala/spark/mllib/regression/Lasso.scala

@@ -24,8 +24,10 @@ import spark.mllib.util.MLUtils
 import org.jblas.DoubleMatrix
 
 /**
- * Lasso using Stochastic Gradient Descent.
+ * Regression model trained using Lasso.
  *
+ * @param weights Weights computed for every feature.
+ * @param intercept Intercept computed for this model.
  */
 class LassoModel(
     override val weights: Array[Double],
@@ -39,8 +41,10 @@ class LassoModel(
   }
 }
 
-
-class LassoWithSGD (
+/**
+ * Train a regression model with L1-regularization using Stochastic Gradient Descent.
+ */
+class LassoWithSGD private (
     var stepSize: Double,
     var numIterations: Int,
     var regParam: Double,

mllib/src/main/scala/spark/mllib/regression/RidgeRegression.scala

@@ -168,10 +168,10 @@ class RidgeRegression private (var lambdaLow: Double, var lambdaHigh: Double)
 
 /**
  * Top-level methods for calling Ridge Regression.
- * NOTE(shivaram): We use multiple train methods instead of default arguments to support 
- *                 Java programs.
  */
 object RidgeRegression {
+  // NOTE(shivaram): We use multiple train methods instead of default arguments to support
+  // Java programs.
 
   /**
    * Train a ridge regression model given an RDD of (response, features) pairs.

mllib/src/main/scala/spark/mllib/util/KMeansDataGenerator.scala

@@ -21,12 +21,16 @@ import scala.util.Random
 
 import spark.{RDD, SparkContext}
 
+/**
+ * Generate test data for KMeans. This class first chooses k cluster centers
+ * from a d-dimensional Gaussian distribution scaled by factor r and then creates a Gaussian
+ * cluster with scale 1 around each center.
+ */
+
 object KMeansDataGenerator {
 
   /**
-   * Generate an RDD containing test data for KMeans. This function chooses k cluster centers
-   * from a d-dimensional Gaussian distribution scaled by factor r, then creates a Gaussian
-   * cluster with scale 1 around each center.
+   * Generate an RDD containing test data for KMeans.
    *
    * @param sc SparkContext to use for creating the RDD
    * @param numPoints Number of points that will be contained in the RDD