SPARK-4022 [CORE] [MLLIB] Replace colt dependency (LGPL) with commons…

…-math This change replaces usages of colt with commons-math3 equivalents, and makes some minor necessary adjustments to related code and tests to match. Author: Sean Owen <[email protected]> Closes apache#2928 from srowen/SPARK-4022 and squashes the following commits: 61a232f [Sean Owen] Fix failure due to different sampling in JavaAPISuite.sample() 16d66b8 [Sean Owen] Simplify seeding with call to reseedRandomGenerator a1a78e0 [Sean Owen] Use Well19937c 31c7641 [Sean Owen] Fix Python Poisson test by choosing a different seed; about 88% of seeds should work but 1 didn't, it seems 5c9c67f [Sean Owen] Additional test fixes from review d8f88e0 [Sean Owen] Replace colt with commons-math3. Some tests do not pass yet.
lipengyuntian · Oct 27, 2014 · bfa614b · bfa614b
1 parent 1d7bcc8
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diff --git a/LICENSE b/LICENSE
@@ -712,18 +712,6 @@ THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
 NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
 EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 
-========================================================================
-For colt:
-========================================================================
-
-Copyright (c) 1999 CERN - European Organization for Nuclear Research.
-Permission to use, copy, modify, distribute and sell this software and its documentation for any purpose is hereby granted without fee, provided that the above copyright notice appear in all copies and that both that copyright notice and this permission notice appear in supporting documentation. CERN makes no representations about the suitability of this software for any purpose. It is provided "as is" without expressed or implied warranty.
-
-Packages hep.aida.*
-
-Written by Pavel Binko, Dino Ferrero Merlino, Wolfgang Hoschek, Tony Johnson, Andreas Pfeiffer, and others. Check the FreeHEP home page for more info. Permission to use and/or redistribute this work is granted under the terms of the LGPL License, with the exception that any usage related to military applications is expressly forbidden. The software and documentation made available under the terms of this license are provided with no warranty.
-
-
 ========================================================================
 For SnapTree:
 ========================================================================

diff --git a/assembly/pom.xml b/assembly/pom.xml
@@ -146,6 +146,10 @@
                     <exclude>com/google/common/base/Present*</exclude>
                   </excludes>
                 </relocation>
+                <relocation>
+                  <pattern>org.apache.commons.math3</pattern>
+                  <shadedPattern>org.spark-project.commons.math3</shadedPattern>
+                </relocation>
               </relocations>
               <transformers>
                 <transformer implementation="org.apache.maven.plugins.shade.resource.ServicesResourceTransformer" />

diff --git a/core/pom.xml b/core/pom.xml
@@ -85,8 +85,6 @@
     <dependency>
       <groupId>org.apache.commons</groupId>
       <artifactId>commons-math3</artifactId>
-      <version>3.3</version>
-      <scope>test</scope>
     </dependency>
     <dependency>
       <groupId>com.google.code.findbugs</groupId>
@@ -162,10 +160,6 @@
       <artifactId>json4s-jackson_${scala.binary.version}</artifactId>
       <version>3.2.10</version>
     </dependency>
-    <dependency>
-      <groupId>colt</groupId>
-      <artifactId>colt</artifactId>
-    </dependency>
     <dependency>
       <groupId>org.apache.mesos</groupId>
       <artifactId>mesos</artifactId>

diff --git a/core/src/main/scala/org/apache/spark/partial/CountEvaluator.scala b/core/src/main/scala/org/apache/spark/partial/CountEvaluator.scala
@@ -17,7 +17,7 @@
 
 package org.apache.spark.partial
 
-import cern.jet.stat.Probability
+import org.apache.commons.math3.distribution.NormalDistribution
 
 /**
  * An ApproximateEvaluator for counts.
@@ -46,7 +46,8 @@ private[spark] class CountEvaluator(totalOutputs: Int, confidence: Double)
       val mean = (sum + 1 - p) / p
       val variance = (sum + 1) * (1 - p) / (p * p)
       val stdev = math.sqrt(variance)
-      val confFactor = Probability.normalInverse(1 - (1 - confidence) / 2)
+      val confFactor = new NormalDistribution().
+        inverseCumulativeProbability(1 - (1 - confidence) / 2)
       val low = mean - confFactor * stdev
       val high = mean + confFactor * stdev
       new BoundedDouble(mean, confidence, low, high)

diff --git a/core/src/main/scala/org/apache/spark/partial/GroupedCountEvaluator.scala b/core/src/main/scala/org/apache/spark/partial/GroupedCountEvaluator.scala
@@ -24,7 +24,7 @@ import scala.collection.Map
 import scala.collection.mutable.HashMap
 import scala.reflect.ClassTag
 
-import cern.jet.stat.Probability
+import org.apache.commons.math3.distribution.NormalDistribution
 
 import org.apache.spark.util.collection.OpenHashMap
 
@@ -55,7 +55,8 @@ private[spark] class GroupedCountEvaluator[T : ClassTag](totalOutputs: Int, conf
       new HashMap[T, BoundedDouble]
     } else {
       val p = outputsMerged.toDouble / totalOutputs
-      val confFactor = Probability.normalInverse(1 - (1 - confidence) / 2)
+      val confFactor = new NormalDistribution().
+        inverseCumulativeProbability(1 - (1 - confidence) / 2)
       val result = new JHashMap[T, BoundedDouble](sums.size)
       sums.foreach { case (key, sum) =>
         val mean = (sum + 1 - p) / p

diff --git a/core/src/main/scala/org/apache/spark/partial/MeanEvaluator.scala b/core/src/main/scala/org/apache/spark/partial/MeanEvaluator.scala
@@ -17,7 +17,7 @@
 
 package org.apache.spark.partial
 
-import cern.jet.stat.Probability
+import org.apache.commons.math3.distribution.{NormalDistribution, TDistribution}
 
 import org.apache.spark.util.StatCounter
 
@@ -45,9 +45,10 @@ private[spark] class MeanEvaluator(totalOutputs: Int, confidence: Double)
       val stdev = math.sqrt(counter.sampleVariance / counter.count)
       val confFactor = {
         if (counter.count > 100) {
-          Probability.normalInverse(1 - (1 - confidence) / 2)
+          new NormalDistribution().inverseCumulativeProbability(1 - (1 - confidence) / 2)
         } else {
-          Probability.studentTInverse(1 - confidence, (counter.count - 1).toInt)
+          val degreesOfFreedom = (counter.count - 1).toInt
+          new TDistribution(degreesOfFreedom).inverseCumulativeProbability(1 - (1 - confidence) / 2)
         }
       }
       val low = mean - confFactor * stdev

diff --git a/core/src/main/scala/org/apache/spark/partial/StudentTCacher.scala b/core/src/main/scala/org/apache/spark/partial/StudentTCacher.scala
@@ -17,16 +17,18 @@
 
 package org.apache.spark.partial
 
-import cern.jet.stat.Probability
+import org.apache.commons.math3.distribution.{TDistribution, NormalDistribution}
 
 /**
  * A utility class for caching Student's T distribution values for a given confidence level
  * and various sample sizes. This is used by the MeanEvaluator to efficiently calculate
  * confidence intervals for many keys.
  */
 private[spark] class StudentTCacher(confidence: Double) {
+
   val NORMAL_APPROX_SAMPLE_SIZE = 100  // For samples bigger than this, use Gaussian approximation
-  val normalApprox = Probability.normalInverse(1 - (1 - confidence) / 2)
+
+  val normalApprox = new NormalDistribution().inverseCumulativeProbability(1 - (1 - confidence) / 2)
   val cache = Array.fill[Double](NORMAL_APPROX_SAMPLE_SIZE)(-1.0)
 
   def get(sampleSize: Long): Double = {
@@ -35,7 +37,8 @@ private[spark] class StudentTCacher(confidence: Double) {
     } else {
       val size = sampleSize.toInt
       if (cache(size) < 0) {
-        cache(size) = Probability.studentTInverse(1 - confidence, size - 1)
+        val tDist = new TDistribution(size - 1)
+        cache(size) = tDist.inverseCumulativeProbability(1 - (1 - confidence) / 2)
       }
       cache(size)
     }

diff --git a/core/src/main/scala/org/apache/spark/partial/SumEvaluator.scala b/core/src/main/scala/org/apache/spark/partial/SumEvaluator.scala
@@ -17,7 +17,7 @@
 
 package org.apache.spark.partial
 
-import cern.jet.stat.Probability
+import org.apache.commons.math3.distribution.{TDistribution, NormalDistribution}
 
 import org.apache.spark.util.StatCounter
 
@@ -55,9 +55,10 @@ private[spark] class SumEvaluator(totalOutputs: Int, confidence: Double)
       val sumStdev = math.sqrt(sumVar)
       val confFactor = {
         if (counter.count > 100) {
-          Probability.normalInverse(1 - (1 - confidence) / 2)
+          new NormalDistribution().inverseCumulativeProbability(1 - (1 - confidence) / 2)
         } else {
-          Probability.studentTInverse(1 - confidence, (counter.count - 1).toInt)
+          val degreesOfFreedom = (counter.count - 1).toInt
+          new TDistribution(degreesOfFreedom).inverseCumulativeProbability(1 - (1 - confidence) / 2)
         }
       }
       val low = sumEstimate - confFactor * sumStdev

diff --git a/core/src/main/scala/org/apache/spark/rdd/SampledRDD.scala b/core/src/main/scala/org/apache/spark/rdd/SampledRDD.scala
@@ -21,8 +21,7 @@ import java.util.Random
 
 import scala.reflect.ClassTag
 
-import cern.jet.random.Poisson
-import cern.jet.random.engine.DRand
+import org.apache.commons.math3.distribution.PoissonDistribution
 
 import org.apache.spark.{Partition, TaskContext}
 
@@ -53,9 +52,11 @@ private[spark] class SampledRDD[T: ClassTag](
     if (withReplacement) {
       // For large datasets, the expected number of occurrences of each element in a sample with
       // replacement is Poisson(frac). We use that to get a count for each element.
-      val poisson = new Poisson(frac, new DRand(split.seed))
+      val poisson = new PoissonDistribution(frac)
+      poisson.reseedRandomGenerator(split.seed)
+
       firstParent[T].iterator(split.prev, context).flatMap { element =>
-        val count = poisson.nextInt()
+        val count = poisson.sample()
         if (count == 0) {
           Iterator.empty  // Avoid object allocation when we return 0 items, which is quite often
         } else {

diff --git a/core/src/main/scala/org/apache/spark/util/random/RandomSampler.scala b/core/src/main/scala/org/apache/spark/util/random/RandomSampler.scala
@@ -19,8 +19,7 @@ package org.apache.spark.util.random
 
 import java.util.Random
 
-import cern.jet.random.Poisson
-import cern.jet.random.engine.DRand
+import org.apache.commons.math3.distribution.PoissonDistribution
 
 import org.apache.spark.annotation.DeveloperApi
 
@@ -87,15 +86,16 @@ class BernoulliSampler[T](lb: Double, ub: Double, complement: Boolean = false)
 @DeveloperApi
 class PoissonSampler[T](mean: Double) extends RandomSampler[T, T] {
 
-  private[random] var rng = new Poisson(mean, new DRand)
+  private[random] var rng = new PoissonDistribution(mean)
 
   override def setSeed(seed: Long) {
-    rng = new Poisson(mean, new DRand(seed.toInt))
+    rng = new PoissonDistribution(mean)
+    rng.reseedRandomGenerator(seed)
   }
 
   override def sample(items: Iterator[T]): Iterator[T] = {
     items.flatMap { item =>
-      val count = rng.nextInt()
+      val count = rng.sample()
       if (count == 0) {
         Iterator.empty
       } else {

diff --git a/core/src/main/scala/org/apache/spark/util/random/StratifiedSamplingUtils.scala b/core/src/main/scala/org/apache/spark/util/random/StratifiedSamplingUtils.scala
@@ -22,8 +22,7 @@ import scala.collection.mutable
 import scala.collection.mutable.ArrayBuffer
 import scala.reflect.ClassTag
 
-import cern.jet.random.Poisson
-import cern.jet.random.engine.DRand
+import org.apache.commons.math3.distribution.PoissonDistribution
 
 import org.apache.spark.Logging
 import org.apache.spark.SparkContext._
@@ -209,7 +208,7 @@ private[spark] object StratifiedSamplingUtils extends Logging {
       samplingRateByKey = computeThresholdByKey(finalResult, fractions)
     }
     (idx: Int, iter: Iterator[(K, V)]) => {
-      val rng = new RandomDataGenerator
+      val rng = new RandomDataGenerator()
       rng.reSeed(seed + idx)
       // Must use the same invoke pattern on the rng as in getSeqOp for without replacement
       // in order to generate the same sequence of random numbers when creating the sample
@@ -245,9 +244,9 @@ private[spark] object StratifiedSamplingUtils extends Logging {
           // Must use the same invoke pattern on the rng as in getSeqOp for with replacement
           // in order to generate the same sequence of random numbers when creating the sample
           val copiesAccepted = if (acceptBound == 0) 0L else rng.nextPoisson(acceptBound)
-          val copiesWailisted = rng.nextPoisson(finalResult(key).waitListBound)
+          val copiesWaitlisted = rng.nextPoisson(finalResult(key).waitListBound)
           val copiesInSample = copiesAccepted +
-            (0 until copiesWailisted).count(i => rng.nextUniform() < thresholdByKey(key))
+            (0 until copiesWaitlisted).count(i => rng.nextUniform() < thresholdByKey(key))
           if (copiesInSample > 0) {
             Iterator.fill(copiesInSample.toInt)(item)
           } else {
@@ -261,10 +260,10 @@ private[spark] object StratifiedSamplingUtils extends Logging {
         rng.reSeed(seed + idx)
         iter.flatMap { item =>
           val count = rng.nextPoisson(fractions(item._1))
-          if (count > 0) {
-            Iterator.fill(count)(item)
-          } else {
+          if (count == 0) {
             Iterator.empty
+          } else {
+            Iterator.fill(count)(item)
           }
         }
       }
@@ -274,15 +273,24 @@ private[spark] object StratifiedSamplingUtils extends Logging {
   /** A random data generator that generates both uniform values and Poisson values. */
   private class RandomDataGenerator {
     val uniform = new XORShiftRandom()
-    var poisson = new Poisson(1.0, new DRand)
+    // commons-math3 doesn't have a method to generate Poisson from an arbitrary mean;
+    // maintain a cache of Poisson(m) distributions for various m
+    val poissonCache = mutable.Map[Double, PoissonDistribution]()
+    var poissonSeed = 0L
 
-    def reSeed(seed: Long) {
+    def reSeed(seed: Long): Unit = {
       uniform.setSeed(seed)
-      poisson = new Poisson(1.0, new DRand(seed.toInt))
+      poissonSeed = seed
+      poissonCache.clear()
     }
 
     def nextPoisson(mean: Double): Int = {
-      poisson.nextInt(mean)
+      val poisson = poissonCache.getOrElseUpdate(mean, {
+        val newPoisson = new PoissonDistribution(mean)
+        newPoisson.reseedRandomGenerator(poissonSeed)
+        newPoisson
+      })
+      poisson.sample()
     }
 
     def nextUniform(): Double = {

diff --git a/core/src/test/java/org/apache/spark/JavaAPISuite.java b/core/src/test/java/org/apache/spark/JavaAPISuite.java
@@ -142,7 +142,7 @@ public void sample() {
     JavaRDD<Integer> rdd = sc.parallelize(ints);
     JavaRDD<Integer> sample20 = rdd.sample(true, 0.2, 11);
     // expected 2 but of course result varies randomly a bit
-    Assert.assertEquals(3, sample20.count());
+    Assert.assertEquals(1, sample20.count());
     JavaRDD<Integer> sample20NoReplacement = rdd.sample(false, 0.2, 11);
     Assert.assertEquals(2, sample20NoReplacement.count());
   }

diff --git a/core/src/test/scala/org/apache/spark/util/random/RandomSamplerSuite.scala b/core/src/test/scala/org/apache/spark/util/random/RandomSamplerSuite.scala
@@ -19,7 +19,8 @@ package org.apache.spark.util.random
 
 import java.util.Random
 
-import cern.jet.random.Poisson
+import org.apache.commons.math3.distribution.PoissonDistribution
+
 import org.scalatest.{BeforeAndAfter, FunSuite}
 import org.scalatest.mock.EasyMockSugar
 
@@ -28,11 +29,11 @@ class RandomSamplerSuite extends FunSuite with BeforeAndAfter with EasyMockSugar
   val a = List(1, 2, 3, 4, 5, 6, 7, 8, 9)
 
   var random: Random = _
-  var poisson: Poisson = _
+  var poisson: PoissonDistribution = _
 
   before {
     random = mock[Random]
-    poisson = mock[Poisson]
+    poisson = mock[PoissonDistribution]
   }
 
   test("BernoulliSamplerWithRange") {
@@ -101,7 +102,7 @@ class RandomSamplerSuite extends FunSuite with BeforeAndAfter with EasyMockSugar
   test("PoissonSampler") {
     expecting {
       for(x <- Seq(0, 1, 2, 0, 1, 1, 0, 0, 0)) {
-        poisson.nextInt().andReturn(x)
+        poisson.sample().andReturn(x)
       }
     }
     whenExecuting(poisson) {

diff --git a/examples/pom.xml b/examples/pom.xml
@@ -156,6 +156,10 @@
       <artifactId>algebird-core_${scala.binary.version}</artifactId>
       <version>0.1.11</version>
     </dependency>
+    <dependency>
+      <groupId>org.apache.commons</groupId>
+      <artifactId>commons-math3</artifactId>
+    </dependency>
     <dependency>
       <groupId>org.scalatest</groupId>
       <artifactId>scalatest_${scala.binary.version}</artifactId>
@@ -268,6 +272,10 @@
                     <exclude>com.google.common.base.Optional**</exclude>
                   </excludes>
                 </relocation>
+                <relocation>
+                  <pattern>org.apache.commons.math3</pattern>
+                  <shadedPattern>org.spark-project.commons.math3</shadedPattern>
+                </relocation>
               </relocations>
               <transformers>
                 <transformer implementation="org.apache.maven.plugins.shade.resource.ServicesResourceTransformer" />