ML 调优:模型选择与超参数调优
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本节介绍如何使用 MLlib 的工具进行 ML 算法和管道的调优。内置的交叉验证及其他工具允许用户优化算法和管道中的超参数。
目录
模型选择(又称超参数调优)
ML 中的一项重要任务是_模型选择_,即使用数据为给定任务找到最佳模型或参数。这也称为_调优_。调优可以针对单个Estimator
(例如LogisticRegression
),也可以针对包含多个算法、特征化和其他步骤的整个Pipeline
进行。用户可以一次性调优整个Pipeline
,而无需单独调优Pipeline
中的每个元素。
MLlib 支持使用 CrossValidator
和 TrainValidationSplit
等工具进行模型选择。这些工具需要以下项:
从宏观层面看,这些模型选择工具的工作原理如下:
- 它们将输入数据拆分为单独的训练数据集和测试数据集。
- 对于每个(训练,测试)对,它们会遍历
ParamMap
集合- 对于每个
ParamMap
,它们使用这些参数拟合Estimator
,获得拟合的Model
,并使用Evaluator
评估Model
的性能。
- 对于每个
- 它们选择由表现最佳的参数集生成的
Model
。
Evaluator
可以是用于回归问题的 RegressionEvaluator
,用于二元数据的 BinaryClassificationEvaluator
,用于多类别问题的 MulticlassClassificationEvaluator
,用于多标签分类的 MultilabelClassificationEvaluator
,或用于排序问题的 RankingEvaluator
。用于选择最佳 ParamMap
的默认指标可以通过这些评估器中的 setMetricName
方法进行覆盖。
为了帮助构建参数网格,用户可以使用 ParamGridBuilder
工具。默认情况下,参数网格中的参数集是串行评估的。通过在运行 CrossValidator
或 TrainValidationSplit
进行模型选择之前,将 parallelism
设置为 2 或更大的值(值为 1 将是串行),可以并行执行参数评估。parallelism
的值应仔细选择,以在不超出集群资源的情况下最大化并行度,并且较大的值不一定总能带来性能提升。一般来说,对于大多数集群,值设为 10 就足够了。
交叉验证
CrossValidator
首先将数据集拆分为一组_折叠_,这些折叠用作独立的训练和测试数据集。例如,对于 $k=3$
折叠,CrossValidator
将生成 3 个(训练,测试)数据集对,其中每个都使用 2/3 的数据进行训练,1/3 的数据进行测试。为了评估特定的 ParamMap
,CrossValidator
会计算将 Estimator
拟合到 3 个不同的(训练,测试)数据集对所生成的 3 个 Model
的平均评估指标。
在确定了最佳 ParamMap
后,CrossValidator
最终会使用最佳 ParamMap
和整个数据集重新拟合 Estimator
。
示例:通过交叉验证进行模型选择
以下示例演示了如何使用 CrossValidator
从参数网格中进行选择。
请注意,对参数网格进行交叉验证的成本很高。例如,在下面的示例中,参数网格对 hashingTF.numFeatures
有 3 个值,对 lr.regParam
有 2 个值,并且 CrossValidator
使用 2 折。这会使训练的模型数量增加到 $(3 \times 2) \times 2 = 12$
个不同模型。在实际设置中,尝试更多参数并使用更多折叠($k=3$
和 $k=10$
很常见)是很普遍的。换句话说,使用 CrossValidator
的成本可能非常高。然而,它也是一种行之有效的方法,用于选择参数,并且比启发式手动调优在统计学上更可靠。
有关 API 的更多详细信息,请参阅 CrossValidator
Python 文档。
from pyspark.ml import Pipeline
from pyspark.ml.classification import LogisticRegression
from pyspark.ml.evaluation import BinaryClassificationEvaluator
from pyspark.ml.feature import HashingTF, Tokenizer
from pyspark.ml.tuning import CrossValidator, ParamGridBuilder
# Prepare training documents, which are labeled.
training = spark.createDataFrame([
(0, "a b c d e spark", 1.0),
(1, "b d", 0.0),
(2, "spark f g h", 1.0),
(3, "hadoop mapreduce", 0.0),
(4, "b spark who", 1.0),
(5, "g d a y", 0.0),
(6, "spark fly", 1.0),
(7, "was mapreduce", 0.0),
(8, "e spark program", 1.0),
(9, "a e c l", 0.0),
(10, "spark compile", 1.0),
(11, "hadoop software", 0.0)
], ["id", "text", "label"])
# Configure an ML pipeline, which consists of tree stages: tokenizer, hashingTF, and lr.
tokenizer = Tokenizer(inputCol="text", outputCol="words")
hashingTF = HashingTF(inputCol=tokenizer.getOutputCol(), outputCol="features")
lr = LogisticRegression(maxIter=10)
pipeline = Pipeline(stages=[tokenizer, hashingTF, lr])
# We now treat the Pipeline as an Estimator, wrapping it in a CrossValidator instance.
# This will allow us to jointly choose parameters for all Pipeline stages.
# A CrossValidator requires an Estimator, a set of Estimator ParamMaps, and an Evaluator.
# We use a ParamGridBuilder to construct a grid of parameters to search over.
# With 3 values for hashingTF.numFeatures and 2 values for lr.regParam,
# this grid will have 3 x 2 = 6 parameter settings for CrossValidator to choose from.
paramGrid = ParamGridBuilder() \
.addGrid(hashingTF.numFeatures, [10, 100, 1000]) \
.addGrid(lr.regParam, [0.1, 0.01]) \
.build()
crossval = CrossValidator(estimator=pipeline,
estimatorParamMaps=paramGrid,
evaluator=BinaryClassificationEvaluator(),
numFolds=2) # use 3+ folds in practice
# Run cross-validation, and choose the best set of parameters.
cvModel = crossval.fit(training)
# Prepare test documents, which are unlabeled.
test = spark.createDataFrame([
(4, "spark i j k"),
(5, "l m n"),
(6, "mapreduce spark"),
(7, "apache hadoop")
], ["id", "text"])
# Make predictions on test documents. cvModel uses the best model found (lrModel).
prediction = cvModel.transform(test)
selected = prediction.select("id", "text", "probability", "prediction")
for row in selected.collect():
print(row)
有关 API 的详细信息,请参阅 CrossValidator
Scala 文档。
import org.apache.spark.ml.Pipeline
import org.apache.spark.ml.classification.LogisticRegression
import org.apache.spark.ml.evaluation.BinaryClassificationEvaluator
import org.apache.spark.ml.feature.{HashingTF, Tokenizer}
import org.apache.spark.ml.linalg.Vector
import org.apache.spark.ml.tuning.{CrossValidator, ParamGridBuilder}
import org.apache.spark.sql.Row
// Prepare training data from a list of (id, text, label) tuples.
val training = spark.createDataFrame(Seq(
(0L, "a b c d e spark", 1.0),
(1L, "b d", 0.0),
(2L, "spark f g h", 1.0),
(3L, "hadoop mapreduce", 0.0),
(4L, "b spark who", 1.0),
(5L, "g d a y", 0.0),
(6L, "spark fly", 1.0),
(7L, "was mapreduce", 0.0),
(8L, "e spark program", 1.0),
(9L, "a e c l", 0.0),
(10L, "spark compile", 1.0),
(11L, "hadoop software", 0.0)
)).toDF("id", "text", "label")
// Configure an ML pipeline, which consists of three stages: tokenizer, hashingTF, and lr.
val tokenizer = new Tokenizer()
.setInputCol("text")
.setOutputCol("words")
val hashingTF = new HashingTF()
.setInputCol(tokenizer.getOutputCol)
.setOutputCol("features")
val lr = new LogisticRegression()
.setMaxIter(10)
val pipeline = new Pipeline()
.setStages(Array(tokenizer, hashingTF, lr))
// We use a ParamGridBuilder to construct a grid of parameters to search over.
// With 3 values for hashingTF.numFeatures and 2 values for lr.regParam,
// this grid will have 3 x 2 = 6 parameter settings for CrossValidator to choose from.
val paramGrid = new ParamGridBuilder()
.addGrid(hashingTF.numFeatures, Array(10, 100, 1000))
.addGrid(lr.regParam, Array(0.1, 0.01))
.build()
// We now treat the Pipeline as an Estimator, wrapping it in a CrossValidator instance.
// This will allow us to jointly choose parameters for all Pipeline stages.
// A CrossValidator requires an Estimator, a set of Estimator ParamMaps, and an Evaluator.
// Note that the evaluator here is a BinaryClassificationEvaluator and its default metric
// is areaUnderROC.
val cv = new CrossValidator()
.setEstimator(pipeline)
.setEvaluator(new BinaryClassificationEvaluator)
.setEstimatorParamMaps(paramGrid)
.setNumFolds(2) // Use 3+ in practice
.setParallelism(2) // Evaluate up to 2 parameter settings in parallel
// Run cross-validation, and choose the best set of parameters.
val cvModel = cv.fit(training)
// Prepare test documents, which are unlabeled (id, text) tuples.
val test = spark.createDataFrame(Seq(
(4L, "spark i j k"),
(5L, "l m n"),
(6L, "mapreduce spark"),
(7L, "apache hadoop")
)).toDF("id", "text")
// Make predictions on test documents. cvModel uses the best model found (lrModel).
cvModel.transform(test)
.select("id", "text", "probability", "prediction")
.collect()
.foreach { case Row(id: Long, text: String, prob: Vector, prediction: Double) =>
println(s"($id, $text) --> prob=$prob, prediction=$prediction")
}
有关 API 的详细信息,请参阅 CrossValidator
Java 文档。
import java.util.Arrays;
import org.apache.spark.ml.Pipeline;
import org.apache.spark.ml.PipelineStage;
import org.apache.spark.ml.classification.LogisticRegression;
import org.apache.spark.ml.evaluation.BinaryClassificationEvaluator;
import org.apache.spark.ml.feature.HashingTF;
import org.apache.spark.ml.feature.Tokenizer;
import org.apache.spark.ml.param.ParamMap;
import org.apache.spark.ml.tuning.CrossValidator;
import org.apache.spark.ml.tuning.CrossValidatorModel;
import org.apache.spark.ml.tuning.ParamGridBuilder;
import org.apache.spark.sql.Dataset;
import org.apache.spark.sql.Row;
// Prepare training documents, which are labeled.
Dataset<Row> training = spark.createDataFrame(Arrays.asList(
new JavaLabeledDocument(0L, "a b c d e spark", 1.0),
new JavaLabeledDocument(1L, "b d", 0.0),
new JavaLabeledDocument(2L,"spark f g h", 1.0),
new JavaLabeledDocument(3L, "hadoop mapreduce", 0.0),
new JavaLabeledDocument(4L, "b spark who", 1.0),
new JavaLabeledDocument(5L, "g d a y", 0.0),
new JavaLabeledDocument(6L, "spark fly", 1.0),
new JavaLabeledDocument(7L, "was mapreduce", 0.0),
new JavaLabeledDocument(8L, "e spark program", 1.0),
new JavaLabeledDocument(9L, "a e c l", 0.0),
new JavaLabeledDocument(10L, "spark compile", 1.0),
new JavaLabeledDocument(11L, "hadoop software", 0.0)
), JavaLabeledDocument.class);
// Configure an ML pipeline, which consists of three stages: tokenizer, hashingTF, and lr.
Tokenizer tokenizer = new Tokenizer()
.setInputCol("text")
.setOutputCol("words");
HashingTF hashingTF = new HashingTF()
.setNumFeatures(1000)
.setInputCol(tokenizer.getOutputCol())
.setOutputCol("features");
LogisticRegression lr = new LogisticRegression()
.setMaxIter(10)
.setRegParam(0.01);
Pipeline pipeline = new Pipeline()
.setStages(new PipelineStage[] {tokenizer, hashingTF, lr});
// We use a ParamGridBuilder to construct a grid of parameters to search over.
// With 3 values for hashingTF.numFeatures and 2 values for lr.regParam,
// this grid will have 3 x 2 = 6 parameter settings for CrossValidator to choose from.
ParamMap[] paramGrid = new ParamGridBuilder()
.addGrid(hashingTF.numFeatures(), new int[] {10, 100, 1000})
.addGrid(lr.regParam(), new double[] {0.1, 0.01})
.build();
// We now treat the Pipeline as an Estimator, wrapping it in a CrossValidator instance.
// This will allow us to jointly choose parameters for all Pipeline stages.
// A CrossValidator requires an Estimator, a set of Estimator ParamMaps, and an Evaluator.
// Note that the evaluator here is a BinaryClassificationEvaluator and its default metric
// is areaUnderROC.
CrossValidator cv = new CrossValidator()
.setEstimator(pipeline)
.setEvaluator(new BinaryClassificationEvaluator())
.setEstimatorParamMaps(paramGrid)
.setNumFolds(2) // Use 3+ in practice
.setParallelism(2); // Evaluate up to 2 parameter settings in parallel
// Run cross-validation, and choose the best set of parameters.
CrossValidatorModel cvModel = cv.fit(training);
// Prepare test documents, which are unlabeled.
Dataset<Row> test = spark.createDataFrame(Arrays.asList(
new JavaDocument(4L, "spark i j k"),
new JavaDocument(5L, "l m n"),
new JavaDocument(6L, "mapreduce spark"),
new JavaDocument(7L, "apache hadoop")
), JavaDocument.class);
// Make predictions on test documents. cvModel uses the best model found (lrModel).
Dataset<Row> predictions = cvModel.transform(test);
for (Row r : predictions.select("id", "text", "probability", "prediction").collectAsList()) {
System.out.println("(" + r.get(0) + ", " + r.get(1) + ") --> prob=" + r.get(2)
+ ", prediction=" + r.get(3));
}
训练-验证拆分
除了 CrossValidator
之外,Spark 还提供 TrainValidationSplit
用于超参数调优。TrainValidationSplit
只评估每种参数组合一次,而 CrossValidator
则评估 k 次。因此,它的成本较低,但在训练数据集不够大时,其结果的可靠性会降低。
与 CrossValidator
不同,TrainValidationSplit
创建单个(训练,测试)数据集对。它使用 trainRatio
参数将数据集拆分为这两部分。例如,当 $trainRatio=0.75$
时,TrainValidationSplit
将生成一个训练和测试数据集对,其中 75% 的数据用于训练,25% 用于验证。
与 CrossValidator
类似,TrainValidationSplit
最终会使用最佳 ParamMap
和整个数据集拟合 Estimator
。
示例:通过训练验证拆分进行模型选择
有关 API 的更多详细信息,请参阅 TrainValidationSplit
Python 文档。
from pyspark.ml.evaluation import RegressionEvaluator
from pyspark.ml.regression import LinearRegression
from pyspark.ml.tuning import ParamGridBuilder, TrainValidationSplit
# Prepare training and test data.
data = spark.read.format("libsvm")\
.load("data/mllib/sample_linear_regression_data.txt")
train, test = data.randomSplit([0.9, 0.1], seed=12345)
lr = LinearRegression(maxIter=10)
# We use a ParamGridBuilder to construct a grid of parameters to search over.
# TrainValidationSplit will try all combinations of values and determine best model using
# the evaluator.
paramGrid = ParamGridBuilder()\
.addGrid(lr.regParam, [0.1, 0.01]) \
.addGrid(lr.fitIntercept, [False, True])\
.addGrid(lr.elasticNetParam, [0.0, 0.5, 1.0])\
.build()
# In this case the estimator is simply the linear regression.
# A TrainValidationSplit requires an Estimator, a set of Estimator ParamMaps, and an Evaluator.
tvs = TrainValidationSplit(estimator=lr,
estimatorParamMaps=paramGrid,
evaluator=RegressionEvaluator(),
# 80% of the data will be used for training, 20% for validation.
trainRatio=0.8)
# Run TrainValidationSplit, and choose the best set of parameters.
model = tvs.fit(train)
# Make predictions on test data. model is the model with combination of parameters
# that performed best.
model.transform(test)\
.select("features", "label", "prediction")\
.show()
有关 API 的详细信息,请参阅 TrainValidationSplit
Scala 文档。
import org.apache.spark.ml.evaluation.RegressionEvaluator
import org.apache.spark.ml.regression.LinearRegression
import org.apache.spark.ml.tuning.{ParamGridBuilder, TrainValidationSplit}
// Prepare training and test data.
val data = spark.read.format("libsvm").load("data/mllib/sample_linear_regression_data.txt")
val Array(training, test) = data.randomSplit(Array(0.9, 0.1), seed = 12345)
val lr = new LinearRegression()
.setMaxIter(10)
// We use a ParamGridBuilder to construct a grid of parameters to search over.
// TrainValidationSplit will try all combinations of values and determine best model using
// the evaluator.
val paramGrid = new ParamGridBuilder()
.addGrid(lr.regParam, Array(0.1, 0.01))
.addGrid(lr.fitIntercept)
.addGrid(lr.elasticNetParam, Array(0.0, 0.5, 1.0))
.build()
// In this case the estimator is simply the linear regression.
// A TrainValidationSplit requires an Estimator, a set of Estimator ParamMaps, and an Evaluator.
val trainValidationSplit = new TrainValidationSplit()
.setEstimator(lr)
.setEvaluator(new RegressionEvaluator)
.setEstimatorParamMaps(paramGrid)
// 80% of the data will be used for training and the remaining 20% for validation.
.setTrainRatio(0.8)
// Evaluate up to 2 parameter settings in parallel
.setParallelism(2)
// Run train validation split, and choose the best set of parameters.
val model = trainValidationSplit.fit(training)
// Make predictions on test data. model is the model with combination of parameters
// that performed best.
model.transform(test)
.select("features", "label", "prediction")
.show()
有关 API 的详细信息,请参阅 TrainValidationSplit
Java 文档。
import org.apache.spark.ml.evaluation.RegressionEvaluator;
import org.apache.spark.ml.param.ParamMap;
import org.apache.spark.ml.regression.LinearRegression;
import org.apache.spark.ml.tuning.ParamGridBuilder;
import org.apache.spark.ml.tuning.TrainValidationSplit;
import org.apache.spark.ml.tuning.TrainValidationSplitModel;
import org.apache.spark.sql.Dataset;
import org.apache.spark.sql.Row;
Dataset<Row> data = spark.read().format("libsvm")
.load("data/mllib/sample_linear_regression_data.txt");
// Prepare training and test data.
Dataset<Row>[] splits = data.randomSplit(new double[] {0.9, 0.1}, 12345);
Dataset<Row> training = splits[0];
Dataset<Row> test = splits[1];
LinearRegression lr = new LinearRegression();
// We use a ParamGridBuilder to construct a grid of parameters to search over.
// TrainValidationSplit will try all combinations of values and determine best model using
// the evaluator.
ParamMap[] paramGrid = new ParamGridBuilder()
.addGrid(lr.regParam(), new double[] {0.1, 0.01})
.addGrid(lr.fitIntercept())
.addGrid(lr.elasticNetParam(), new double[] {0.0, 0.5, 1.0})
.build();
// In this case the estimator is simply the linear regression.
// A TrainValidationSplit requires an Estimator, a set of Estimator ParamMaps, and an Evaluator.
TrainValidationSplit trainValidationSplit = new TrainValidationSplit()
.setEstimator(lr)
.setEvaluator(new RegressionEvaluator())
.setEstimatorParamMaps(paramGrid)
.setTrainRatio(0.8) // 80% for training and the remaining 20% for validation
.setParallelism(2); // Evaluate up to 2 parameter settings in parallel
// Run train validation split, and choose the best set of parameters.
TrainValidationSplitModel model = trainValidationSplit.fit(training);
// Make predictions on test data. model is the model with combination of parameters
// that performed best.
model.transform(test)
.select("features", "label", "prediction")
.show();