为什么我的pyspark线性回归模型总是选择最小的参数作为最佳模型?

时间:2019-02-19 02:48:44

标签: parameters pyspark linear-regression cross-validation

我正在尝试使用pyspark通过交叉验证运行线性回归。但是有一些我不理解的地方:我的模型总是选择参数最小的模型作为最佳模型。

我从https://vincentarelbundock.github.io/Rdatasets/datasets.html下载数据。有一个名为SLID的数据集。

enter image description here

它看起来像这样:

enter image description here

我删除第一列,即性别和语言列。然后删除其中带有NA的行。然后,我更改了列名。最后,数据如下:

enter image description here

然后,这是我的代码:

import findspark
findspark.init()
import pyspark
from pyspark.sql import SparkSession
import matplotlib.pyplot as plt
import pandas as pd
import numpy as np
from pyspark.ml.linalg import Vectors
from pyspark.ml.feature import VectorAssembler
from pyspark.ml.classification import LogisticRegression
from pyspark.ml.regression import LinearRegression
from pyspark.sql.functions import col
from pyspark.ml.evaluation import RegressionEvaluator
from pyspark.ml.tuning import CrossValidator, ParamGridBuilder

spark=SparkSession.builder.getOrCreate()
#please change it to your own path
df = spark.read.csv("/home/feng/Downloads/SLID.csv",header=True)
df1=df

df1=df1.select(*(col(c).cast("float").alias(c) for c in df1.columns))
df1=df1.withColumnRenamed('x2','label')
assembler = VectorAssembler(
    inputCols=['x1','y1'],
    outputCol="features")
output = assembler.transform(df1)
output1=output.select(output.label,output.features)

output2=output1.randomSplit([0.3,0.7])
training=output2[0]
testing=output2[1]

lr = LinearRegression(maxIter=10, regParam=0.01)

paramGrid = ParamGridBuilder() \
    .addGrid(lr.maxIter, [1,2,5,10,20]) \
    .addGrid(lr.regParam, [0.05,0.1, 0.3,0.5,0.7]) \
    .addGrid(lr.elasticNetParam, [0, 0.5, 1])\
    .build()

crossval = CrossValidator(estimator=lr,
                          estimatorParamMaps=paramGrid,                                 
  evaluator=RegressionEvaluator(predictionCol="prediction",labelCol="label",
                               metricName="rmse"),
                      numFolds=5)  # use 3+ folds in practice


# Run cross-validation, and choose the best set of parameters.
cvModel = crossval.fit(training)

a=cvModel.bestModel.extractParamMap()
for keys,values in a.items():
    print(keys)
    print(values)

然后我得到这样的结果:

LinearRegression_a0560f768ad8__labelCol
label
LinearRegression_a0560f768ad8__aggregationDepth
2
LinearRegression_a0560f768ad8__epsilon
1.35
LinearRegression_a0560f768ad8__standardization
True
LinearRegression_a0560f768ad8__maxIter
1
LinearRegression_a0560f768ad8__regParam
0.1
LinearRegression_a0560f768ad8__loss
squaredError
LinearRegression_a0560f768ad8__predictionCol
prediction
LinearRegression_a0560f768ad8__solver
auto
LinearRegression_a0560f768ad8__tol
1e-06
LinearRegression_a0560f768ad8__featuresCol
features
LinearRegression_a0560f768ad8__elasticNetParam
0.0
LinearRegression_a0560f768ad8__fitIntercept
True

这个结果是一个例子。实际上,我已经更改了许多不同的参数集。您可以在paramGrid中看到三个具有不同值的参数:maxIter,regParam,elasticNetParam。无论我选择哪个值,该算法都为我提供了采用最小参数的最佳模型。我认为这是不正确的。但是我不知道为什么。

有人可以向我解释一下,告诉我我在哪里做错了以及如何修改吗?

0 个答案:

没有答案