class GBTRegressor extends Regressor[Vector, GBTRegressor, GBTRegressionModel] with GBTRegressorParams with DefaultParamsWritable with Logging
Gradient-Boosted Trees (GBTs) learning algorithm for regression. It supports both continuous and categorical features.
The implementation is based upon: J.H. Friedman. "Stochastic Gradient Boosting." 1999.
Notes on Gradient Boosting vs. TreeBoost:
- This implementation is for Stochastic Gradient Boosting, not for TreeBoost.
- Both algorithms learn tree ensembles by minimizing loss functions.
- TreeBoost (Friedman, 1999) additionally modifies the outputs at tree leaf nodes
based on the loss function, whereas the original gradient boosting method does not.
- When the loss is SquaredError, these methods give the same result, but they could differ for other loss functions.
- We expect to implement TreeBoost in the future: [https://issues.apache.org/jira/browse/SPARK-4240]
- Annotations
- @Since("1.4.0")
- Source
- GBTRegressor.scala
- Grouped
- Alphabetic
- By Inheritance
- GBTRegressor
- DefaultParamsWritable
- MLWritable
- GBTRegressorParams
- TreeRegressorParams
- HasVarianceImpurity
- TreeEnsembleRegressorParams
- GBTParams
- HasValidationIndicatorCol
- HasStepSize
- HasMaxIter
- TreeEnsembleParams
- DecisionTreeParams
- HasWeightCol
- HasSeed
- HasCheckpointInterval
- Regressor
- Predictor
- PredictorParams
- HasPredictionCol
- HasFeaturesCol
- HasLabelCol
- Estimator
- PipelineStage
- Logging
- Params
- Serializable
- Identifiable
- AnyRef
- Any
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- Public
- Protected
Parameters
A list of (hyper-)parameter keys this algorithm can take. Users can set and get the parameter values through setters and getters, respectively.
- final val checkpointInterval: IntParam
Param for set checkpoint interval (>= 1) or disable checkpoint (-1).
Param for set checkpoint interval (>= 1) or disable checkpoint (-1). E.g. 10 means that the cache will get checkpointed every 10 iterations. Note: this setting will be ignored if the checkpoint directory is not set in the SparkContext.
- Definition Classes
- HasCheckpointInterval
- final val featureSubsetStrategy: Param[String]
The number of features to consider for splits at each tree node.
The number of features to consider for splits at each tree node. Supported options:
- "auto": Choose automatically for task: If numTrees == 1, set to "all." If numTrees greater than 1 (forest), set to "sqrt" for classification and to "onethird" for regression.
- "all": use all features
- "onethird": use 1/3 of the features
- "sqrt": use sqrt(number of features)
- "log2": use log2(number of features)
- "n": when n is in the range (0, 1.0], use n * number of features. When n is in the range (1, number of features), use n features. (default = "auto")
These various settings are based on the following references:
- log2: tested in Breiman (2001)
- sqrt: recommended by Breiman manual for random forests
- The defaults of sqrt (classification) and onethird (regression) match the R randomForest package.
- Definition Classes
- TreeEnsembleParams
- See also
- final val featuresCol: Param[String]
Param for features column name.
Param for features column name.
- Definition Classes
- HasFeaturesCol
- final val impurity: Param[String]
Criterion used for information gain calculation (case-insensitive).
Criterion used for information gain calculation (case-insensitive). This impurity type is used in DecisionTreeRegressor, RandomForestRegressor, GBTRegressor and GBTClassifier (since GBTClassificationModel is internally composed of DecisionTreeRegressionModels). Supported: "variance". (default = variance)
- Definition Classes
- HasVarianceImpurity
- final val labelCol: Param[String]
Param for label column name.
Param for label column name.
- Definition Classes
- HasLabelCol
- final val leafCol: Param[String]
Leaf indices column name.
Leaf indices column name. Predicted leaf index of each instance in each tree by preorder. (default = "")
- Definition Classes
- DecisionTreeParams
- Annotations
- @Since("3.0.0")
- val lossType: Param[String]
Loss function which GBT tries to minimize.
Loss function which GBT tries to minimize. (case-insensitive) Supported: "squared" (L2) and "absolute" (L1) (default = squared)
- Definition Classes
- GBTRegressorParams
- final val maxBins: IntParam
Maximum number of bins used for discretizing continuous features and for choosing how to split on features at each node.
Maximum number of bins used for discretizing continuous features and for choosing how to split on features at each node. More bins give higher granularity. Must be at least 2 and at least number of categories in any categorical feature. (default = 32)
- Definition Classes
- DecisionTreeParams
- final val maxDepth: IntParam
Maximum depth of the tree (nonnegative).
Maximum depth of the tree (nonnegative). E.g., depth 0 means 1 leaf node; depth 1 means 1 internal node + 2 leaf nodes. (default = 5)
- Definition Classes
- DecisionTreeParams
- final val maxIter: IntParam
Param for maximum number of iterations (>= 0).
Param for maximum number of iterations (>= 0).
- Definition Classes
- HasMaxIter
- final val minInfoGain: DoubleParam
Minimum information gain for a split to be considered at a tree node.
Minimum information gain for a split to be considered at a tree node. Should be at least 0.0. (default = 0.0)
- Definition Classes
- DecisionTreeParams
- final val minInstancesPerNode: IntParam
Minimum number of instances each child must have after split.
Minimum number of instances each child must have after split. If a split causes the left or right child to have fewer than minInstancesPerNode, the split will be discarded as invalid. Must be at least 1. (default = 1)
- Definition Classes
- DecisionTreeParams
- final val minWeightFractionPerNode: DoubleParam
Minimum fraction of the weighted sample count that each child must have after split.
Minimum fraction of the weighted sample count that each child must have after split. If a split causes the fraction of the total weight in the left or right child to be less than minWeightFractionPerNode, the split will be discarded as invalid. Should be in the interval [0.0, 0.5). (default = 0.0)
- Definition Classes
- DecisionTreeParams
- final val predictionCol: Param[String]
Param for prediction column name.
Param for prediction column name.
- Definition Classes
- HasPredictionCol
- final val seed: LongParam
Param for random seed.
Param for random seed.
- Definition Classes
- HasSeed
- final val stepSize: DoubleParam
Param for Step size (a.k.a.
Param for Step size (a.k.a. learning rate) in interval (0, 1] for shrinking the contribution of each estimator. (default = 0.1)
- Definition Classes
- GBTParams → HasStepSize
- final val subsamplingRate: DoubleParam
Fraction of the training data used for learning each decision tree, in range (0, 1].
Fraction of the training data used for learning each decision tree, in range (0, 1]. (default = 1.0)
- Definition Classes
- TreeEnsembleParams
- final val validationIndicatorCol: Param[String]
Param for name of the column that indicates whether each row is for training or for validation.
Param for name of the column that indicates whether each row is for training or for validation. False indicates training; true indicates validation..
- Definition Classes
- HasValidationIndicatorCol
- final val validationTol: DoubleParam
Threshold for stopping early when fit with validation is used.
Threshold for stopping early when fit with validation is used. (This parameter is ignored when fit without validation is used.) The decision to stop early is decided based on this logic: If the current loss on the validation set is greater than 0.01, the diff of validation error is compared to relative tolerance which is validationTol * (current loss on the validation set). If the current loss on the validation set is less than or equal to 0.01, the diff of validation error is compared to absolute tolerance which is validationTol * 0.01.
- Definition Classes
- GBTParams
- Annotations
- @Since("2.4.0")
- See also
validationIndicatorCol
- final val weightCol: Param[String]
Param for weight column name.
Param for weight column name. If this is not set or empty, we treat all instance weights as 1.0.
- Definition Classes
- HasWeightCol
Members
- implicit class LogStringContext extends AnyRef
- Definition Classes
- Logging
- final def clear(param: Param[_]): GBTRegressor.this.type
Clears the user-supplied value for the input param.
Clears the user-supplied value for the input param.
- Definition Classes
- Params
- def copy(extra: ParamMap): GBTRegressor
Creates a copy of this instance with the same UID and some extra params.
Creates a copy of this instance with the same UID and some extra params. Subclasses should implement this method and set the return type properly. See
defaultCopy()
.- Definition Classes
- GBTRegressor → Predictor → Estimator → PipelineStage → Params
- Annotations
- @Since("1.4.0")
- def explainParam(param: Param[_]): String
Explains a param.
Explains a param.
- param
input param, must belong to this instance.
- returns
a string that contains the input param name, doc, and optionally its default value and the user-supplied value
- Definition Classes
- Params
- def explainParams(): String
Explains all params of this instance.
Explains all params of this instance. See
explainParam()
.- Definition Classes
- Params
- final def extractParamMap(): ParamMap
extractParamMap
with no extra values.extractParamMap
with no extra values.- Definition Classes
- Params
- final def extractParamMap(extra: ParamMap): ParamMap
Extracts the embedded default param values and user-supplied values, and then merges them with extra values from input into a flat param map, where the latter value is used if there exist conflicts, i.e., with ordering: default param values less than user-supplied values less than extra.
Extracts the embedded default param values and user-supplied values, and then merges them with extra values from input into a flat param map, where the latter value is used if there exist conflicts, i.e., with ordering: default param values less than user-supplied values less than extra.
- Definition Classes
- Params
- def fit(dataset: Dataset[_]): GBTRegressionModel
Fits a model to the input data.
- def fit(dataset: Dataset[_], paramMaps: Seq[ParamMap]): Seq[GBTRegressionModel]
Fits multiple models to the input data with multiple sets of parameters.
Fits multiple models to the input data with multiple sets of parameters. The default implementation uses a for loop on each parameter map. Subclasses could override this to optimize multi-model training.
- dataset
input dataset
- paramMaps
An array of parameter maps. These values override any specified in this Estimator's embedded ParamMap.
- returns
fitted models, matching the input parameter maps
- Definition Classes
- Estimator
- Annotations
- @Since("2.0.0")
- def fit(dataset: Dataset[_], paramMap: ParamMap): GBTRegressionModel
Fits a single model to the input data with provided parameter map.
Fits a single model to the input data with provided parameter map.
- dataset
input dataset
- paramMap
Parameter map. These values override any specified in this Estimator's embedded ParamMap.
- returns
fitted model
- Definition Classes
- Estimator
- Annotations
- @Since("2.0.0")
- def fit(dataset: Dataset[_], firstParamPair: ParamPair[_], otherParamPairs: ParamPair[_]*): GBTRegressionModel
Fits a single model to the input data with optional parameters.
Fits a single model to the input data with optional parameters.
- dataset
input dataset
- firstParamPair
the first param pair, overrides embedded params
- otherParamPairs
other param pairs. These values override any specified in this Estimator's embedded ParamMap.
- returns
fitted model
- Definition Classes
- Estimator
- Annotations
- @Since("2.0.0") @varargs()
- final def get[T](param: Param[T]): Option[T]
Optionally returns the user-supplied value of a param.
Optionally returns the user-supplied value of a param.
- Definition Classes
- Params
- final def getDefault[T](param: Param[T]): Option[T]
Gets the default value of a parameter.
Gets the default value of a parameter.
- Definition Classes
- Params
- final def getOrDefault[T](param: Param[T]): T
Gets the value of a param in the embedded param map or its default value.
Gets the value of a param in the embedded param map or its default value. Throws an exception if neither is set.
- Definition Classes
- Params
- def getParam(paramName: String): Param[Any]
Gets a param by its name.
Gets a param by its name.
- Definition Classes
- Params
- final def hasDefault[T](param: Param[T]): Boolean
Tests whether the input param has a default value set.
Tests whether the input param has a default value set.
- Definition Classes
- Params
- def hasParam(paramName: String): Boolean
Tests whether this instance contains a param with a given name.
Tests whether this instance contains a param with a given name.
- Definition Classes
- Params
- final def isDefined(param: Param[_]): Boolean
Checks whether a param is explicitly set or has a default value.
Checks whether a param is explicitly set or has a default value.
- Definition Classes
- Params
- final def isSet(param: Param[_]): Boolean
Checks whether a param is explicitly set.
Checks whether a param is explicitly set.
- Definition Classes
- Params
- lazy val params: Array[Param[_]]
Returns all params sorted by their names.
Returns all params sorted by their names. The default implementation uses Java reflection to list all public methods that have no arguments and return Param.
- Definition Classes
- Params
- Note
Developer should not use this method in constructor because we cannot guarantee that this variable gets initialized before other params.
- def save(path: String): Unit
Saves this ML instance to the input path, a shortcut of
write.save(path)
.Saves this ML instance to the input path, a shortcut of
write.save(path)
.- Definition Classes
- MLWritable
- Annotations
- @Since("1.6.0") @throws("If the input path already exists but overwrite is not enabled.")
- final def set[T](param: Param[T], value: T): GBTRegressor.this.type
Sets a parameter in the embedded param map.
Sets a parameter in the embedded param map.
- Definition Classes
- Params
- def toString(): String
- Definition Classes
- Identifiable → AnyRef → Any
- def transformSchema(schema: StructType): StructType
Check transform validity and derive the output schema from the input schema.
Check transform validity and derive the output schema from the input schema.
We check validity for interactions between parameters during
transformSchema
and raise an exception if any parameter value is invalid. Parameter value checks which do not depend on other parameters are handled byParam.validate()
.Typical implementation should first conduct verification on schema change and parameter validity, including complex parameter interaction checks.
- Definition Classes
- Predictor → PipelineStage
- val uid: String
An immutable unique ID for the object and its derivatives.
An immutable unique ID for the object and its derivatives.
- Definition Classes
- GBTRegressor → Identifiable
- Annotations
- @Since("1.4.0")
- def write: MLWriter
Returns an
MLWriter
instance for this ML instance.Returns an
MLWriter
instance for this ML instance.- Definition Classes
- DefaultParamsWritable → MLWritable
Parameter setters
- def setCheckpointInterval(value: Int): GBTRegressor.this.type
Specifies how often to checkpoint the cached node IDs.
Specifies how often to checkpoint the cached node IDs. E.g. 10 means that the cache will get checkpointed every 10 iterations. This is only used if cacheNodeIds is true and if the checkpoint directory is set in org.apache.spark.SparkContext. Must be at least 1. (default = 10)
- Annotations
- @Since("1.4.0")
- def setFeatureSubsetStrategy(value: String): GBTRegressor.this.type
- Annotations
- @Since("2.3.0")
- def setFeaturesCol(value: String): GBTRegressor
- Definition Classes
- Predictor
- def setImpurity(value: String): GBTRegressor.this.type
The impurity setting is ignored for GBT models.
The impurity setting is ignored for GBT models. Individual trees are built using impurity "Variance."
- Annotations
- @Since("1.4.0")
- def setLabelCol(value: String): GBTRegressor
- Definition Classes
- Predictor
- final def setLeafCol(value: String): GBTRegressor.this.type
- Definition Classes
- DecisionTreeParams
- Annotations
- @Since("3.0.0")
- def setLossType(value: String): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")
- def setMaxBins(value: Int): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")
- def setMaxDepth(value: Int): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")
- def setMaxIter(value: Int): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")
- def setMinInfoGain(value: Double): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")
- def setMinInstancesPerNode(value: Int): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")
- def setMinWeightFractionPerNode(value: Double): GBTRegressor.this.type
- Annotations
- @Since("3.0.0")
- def setPredictionCol(value: String): GBTRegressor
- Definition Classes
- Predictor
- def setSeed(value: Long): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")
- def setStepSize(value: Double): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")
- def setSubsamplingRate(value: Double): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")
- def setValidationIndicatorCol(value: String): GBTRegressor.this.type
- Annotations
- @Since("2.4.0")
- def setWeightCol(value: String): GBTRegressor.this.type
Sets the value of param weightCol.
Sets the value of param weightCol. If this is not set or empty, we treat all instance weights as 1.0. By default the weightCol is not set, so all instances have weight 1.0.
- Annotations
- @Since("3.0.0")
Parameter getters
- final def getCheckpointInterval: Int
- Definition Classes
- HasCheckpointInterval
- final def getFeatureSubsetStrategy: String
- Definition Classes
- TreeEnsembleParams
- final def getFeaturesCol: String
- Definition Classes
- HasFeaturesCol
- final def getImpurity: String
- Definition Classes
- HasVarianceImpurity
- final def getLabelCol: String
- Definition Classes
- HasLabelCol
- final def getLeafCol: String
- Definition Classes
- DecisionTreeParams
- Annotations
- @Since("3.0.0")
- def getLossType: String
- Definition Classes
- GBTRegressorParams
- final def getMaxBins: Int
- Definition Classes
- DecisionTreeParams
- final def getMaxDepth: Int
- Definition Classes
- DecisionTreeParams
- final def getMaxIter: Int
- Definition Classes
- HasMaxIter
- final def getMinInfoGain: Double
- Definition Classes
- DecisionTreeParams
- final def getMinInstancesPerNode: Int
- Definition Classes
- DecisionTreeParams
- final def getMinWeightFractionPerNode: Double
- Definition Classes
- DecisionTreeParams
- final def getPredictionCol: String
- Definition Classes
- HasPredictionCol
- final def getSeed: Long
- Definition Classes
- HasSeed
- final def getStepSize: Double
- Definition Classes
- HasStepSize
- final def getSubsamplingRate: Double
- Definition Classes
- TreeEnsembleParams
- final def getValidationIndicatorCol: String
- Definition Classes
- HasValidationIndicatorCol
- final def getValidationTol: Double
- Definition Classes
- GBTParams
- Annotations
- @Since("2.4.0")
- final def getWeightCol: String
- Definition Classes
- HasWeightCol
(expert-only) Parameters
A list of advanced, expert-only (hyper-)parameter keys this algorithm can take. Users can set and get the parameter values through setters and getters, respectively.
- final val cacheNodeIds: BooleanParam
If false, the algorithm will pass trees to executors to match instances with nodes.
If false, the algorithm will pass trees to executors to match instances with nodes. If true, the algorithm will cache node IDs for each instance. Caching can speed up training of deeper trees. Users can set how often should the cache be checkpointed or disable it by setting checkpointInterval. (default = false)
- Definition Classes
- DecisionTreeParams
- final val maxMemoryInMB: IntParam
Maximum memory in MB allocated to histogram aggregation.
Maximum memory in MB allocated to histogram aggregation. If too small, then 1 node will be split per iteration, and its aggregates may exceed this size. (default = 256 MB)
- Definition Classes
- DecisionTreeParams
(expert-only) Parameter setters
- def setCacheNodeIds(value: Boolean): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")
- def setMaxMemoryInMB(value: Int): GBTRegressor.this.type
- Annotations
- @Since("1.4.0")