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SparkML Random Forest Classification Script with Cross-Validation and Parameter Sweep
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######################################## | |
## Title: Spark MLlib Random Forest Classification Script, with Cross-Validation and Parameter Sweep | |
## Language: PySpark | |
## Author: Colby T. Ford, Ph.D. | |
######################################## | |
from pyspark.ml.classification import RandomForestClassifier | |
from pyspark.ml.tuning import ParamGridBuilder, CrossValidator | |
from pyspark.ml.evaluation import BinaryClassificationEvaluator | |
from pyspark.mllib.evaluation import BinaryClassificationMetrics | |
#from mmlspark import ComputeModelStatistics | |
# Create an initial RandomForest model. | |
rf = RandomForestClassifier(labelCol="label", featuresCol="features") | |
# Evaluate model | |
rfevaluator = BinaryClassificationEvaluator() | |
# Create ParamGrid for Cross Validation | |
rfparamGrid = (ParamGridBuilder() | |
.addGrid(rf.maxDepth, [2, 5, 10, 20, 30]) | |
.addGrid(rf.maxBins, [10, 20, 40, 80, 100]) | |
.addGrid(rf.numTrees, [5, 20, 50, 100, 500]) | |
.build()) | |
# Create 5-fold CrossValidator | |
rfcv = CrossValidator(estimator = rf, | |
estimatorParamMaps = rfparamGrid, | |
evaluator = rfevaluator, | |
numFolds = 5) | |
# Run cross validations. | |
rfcvModel = rfcv.fit(train) | |
print(rfcvModel) | |
# Use test set here so we can measure the accuracy of our model on new data | |
rfpredictions = rfcvModel.transform(test) | |
# cvModel uses the best model found from the Cross Validation | |
# Evaluate best model | |
print('Accuracy:', rfevaluator.evaluate(rfpredictions)) | |
print('AUC:', BinaryClassificationMetrics(rfpredictions['label','prediction'].rdd).areaUnderROC) | |
#ComputeModelStatistics().transform(rfpredictions) |
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