Merge pull request #6513 from noahnovsak/dask-linearregression

[ENH] Dask: Linear Regression

Orange/base.py

@@ -7,6 +7,7 @@
 
 import numpy as np
 import scipy
+import dask.array as da
 
 from Orange.data import Table, Storage, Instance, Value, Domain
 from Orange.data.filter import HasClass
@@ -507,7 +508,9 @@ def __init__(self, skl_model):
         self.skl_model = skl_model
 
     def predict(self, X):
-        value = self.skl_model.predict(X)
+        if isinstance(X, da.Array):
+            X = X.rechunk({0: "auto", 1: -1})
+        value = np.asarray(self.skl_model.predict(X))
         # SVM has probability attribute which defines if method compute probs
         has_prob_attr = hasattr(self.skl_model, "probability")
         if (has_prob_attr and self.skl_model.probability
@@ -581,13 +584,18 @@ def __call__(self, data, progress_callback=None):
         m.params = self.params
         return m
 
-    def _initialize_wrapped(self):
+    # pylint: disable=unused-argument
+    def _initialize_wrapped(self, X=None, Y=None):
+        # wrap sklearn/dask_ml according to type of X/Y
         # pylint: disable=not-callable
         return self.__wraps__(**self.params)
 
     def fit(self, X, Y, W=None):
-        clf = self._initialize_wrapped()
+        clf = self._initialize_wrapped(X, Y)
         Y = Y.reshape(-1)
+        if isinstance(X, da.Array) or isinstance(Y, da.Array):
+            X = X.rechunk({0: "auto", 1: -1})
+            Y = Y.rechunk({0: X.chunksize[0]})
         if W is None or not self.supports_weights:
             return self.__returns__(clf.fit(X, Y))
         return self.__returns__(clf.fit(X, Y, sample_weight=W.reshape(-1)))

Orange/classification/logistic_regression.py

@@ -41,7 +41,7 @@ def __init__(self, penalty="l2", dual=False, tol=0.0001, C=1.0,
         super().__init__(preprocessors=preprocessors)
         self.params = vars()
 
-    def _initialize_wrapped(self):
+    def _initialize_wrapped(self, X=None, Y=None):
         params = self.params.copy()
         # The default scikit-learn solver `lbfgs` (v0.22) does not support the
         # l1 penalty.

Orange/classification/neural_network.py

@@ -26,7 +26,7 @@ class MLPClassifierWCallback(skl_nn.MLPClassifier, NIterCallbackMixin):
 class NNClassificationLearner(NNBase, SklLearner):
     __wraps__ = MLPClassifierWCallback
 
-    def _initialize_wrapped(self):
+    def _initialize_wrapped(self, X=None, Y=None):
         clf = SklLearner._initialize_wrapped(self)
         clf.orange_callback = getattr(self, "callback", None)
         return clf

Orange/data/dask.py

@@ -255,6 +255,15 @@ def __len__(self):
             self.X.compute_chunk_sizes()
         return self.X.shape[0]
 
+    def _filter_has_class(self, negate=False):
+        if self._Y.ndim == 1:
+            retain = np.isnan(self._Y)
+        else:
+            retain = np.any(np.isnan(self._Y), axis=1)
+        if not negate:
+            retain = np.logical_not(retain)
+        return self.from_table_rows(self, np.asarray(retain))
+
 
 def dask_stats(X, compute_variance=False):
     is_numeric = np.issubdtype(X.dtype, np.number)

Orange/regression/linear.py

@@ -1,8 +1,18 @@
+import warnings
+
 import numpy as np
+import dask.array as da
 
 import sklearn.linear_model as skl_linear_model
 import sklearn.preprocessing as skl_preprocessing
 
+try:
+    import dask_ml.linear_model as dask_linear_model
+    from dask_glm.regularizers import ElasticNet
+except ImportError:
+    dask_linear_model = skl_linear_model
+    ElasticNet = ...
+
 from Orange.data import Variable, ContinuousVariable
 from Orange.preprocess import Normalize
 from Orange.preprocess.score import LearnerScorer
@@ -27,19 +37,43 @@ def score(self, data):
 
 class LinearRegressionLearner(SklLearner, _FeatureScorerMixin):
     __wraps__ = skl_linear_model.LinearRegression
+    __penalty__ = None
 
     # Arguments are needed for signatures, pylint: disable=unused-argument
     def __init__(self, preprocessors=None, fit_intercept=True):
         super().__init__(preprocessors=preprocessors)
         self.params = vars()
 
+    def _initialize_wrapped(self, X=None, Y=None):
+        if isinstance(X, da.Array) or isinstance(Y, da.Array):
+            if dask_linear_model is skl_linear_model:
+                warnings.warn("dask_ml is not installed, using sklearn instead.")
+            else:
+                params = self.params.copy()
+                penalty = self.__penalty__
+                params["solver"] = "gradient_descent"
+
+                if penalty is not None:
+                    if penalty == "elasticnet":
+                        penalty = ElasticNet(weight=params.pop("l1_ratio"))
+                    params["penalty"] = penalty
+                    params["solver"] = "admm"
+                    params["C"] = 1 / params.pop("alpha")
+                    params["max_iter"] = params["max_iter"] or 100
+                    for key in ["copy_X", "precompute", "positive"]:
+                        params.pop(key, None)
+
+                return dask_linear_model.LinearRegression(**params)
+        return self.__wraps__(**self.params)
+
     def fit(self, X, Y, W=None):
         model = super().fit(X, Y, W)
         return LinearModel(model.skl_model)
 
 
 class RidgeRegressionLearner(LinearRegressionLearner):
     __wraps__ = skl_linear_model.Ridge
+    __penalty__ = "l2"
 
     # Arguments are needed for signatures, pylint: disable=unused-argument
     def __init__(self, alpha=1.0, fit_intercept=True, copy_X=True,
@@ -50,6 +84,7 @@ def __init__(self, alpha=1.0, fit_intercept=True, copy_X=True,
 
 class LassoRegressionLearner(LinearRegressionLearner):
     __wraps__ = skl_linear_model.Lasso
+    __penalty__ = "l1"
 
     # Arguments are needed for signatures, pylint: disable=unused-argument
     def __init__(self, alpha=1.0, fit_intercept=True, precompute=False,
@@ -61,6 +96,7 @@ def __init__(self, alpha=1.0, fit_intercept=True, precompute=False,
 
 class ElasticNetLearner(LinearRegressionLearner):
     __wraps__ = skl_linear_model.ElasticNet
+    __penalty__ = "elasticnet"
 
     # Arguments are needed for signatures, pylint: disable=unused-argument
     def __init__(self, alpha=1.0, l1_ratio=0.5, fit_intercept=True,

Orange/regression/neural_network.py

@@ -13,7 +13,7 @@ class MLPRegressorWCallback(skl_nn.MLPRegressor, NIterCallbackMixin):
 class NNRegressionLearner(NNBase, SklLearner):
     __wraps__ = MLPRegressorWCallback
 
-    def _initialize_wrapped(self):
+    def _initialize_wrapped(self, X=None, Y=None):
         clf = SklLearner._initialize_wrapped(self)
         clf.orange_callback = getattr(self, "callback", None)
         return clf

Orange/tests/test_linear_regression.py

@@ -14,14 +14,24 @@
                                ElasticNetCVLearner,
                                MeanLearner)
 from Orange.evaluation import CrossValidation, RMSE
+from Orange.tests.test_dasktable import with_dasktable, temp_dasktable
 
 
 class TestLinearRegressionLearner(unittest.TestCase):
+    learners = [
+        RidgeRegressionLearner(),
+        LassoRegressionLearner(),
+        ElasticNetLearner(),
+        ElasticNetCVLearner(),
+        MeanLearner()
+    ]
+
     @classmethod
     def setUpClass(cls):
         cls.housing = Table("housing")
 
-    def test_LinearRegression(self):
+    @with_dasktable
+    def test_LinearRegression(self, prepare_table):
         nrows = 1000
         ncols = 3
         x = np.random.randint(-20, 51, (nrows, ncols))
@@ -31,23 +41,17 @@ def test_LinearRegression(self):
 
         x1, x2 = np.split(x, 2)
         y1, y2 = np.split(y, 2)
-        t = Table.from_numpy(None, x1, y1)
+        t = prepare_table(Table.from_numpy(None, x1, y1))
         learn = LinearRegressionLearner()
         clf = learn(t)
         z = clf(x2)
         self.assertTrue((abs(z.reshape(-1, 1) - y2) < 2.0).all())
 
     def test_Regression(self):
-        ridge = RidgeRegressionLearner()
-        lasso = LassoRegressionLearner()
-        elastic = ElasticNetLearner()
-        elasticCV = ElasticNetCVLearner()
-        mean = MeanLearner()
-        learners = [ridge, lasso, elastic, elasticCV, mean]
         cv = CrossValidation(k=2)
-        res = cv(self.housing, learners)
+        res = cv(self.housing, self.learners)
         rmse = RMSE(res)
-        for i in range(len(learners) - 1):
+        for i in range(len(self.learners) - 1):
             self.assertLess(rmse[i], rmse[-1])
 
     def test_linear_scorer(self):
@@ -110,11 +114,33 @@ def test_comparison_elastic_net(self):
             en = ElasticNetLearner(alpha=a, l1_ratio=1)
             en_model = en(self.housing)
             np.testing.assert_allclose(
-                lasso_model.coefficients, en_model.coefficients, atol=1e-07)
+                lasso_model.coefficients, en_model.coefficients, atol=a/10)
 
     def test_linear_regression_repr(self):
         learner = LinearRegressionLearner()
         repr_text = repr(learner)
         learner2 = eval(repr_text)
 
         self.assertIsInstance(learner2, LinearRegressionLearner)
+
+
+# pylint: disable=invalid-name
+class TestLinearRegressionLearnerOnDask(TestLinearRegressionLearner):
+    learners = [
+        RidgeRegressionLearner(),
+        LassoRegressionLearner(),
+        ElasticNetLearner(),
+        MeanLearner()
+    ]
+
+    @classmethod
+    def setUpClass(cls):
+        cls.housing = temp_dasktable(Table("housing"))
+
+    @unittest.skip("already tested")
+    def test_LinearRegression(self, _):
+        super().test_LinearRegression(_)
+
+    @unittest.skip("scores differ from sklearn")
+    def test_comparison_with_sklearn(self):
+        super().test_comparison_with_sklearn()

Orange/widgets/evaluate/owpredictions.py

@@ -397,7 +397,7 @@ def _call_predictors(self):
             results.domain = self.data.domain
             results.row_indices = numpy.arange(len(self.data))
             results.folds = (Ellipsis, )
-            results.actual = self.data.Y
+            results.actual = numpy.asarray(self.data.Y)
             results.unmapped_probabilities = prob
             results.unmapped_predicted = pred
             results.probabilities = results.predicted = None

Orange/widgets/utils/owlearnerwidget.py

@@ -1,4 +1,5 @@
 from copy import deepcopy
+import numpy as np
 
 from AnyQt.QtCore import QTimer, Qt
 
@@ -252,7 +253,7 @@ def check_data(self):
                 self.Error.data_error(reason)
             elif not len(self.data):
                 self.Error.data_error("Dataset is empty.")
-            elif len(ut.unique(self.data.Y)) < 2:
+            elif len(np.asarray(ut.unique(self.data.Y))) < 2:
                 self.Error.data_error("Data contains a single target value.")
             elif self.data.X.size == 0:
                 self.Error.data_error("Data has no features to learn from.")