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Java语言在Spark3.2.4集群中使用Spark MLlib库完成XGboost算法

发布时间 2023-04-12 16:35:11作者: ^王晓明^

一、概述

XGBoost是一种基于决策树的集成学习算法，它在处理结构化数据方面表现优异。相比其他算法，XGBoost能够处理大量特征和样本，并且支持通过正则化控制模型的复杂度。XGBoost也可以自动进行特征选择并对缺失值进行处理。

二、代码实现步骤

1、导入相关库

import org.apache.spark.ml.Pipeline;
import org.apache.spark.ml.evaluation.RegressionEvaluator;
import org.apache.spark.ml.feature.VectorAssembler;
import org.apache.spark.ml.regression.{GBTRegressionModel, GBTRegressor};
import org.apache.spark.sql.DataFrame;
import org.apache.spark.sql.SparkSession;

2、加载数据

SparkSession spark = SparkSession.builder().appName("XGBoost").master("local[*]").getOrCreate();
DataFrame data = spark.read().option("header", "true").option("inferSchema", "true").csv("data.csv");

3、准备特征向量

String[] featureCols = data.columns();
featureCols = Arrays.copyOfRange(featureCols, 0, featureCols.length - 1);
VectorAssembler assembler = new VectorAssembler().setInputCols(featureCols).setOutputCol("features");
DataFrame inputData = assembler.transform(data).select("features", "output");
inputData.show(false);

4、划分训练集和测试集

double[] weights = {0.7, 0.3};
DataFrame[] splitData = inputData.randomSplit(weights);
DataFrame train = splitData[0];
DataFrame test = splitData[1];

5、定义XGBoost模型

GBTRegressor gbt = new GBTRegressor()
    .setLabelCol("output")
    .setFeaturesCol("features")
    .setMaxIter(100)
    .setStepSize(0.1)
    .setMaxDepth(6)
    .setLossType("squared")
    .setFeatureSubsetStrategy("auto");

6、构建管道

Pipeline pipeline = new Pipeline().setStages(new PipelineStage[]{gbt});

7、训练模型

GBTRegressionModel model = (GBTRegressionModel) pipeline.fit(train).stages()[0];

8、进行预测并评估模型

DataFrame predictions = model.transform(test);
predictions.show(false);

RegressionEvaluator evaluator = new RegressionEvaluator()
    .setMetricName("rmse")
    .setLabelCol("output")
    .setPredictionCol("prediction");

double rmse = evaluator.evaluate(predictions);
System.out.println("Root Mean Squared Error (RMSE) on test data = " + rmse);

以上就是Java语言中基于SparkML的XGBoost算法实现的示例代码。需要注意的是，这里使用了GBTRegressor作为XGBoost的实现方式，但是也可以使用其他实现方式，例如XGBoostRegressor或者XGBoostClassification。

三、完整代码

import org.apache.spark.ml.Pipeline;
import org.apache.spark.ml.evaluation.RegressionEvaluator;
import org.apache.spark.ml.feature.VectorAssembler;
import org.apache.spark.ml.regression.{GBTRegressionModel, GBTRegressor};
import org.apache.spark.sql.DataFrame;
import org.apache.spark.sql.SparkSession;
import java.util.Arrays;

public class XGBoostExample {

    public static void main(String[] args) {
        SparkSession spark = SparkSession.builder().appName("XGBoost").master("local[*]").getOrCreate();

        // 加载数据
        DataFrame data = spark.read().option("header", "true").option("inferSchema", "true").csv("data.csv");
        data.printSchema();
        data.show(false);

        // 准备特征向量
        String[] featureCols = data.columns();
        featureCols = Arrays.copyOfRange(featureCols, 0, featureCols.length - 1);
        VectorAssembler assembler = new VectorAssembler().setInputCols(featureCols).setOutputCol("features");
        DataFrame inputData = assembler.transform(data).select("features", "output");
        inputData.show(false);

        // 划分训练集和测试集
        double[] weights = {0.7, 0.3};
        DataFrame[] splitData = inputData.randomSplit(weights);
        DataFrame train = splitData[0];
        DataFrame test = splitData[1];

        // 定义XGBoost模型
        GBTRegressor gbt = new GBTRegressor()
                .setLabelCol("output")
                .setFeaturesCol("features")
                .setMaxIter(100)
                .setStepSize(0.1)
                .setMaxDepth(6)
                .setLossType("squared")
                .setFeatureSubsetStrategy("auto");

        // 构建管道
        Pipeline pipeline = new Pipeline().setStages(new PipelineStage[]{gbt});

        // 训练模型
        GBTRegressionModel model = (GBTRegressionModel) pipeline.fit(train).stages()[0];

        // 进行预测并评估模型
        DataFrame predictions = model.transform(test);
        predictions.show(false);

        RegressionEvaluator evaluator = new RegressionEvaluator()
                .setMetricName("rmse")
                .setLabelCol("output")
                .setPredictionCol("prediction");

        double rmse = evaluator.evaluate(predictions);
        System.out.println("Root Mean Squared Error (RMSE) on test data = " + rmse);

        spark.stop();
    }
}