spark mllib 之线性回归

public static void main(String[] args) {
    SparkConf sparkConf = new SparkConf()
          .setAppName("Regression")
          .setMaster("local[2]");
    JavaSparkContext sc = new JavaSparkContext(sparkConf);
    JavaRDD<String> data = sc.textFile("/home/yurnom/lpsa.txt");
    JavaRDD<LabeledPoint> parsedData = data.map(line -> {
        String[] parts = line.split(",");
        double[] ds = Arrays.stream(parts[1].split(" "))
              .mapToDouble(Double::parseDouble)
              .toArray();
        return new LabeledPoint(Double.parseDouble(parts[0]), Vectors.dense(ds));
    }).cache();

    int numIterations = 100; //迭代次数
    LinearRegressionModel model = LinearRegressionWithSGD.train(parsedData.rdd(), numIterations);
    RidgeRegressionModel model1 = RidgeRegressionWithSGD.train(parsedData.rdd(), numIterations);
    LassoModel model2 = LassoWithSGD.train(parsedData.rdd(), numIterations);

    print(parsedData, model);
    print(parsedData, model1);
    print(parsedData, model2);

    //预测一条新数据方法
    double[] d = new double[]{1.0, 1.0, 2.0, 1.0, 3.0, -1.0, 1.0, -2.0};
    Vector v = Vectors.dense(d);
    System.out.println(model.predict(v));
    System.out.println(model1.predict(v));
    System.out.println(model2.predict(v));
}

public static void print(JavaRDD<LabeledPoint> parsedData, GeneralizedLinearModel model) {
    JavaPairRDD<Double, Double> valuesAndPreds = parsedData.mapToPair(point -> {
        double prediction = model.predict(point.features()); //用模型预测训练数据
        return new Tuple2<>(point.label(), prediction);
    });

    Double MSE = valuesAndPreds.mapToDouble((Tuple2<Double, Double> t) -> Math.pow(t._1() - t._2(), 2)).mean(); //计算预测值与实际值差值的平方值的均值
    System.out.println(model.getClass().getName() + " training Mean Squared Error = " + MSE);
}

运行结果

LinearRegressionModel training Mean Squared Error = 6.206807793307759
RidgeRegressionModel training Mean Squared Error = 6.416002077543526
LassoModel training Mean Squared Error = 6.972349839013683
Prediction of linear: 0.805390219777772
Prediction of ridge: 1.0907608111865237
Prediction of lasso: 0.18652645118913225

测试数据：

-0.4307829,-1.63735562648104 -2.00621178480549 -1.86242597251066 -1.02470580167082 -0.522940888712441 -0.863171185425945 -1.04215728919298 -0.864466507337306
-0.1625189,-1.98898046126935 -0.722008756122123 -0.787896192088153 -1.02470580167082 -0.522940888712441 -0.863171185425945 -1.04215728919298 -0.864466507337306
-0.1625189,-1.57881887548545 -2.1887840293994 1.36116336875686 -1.02470580167082 -0.522940888712441 -0.863171185425945 0.342627053981254 -0.155348103855541

参考：
http://blog.selfup.cn/747.html