Spark ML包中的几种归一化方法总结

还不错!!!

org.apache.spark.ml.feature包中包含了4种不同的归一化方法:

  • Normalizer
  • StandardScaler
  • MinMaxScaler
  • MaxAbsScaler

有时感觉会容易混淆,借助官方文档和实际数据的变换,在这里做一次总结。

原文地址:http://www.neilron.xyz/spark-ml-feature-scaler/

0 数据准备

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import org.apache.spark.ml.linalg.Vectors

val dataFrame = spark.createDataFrame(Seq(
  (0, Vectors.dense(1.0, 0.5, -1.0)),
  (1, Vectors.dense(2.0, 1.0, 1.0)),
  (2, Vectors.dense(4.0, 10.0, 2.0))
)).toDF("id", "features")

dataFrame.show

// 原始数据
+---+--------------+
| id|      features|
+---+--------------+
|  0|[1.0,0.5,-1.0]|
|  1| [2.0,1.0,1.0]|
|  2|[4.0,10.0,2.0]|
+---+--------------+

1 Normalizer

Normalizer的作用范围是每一行,使每一个行向量的范数变换为一个单位范数,下面的示例代码都来自spark官方文档加上少量改写和注释。

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import org.apache.spark.ml.feature.Normalizer

// 正则化每个向量到1阶范数
val normalizer = new Normalizer()
  .setInputCol("features")
  .setOutputCol("normFeatures")
  .setP(1.0)

val l1NormData = normalizer.transform(dataFrame)
println("Normalized using L^1 norm")
l1NormData.show()

// 将每一行的规整为1阶范数为1的向量,1阶范数即所有值绝对值之和。
+---+--------------+------------------+
| id|      features|      normFeatures|
+---+--------------+------------------+
|  0|[1.0,0.5,-1.0]|    [0.4,0.2,-0.4]|
|  1| [2.0,1.0,1.0]|   [0.5,0.25,0.25]|
|  2|[4.0,10.0,2.0]|[0.25,0.625,0.125]|
+---+--------------+------------------+

// 正则化每个向量到无穷阶范数
val lInfNormData = normalizer.transform(dataFrame, normalizer.p -> Double.PositiveInfinity)
println("Normalized using L^inf norm")
lInfNormData.show()

// 向量的无穷阶范数即向量中所有值中的最大值
+---+--------------+--------------+
| id|      features|  normFeatures|
+---+--------------+--------------+
|  0|[1.0,0.5,-1.0]|[1.0,0.5,-1.0]|
|  1| [2.0,1.0,1.0]| [1.0,0.5,0.5]|
|  2|[4.0,10.0,2.0]| [0.4,1.0,0.2]|
+---+--------------+--------------+

 

2 StandardScaler

StandardScaler处理的对象是每一列,也就是每一维特征,将特征标准化为单位标准差或是0均值,或是0均值单位标准差。
主要有两个参数可以设置:

  • withStd: 默认为真。将数据标准化到单位标准差。
  • withMean: 默认为假。是否变换为0均值。

StandardScaler需要fit数据,获取每一维的均值和标准差,来缩放每一维特征。

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import org.apache.spark.ml.feature.StandardScaler

val scaler = new StandardScaler()
  .setInputCol("features")
  .setOutputCol("scaledFeatures")
  .setWithStd(true)
  .setWithMean(false)

// Compute summary statistics by fitting the StandardScaler.
val scalerModel = scaler.fit(dataFrame)

// Normalize each feature to have unit standard deviation.
val scaledData = scalerModel.transform(dataFrame)
scaledData.show

// 将每一列的标准差缩放到1。
+---+--------------+------------------------------------------------------------+
|id |features      |scaledFeatures                                              |
+---+--------------+------------------------------------------------------------+
|0  |[1.0,0.5,-1.0]|[0.6546536707079772,0.09352195295828244,-0.6546536707079771]|
|1  |[2.0,1.0,1.0] |[1.3093073414159544,0.1870439059165649,0.6546536707079771]  |
|2  |[4.0,10.0,2.0]|[2.618614682831909,1.870439059165649,1.3093073414159542]    |
+---+--------------+------------------------------------------------------------+

 

3 MinMaxScaler

MinMaxScaler作用同样是每一列,即每一维特征。将每一维特征线性地映射到指定的区间,通常是[0, 1]。
它也有两个参数可以设置:

  • min: 默认为0。指定区间的下限。
  • max: 默认为1。指定区间的上限。
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import org.apache.spark.ml.feature.MinMaxScaler

val scaler = new MinMaxScaler()
  .setInputCol("features")
  .setOutputCol("scaledFeatures")

// Compute summary statistics and generate MinMaxScalerModel
val scalerModel = scaler.fit(dataFrame)

// rescale each feature to range [min, max].
val scaledData = scalerModel.transform(dataFrame)
println(s"Features scaled to range: [${scaler.getMin}, ${scaler.getMax}]")
scaledData.select("features", "scaledFeatures").show

// 每维特征线性地映射,最小值映射到0,最大值映射到1。
+--------------+-----------------------------------------------------------+
|features      |scaledFeatures                                             |
+--------------+-----------------------------------------------------------+
|[1.0,0.5,-1.0]|[0.0,0.0,0.0]                                              |
|[2.0,1.0,1.0] |[0.3333333333333333,0.05263157894736842,0.6666666666666666]|
|[4.0,10.0,2.0]|[1.0,1.0,1.0]                                              |
+--------------+-----------------------------------------------------------+

筛选出label和新的featuresval featuresdatatran = scaledData.map{row=>(row.getAs[String]("id"),row.getAs[Vector]("scaledFeatures"))}

4 MaxAbsScaler

MaxAbsScaler将每一维的特征变换到[-1, 1]闭区间上,通过除以每一维特征上的最大的绝对值,它不会平移整个分布,也不会破坏原来每一个特征向量的稀疏性。

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import org.apache.spark.ml.feature.MaxAbsScaler

val scaler = new MaxAbsScaler()
  .setInputCol("features")
  .setOutputCol("scaledFeatures")

// Compute summary statistics and generate MaxAbsScalerModel
val scalerModel = scaler.fit(dataFrame)

// rescale each feature to range [-1, 1]
val scaledData = scalerModel.transform(dataFrame)
scaledData.select("features", "scaledFeatures").show()

// 每一维的绝对值的最大值为[4, 10, 2]
+--------------+----------------+                                               
|      features|  scaledFeatures|
+--------------+----------------+
|[1.0,0.5,-1.0]|[0.25,0.05,-0.5]|
| [2.0,1.0,1.0]|   [0.5,0.1,0.5]|
|[4.0,10.0,2.0]|   [1.0,1.0,1.0]|
+--------------+----------------+

 

总结

所有4种归一化方法都是线性的变换,当某一维特征上具有非线性的分布时,还需要配合其它的特征预处理方法。

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