三种特征选择方法及Spark MLlib调用实例（Scala/Java/python）
VectorSlicer
算法介绍：
VectorSlicer是一个转换器输入特征向量，输出原始特征向量子集。VectorSlicer接收带有特定索引的向量列，通过对这些索引的值进行筛选得到新的向量集。可接受如下两种索引
1.整数索引，setIndices()。
2.字符串索引代表向量中特征的名字，此类要求向量列有AttributeGroup，因为该工具根据Attribute来匹配名字字段。
指定整数或者字符串类型都是可以的。另外，同时使用整数索引和字符串名字也是可以的。不允许使用重复的特征，所以所选的索引或者名字必须是没有独一的。注意如果使用名字特征，当遇到空值的时候将会报错。
输出将会首先按照所选的数字索引排序（按输入顺序），其次按名字排序（按输入顺序）。
示例：
假设我们有一个DataFrame含有userFeatures列：
userFeatures
------------------
[0.0, 10.0, 0.5]
userFeatures是一个向量列包含3个用户特征。假设userFeatures的第一列全为0，我们希望删除它并且只选择后两项。我们可以通过索引setIndices(1,2)来选择后两项并产生一个新的features列：
userFeatures | features
------------------|-----------------------------
[0.0, 10.0, 0.5] | [10.0, 0.5]
假设我们还有如同["f1","f2", "f3"]的属性，那可以通过名字setNames("f2","f3")的形式来选择：
userFeatures | features
------------------|-----------------------------
[0.0, 10.0, 0.5] | [10.0, 0.5]
["f1", "f2","f3"] | ["f2", "f3"]
调用示例：
Scala：
import java.util.Arrays
import org.apache.spark.ml.attribute.{Attribute, AttributeGroup, NumericAttribute}
import org.apache.spark.ml.feature.VectorSlicer
import org.apache.spark.ml.linalg.Vectors
import org.apache.spark.sql.Row
import org.apache.spark.sql.types.StructType
val data = Arrays.asList(Row(Vectors.dense(-2.0, 2.3, 0.0)))
val defaultAttr = NumericAttribute.defaultAttr
val attrs = Array("f1", "f2", "f3").map(defaultAttr.withName)
val attrGroup = new AttributeGroup("userFeatures", attrs.asInstanceOf[Array[Attribute]])
val dataset = spark.createDataFrame(data, StructType(Array(attrGroup.toStructField())))
val slicer = new VectorSlicer().setInputCol("userFeatures").setOutputCol("features")
slicer.setIndices(Array(1)).setNames(Array("f3"))
// or slicer.setIndices(Array(1, 2)), or slicer.setNames(Array("f2", "f3"))
val output = slicer.transform(dataset)
println(output.select("userFeatures", "features").first())Java：
import java.util.List;
import com.google.common.collect.Lists;
import org.apache.spark.ml.attribute.Attribute;
import org.apache.spark.ml.attribute.AttributeGroup;
import org.apache.spark.ml.attribute.NumericAttribute;
import org.apache.spark.ml.feature.VectorSlicer;
import org.apache.spark.ml.linalg.Vectors;
import org.apache.spark.sql.Dataset;
import org.apache.spark.sql.Row;
import org.apache.spark.sql.RowFactory;
import org.apache.spark.sql.types.*;
Attribute[] attrs = new Attribute[]{
NumericAttribute.defaultAttr().withName("f1"),
NumericAttribute.defaultAttr().withName("f2"),
NumericAttribute.defaultAttr().withName("f3")
};
AttributeGroup group = new AttributeGroup("userFeatures", attrs);
List data = Lists.newArrayList(
RowFactory.create(Vectors.sparse(3, new int[]{0, 1}, new double[]{-2.0, 2.3})),
RowFactory.create(Vectors.dense(-2.0, 2.3, 0.0))
);
Dataset dataset =
spark.createDataFrame(data, (new StructType()).add(group.toStructField()));
VectorSlicer vectorSlicer = new VectorSlicer()
.setInputCol("userFeatures").setOutputCol("features");
vectorSlicer.setIndices(new int[]{1}).setNames(new String[]{"f3"});
// or slicer.setIndices(new int[]{1, 2}), or slicer.setNames(new String[]{"f2", "f3"})
Dataset output = vectorSlicer.transform(dataset);
System.out.println(output.select("userFeatures", "features").first());
Python：
from pyspark.ml.feature import VectorSlicer
from pyspark.ml.linalg import Vectors
from pyspark.sql.types import Row
df = spark.createDataFrame([
Row(userFeatures=Vectors.sparse(3, {0: -2.0, 1: 2.3}),),
Row(userFeatures=Vectors.dense([-2.0, 2.3, 0.0]),)])
slicer = VectorSlicer(inputCol="userFeatures", outputCol="features", indices=[1])
output = slicer.transform(df)
output.select("userFeatures", "features").show()RFormula
算法介绍：
RFormula通过R模型公式来选择列。支持R操作中的部分操作，包括‘~’, ‘.’, ‘:’, ‘+’以及‘-‘，基本操作如下：
1. ~分隔目标和对象
2. +合并对象，“+ 0”意味着删除空格
3. :交互（数值相乘，类别二值化）
4. . 除了目标外的全部列
假设a和b为两列：
1. y ~ a + b表示模型y ~ w0 + w1 * a +w2 * b其中w0为截距，w1和w2为相关系数。
2. y ~a + b + a:b – 1表示模型y ~ w1* a + w2 * b + w3 * a * b，其中w1，w2，w3是相关系数。
RFormula产生一个向量特征列以及一个double或者字符串标签列。如果类别列是字符串类型，它将通过StringIndexer转换为double类型。如果标签列不存在，则输出中将通过规定的响应变量创造一个标签列。
示例：
假设我们有一个DataFrame含有id,country, hour和clicked四列：
id | country |hour | clicked
---|---------|------|---------
7 | "US" | 18 | 1.0
8 | "CA" | 12 | 0.0
9 | "NZ" | 15 | 0.0
如果我们使用RFormula公式clicked ~ country+ hour，则表明我们希望基于country和hour预测clicked，通过转换我们可以得到如下DataFrame：
id | country |hour | clicked | features | label
---|---------|------|---------|------------------|-------
7 | "US" | 18 | 1.0 | [0.0, 0.0, 18.0] | 1.0
8 | "CA" | 12 | 0.0 | [0.0, 1.0, 12.0] | 0.0
9 | "NZ" | 15 | 0.0 | [1.0, 0.0, 15.0] | 0.0
调用示例：
Scala：
import org.apache.spark.ml.feature.RFormula
val dataset = spark.createDataFrame(Seq(
(7, "US", 18, 1.0),
(8, "CA", 12, 0.0),
(9, "NZ", 15, 0.0)
)).toDF("id", "country", "hour", "clicked")
val formula = new RFormula()
.setFormula("clicked ~ country + hour")
.setFeaturesCol("features")
.setLabelCol("label")
val output = formula.fit(dataset).transform(dataset)
output.select("features", "label").show()Java：
import java.util.Arrays;
import java.util.List;
import org.apache.spark.ml.feature.RFormula;
import org.apache.spark.sql.Dataset;
import org.apache.spark.sql.Row;
import org.apache.spark.sql.RowFactory;
import org.apache.spark.sql.types.StructField;
import org.apache.spark.sql.types.StructType;
import static org.apache.spark.sql.types.DataTypes.*;
StructType schema = createStructType(new StructField[]{
createStructField("id", IntegerType, false),
createStructField("country", StringType, false),
createStructField("hour", IntegerType, false),
createStructField("clicked", DoubleType, false)
});
List data = Arrays.asList(
RowFactory.create(7, "US", 18, 1.0),
RowFactory.create(8, "CA", 12, 0.0),
RowFactory.create(9, "NZ", 15, 0.0)
);
Dataset dataset = spark.createDataFrame(data, schema);
RFormula formula = new RFormula()
.setFormula("clicked ~ country + hour")
.setFeaturesCol("features")
.setLabelCol("label");
Dataset output = formula.fit(dataset).transform(dataset);
output.select("features", "label").show();
Python：
from pyspark.ml.feature import RFormula
dataset = spark.createDataFrame(
[(7, "US", 18, 1.0),
(8, "CA", 12, 0.0),
(9, "NZ", 15, 0.0)],
["id", "country", "hour", "clicked"])
formula = RFormula(
formula="clicked ~ country + hour",
featuresCol="features",
labelCol="label")
output = formula.fit(dataset).transform(dataset)
output.select("features", "label").show()ChiSqSelector
算法介绍：
ChiSqSelector代表卡方特征选择。它适用于带有类别特征的标签数据。ChiSqSelector根据类别的独立卡方2检验来对特征排序，然后选取类别标签主要依赖的特征。它类似于选取最有预测能力的特征。
示例：
假设我们有一个DataFrame含有id,features和clicked三列，其中clicked为需要预测的目标：
id | features | clicked
---|-----------------------|---------
7 | [0.0, 0.0, 18.0, 1.0] | 1.0
8 | [0.0, 1.0, 12.0, 0.0] | 0.0
9 | [1.0, 0.0, 15.0, 0.1] | 0.0
如果我们使用ChiSqSelector并设置numTopFeatures为1，根据标签clicked，features中最后一列将会是最有用特征：
id | features | clicked | selectedFeatures
---|-----------------------|---------|------------------
7 | [0.0, 0.0, 18.0, 1.0] | 1.0 | [1.0]
8 | [0.0, 1.0, 12.0, 0.0] | 0.0 | [0.0]
9 | [1.0, 0.0, 15.0, 0.1] | 0.0 | [0.1]
调用示例：
Scala：
import org.apache.spark.ml.feature.ChiSqSelector
import org.apache.spark.ml.linalg.Vectors
val data = Seq(
(7, Vectors.dense(0.0, 0.0, 18.0, 1.0), 1.0),
(8, Vectors.dense(0.0, 1.0, 12.0, 0.0), 0.0),
(9, Vectors.dense(1.0, 0.0, 15.0, 0.1), 0.0)
)
val df = spark.createDataset(data).toDF("id", "features", "clicked")
val selector = new ChiSqSelector()
.setNumTopFeatures(1)
.setFeaturesCol("features")
.setLabelCol("clicked")
.setOutputCol("selectedFeatures")
val result = selector.fit(df).transform(df)
result.show()import java.util.Arrays;
import java.util.List;
import org.apache.spark.ml.feature.ChiSqSelector;
import org.apache.spark.ml.linalg.VectorUDT;
import org.apache.spark.ml.linalg.Vectors;
import org.apache.spark.sql.Row;
import org.apache.spark.sql.RowFactory;
import org.apache.spark.sql.types.DataTypes;
import org.apache.spark.sql.types.Metadata;
import org.apache.spark.sql.types.StructField;
import org.apache.spark.sql.types.StructType;
List data = Arrays.asList(
RowFactory.create(7, Vectors.dense(0.0, 0.0, 18.0, 1.0), 1.0),
RowFactory.create(8, Vectors.dense(0.0, 1.0, 12.0, 0.0), 0.0),
RowFactory.create(9, Vectors.dense(1.0, 0.0, 15.0, 0.1), 0.0)
);
StructType schema = new StructType(new StructField[]{
new StructField("id", DataTypes.IntegerType, false, Metadata.empty()),
new StructField("features", new VectorUDT(), false, Metadata.empty()),
new StructField("clicked", DataTypes.DoubleType, false, Metadata.empty())
});
Dataset df = spark.createDataFrame(data, schema);
ChiSqSelector selector = new ChiSqSelector()
.setNumTopFeatures(1)
.setFeaturesCol("features")
.setLabelCol("clicked")
.setOutputCol("selectedFeatures");
Dataset result = selector.fit(df).transform(df);
result.show();
from pyspark.ml.feature import ChiSqSelector
from pyspark.ml.linalg import Vectors
df = spark.createDataFrame([
(7, Vectors.dense([0.0, 0.0, 18.0, 1.0]), 1.0,),
(8, Vectors.dense([0.0, 1.0, 12.0, 0.0]), 0.0,),
(9, Vectors.dense([1.0, 0.0, 15.0, 0.1]), 0.0,)], ["id", "features", "clicked"])
selector = ChiSqSelector(numTopFeatures=1, featuresCol="features",
outputCol="selectedFeatures", labelCol="clicked")
result = selector.fit(df).transform(df)
result.show()