Pyspark - Get all parameters of models created with ParamGridBuilder

Question

I'm using PySpark 2.0 for a Kaggle competition. I'd like to know the behavior of a model (RandomForest) depending on different parameters. ParamGridBuilder() allows to specify different values for a single parameters, and then perform (I guess) a Cartesian product of the entire set of parameters. Assuming my DataFrame is already defined:

rdc = RandomForestClassifier()
pipeline = Pipeline(stages=STAGES + [rdc])
paramGrid = ParamGridBuilder().addGrid(rdc.maxDepth, [3, 10, 20])
                              .addGrid(rdc.minInfoGain, [0.01, 0.001])
                              .addGrid(rdc.numTrees, [5, 10, 20, 30])
                              .build()
evaluator = MulticlassClassificationEvaluator()
valid = TrainValidationSplit(estimator=pipeline,
                             estimatorParamMaps=paramGrid,
                             evaluator=evaluator,
                             trainRatio=0.50)
model = valid.fit(df)
result = model.bestModel.transform(df)

OK so now I'm able to retrieves simple information with a handmade function:

def evaluate(result):
    predictionAndLabels = result.select("prediction", "label")
    metrics = ["f1","weightedPrecision","weightedRecall","accuracy"]
    for m in metrics:
        evaluator = MulticlassClassificationEvaluator(metricName=m)
        print(str(m) + ": " + str(evaluator.evaluate(predictionAndLabels)))

Now I want several things:

• What are the parameters of the best model? This post partially answers the question: How to extract model hyper-parameters from spark.ml in PySpark?
• What are the parameters of all models?
• What are the results (aka recall, accuracy, etc...) of each model ? I only found print(model.validationMetrics) that displays (it seems) a list containing the accuracy of each model, but I can't get to know which model to refers.

If I can retrieve all those informations, I should be able to display graphs, bar charts, and work as I do with Panda and sklearn.

Answer 1

Spark 2.4+

SPARK-21088 CrossValidator, TrainValidationSplit should collect all models when fitting - adds support for collecting submodels.

By default this behavior is disabled, but can be controlled using CollectSubModels Param (setCollectSubModels).

valid = TrainValidationSplit(
    estimator=pipeline,
    estimatorParamMaps=paramGrid,
    evaluator=evaluator,            
    collectSubModels=True)

model = valid.fit(df)

model.subModels

Spark < 2.4

Long story short you simply cannot get parameters for all models because, similarly to CrossValidator, TrainValidationSplitModel retains only the best model. These classes are designed for semi-automated model selection not exploration or experiments.

What are the parameters of all models?

While you cannot retrieve actual models validationMetrics correspond to input Params so you should be able to simply zip both:

from typing import Dict, Tuple, List, Any
from pyspark.ml.param import Param
from pyspark.ml.tuning import TrainValidationSplitModel

EvalParam = List[Tuple[float, Dict[Param, Any]]]

def get_metrics_and_params(model: TrainValidationSplitModel) -> EvalParam:
    return list(zip(model.validationMetrics, model.getEstimatorParamMaps()))

to get some about relationship between metrics and parameters.

If you need more information you should use Pipeline Params. It will preserve all model which can be used for further processing:

models = pipeline.fit(df, params=paramGrid)

It will generate a list of the PipelineModels corresponding to the params argument:

zip(models, params)

Answer 2

I think I've found a way to do this. I wrote a function that specifically pulls out hyperparameters for a logistic regression that has two parameters, created with a CrossValidator:

def hyperparameter_getter(model_obj,cv_fold = 5.0):

    enet_list = []
    reg_list  = []

    ## Get metrics

    metrics = model_obj.avgMetrics
    assert type(metrics) is list
    assert len(metrics) > 0

    ## Get the paramMap element

    for x in range(len(model_obj._paramMap.keys())):
    if model_obj._paramMap.keys()[x].name=='estimatorParamMaps':
        param_map_key = model_obj._paramMap.keys()[x]

    params = model_obj._paramMap[param_map_key]

    for i in range(len(params)):
    for k in params[i].keys():
        if k.name =='elasticNetParam':
        enet_list.append(params[i][k])
        if k.name =='regParam':
        reg_list.append(params[i][k])

    results_df =  pd.DataFrame({'metrics':metrics, 
             'elasticNetParam': enet_list, 
             'regParam':reg_list})

    # Because of [SPARK-16831][PYTHON] 
    # It only sums across folds, doesn't average
    spark_version = [int(x) for x in sc.version.split('.')]

    if spark_version[0] <= 2:
    if spark_version[1] < 1:
        results_df.metrics = 1.0*results_df['metrics'] / cv_fold

    return results_df