Linear Regression

In statistics, linear regression is a linear approach to modeling the relationship between a scalar response (or dependent variable) and one or more explanatory variables (or independent variables). The case of one explanatory variable is called simple linear regression.

import org.apache.spark.ml.regression.LinearRegression
// Load training data
val training = spark.read.format("libsvm")
  .load("file:///opt/spark/data/mllib/sample_linear_regression_data.txt")

val lr = new LinearRegression()
  .setMaxIter(10)
  .setRegParam(0.3)
  .setElasticNetParam(0.8)

// Fit the model
val lrModel = lr.fit(training)

// Print the coefficients and intercept for linear regression
println(s"Coefficients: ${lrModel.coefficients} Intercept: ${lrModel.intercept}")

// Summarize the model over the training set and print out some metrics
val trainingSummary = lrModel.summary
println(s"numIterations: ${trainingSummary.totalIterations}")
println(s"objectiveHistory: [${trainingSummary.objectiveHistory.mkString(",")}]")
trainingSummary.residuals.show()
println(s"RMSE: ${trainingSummary.rootMeanSquaredError}")
println(s"r2: ${trainingSummary.r2}")import org.apache.spark.ml.regression.LinearRegression

/*
Output:
Coefficients: [0.0,0.32292516677405936,-0.3438548034562218,1.9156017023458414,0.05288058680386263,0.765962720459771,0.0,-0.15105392669186682,-0.21587930360904642,0.22025369188813426] Intercept: 0.1598936844239736
numIterations: 7
objectiveHistory: [0.49999999999999994,0.4967620357443381,0.4936361664340463,0.4936351537897608,0.4936351214177871,0.49363512062528014,0.4936351206216114]
+--------------------+
|           residuals|
+--------------------+
|  -9.889232683103197|
|  0.5533794340053554|
|  -5.204019455758823|
| -20.566686715507508|
|    -9.4497405180564|
|  -6.909112502719486|
|  -10.00431602969873|
|   2.062397807050484|
|  3.1117508432954772|
| -15.893608229419382|
|  -5.036284254673026|
|   6.483215876994333|
|  12.429497299109002|
|  -20.32003219007654|
| -2.0049838218725005|
| -17.867901734183793|
|   7.646455887420495|
| -2.2653482182417406|
|-0.10308920436195645|
|  -1.380034070385301|
+--------------------+
only showing top 20 rows

RMSE: 10.189077167598475
r2: 0.022861466913958184



*/