使用Spark_sklearn进行嵌套交叉验证GridSearchCV产生SPARK-5063错误

问题描述：

使用Spark_sklearn执行嵌套交叉验证GridSearchCV作为内部cv和sklearn cross_validate/cross_val_score作为外部cv结果“看起来您试图从广播变量引用SparkContext ，行动或转型“的错误。使用Spark_sklearn进行嵌套交叉验证GridSearchCV产生SPARK-5063错误

inner_cv = StratifiedKFold(n_splits=2, shuffle=True, random_state=42) 
outer_cv = StratifiedKFold(n_splits=3, shuffle=True, random_state=42) 
scoring_metric = ['roc_auc', 'average_precision', 'precision'] 
gs = GridSearchCV(sparkcontext, estimator=RandomForestClassifier(
              class_weight='balanced_subsample', n_jobs=-1), 
        param_grid=[{"max_depth": [5], "max_features": [.5, .8], 
           "min_samples_split": [2], "min_samples_leaf": [1, 2, 5, 10], 
           "bootstrap": [True, False], "criterion": ["gini", "entropy"], 
           "n_estimators": [300]}], 
        scoring=scoring_metric, cv=inner_cv, verbose=verbose, n_jobs=-1, 
        refit='roc_auc', return_train_score=False) 
scores = cross_validate(gs, X, y, cv=outer_cv, scoring=scoring_metric, n_jobs=-1, 
         return_train_score=False)

我试图做n_jobs=-1到n_jobs=1删除基于JOBLIB并行，然后再试一次，但它仍然产生同样的异常。

异常：您似乎试图从广播变量，操作或转换引用SparkContext。 SparkContext只能在驱动程序上使用，而不能在其上运行的代码中使用。有关更多信息，请参阅SPARK-5063。

Complete Traceback (most recent call last): 
    File "model_evaluation.py", line 350, in <module> 
    main() 
    File "model_evaluation.py", line 269, in main 
    scores = cross_validate(gs, X, y, cv=outer_cv, scoring=scoring_metric, n_jobs=-1, return_train_score=False) 
    File "../python27/lib/python2.7/site-packages/sklearn/model_selection/_validation.py", line 195, in cross_validate 
    for train, test in cv.split(X, y, groups)) 
    File "../python27/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 779, in __call__ 
    while self.dispatch_one_batch(iterator): 
    File "../python27/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 620, in dispatch_one_batch 
    tasks = BatchedCalls(itertools.islice(iterator, batch_size)) 
    File "../python27/lib/python2.7/site-packages/sklearn/externals/joblib/parallel.py", line 127, in __init__ 
    self.items = list(iterator_slice) 
    File "../python27/lib/python2.7/site-packages/sklearn/model_selection/_validation.py", line 195, in <genexpr> 
    for train, test in cv.split(X, y, groups)) 
    File "../python27/lib/python2.7/site-packages/sklearn/base.py", line 61, in clone 
    new_object_params[name] = clone(param, safe=False) 
    File "../python27/lib/python2.7/site-packages/sklearn/base.py", line 52, in clone 
    return copy.deepcopy(estimator) 
    File "/usr/local/lib/python2.7/copy.py", line 182, in deepcopy 
    rv = reductor(2) 
    File "/usr/local/lib/spark/python/pyspark/context.py", line 279, in __getnewargs__ 
    "It appears that you are attempting to reference SparkContext from a broadcast " 
Exception: It appears that you are attempting to reference SparkContext from a broadcast 
variable, action, or transformation. SparkContext can only be used on the driver, not 
in code that it run on workers. For more information, see SPARK-5063.

编辑：看来问题是sklearn cross_validate（）克隆估计每个适合这是不允许的PySpark GridsearchCV估计类似酸洗估计对象的方式，因为SparkContext（）对象不能/不应该被腌制。那么我们如何正确地克隆估计器？

答

我终于想出了一个解决方案。 scikit-learn clone（）函数尝试深度复制SparkContext对象时会发生此问题。我使用的解决方案有点怪异，如果有更好的解决方案，我肯定会采取另一种方式，但它的工作原理。导入复制类并覆盖deepcopy（）函数，以便在看到SparkContext对象时简单地忽略它。

# Mock the deep-copy function to ignore copying sparkcontext objects 
# Helps avoid pickling error or broadcast variable errors 
import copy 
_deepcopy = copy.deepcopy 

def mock_deepcopy(*args, **kwargs): 
    if isinstance(args[0], SparkContext): 
     return args[0] 
    return _deepcopy(*args, **kwargs) 

copy.deepcopy = mock_deepcopy

所以现在不会尝试复制SparkContext对象和所有似乎正常工作。

使用Spark_sklearn进行嵌套交叉验证GridSearchCV产生SPARK-5063错误

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