[SPARK-2979][MLlib] Improve the convergence rate by minimizing the condition number

In theory, the scale of your inputs are irrelevant to logistic regression.
You can "theoretically" multiply X1 by 1E6 and the estimate for β1 will
adjust accordingly. It will be 1E-6 times smaller than the original β1, due
to the invariance property of MLEs.

However, during the optimization process, the convergence (rate)
depends on the condition number of the training dataset. Scaling
the variables often reduces this condition number, thus improving
the convergence rate.

Without reducing the condition number, some training datasets
mixing the columns with different scales may not be able to converge.

GLMNET and LIBSVM packages perform the scaling to reduce
the condition number, and return the weights in the original scale.
See page 9 in http://cran.r-project.org/web/packages/glmnet/glmnet.pdf

Here, if useFeatureScaling is enabled, we will standardize the training
features by dividing the variance of each column (without subtracting
the mean to densify the sparse vector), and train the model in the
scaled space. Then we transform the coefficients from the scaled space
to the original scale as GLMNET and LIBSVM do.

Currently, it's only enabled in LogisticRegressionWithLBFGS.

Author: DB Tsai <dbtsai@alpinenow.com>

Closes #1897 from dbtsai/dbtsai-feature-scaling and squashes the following commits:

f19fc02 [DB Tsai] Added more comments
1d85289 [DB Tsai] Improve the convergence rate by minimize the condition number in LOR with LBFGS
Revert  [SPARK-3011][SQL] _temporary directory should be filtered out by sqlContext.parquetFile

Reverts #1924 due to build failures with hadoop 0.23.

Author: Michael Armbrust <michael@databricks.com>

Closes #1949 from marmbrus/revert1924 and squashes the following commits:

6bff940 [Michael Armbrust] Revert "[SPARK-3011][SQL] _temporary directory should be filtered out by sqlContext.parquetFile"
SPARK-3009: Reverted readObject method in ApplicationInfo so that Applic...

...ationInfo is initialized properly after deserialization

Author: Jacek Lewandowski <lewandowski.jacek@gmail.com>

Closes #1947 from jacek-lewandowski/master and squashes the following commits:

713b2f1 [Jacek Lewandowski] SPARK-3009: Reverted readObject method in ApplicationInfo so that ApplicationInfo is initialized properly after deserialization
Make dev/mima runnable on Mac OS X.

Mac OS X's find is from the BSD variant that doesn't have -printf option.

Author: Reynold Xin <rxin@apache.org>

Closes #1953 from rxin/mima and squashes the following commits:

e284afe [Reynold Xin] Make dev/mima runnable on Mac OS X.
[SPARK-3027] TaskContext: tighten visibility and provide Java friendly callback API

Note this also passes the TaskContext itself to the TaskCompletionListener. In the future we can mark TaskContext with the exception object if exception occurs during task execution.

Author: Reynold Xin <rxin@apache.org>

Closes #1938 from rxin/TaskContext and squashes the following commits:

145de43 [Reynold Xin] Added JavaTaskCompletionListenerImpl for Java API friendly guarantee.
f435ea5 [Reynold Xin] Added license header for TaskCompletionListener.
dc4ed27 [Reynold Xin] [SPARK-3027] TaskContext: tighten the visibility and provide Java friendly callback API
[SPARK-2468] Netty based block server / client module

This is a rewrite of the original Netty module that was added about 1.5 years ago. The old code was turned off by default and didn't really work because it lacked a frame decoder (only worked with very very small blocks).

For this pull request, I tried to make the changes non-instrusive to the rest of Spark. I only added an init and shutdown to BlockManager/DiskBlockManager, and a bunch of comments to help me understand the existing code base.

Compared with the old Netty module, this one features:
- It appears to work :)
- SPARK-2941: option to specicy nio vs oio vs epoll for channel/transport. By default nio is used. (Not using Epoll yet because I have found some bugs with its implementation)
- SPARK-2943: options to specify send buf and receive buf for users who want to do hyper tuning
- SPARK-2942: io errors are reported from server to client (the protocol uses negative length to indicate error)
- SPARK-2940: fetching multiple blocks in a single request to reduce syscalls
- SPARK-2959: clients share a single thread pool
- SPARK-2990: use PooledByteBufAllocator to reduce GC (basically a Netty managed pool of buffers with jmalloc)
- SPARK-2625: added fetchWaitTime metric and fixed thread-safety issue in metrics update.
- SPARK-2367: bump Netty version to 4.0.21.Final to address an Epoll bug (https://groups.google.com/forum/#!topic/netty/O7m-HxCJpCA)

Compared with the existing communication manager, this one features:
- IMO it is substantially easier to understand
- zero-copy send for the server for on-disk blocks
- one-copy receive (due to a frame decoder)
- don't quote me on this, but I think a lot less sys calls
- SPARK-2990: use PooledByteBufAllocator to reduce GC (basically a Netty managed pool of buffers with jmalloc)
- SPARK-2941: option to specicy nio vs oio vs epoll for channel/transport. By default nio is used. (Not using Epoll yet because I have found some bugs with its implementation)
- SPARK-2943: options to specify send buf and receive buf for users who want to do hyper tuning

TODOs before it can fully replace the existing ConnectionManager, if that ever happens (most of them should probably be done in separate PRs since this needs to be turned on explicitly)
- [x] Basic test cases
- [ ] More unit/integration tests for failures
- [ ] Performance analysis
- [ ] Support client connection reuse so we don't need to keep opening new connections (not sure how useful this would be)
- [ ] Support putting blocks in addition to fetching blocks (i.e. two way transfer)
- [x] Support serving non-disk blocks
- [ ] Support SASL authentication

For a more comprehensive list, see https://issues.apache.org/jira/browse/SPARK-2468

Thanks to @coderplay for peer coding with me on a Sunday.

Author: Reynold Xin <rxin@apache.org>

Closes #1907 from rxin/netty and squashes the following commits:

f921421 [Reynold Xin] Upgrade Netty to 4.0.22.Final to fix another Epoll bug.
4b174ca [Reynold Xin] Shivaram's code review comment.
4a3dfe7 [Reynold Xin] Switched to nio for default (instead of epoll on Linux).
56bfb9d [Reynold Xin] Bump Netty version to 4.0.21.Final for some bug fixes.
b443a4b [Reynold Xin] Added debug message to help debug Jenkins failures.
57fc4d7 [Reynold Xin] Added test cases for BlockHeaderEncoder and BlockFetchingClientHandlerSuite.
22623e9 [Reynold Xin] Added exception handling and test case for BlockServerHandler and BlockFetchingClientHandler.
6550dd7 [Reynold Xin] Fixed block mgr init bug.
60c2edf [Reynold Xin] Beefed up server/client integration tests.
38d88d5 [Reynold Xin] Added missing test files.
6ce3f3c [Reynold Xin] Added some basic test cases.
47f7ce0 [Reynold Xin] Created server and client packages and moved files there.
b16f412 [Reynold Xin] Added commit count.
f13022d [Reynold Xin] Remove unused clone() in BlockFetcherIterator.
c57d68c [Reynold Xin] Added back missing files.
842dfa7 [Reynold Xin] Made everything work with proper reference counting.
3fae001 [Reynold Xin] Connected the new netty network module with rest of Spark.
1a8f6d4 [Reynold Xin] Completed protocol documentation.
2951478 [Reynold Xin] New Netty implementation.
cc7843d [Reynold Xin] Basic skeleton.
[SPARK-2736] PySpark converter and example script for reading Avro files

JIRA: https://issues.apache.org/jira/browse/SPARK-2736

This patch includes:
1. An Avro converter that converts Avro data types to Python. It handles all 3 Avro data mappings (Generic, Specific and Reflect).
2. An example Python script for reading Avro files using AvroKeyInputFormat and the converter.
3. Fixing a classloading issue.

cc @MLnick @JoshRosen @mateiz

Author: Kan Zhang <kzhang@apache.org>

Closes #1916 from kanzhang/SPARK-2736 and squashes the following commits:

02443f8 [Kan Zhang] [SPARK-2736] Adding .avsc files to .rat-excludes
f74e9a9 [Kan Zhang] [SPARK-2736] nit: clazz -> className
82cc505 [Kan Zhang] [SPARK-2736] Update data sample
0be7761 [Kan Zhang] [SPARK-2736] Example pyspark script and data files
c8e5881 [Kan Zhang] [SPARK-2736] Trying to work with all 3 Avro data models
2271a5b [Kan Zhang] [SPARK-2736] Using the right class loader to find Avro classes
536876b [Kan Zhang] [SPARK-2736] Adding Avro to Java converter
[SPARK-2912] [Spark QA] Include commit hash in Spark QA messages

You can find the [discussion that motivated this PR here](http://mail-archives.apache.org/mod_mbox/spark-dev/201408.mbox/%3CCABPQxssy0ri2QAz=cc9Tx+EXYWARm7pNcVm8apqCwc-esLbO4Qmail.gmail.com%3E).

As described in [SPARK-2912](https://issues.apache.org/jira/browse/SPARK-2912), the goal of this PR (and related ones to come) is to include useful detail in Spark QA's messages that are intended to make a committer's job easier to do.

Since this work depends on Jenkins, I cannot test this locally. Hence, I will be iterating via this PR.

Notes:
* This is a duplicate of a [previous PR](https://github.com/apache/spark/pull/1811), without the extraneous commits.
* This PR also resolves an issue targeted by [another open PR](https://github.com/apache/spark/pull/1809).

Closes #1809.

Author: Nicholas Chammas <nicholas.chammas@gmail.com>
Author: nchammas <nicholas.chammas@gmail.com>

Closes #1816 from nchammas/master and squashes the following commits:

c1be644 [Nicholas Chammas] [SPARK-2912] include commit hash in messages
8f641ac [nchammas] Merge pull request #7 from apache/master
SPARK-2955 [BUILD] Test code fails to compile with "mvn compile" without "install"

(This is the corrected follow-up to https://issues.apache.org/jira/browse/SPARK-2903)

Right now, `mvn compile test-compile` fails to compile Spark. (Don't worry; `mvn package` works, so this is not major.) The issue stems from test code in some modules depending on test code in other modules. That is perfectly fine and supported by Maven.

It takes extra work to get this to work with scalatest, and this has been attempted: https://github.com/apache/spark/blob/master/sql/catalyst/pom.xml#L86

This formulation is not quite enough, since the SQL Core module's tests fail to compile for lack of finding test classes in SQL Catalyst, and likewise for most Streaming integration modules depending on core Streaming test code. Example:

```
[error] /Users/srowen/Documents/spark/sql/core/src/test/scala/org/apache/spark/sql/QueryTest.scala:23: not found: type PlanTest
[error] class QueryTest extends PlanTest {
[error]                         ^
[error] /Users/srowen/Documents/spark/sql/core/src/test/scala/org/apache/spark/sql/CachedTableSuite.scala:28: package org.apache.spark.sql.test is not a value
[error]   test("SPARK-1669: cacheTable should be idempotent") {
[error]   ^
...
```

The issue I believe is that generation of a `test-jar` is bound here to the `compile` phase, but the test classes are not being compiled in this phase. It should bind to the `test-compile` phase.

It works when executing `mvn package` or `mvn install` since test-jar artifacts are actually generated available through normal Maven mechanisms as each module is built. They are then found normally, regardless of scalatest configuration.

It would be nice for a simple `mvn compile test-compile` to work since the test code is perfectly compilable given the Maven declarations.

On the plus side, this change is low-risk as it only affects tests.
yhuai made the original scalatest change and has glanced at this and thinks it makes sense.

Author: Sean Owen <srowen@gmail.com>

Closes #1879 from srowen/SPARK-2955 and squashes the following commits:

ad8242f [Sean Owen] Generate test-jar on test-compile for modules whose tests are needed by others' tests
Add caching information to rdd.toDebugString

I find it useful to see where in an RDD's DAG data is cached, so I figured others might too.

I've added both the caching level, and the actual memory state of the RDD.

Some of this is redundant with the web UI (notably the actual memory state), but (a) that is temporary, and (b) putting it in the DAG tree shows some context that can help a lot.

For example:
```
(4) ShuffledRDD[3] at reduceByKey at <console>:14
 +-(4) MappedRDD[2] at map at <console>:14
    |  MapPartitionsRDD[1] at mapPartitions at <console>:12
    |  ParallelCollectionRDD[0] at parallelize at <console>:12
```
should change to
```
(4) ShuffledRDD[3] at reduceByKey at <console>:14 [Memory Deserialized 1x Replicated]
 |       CachedPartitions: 4; MemorySize: 50.8 MB; TachyonSize: 0.0 B; DiskSize: 0.0 B
 +-(4) MappedRDD[2] at map at <console>:14 [Memory Deserialized 1x Replicated]
    |  MapPartitionsRDD[1] at mapPartitions at <console>:12 [Memory Deserialized 1x Replicated]
    |      CachedPartitions: 4; MemorySize: 109.1 MB; TachyonSize: 0.0 B; DiskSize: 0.0 B
    |  ParallelCollectionRDD[0] at parallelize at <console>:12 [Memory Deserialized 1x Replicated]
```

Author: Nathan Kronenfeld <nkronenfeld@oculusinfo.com>

Closes #1535 from nkronenfeld/feature/debug-caching2 and squashes the following commits:

40490bc [Nathan Kronenfeld] Back out DeveloperAPI and arguments to RDD.toDebugString, reinstate memory output
794e6a3 [Nathan Kronenfeld] Attempt to merge mima changes from master
6fe9e80 [Nathan Kronenfeld] Add exclusions to allow for signature change in toDebugString (will back out if necessary)
31d6769 [Nathan Kronenfeld] Attempt to get rid of style errors.  Add comments for the new memory usage parameter.
a0f6f76 [Nathan Kronenfeld] Add parameter to RDD.toDebugString to allow detailed memory info to be shown or not.  Default is for it not to be shown.
f8f565a [Nathan Kronenfeld] Fix code style error
8f54287 [Nathan Kronenfeld] Changed string addition to string interpolation as per PR comments
2a0cd4d [Nathan Kronenfeld] Fixed a small formatting issue I forgot to copy over from the old branch
8fbecb6 [Nathan Kronenfeld] Add caching information to rdd.toDebugString
[SPARK-2924] remove default args to overloaded methods

Not supported in Scala 2.11. Split them into separate methods instead.

Author: Anand Avati <avati@redhat.com>

Closes #1704 from avati/SPARK-1812-default-args and squashes the following commits:

3e3924a [Anand Avati] SPARK-1812: Add Mima excludes for the broken ABI
901dfc7 [Anand Avati] SPARK-1812: core - Fix overloaded methods with default arguments
07f00af [Anand Avati] SPARK-1812: streaming - Fix overloaded methods with default arguments
Revert "[SPARK-2468] Netty based block server / client module"

This reverts commit 3a8b68b7353fea50245686903b308fa9eb52cb51.
SPARK-3028. sparkEventToJson should support SparkListenerExecutorMetrics...

...Update

Author: Sandy Ryza <sandy@cloudera.com>

Closes #1961 from sryza/sandy-spark-3028 and squashes the following commits:

dccdff5 [Sandy Ryza] Fix compile error
f883ded [Sandy Ryza] SPARK-3028. sparkEventToJson should support SparkListenerExecutorMetricsUpdate
[SPARK-3022] [SPARK-3041] [mllib] Call findBins once per level + unordered feature bug fix

DecisionTree improvements:
(1) TreePoint representation to avoid binning multiple times
(2) Bug fix: isSampleValid indexed bins incorrectly for unordered categorical features
(3) Timing for DecisionTree internals

Details:

(1) TreePoint representation to avoid binning multiple times

[https://issues.apache.org/jira/browse/SPARK-3022]

Added private[tree] TreePoint class for representing binned feature values.

The input RDD of LabeledPoint is converted to the TreePoint representation initially and then cached.  This avoids the previous problem of re-computing bins multiple times.

(2) Bug fix: isSampleValid indexed bins incorrectly for unordered categorical features

[https://issues.apache.org/jira/browse/SPARK-3041]

isSampleValid used to treat unordered categorical features incorrectly: It treated the bins as if indexed by featured values, rather than by subsets of values/categories.
* exhibited for unordered features (multi-class classification with categorical features of low arity)
* Fix: Index bins correctly for unordered categorical features.

(3) Timing for DecisionTree internals

Added tree/impl/TimeTracker.scala class which is private[tree] for now, for timing key parts of DT code.
Prints timing info via logDebug.

CC: mengxr manishamde chouqin  Very similar update, with one bug fix.  Many apologies for the conflicting update, but I hope that a few more optimizations I have on the way (which depend on this update) will prove valuable to you: SPARK-3042 and SPARK-3043

Author: Joseph K. Bradley <joseph.kurata.bradley@gmail.com>

Closes #1950 from jkbradley/dt-opt1 and squashes the following commits:

5f2dec2 [Joseph K. Bradley] Fixed scalastyle issue in TreePoint
6b5651e [Joseph K. Bradley] Updates based on code review.  1 major change: persisting to memory + disk, not just memory.
2d2aaaf [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
430d782 [Joseph K. Bradley] Added more debug info on binning error.  Added some docs.
d036089 [Joseph K. Bradley] Print timing info to logDebug.
e66f1b1 [Joseph K. Bradley] TreePoint * Updated doc * Made some methods private
8464a6e [Joseph K. Bradley] Moved TimeTracker to tree/impl/ in its own file, and cleaned it up.  Removed debugging println calls from DecisionTree.  Made TreePoint extend Serialiable
a87e08f [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-opt1
0f676e2 [Joseph K. Bradley] Optimizations + Bug fix for DecisionTree
3211f02 [Joseph K. Bradley] Optimizing DecisionTree * Added TreePoint representation to avoid calling findBin multiple times. * (not working yet, but debugging)
f61e9d2 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
bcf874a [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
511ec85 [Joseph K. Bradley] Merge remote-tracking branch 'upstream/master' into dt-timing
a95bc22 [Joseph K. Bradley] timing for DecisionTree internals
[SPARK-3046] use executor's class loader as the default serializer classloader

The serializer is not always used in an executor thread (e.g. connection manager, broadcast), in which case the classloader might not have the user jar set, leading to corruption in deserialization.

https://issues.apache.org/jira/browse/SPARK-3046

https://issues.apache.org/jira/browse/SPARK-2878

Author: Reynold Xin <rxin@apache.org>

Closes #1972 from rxin/kryoBug and squashes the following commits:

c1c7bf0 [Reynold Xin] Made change to JavaSerializer.
7204c33 [Reynold Xin] Added imports back.
d879e67 [Reynold Xin] [SPARK-3046] use executor's class loader as the default serializer class loader.
[SPARK-3078][MLLIB] Make LRWithLBFGS API consistent with others

Should ask users to set parameters through the optimizer. dbtsai

Author: Xiangrui Meng <meng@databricks.com>

Closes #1973 from mengxr/lr-lbfgs and squashes the following commits:

e3efbb1 [Xiangrui Meng] fix tests
21b3579 [Xiangrui Meng] fix method name
641eea4 [Xiangrui Meng] Merge remote-tracking branch 'apache/master' into lr-lbfgs
456ab7c [Xiangrui Meng] update LRWithLBFGS
[SPARK-3001][MLLIB] Improve Spearman's correlation

The current implementation requires sorting individual columns, which could be done with a global sort.

result on a 32-node cluster:

m | n | prev | this
---|---|-------|-----
1000000 | 50 | 55s | 9s
10000000 | 50 | 97s | 76s
1000000 | 100  | 119s | 15s

Author: Xiangrui Meng <meng@databricks.com>

Closes #1917 from mengxr/spearman and squashes the following commits:

4d5d262 [Xiangrui Meng] remove unused import
85c48de [Xiangrui Meng] minor updates
a048d0c [Xiangrui Meng] remove cache and set a limit to cachedIds
b98bb18 [Xiangrui Meng] add comments
0846e07 [Xiangrui Meng] first version
[SPARK-3015] Block on cleaning tasks to prevent Akka timeouts

More detail on the issue is described in [SPARK-3015](https://issues.apache.org/jira/browse/SPARK-3015), but the TLDR is if we send too many blocking Akka messages that are dependent on each other in quick successions, then we end up causing a few of these messages to time out and ultimately kill the executors. As of #1498, we broadcast each RDD whether or not it is persisted. This means if we create many RDDs (each of which becomes a broadcast) and the driver performs a GC that cleans up all of these broadcast blocks, then we end up sending many `RemoveBroadcast` messages in parallel and trigger the chain of blocking messages at high frequencies.

We do not know of the Akka-level root cause yet, so this is intended to be a temporary solution until we identify the real issue. I have done some preliminary testing of enabling blocking and observed that the queue length remains quite low (< 1000) even under very intensive workloads.

In the long run, we should do something more sophisticated to allow a limited degree of parallelism through batching clean up tasks or processing them in a sliding window. In the longer run, we should clean up the whole `BlockManager*` message passing interface to avoid unnecessarily awaiting on futures created from Akka asks.

tdas pwendell mengxr

Author: Andrew Or <andrewor14@gmail.com>

Closes #1931 from andrewor14/reference-blocking and squashes the following commits:

d0f7195 [Andrew Or] Merge branch 'master' of github.com:apache/spark into reference-blocking
ce9daf5 [Andrew Or] Remove logic for logging queue length
111192a [Andrew Or] Add missing space in log message (minor)
a183b83 [Andrew Or] Switch order of code blocks (minor)
9fd1fe6 [Andrew Or] Remove outdated log
104b366 [Andrew Or] Use the actual reference queue length
0b7e768 [Andrew Or] Block on cleaning tasks by default + log error on queue full
[SPARK-3045] Make Serializer interface Java friendly

Author: Reynold Xin <rxin@apache.org>

Closes #1948 from rxin/kryo and squashes the following commits:

a3a80d8 [Reynold Xin] [SPARK-3046] use executor's class loader as the default serializer classloader
3d13277 [Reynold Xin] Reverted that in TestJavaSerializerImpl too.
196f3dc [Reynold Xin] Ok one more commit to revert the classloader change.
c49b50c [Reynold Xin] Removed JavaSerializer change.
afbf37d [Reynold Xin] Moved the test case also.
a2e693e [Reynold Xin] Removed the Kryo bug fix from this pull request.
c81bd6c [Reynold Xin] Use defaultClassLoader when executing user specified custom registrator.
68f261e [Reynold Xin] Added license check excludes.
0c28179 [Reynold Xin] [SPARK-3045] Make Serializer interface Java friendly [SPARK-3046] Set executor's class loader as the default serializer class loader
[SPARK-2977] Ensure ShuffleManager is created before ShuffleBlockManager

This is intended to fix SPARK-2977.  Before, there was an implicit ordering dependency where we needed to know the ShuffleManager implementation before creating the ShuffleBlockManager.  This patch makes that dependency explicit by adding ShuffleManager to a bunch of constructors.

I think it's a little odd for BlockManager to take a ShuffleManager only to pass it to ShuffleBlockManager without using it itself; there's an opportunity to clean this up later if we sever the circular dependencies between BlockManager and other components and pass those components to BlockManager's constructor.

Author: Josh Rosen <joshrosen@apache.org>

Closes #1976 from JoshRosen/SPARK-2977 and squashes the following commits:

a9cd1e1 [Josh Rosen] [SPARK-2977] Ensure ShuffleManager is created before ShuffleBlockManager.