The task is predicting the click through rate (CTR) of advertisement, meaning that we are to predict the probability of each ad being clicked.
https://www.kaggle.com/c/kddcup2012-track2
Caution: This example just shows a baseline result. Use token tables and amplifier to get better AUC score.
Logistic Regression
Training
use kdd12track2;
-- set mapred.max.split.size=134217728; -- [optional] set if OOM caused at mappers on training
-- SET mapred.max.split.size=67108864;
select count(1) from training_orcfile;
235582879
235582879 / 56 (mappers) = 4206837
set hivevar:total_steps=5000000;
-- set mapred.reduce.tasks=64; -- [optional] set the explicit number of reducers to make group-by aggregation faster
drop table lr_model;
create table lr_model
as
select
feature,
cast(avg(weight) as float) as weight
from
(select
logress(features, label, "-total_steps ${total_steps}") as (feature,weight)
-- logress(features, label) as (feature,weight)
from
training_orcfile
) t
group by feature;
-- set mapred.max.split.size=-1; -- reset to the default value
Note
Setting the "-total_steps" option is optional.
Prediction
drop table lr_predict;
create table lr_predict
ROW FORMAT DELIMITED
FIELDS TERMINATED BY "\t"
LINES TERMINATED BY "\n"
STORED AS TEXTFILE
as
select
t.rowid,
sigmoid(sum(m.weight)) as prob
from
testing_exploded t
LEFT OUTER JOIN lr_model m
ON (t.feature = m.feature)
group by
t.rowid
order by
rowid ASC;
Note
sigmoid(sum(m.weight))
not sigmoid(sum(m.weight * t.value)))
because t.value is always 1.0 for categorical variable.
Evaluation
You can download scoreKDD.py from KDD Cup 2012, Track 2 site. After logging-in to Kaggle, download scoreKDD.py.
hadoop fs -getmerge /user/hive/warehouse/kdd12track2.db/lr_predict lr_predict.tbl
gawk -F "\t" '{print $2;}' lr_predict.tbl > lr_predict.submit
pypy scoreKDD.py KDD_Track2_solution.csv lr_predict.submit
Measure | Score |
---|---|
AUC | 0.741111 |
NWMAE | 0.045493 |
WRMSE | 0.142395 |
Passive Aggressive
Training
drop table pa_model;
create table pa_model
as
select
feature,
cast(avg(weight) as float) as weight
from
(select
train_pa1a_regr(features,label) as (feature,weight)
from
training_orcfile
) t
group by feature;
Note
PA1a is recommended when using PA for regression.
Prediction
drop table pa_predict;
create table pa_predict
ROW FORMAT DELIMITED
FIELDS TERMINATED BY "\t"
LINES TERMINATED BY "\n"
STORED AS TEXTFILE
as
select
t.rowid,
sum(m.weight) as prob
from
testing_exploded t LEFT OUTER JOIN
pa_model m ON (t.feature = m.feature)
group by
t.rowid
order by
rowid ASC;
Caution
The "prob" of PA can be used only for ranking and can have a negative value. A higher weight means much likely to be clicked. Note that AUC is sort a measure for evaluating ranking accuracy.
Evaluation
hadoop fs -getmerge /user/hive/warehouse/kdd12track2.db/pa_predict pa_predict.tbl
gawk -F "\t" '{print $2;}' pa_predict.tbl > pa_predict.submit
pypy scoreKDD.py KDD_Track2_solution.csv pa_predict.submit
Measure | Score |
---|---|
AUC | 0.739722 |
NWMAE | 0.049582 |
WRMSE | 0.143698 |