'Custom ML Function in Pyspark
I have a class function in python which does a stats.gamma_cdf modelling. I wanted to convert ths into pandas UDF so that it can be used in Pyspark for a bigger data. Any insights will be really helpfull.
import scipy
import scipy.stats as stats
class gamma_function:
def __init__( self, a=None, b=None, p=None):
self.a = a
self.b = b
self.p = p
def _gamma_cdf_background(self, X, a, b, p):
return stats.gamma.cdf(X, a, b)*p
def predict( self, X ):
return self._gamma_cdf_background(X, self.a, self.b, self.p)
def fit( self, X, y ):
from scipy.optimize import curve_fit
popt, pcov = curve_fit( self._gamma_cdf_background, X, y, bounds=([.25,0.1,.1], [3., 3.,3.]), tr_solver='lsmr')
self.a = popt[0]
self.b = popt[1]
self.p = popt[2]
return self
def transform(self, X):
return stats.gamma.cdf(X, self.a, self.b)*self.p
def get_params( self, deep=False ):
return { 'a':self.a, 'b':self.b, 'p':self.p }
def set_params( self, **parameters ):
for parameter, value in parameters.intems():
setattr( self, parameter, value )
return self
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