Spark - Random Number Generation

2019-02-16 15:37发布

问题:

I have written a method that must consider a random number to simulate a Bernoulli distribution. I am using random.nextDouble to generate a number between 0 and 1 then making my decision based on that value given my probability parameter.

My problem is that Spark is generating the same random numbers within each iteration of my for loop mapping function. I am using the DataFrame API. My code follows this format:

val myClass = new MyClass()
val M = 3
val myAppSeed = 91234
val rand = new scala.util.Random(myAppSeed)

for (m <- 1 to M) {
  val newDF = sqlContext.createDataFrame(myDF
    .map{row => RowFactory
      .create(row.getString(0),
        myClass.myMethod(row.getString(2), rand.nextDouble())
    }, myDF.schema)
}

Here is the class:

class myClass extends Serializable {
  val q = qProb

  def myMethod(s: String, rand: Double) = {
    if (rand <= q) // do something
    else // do something else
  }
}

I need a new random number every time myMethod is called. I also tried generating the number inside my method with java.util.Random (scala.util.Random v10 does not extend Serializable) like below, but I'm still getting the same numbers within each for loop

val r = new java.util.Random(s.hashCode.toLong)
val rand = r.nextDouble()

I've done some research, and it seems this has do to with Sparks deterministic nature.

回答1:

The reason why the same sequence is repeated is that the random generator is created and initialized with a seed before the data is partitioned. Each partition then starts from the same random seed. Maybe not the most efficient way to do it, but the following should work:

val myClass = new MyClass()
val M = 3

for (m <- 1 to M) {
  val newDF = sqlContext.createDataFrame(myDF
    .map{ 
       val rand = scala.util.Random
       row => RowFactory
      .create(row.getString(0),
        myClass.myMethod(row.getString(2), rand.nextDouble())
    }, myDF.schema)
}


回答2:

Just use the SQL function rand:

import org.apache.spark.sql.functions._

//df: org.apache.spark.sql.DataFrame = [key: int]

df.select($"key", rand() as "rand").show
+---+-------------------+
|key|               rand|
+---+-------------------+
|  1| 0.8635073400704648|
|  2| 0.6870153659986652|
|  3|0.18998048357873532|
+---+-------------------+


df.select($"key", rand() as "rand").show
+---+------------------+
|key|              rand|
+---+------------------+
|  1|0.3422484248879837|
|  2|0.2301384925817671|
|  3|0.6959421970071372|
+---+------------------+


回答3:

According to this post, the best solution is not to put the new scala.util.Random inside the map, nor completely outside (ie. in the driver code), but in an intermediate mapPartitionsWithIndex:

import scala.util.Random
val myAppSeed = 91234
val newRDD = myRDD.mapPartitionsWithIndex { (indx, iter) =>
   val rand = new scala.util.Random(indx+myAppSeed)
   iter.map(x => (x, Array.fill(10)(rand.nextDouble)))
}