There is a typo in "algorithm and numeric stability": the intercept term \alpha should be replaced by \beta0. \alpha is only used in the penalty term
On Wednesday, July 31, 2013, Michael Kun Yang wrote: > https://issues.apache.org/jira/browse/MAHOUT-1273 > > I upload some docs in issue page which include some examples > But these docs seems not explain the ideas clearly. I probably need to > polish them. > > Feedbacks are very welcome > > On Wednesday, July 31, 2013, Timothy Mann wrote: > >> What is the link to the project page with the algorithm details? >> >> -Timothy >> On Aug 1, 2013 2:03 AM, "Kun Yang" <[email protected]> wrote: >> >> > Thanks for your feedback. >> > >> > Besides the code, I have also upload the details of the algorithm in the >> > project page. Please take a look. >> > >> > I attached the documents in the email as well. >> > >> > Best >> > >> > ----- Original Message ----- >> > From: "Ted Dunning" <[email protected]> >> > To: "Sebastian Schelter" <[email protected]>, "Ted Dunning" < >> > [email protected]> >> > Cc: "Kun Yang" <[email protected]>, "mahout" <[email protected]> >> > Sent: Wednesday, July 31, 2013 3:57:49 PM >> > Subject: Re: Review Request 13172: #MAHOUT-1273: Single Pass Algorithm >> for >> > Penalized Linear Regression with Cross Validation on MapReduce >> > >> > >> > This is an automatically generated e-mail. To reply, visit: >> > https://reviews.apache.org/r/13172/ >> > In the paper associated with this code, there is the following magical >> step >> > >> > 19: train the model (2) with train data and calculate the mean >> > squared prediction error pi for test data >> > >> > Until I see a specification of what this algorithm is supposed to be >> > doing, I don't see the point in reviewing the code. >> > >> > >> > - Ted Dunning >> > >> > >> > On July 31st, 2013, 10:56 p.m. UTC, Kun Yang wrote: >> > Review request for mahout, Sebastian Schelter and Ted Dunning. >> > By Kun Yang. >> > >> > Updated July 31, 2013, 10:56 p.m. >> > Repository: mahout-git Description >> > Single-Pass Penalized Linear Regression with Cross Validation on >> > MapReduce >> > >> > For details, please go through the documentation. Testing >> > Units tests for the classes Diffs >> > >> > >> > * >> > >> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearConstants.java >> > (PRE-CREATION) >> > * >> > >> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearDriver.java >> > (PRE-CREATION) >> > * >> > >> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearKeySet.java >> > (PRE-CREATION) >> > * >> > >> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearMapper.java >> > (PRE-CREATION) >> > * >> > >> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearReducer.java >> > (PRE-CREATION) >> > * >> > >> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearSolver.java >> > (PRE-CREATION) >> > * >> > >> core/src/test/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearTest.java >> > (PRE-CREATION) >> > * >> > >> examples/src/main/java/org/apache/mahout/regression/penalizedlinear/Job.java >> > (PRE-CREATION) >> > * >> > >> examples/src/main/java/org/apache/mahout/regression/penalizedlinear/LinearCrossValidation.java >> > (PRE-CREATION) >> > * >> > >> examples/src/main/java/org/apache/mahout/regression/penalizedlinear/LinearRegularizePath.java >> > (PRE-CREATION) >> > * examples/src/main/resources/prostate.txt (PRE-CREATION) >> > * >> > >> examples/src/test/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearExampleTest.java >> > (PRE-CREATION) >> > * >> > >> integration/src/main/java/org/apache/mahout/regression/feature/extractor/FeatureExtractUtility.java >> > (PRE-CREATION) >> > * >> > >> integration/src/main/java/org/apache/mahout/regression/feature/extractor/FeatureExtractorKeySet.java >> > (PRE-CREATION) >> > * >> >
