Nandish Jayaram created MADLIB-1094: ---------------------------------------
Summary: Elastic Net fails when used without normalization
Key: MADLIB-1094
URL: https://issues.apache.org/jira/browse/MADLIB-1094
Project: Apache MADlib
Issue Type: Bug
Components: Module: Regularized Regression
Reporter: Nandish Jayaram
Using Elastic Net with the normalization/standardize flag turned off (for
Gaussian IGD) results in failure, with the following error:
{code}
madlib-pg94=# SELECT madlib.elastic_net_train( 'houses1', --
Source table
'houses_en', -- Result table
'price', -- Dependent
variable
'array[tax, bath, size]', --
Independent variable
'gaussian',
-- Regression family
0.5,
-- Alpha value
0.1,
-- Lambda value
FALSE,
-- Standardize
NULL,
-- Grouping column(s)
'igd',
-- Optimizer
'',
-- Optimizer parameters
NULL,
-- Excluded columns
10000,1e-6);
ERROR: spiexceptions.NumericValueOutOfRange: value out of range: overflow
CONTEXT: Traceback (most recent call last):
PL/Python function "elastic_net_train", line 23, in <module>
return elastic_net.elastic_net_train(**globals())
PL/Python function "elastic_net_train", line 332, in elastic_net_train
PL/Python function "elastic_net_train", line 42, in
__elastic_net_gaussian_igd_train
PL/Python function "elastic_net_train", line 268, in __elastic_net_igd_train
PL/Python function "elastic_net_train", line 373, in
__elastic_net_igd_train_compute
PL/Python function "elastic_net_train", line 69, in
__elastic_net_generate_result
PL/Python function "elastic_net_train", line 154, in __compute_log_likelihood
PL/Python function "elastic_net_train"
{code}
--
This message was sent by Atlassian JIRA
(v6.3.15#6346)
