Seth Hendrickson created SPARK-17201:
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Summary: Investigate numerical instability for MLOR without
regularization
Key: SPARK-17201
URL: https://issues.apache.org/jira/browse/SPARK-17201
Project: Spark
Issue Type: Sub-task
Reporter: Seth Hendrickson
As mentioned
[here|http://ufldl.stanford.edu/wiki/index.php/Softmax_Regression], when no
regularization is applied in Softmax regression, second order Newton solvers
may run into numerical instability problems. We should investigate this in
practice and find a solution, possibly by implementing pivoting when no
regularization is applied.
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