yuhao yang created SPARK-20348:
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Summary: Support squared hinge loss (L2 loss) for LinearSVC
Key: SPARK-20348
URL: https://issues.apache.org/jira/browse/SPARK-20348
Project: Spark
Issue Type: New Feature
Components: ML
Affects Versions: 2.2.0
Reporter: yuhao yang
Priority: Minor
While Hinge loss is the standard loss function for linear SVM, Squared hinge
loss (a.k.a. L2 loss) is also popular in practice. L2-SVM is differentiable and
imposes a bigger (quadratic vs. linear) loss for points which violate the
margin. Some introduction can be found from
http://mccormickml.com/2015/01/06/what-is-an-l2-svm/
Liblinear and [scikit
learn|http://scikit-learn.org/stable/modules/generated/sklearn.svm.LinearSVC.html]
both offer squared hinge loss as the default loss function for linear SVM.
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