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https://issues.apache.org/jira/browse/SPARK-11918?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Yanbo Liang updated SPARK-11918:
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Description: Weighted Least Squares (WLS) is one of the optimization method
for solve Linear Regression (when #feature < 4096). But if the dataset is very
ill condition (such as 0-1 based label used for classification and the equation
is underdetermined), the WLS failed. The failure is caused by the underneath
Cholesky Decomposition. (was: Weighted Least Squares (WLS) is one of the
optimization method for solve Linear Regression (when #feature < 4096). But if
the dataset is very ill condition (such as 0-1 based label used for
classification and with underdetermined equation), the WLS failed. )
> WLS can not resolve some kinds of equation
> ------------------------------------------
>
> Key: SPARK-11918
> URL: https://issues.apache.org/jira/browse/SPARK-11918
> Project: Spark
> Issue Type: Bug
> Components: ML
> Reporter: Yanbo Liang
>
> Weighted Least Squares (WLS) is one of the optimization method for solve
> Linear Regression (when #feature < 4096). But if the dataset is very ill
> condition (such as 0-1 based label used for classification and the equation
> is underdetermined), the WLS failed. The failure is caused by the underneath
> Cholesky Decomposition.
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