[
https://issues.apache.org/jira/browse/SPARK-11918?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Yanbo Liang updated SPARK-11918:
--------------------------------
Attachment: R_GLM_output
> 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
> Attachments: R_GLM_output
>
>
> 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.
> This issue is easy to reproduce, you can train a LinearRegressionModel by
> "normal" solver with the example
> dataset(https://github.com/apache/spark/blob/master/data/mllib/sample_libsvm_data.txt).
> The following is the exception:
> {code}
> assertion failed: lapack.dpotrs returned 1.
> java.lang.AssertionError: assertion failed: lapack.dpotrs returned 1.
> at scala.Predef$.assert(Predef.scala:179)
> at
> org.apache.spark.mllib.linalg.CholeskyDecomposition$.solve(CholeskyDecomposition.scala:42)
> at
> org.apache.spark.ml.optim.WeightedLeastSquares.fit(WeightedLeastSquares.scala:117)
> at
> org.apache.spark.ml.regression.LinearRegression.train(LinearRegression.scala:180)
> at
> org.apache.spark.ml.regression.LinearRegression.train(LinearRegression.scala:67)
> at org.apache.spark.ml.Predictor.fit(Predictor.scala:90)
> {code}
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
---------------------------------------------------------------------
To unsubscribe, e-mail: [email protected]
For additional commands, e-mail: [email protected]
