Imran Younus created SPARK-13777:
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Summary: Weighted Leaset Squares fails when there are features
with identical values.
Key: SPARK-13777
URL: https://issues.apache.org/jira/browse/SPARK-13777
Project: Spark
Issue Type: Bug
Components: ML
Reporter: Imran Younus
Priority: Minor
"normal" solver in LinearRegression uses Cholesky decomposition to calculate
the coefficients. If the data has features with identical values (zero
variance), then (A^T A) matrix is not positive definite any more and the
Cholesky decomposition fails.
For the same case, "l-bfgs" solver sets the coefficients of these constant
features to zero and produces valid coefficients for the rest of the features.
This behaviour is consistent with glmnet in R. "normal" solver should also do
the same.
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