Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/4259#discussion_r29091447
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -42,34 +50,122 @@ private[regression] trait LinearRegressionParams
extends RegressorParams
class LinearRegression extends Regressor[Vector, LinearRegression,
LinearRegressionModel]
with LinearRegressionParams {
- setDefault(regParam -> 0.1, maxIter -> 100)
-
- /** @group setParam */
+ /**
+ * Set the regularization parameter.
+ * Default is 0.0.
+ * @group setParam
+ */
def setRegParam(value: Double): this.type = set(regParam, value)
+ setDefault(regParam -> 0.0)
+
+ /**
+ * Set the ElasticNet mixing parameter.
+ * For alpha = 0, the penalty is an L2 penalty. For alpha = 1, it is an
L1 penalty.
+ * For 0 < alpha < 1, the penalty is a combination of L1 and L2.
+ * Default is 0.0 which is an L2 penalty.
+ * @group setParam
+ */
+ def setElasticNetParam(value: Double): this.type = set(elasticNetParam,
value)
+ setDefault(elasticNetParam -> 0.0)
- /** @group setParam */
+ /**
+ * Set the maximal number of iterations.
+ * Default is 100.
+ * @group setParam
+ */
def setMaxIter(value: Int): this.type = set(maxIter, value)
+ setDefault(maxIter -> 100)
+
+ /**
+ * Set the convergence tolerance of iterations.
+ * Smaller value will lead to higher accuracy with the cost of more
iterations.
+ * Default is 1E-9.
+ * @group setParam
+ */
+ def setTol(value: Double): this.type = set(tol, value)
+ setDefault(tol -> 1E-9)
--- End diff --
Do we need `1e-9` by default? I'm thinking about some value like `1e-6`.
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