GitHub user dbtsai opened a pull request:
https://github.com/apache/spark/pull/7245
[SPARK-8845] [ML] ML use of Breeze optimization: use adjustedValue instead
of value
In LinearRegression and LogisticRegression, we use Breeze's optimizers
(LBFGS and OWLQN). We check the State.value to see the current objective.
However, Breeze's documentation makes it sound like value and adjustedValue
differ for some optimizers, possibly including OWLQN:
https://github.com/scalanlp/breeze/blob/26faf622862e8d7a42a401aef601347aac655f2b/math/src/main/scala/breeze/optimize/FirstOrderMinimizer.scala#L36
If that is the case, then we should use adjustedValue instead of value.
This is relevant to SPARK-8538 and SPARK-8539, where we will provide the
objective trace to the user.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/dbtsai/spark SPARK-8845
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/7245.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #7245
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commit c9ff81e729c82c21d846dbf0d8d531d281abe434
Author: DB Tsai <[email protected]>
Date: 2015-07-06T22:10:28Z
first commit
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