GitHub user rotationsymmetry opened a pull request:
https://github.com/apache/spark/pull/8022
[SPARK-4980] [MLlib] Add decay factors to streaming linear methods
This PR includes an implementation of decay factors in streaming linear and
logistic regression. Unit tests are also included.
The algorithm and design details are described in the document:
https://docs.google.com/document/d/1UfKvuaaJVQCvh-wOLLYT8l7STQFjPxE7fitZyd0tqTo/edit?usp=sharing
Your comments and suggestions are highly appreciated. I will add more tests
and ScalaDoc as suggested.
Thanks!
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/rotationsymmetry/spark SPARK-4980-stream-decay
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/8022.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 #8022
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commit 2248f11ee34ecb220ab7573b02513643083349e2
Author: Meihua Wu <[email protected]>
Date: 2015-07-24T06:56:48Z
Add decay to StreamingLinearAlgorithm through StreamingDecay trait.
Revise test "parameter accuracy" in StreamingLinearRegressionSuite to
account for decay.
commit 12931aabbb455e1405a711465afe16c285cbd535
Author: Meihua Wu <[email protected]>
Date: 2015-07-25T05:06:00Z
Fix fluent setter API
Split StreamingDecay into two traits.
Update StreamingLogisticRegressionWithSGD.
Update test suites.
commit 0ab6ac07ad2d08368b147a34a699b391a635daa1
Author: Meihua Wu <[email protected]>
Date: 2015-08-07T04:46:13Z
Add unit tests.
Also make StreamingDecaySetter to be private[mllib].
commit 4bef2acaecfade7a8fccc051a7350abd8874e41e
Author: Meihua Wu <[email protected]>
Date: 2015-08-07T04:54:55Z
minor fixes
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