GitHub user BaiGang opened a pull request:
https://github.com/apache/spark/pull/1104
[SPARK-2163] class LBFGS optimize with Double tolerance instead of Int
https://issues.apache.org/jira/browse/SPARK-2163
This pull request includes the change for **[SPARK-2163]**:
* Changed the convergence tolerance parameter from type `Int` to type
`Double`.
* Added types for vars in `class LBFGS`, making the style consistent with
`class GradientDescent`.
* Added associated test to check that optimizing via `class LBFGS` produces
the same results as via calling `runLBFGS` from `object LBFGS`.
This is a very minor change but it will solve the problem in my
implementation of a regression model for count data, where I make use of LBFGS
for parameter estimation.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/BaiGang/spark fix_int_tol
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/1104.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 #1104
----
commit 30cd381b9cc465ddbc4fd4877464016a26dcb551
Author: Gang Bai <[email protected]>
Date: 2014-06-17T09:51:16Z
Changed setConvergenceTol'' to specify tolerance with a parameter of type
Double. For the reason and the problem caused by an Int parameter, please check
https://issues.apache.org/jira/browse/SPARK-2163. Added the types for the
private vars in class LBFGS. Added a test in LBFGSSuite for validating that
optimizing via class LBFGS produces the same results as calling runLBFGS from
object LBFGS.
commit d9c2d14e46c1ad7153eec51874ddeff4926948f7
Author: Gang Bai <[email protected]>
Date: 2014-06-17T09:54:39Z
Merge remote-tracking branch 'origin/master' into tol_int
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