Github user naftaliharris commented on a diff in the pull request:
https://github.com/apache/spark/pull/1493#discussion_r15541942
--- Diff: python/pyspark/mllib/classification.py ---
@@ -63,7 +63,10 @@ class LogisticRegressionModel(LinearModel):
def predict(self, x):
_linear_predictor_typecheck(x, self._coeff)
margin = _dot(x, self._coeff) + self._intercept
- prob = 1/(1 + exp(-margin))
+ if margin > 0:
+ prob = 1 / (1 + exp(-margin))
+ else:
+ prob = 1 - 1 / (1 + exp(margin))
--- End diff --
Better would be
```python
prob = exp(margin)/(1 + exp(margin))
```
because for very small probabilities this computation is essentially doing
1 - 1. For example:
```python
>>> from math import exp
>>> margin = -40
>>> 1 - 1 / (1 + exp(margin))
0.0
>>> exp(margin)/(1 + exp(margin))
4.248354255291589e-18
>>>
```
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