GitHub user WeichenXu123 opened a pull request:
https://github.com/apache/spark/pull/14122
[SPARK-16470][ML][Optimizer] Check linear regression training whether
actually reach convergence and add warning if not
## What changes were proposed in this pull request?
In `ml.regression.LinearRegression`, it use breeze `LBFGS` and `OWLQN`
optimizer to do data training, but do not check whether breeze's optimizer
returned result actually reached convergence.
The `LBFGS` and `OWLQN` optimizer in breeze finish iteration may result the
following situations:
1) reach max iteration number
2) function reach value convergence
3) objective function stop improving
4) gradient reach convergence
5) search failed(due to some internal numerical error)
I add warning printing code so that
if the iteration result is (1) or (3) or (5) in above, it will print a
warning with respective reason string.
## How was this patch tested?
Manual.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/WeichenXu123/spark add_lr_not_convergence_warn
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/14122.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 #14122
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commit 2cb9d814fded6b6bafa0a046a30060455069ddc6
Author: WeichenXu <[email protected]>
Date: 2016-07-10T06:07:13Z
add linear regression training not convergence warning
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