GitHub user WeichenXu123 opened a pull request:
https://github.com/apache/spark/pull/14276
[SPARK-16638][ML][Optimizer] fix L2 reg computation in linearRegression
when standarlization is false
## What changes were proposed in this pull request?
when `standardization == false`
update L2 reg computation
from
`0.5 * effectiveL2regParam * sigma( ( wi / featuresStd(i) )^2 )`
to
`0.5 * effectiveL2regParam * sigma( ( wi * featuresStd(i) )^2 )`
## How was this patch tested?
Existing test.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/WeichenXu123/spark
fix_L2_reg_in_linearRegression
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/14276.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 #14276
----
commit 9d4f7a8cf20bcd1f6ede46097406f235f3581b3b
Author: WeichenXu <[email protected]>
Date: 2016-07-14T05:09:12Z
fix L2 reg in linearRegression when standarlization is false
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