Github user sethah commented on a diff in the pull request:
https://github.com/apache/spark/pull/15394#discussion_r83079621
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/optim/WeightedLeastSquaresSuite.scala
---
@@ -60,24 +60,87 @@ class WeightedLeastSquaresSuite extends SparkFunSuite
with MLlibTestSparkContext
), 2)
}
- test("two collinear features result in error with no regularization") {
+ test("WLS with strong L1 regularization") {
+ /*
+ We initialize the coefficients for WLS QN solver to be weighted
average of the label. Check
+ here that with only an intercept the model converges to bBar.
+ */
+ val bAgg = instances.collect().foldLeft((0.0, 0.0)) { case ((sum,
count), Instance(l, w, f)) =>
--- End diff --
done.
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