Github user yanboliang commented on a diff in the pull request:
https://github.com/apache/spark/pull/15394#discussion_r84020861
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/optim/NormalEquationSolver.scala ---
@@ -0,0 +1,165 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.spark.ml.optim
+
+import breeze.linalg.{DenseVector => BDV}
+import breeze.optimize.{CachedDiffFunction, DiffFunction, LBFGS =>
BreezeLBFGS, OWLQN => BreezeOWLQN}
+import scala.collection.mutable
+
+import org.apache.spark.ml.linalg.{BLAS, DenseVector, Vectors}
+import org.apache.spark.mllib.linalg.CholeskyDecomposition
+
+private[ml] class NormalEquationSolution(
+ val fitIntercept: Boolean,
+ private val _coefficients: Array[Double],
+ val aaInv: Option[Array[Double]],
+ val objectiveHistory: Option[Array[Double]]) {
+
+ def coefficients: Array[Double] = {
+ if (fitIntercept) {
+ _coefficients.slice(0, _coefficients.length - 1)
+ } else {
+ _coefficients
+ }
+ }
+
+ def intercept: Double = if (fitIntercept) _coefficients.last else 0.0
+}
+
+/**
+ * Interface for classes that solve the normal equations locally.
+ */
+private[ml] sealed trait NormalEquationSolver {
+
+ /** Solve the normal equations from summary statistics. */
+ def solve(
+ bBar: Double,
+ bbBar: Double,
+ abBar: DenseVector,
+ aaBar: DenseVector,
+ aBar: DenseVector): NormalEquationSolution
+}
+
+/**
+ * A class that solves the normal equations directly, using Cholesky
decomposition.
+ */
+private[ml] class CholeskySolver(val fitIntercept: Boolean) extends
NormalEquationSolver {
--- End diff --
That's a good point! I agree to keep ```fitIntercept``` as an argument of
```QuasiNewtonSolver``` constructor, only used for ```NormalEquationCostFun```
to accelerate convergence. To ```CholeskySolver``` and
```NormalEquationSolution```, we can move it out.
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