GitHub user yanboliang opened a pull request:
https://github.com/apache/spark/pull/17715
Spark 20047
## What changes were proposed in this pull request?
MLlib ```LogisticRegression``` should support bound constrained
optimization. Users can add bound constraints to coefficients to make the
solver produce solution in the specified range.
Under the hood, we call breeze
[```L-BFGS-B```](https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/optimize/LBFGSB.scala)
as the solver for bound constrained optimization. And we only support L2
regularization currently.
## How was this patch tested?
Unit tests.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/yanboliang/spark spark-20047
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/17715.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 #17715
----
commit a05f3763115cdce976a7f5079e1281f6b547fb90
Author: Yanbo Liang <[email protected]>
Date: 2017-04-20T03:24:59Z
Initial draft of bound constraint LoR.
commit 6d762cf3473b280805dd4173aad7c24dabe911ed
Author: Yanbo Liang <[email protected]>
Date: 2017-04-20T12:25:50Z
Add two test cases.
commit 327a8479b766a4235b8e1cc13769ba5706b37702
Author: Yanbo Liang <[email protected]>
Date: 2017-04-21T04:04:43Z
update test cases.
commit 130195626008f78e6da97adb3ae0262bc4d371cc
Author: Yanbo Liang <[email protected]>
Date: 2017-04-21T07:51:22Z
update doc
commit 454d27cf1b6fdf12a11abb411324577b3f466250
Author: Yanbo Liang <[email protected]>
Date: 2017-04-21T07:57:14Z
update LBFGSB
commit d3254e3ad3b10c88254fce083aec2dd60bbe9cd9
Author: Yanbo Liang <[email protected]>
Date: 2017-04-21T08:09:14Z
update test suites
commit 3cfd08c43adc3096dacff8c256a5d3a769b636b5
Author: Yanbo Liang <[email protected]>
Date: 2017-04-21T09:01:05Z
add test case.
----
---
If your project is set up for it, you can reply to this email and have your
reply appear on GitHub as well. If your project does not have this feature
enabled and wishes so, or if the feature is enabled but not working, please
contact infrastructure at [email protected] or file a JIRA ticket
with INFRA.
---
---------------------------------------------------------------------
To unsubscribe, e-mail: [email protected]
For additional commands, e-mail: [email protected]
