Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/17715#discussion_r113052881
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -434,8 +587,45 @@ class LogisticRegression @Since("1.2.0") (
$(standardization), bcFeaturesStd, regParamL2, multinomial =
isMultinomial,
$(aggregationDepth))
+ val numCoeffs = numFeaturesPlusIntercept * numCoefficientSets
+ val isSetLowerBoundOfCoefficients = isSet(lowerBoundOfCoefficients)
+ val isSetUpperBoundOfCoefficients = isSet(upperBoundOfCoefficients)
+ val isSetLowerBoundOfIntercept = isSet(lowerBoundOfIntercept)
+ val isSetUpperBoundOfIntercept = isSet(upperBoundOfIntercept)
+ var lowerBound: Array[Double] = null
+ var upperBound: Array[Double] = null
+
val optimizer = if ($(elasticNetParam) == 0.0 || $(regParam) ==
0.0) {
- new BreezeLBFGS[BDV[Double]]($(maxIter), 10, $(tol))
+ if (usingBoundConstrainedOptimization) {
+ lowerBound =
Array.fill[Double](numCoeffs)(Double.NegativeInfinity)
+ upperBound =
Array.fill[Double](numCoeffs)(Double.PositiveInfinity)
+ var i = 0
+ while (i < numCoeffs) {
+ val coefficientSetIndex = i % numCoefficientSets
+ val featureIndex = i / numCoefficientSets
+ if (featureIndex < numFeatures) {
+ if (isSetLowerBoundOfCoefficients) {
+ lowerBound(i) = $(lowerBoundOfCoefficients)(
+ coefficientSetIndex, featureIndex) *
featuresStd(featureIndex)
+ }
+ if (isSetUpperBoundOfCoefficients) {
+ upperBound(i) = $(upperBoundOfCoefficients)(
+ coefficientSetIndex, featureIndex) *
featuresStd(featureIndex)
+ }
+ } else {
+ if (isSetLowerBoundOfIntercept) {
+ lowerBound(i) =
$(lowerBoundOfIntercept)(coefficientSetIndex)
+ }
+ if (isSetUpperBoundOfIntercept) {
+ upperBound(i) =
$(upperBoundOfIntercept)(coefficientSetIndex)
+ }
+ }
+ i += 1
+ }
+ new LBFGSB(BDV[Double](lowerBound), BDV[Double](upperBound),
$(maxIter), 10, $(tol))
--- End diff --
`BreezeLBFGSB` for explicitly using Breeze implementation.
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