Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/3439#discussion_r20910282
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/tree/loss/LogLoss.scala ---
@@ -45,19 +46,21 @@ object LogLoss extends Loss {
model: TreeEnsembleModel,
point: LabeledPoint): Double = {
val prediction = model.predict(point.features)
- 1.0 / (1.0 + math.exp(-prediction)) - point.label
+ - 4.0 * point.label / (1.0 + math.exp(2.0 * point.label * prediction))
}
/**
- * Method to calculate error of the base learner for the gradient
boosting calculation.
+ * Method to calculate loss of the base learner for the gradient
boosting calculation.
* Note: This method is not used by the gradient boosting algorithm but
is useful for debugging
* purposes.
- * @param model Model of the weak learner.
+ * @param model Ensemble model
* @param data Training dataset: RDD of
[[org.apache.spark.mllib.regression.LabeledPoint]].
- * @return
+ * @return Mean log loss of model on data
*/
override def computeError(model: TreeEnsembleModel, data:
RDD[LabeledPoint]): Double = {
- val wrongPredictions = data.filter(lp => model.predict(lp.features) !=
lp.label).count()
- wrongPredictions / data.count
+ data.map { case point =>
+ val prediction = model.predict(point.features)
+ 2.0 * math.log(1 + math.exp(-2.0 * point.label * prediction))
--- End diff --
Oh, good point! It looks like option # 2 is best:
```
scala> def test(a: Double) = (math.log(1 + math.exp(-a)),
math.log1p(math.exp(-a)), -a + math.log1p(math.exp(a)))
test: (a: Double)(Double, Double, Double)
scala> test(1)
res6: (Double, Double, Double) =
(0.31326168751822286,0.31326168751822286,0.3132616875182228)
scala> test(10)
res7: (Double, Double, Double) =
(4.5398899216870535E-5,4.539889921686465E-5,4.5398899217730104E-5)
scala> test(20)
res8: (Double, Double, Double) =
(2.0611536900435727E-9,2.061153620314381E-9,2.061153026033935E-9)
scala> test(30)
res9: (Double, Double, Double) =
(9.348077867343381E-14,9.357622968839737E-14,9.237055564881302E-14)
scala> test(40)
res10: (Double, Double, Double) = (0.0,4.248354255291589E-18,0.0)
scala> test(100)
res11: (Double, Double, Double) = (0.0,3.720075976020836E-44,0.0)
```
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