Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/3636#discussion_r21556494
--- Diff:
mllib/src/test/scala/org/apache/spark/mllib/optimization/GradientDescentSuite.scala
---
@@ -138,6 +138,45 @@ class GradientDescentSuite extends FunSuite with
MLlibTestSparkContext with Matc
"The different between newWeights with/without regularization " +
"should be initialWeightsWithIntercept.")
}
+
+ test("iteration should end with convergence tolerance") {
+ val nPoints = 10000
+ val A = 2.0
+ val B = -1.5
+
+ val initialB = -1.0
+ val initialWeights = Array(initialB)
+
+ val gradient = new LogisticGradient()
+ val updater = new SimpleUpdater()
+ val stepSize = 1.0
+ val numIterations = 10
+ val regParam = 0
+ val miniBatchFrac = 1.0
+ val convergenceTolerance = 5.0e-1
+
+ // Add a extra variable consisting of all 1.0's for the intercept.
+ val testData = GradientDescentSuite.generateGDInput(A, B, nPoints, 42)
+ val data = testData.map { case LabeledPoint(label, features) =>
+ label -> Vectors.dense(1.0 +: features.toArray)
+ }
+
+ val dataRDD = sc.parallelize(data, 2).cache()
+ val initialWeightsWithIntercept = Vectors.dense(1.0 +:
initialWeights.toArray)
+
+ val (_, loss) = GradientDescent.runMiniBatchSGD(
+ dataRDD,
+ gradient,
+ updater,
+ stepSize,
+ numIterations,
+ regParam,
+ miniBatchFrac,
+ initialWeightsWithIntercept,
+ convergenceTolerance)
+
+ assert(loss.length < numIterations, "doesn't satisfy convergence
tolerance")
--- End diff --
"doesn't satisfy convergence tolerance" --> "convergenceTolerance failed to
stop optimization early"
---
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