[jira] [Commented] (MADLIB-1094) Elastic Net fails when used without normalization

[Frank McQuillan (JIRA)]

[ 
https://issues.apache.org/jira/browse/MADLIB-1094?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=16131324#comment-16131324
 ] 

Frank McQuillan commented on MADLIB-1094:
-

this works now

{code}
DROP TABLE IF EXISTS house_en,house_en_summary;
SELECT madlib.elastic_net_train(
'houses',   -- input
'house_en', -- ouput
'price',-- dependent var
'ARRAY[tax, bath, size]',  -- independent vars
'gaussian', -- regression family
0.5,-- alpha
0.5,-- lambda
True,  -- normalize?
NULL,  -- grouping col
'igd',  -- optimizer
'', -- optimizer params
NULL,   -- excluded cols
1,  -- max iterations
1e-6-- tolerance
{code}

> Elastic Net fails when used without normalization
> -
>
> Key: MADLIB-1094
> URL: https://issues.apache.org/jira/browse/MADLIB-1094
> Project: Apache MADlib
>  Issue Type: Bug
>  Components: Module: Regularized Regression
>Reporter: Nandish Jayaram
>Priority: Minor
> Fix For: v1.12
>
>
> Using Elastic Net with the normalization/standardize flag turned off (for 
> Gaussian IGD) results in failure, with the following error:
> {code:sql}
> madlib-pg94=# SELECT madlib.elastic_net_train(
> 'houses1',
> 'houses_en',
> 'array[tax, bath, size]',
> 'gaussian',
> 0.5,
> 0.1, 
> FALSE,  -- Standardize 
> NULL,
> 'igd',
> '',
> NULL,
> 1,1e-6);
> ERROR:  spiexceptions.NumericValueOutOfRange: value out of range: overflow
> CONTEXT:  Traceback (most recent call last):
>   PL/Python function "elastic_net_train", line 23, in 
> return elastic_net.elastic_net_train(**globals())
>   PL/Python function "elastic_net_train", line 332, in elastic_net_train
>   PL/Python function "elastic_net_train", line 42, in 
> __elastic_net_gaussian_igd_train
>   PL/Python function "elastic_net_train", line 268, in __elastic_net_igd_train
>   PL/Python function "elastic_net_train", line 373, in 
> __elastic_net_igd_train_compute
>   PL/Python function "elastic_net_train", line 69, in 
> __elastic_net_generate_result
>   PL/Python function "elastic_net_train", line 154, in 
> __compute_log_likelihood
> PL/Python function "elastic_net_train"
> {code}



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[jira] [Commented] (MADLIB-1094) Elastic Net fails when used without normalization

[ASF GitHub Bot (JIRA)]

[ 
https://issues.apache.org/jira/browse/MADLIB-1094?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=16122503#comment-16122503
 ] 

ASF GitHub Bot commented on MADLIB-1094:


GitHub user cooper-sloan opened a pull request:

https://github.com/apache/incubator-madlib/pull/164

Elastic Net: Fix normalization issue

MADLIB-1094 and MADLIB-1146

avg in psql is numerically unstable
Data scaling was not occuring when
grouping is true.

You can merge this pull request into a Git repository by running:

$ git pull https://github.com/cooper-sloan/incubator-madlib 
elastic_net_normalization

Alternatively you can review and apply these changes as the patch at:

https://github.com/apache/incubator-madlib/pull/164.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 #164


commit 0b00513bf20e7f0b9032b267472321bd6cfc4355
Author: Cooper Sloan 
Date:   2017-08-10T19:04:04Z

Elastic Net: Fix normalization issue

MADLIB-1094 and MADLIB-1146

avg in psql is numerically unstable
Data scaling was not occuring when
grouping is true.




> Elastic Net fails when used without normalization
> -
>
> Key: MADLIB-1094
> URL: https://issues.apache.org/jira/browse/MADLIB-1094
> Project: Apache MADlib
>  Issue Type: Bug
>  Components: Module: Regularized Regression
>Reporter: Nandish Jayaram
>Priority: Minor
> Fix For: v1.12
>
>
> Using Elastic Net with the normalization/standardize flag turned off (for 
> Gaussian IGD) results in failure, with the following error:
> {code:sql}
> madlib-pg94=# SELECT madlib.elastic_net_train(
> 'houses1',
> 'houses_en',
> 'array[tax, bath, size]',
> 'gaussian',
> 0.5,
> 0.1, 
> FALSE,  -- Standardize 
> NULL,
> 'igd',
> '',
> NULL,
> 1,1e-6);
> ERROR:  spiexceptions.NumericValueOutOfRange: value out of range: overflow
> CONTEXT:  Traceback (most recent call last):
>   PL/Python function "elastic_net_train", line 23, in 
> return elastic_net.elastic_net_train(**globals())
>   PL/Python function "elastic_net_train", line 332, in elastic_net_train
>   PL/Python function "elastic_net_train", line 42, in 
> __elastic_net_gaussian_igd_train
>   PL/Python function "elastic_net_train", line 268, in __elastic_net_igd_train
>   PL/Python function "elastic_net_train", line 373, in 
> __elastic_net_igd_train_compute
>   PL/Python function "elastic_net_train", line 69, in 
> __elastic_net_generate_result
>   PL/Python function "elastic_net_train", line 154, in 
> __compute_log_likelihood
> PL/Python function "elastic_net_train"
> {code}



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[jira] [Commented] (MADLIB-1094) Elastic Net fails when used without normalization

[Frank McQuillan (JIRA)]

[ 
https://issues.apache.org/jira/browse/MADLIB-1094?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=15983663#comment-15983663
 ] 

Frank McQuillan commented on MADLIB-1094:
-

Looks like this bug may have been there before.  I'd suggest we have a look in 
1.12 but  not hold up the 1.11 release for this one.

> Elastic Net fails when used without normalization
> -
>
> Key: MADLIB-1094
> URL: https://issues.apache.org/jira/browse/MADLIB-1094
> Project: Apache MADlib
>  Issue Type: Bug
>  Components: Module: Regularized Regression
>Reporter: Nandish Jayaram
> Fix For: v1.12
>
>
> Using Elastic Net with the normalization/standardize flag turned off (for 
> Gaussian IGD) results in failure, with the following error:
> {code:sql}
> madlib-pg94=# SELECT madlib.elastic_net_train(
> 'houses1',
> 'houses_en',
> 'array[tax, bath, size]',
> 'gaussian',
> 0.5,
> 0.1, 
> FALSE,  -- Standardize 
> NULL,
> 'igd',
> '',
> NULL,
> 1,1e-6);
> ERROR:  spiexceptions.NumericValueOutOfRange: value out of range: overflow
> CONTEXT:  Traceback (most recent call last):
>   PL/Python function "elastic_net_train", line 23, in 
> return elastic_net.elastic_net_train(**globals())
>   PL/Python function "elastic_net_train", line 332, in elastic_net_train
>   PL/Python function "elastic_net_train", line 42, in 
> __elastic_net_gaussian_igd_train
>   PL/Python function "elastic_net_train", line 268, in __elastic_net_igd_train
>   PL/Python function "elastic_net_train", line 373, in 
> __elastic_net_igd_train_compute
>   PL/Python function "elastic_net_train", line 69, in 
> __elastic_net_generate_result
>   PL/Python function "elastic_net_train", line 154, in 
> __compute_log_likelihood
> PL/Python function "elastic_net_train"
> {code}



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[jira] [Commented] (MADLIB-1094) Elastic Net fails when used without normalization

[Rashmi Raghu (JIRA)]

[ 
https://issues.apache.org/jira/browse/MADLIB-1094?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel=15983336#comment-15983336
 ] 

Rashmi Raghu commented on MADLIB-1094:
--

The scikit-learn result in the previous comment is with data that was not 
standardized and not normalized.

> Elastic Net fails when used without normalization
> -
>
> Key: MADLIB-1094
> URL: https://issues.apache.org/jira/browse/MADLIB-1094
> Project: Apache MADlib
>  Issue Type: Bug
>  Components: Module: Regularized Regression
>Reporter: Nandish Jayaram
> Fix For: v1.11
>
>
> Using Elastic Net with the normalization/standardize flag turned off (for 
> Gaussian IGD) results in failure, with the following error:
> {code:sql}
> madlib-pg94=# SELECT madlib.elastic_net_train(
> 'houses1',
> 'houses_en',
> 'array[tax, bath, size]',
> 'gaussian',
> 0.5,
> 0.1, 
> FALSE,  -- Standardize 
> NULL,
> 'igd',
> '',
> NULL,
> 1,1e-6);
> ERROR:  spiexceptions.NumericValueOutOfRange: value out of range: overflow
> CONTEXT:  Traceback (most recent call last):
>   PL/Python function "elastic_net_train", line 23, in 
> return elastic_net.elastic_net_train(**globals())
>   PL/Python function "elastic_net_train", line 332, in elastic_net_train
>   PL/Python function "elastic_net_train", line 42, in 
> __elastic_net_gaussian_igd_train
>   PL/Python function "elastic_net_train", line 268, in __elastic_net_igd_train
>   PL/Python function "elastic_net_train", line 373, in 
> __elastic_net_igd_train_compute
>   PL/Python function "elastic_net_train", line 69, in 
> __elastic_net_generate_result
>   PL/Python function "elastic_net_train", line 154, in 
> __compute_log_likelihood
> PL/Python function "elastic_net_train"
> {code}



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