Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8884#discussion_r40518573
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -166,22 +171,25 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8884#discussion_r40518531
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -113,34 +115,37 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8884#discussion_r40518538
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -150,14 +155,14 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8884#discussion_r40518507
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -113,34 +115,37 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8884#discussion_r40518479
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -113,34 +115,37 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8884#discussion_r40518453
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -92,13 +93,14 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8884#discussion_r40518407
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -92,13 +93,14 @@ class LinearRegressionSuite extends
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8884#issuecomment-143085746
Vote for adding a new param called "solver". In the unit test, we have to
test two code paths as well; otherwise, the previous LBFGS behavior will not be
te
GitHub user dbtsai opened a pull request:
https://github.com/apache/spark/pull/8853
[SPARK-10738][ML] Refactoring `Instance` out from LOR and LIR, and also
cleaning up some code
Refactoring `Instance` case class out from LOR and LIR, and also cleaning
up some code.
You can merge
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8631#issuecomment-142080769
Thanks. Merged into master.
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Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39995497
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -520,30 +544,33 @@ private class LeastSquaresAggregator
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39947613
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -520,29 +544,32 @@ private class LeastSquaresAggregator
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8631#issuecomment-141851806
Can you merge the master to resolve the conflicts? Also, add warning in
training summary that it ignores the training weights currently (except for the
objective trace
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39937401
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -510,4 +513,90 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39937392
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -510,4 +513,90 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39937361
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -510,4 +513,90 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39937357
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -510,4 +513,90 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39937365
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -510,4 +513,90 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39937291
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -598,17 +629,14 @@ private class LeastSquaresCostFun
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39937180
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -31,21 +31,30 @@ import org.apache.spark.ml.util.Identifiable
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39937145
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -520,28 +544,28 @@ private class LeastSquaresAggregator
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39937155
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -493,26 +515,28 @@ private class LeastSquaresAggregator
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39937140
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -520,28 +544,28 @@ private class LeastSquaresAggregator
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39812153
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -123,30 +132,41 @@ class LinearRegression(override val uid: String
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39812144
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -123,30 +132,41 @@ class LinearRegression(override val uid: String
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8631#issuecomment-141160556
Jenkins, retest this please
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Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39580975
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -123,30 +123,48 @@ class LinearRegression(override val uid: String
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39580918
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -123,30 +123,48 @@ class LinearRegression(override val uid: String
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39580848
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -572,7 +591,7 @@ private class LeastSquaresAggregator
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8631#discussion_r39580880
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -589,7 +608,7 @@ private class LeastSquaresAggregator
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8631#issuecomment-140583259
Hello, weighted `MultivariateOnlineSummarizer` is merged which unblocks
you. Thanks.
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Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r39476407
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -501,22 +529,27 @@ class LogisticRegressionModel private[ml
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/7884#issuecomment-140193885
JIRA for the behavior of `count` and `numNonZeors` when we make it public.
https://issues.apache.org/jira/browse/SPARK-10597
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https://github.com/apache/spark/pull/7884#issuecomment-140190915
@jkbradley For `count`, let's do it later since it's a private API.
Currently, `count` will return the actual number of instances, and ignores
instance we
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r39436642
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/stat/MultivariateOnlineSummarizer.scala
---
@@ -158,28 +174,28 @@ class MultivariateOnlineSummarizer
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r39354759
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -218,31 +217,51 @@ class LogisticRegression(override val
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8631#issuecomment-139479960
ok to test
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Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8631#issuecomment-139479926
Jenkins, add to whitelist
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Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8588#discussion_r38772704
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/optim/WeightedLeastSquares.scala ---
@@ -0,0 +1,295 @@
+/*
+ * Licensed to the Apache Software
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8588#discussion_r38772511
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/optim/WeightedLeastSquaresSuite.scala
---
@@ -0,0 +1,133 @@
+/*
+ * Licensed to the Apache
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r38605369
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -803,13 +829,17 @@ private class LogisticAggregator
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r38603904
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala
---
@@ -59,8 +64,7 @@ class LogisticRegressionSuite extends
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/7884#issuecomment-137264169
I will prefer to change the `weights` in linear models to `coefficients` as
well!
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--- Diff:
mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala
---
@@ -781,4 +808,117 @@ class LogisticRegressionSuite
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r38590661
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -803,13 +829,17 @@ private class LogisticAggregator
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r38590409
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -218,31 +217,51 @@ class LogisticRegression(override val
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8013#issuecomment-136545956
Hello, robust tuning parameter k should not be a constant as you
implemented.
In the paper,
http://users.stat.umn.edu/~sandy/courses/8053/handouts/robust.pdf
`k
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/7884#issuecomment-136519264
@sethah I prefer `sampleWeight` as well which I used in the initial
version.
However, there is already code using `weight` for the same purpose in
https
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8510#issuecomment-135876384
Thanks. Merged into branch 1.5, and master.
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You can create the jira yourself.
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https://github.com/apache/spark/pull/8510#issuecomment-135871835
Also disable standerizarion feature :)
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Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8510#issuecomment-135870428
LGTM. By the way, we add intercept option in LiR recently, can you add it
to the example code? Thanks.
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Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/7884#issuecomment-135503606
I know Xiangrui is using `RDD[(Double, 1.0, Vector)]` in isotonic
regression, so I don't mind as well as long as everyone is on the same page.
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https://github.com/apache/spark/pull/7884#discussion_r38058812
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -218,31 +217,59 @@ class LogisticRegression(override val
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r38058578
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -218,31 +217,59 @@ class LogisticRegression(override val
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r38058517
--- Diff: project/MimaExcludes.scala ---
@@ -60,6 +60,10 @@ object MimaExcludes {
"org.apache.spark.ml.regression.LeastSquaresCostFun
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/7884#issuecomment-135172317
I think we can also map it to `RDD[(Double, 1.0, Vector)]` as you suggest
to avoid using `Either`, but will result in slightly larger training set which
should be
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r38035593
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -218,31 +217,59 @@ class LogisticRegression(override val
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7884#discussion_r38035234
--- Diff: project/MimaExcludes.scala ---
@@ -60,6 +60,10 @@ object MimaExcludes {
"org.apache.spark.ml.regression.LeastSquaresCostFun
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8449#issuecomment-134863383
Merged into master and branch 1.5. Thanks.
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Github user dbtsai commented on the pull request:
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LGTM. Waiting for test result.
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Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8426#issuecomment-134843286
LGTM. Merged into branch-1.5 and master. Thanks.
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Github user dbtsai commented on the pull request:
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Thanks. Merged into master and branch 1.5
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Github user dbtsai commented on the pull request:
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LGTM. Wait for test.
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Github user dbtsai commented on the pull request:
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LGTM. Merged into 1.5 branch and master. Thanks.
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Github user dbtsai commented on the pull request:
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Seems Jenkins timeout a lot. Give another shot.
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Jenkins, retest this please
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https://github.com/apache/spark/pull/8013#discussion_r37813263
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -645,3 +666,179 @@ private class LeastSquaresCostFun
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8013#discussion_r37813105
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -645,3 +666,179 @@ private class LeastSquaresCostFun
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8013#discussion_r37813021
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -645,3 +666,179 @@ private class LeastSquaresCostFun
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/7884#issuecomment-134393842
Jenkins, retest this please
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Jenkins, retest this please
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Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/7884#issuecomment-134246783
Hello @jkbradley @mengxr, this is ready to be reviewed. Do you have a
chance to have a pass on this PR? Thanks.
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Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/7518#issuecomment-132003927
Thanks. Merged into master and 1.5 branch.
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Jenkins, test this please
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https://github.com/apache/spark/pull/7518#discussion_r37107057
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/RidgeRegression.scala ---
@@ -52,8 +57,14 @@ class RidgeRegressionModel (
override
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7518#discussion_r37107067
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/RidgeRegression.scala ---
@@ -52,8 +57,14 @@ class RidgeRegressionModel (
override
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7518#discussion_r37107050
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/RidgeRegression.scala ---
@@ -45,6 +47,9 @@ class RidgeRegressionModel
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7518#discussion_r37107029
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/RegressionModel.scala ---
@@ -24,6 +24,9 @@ import org.apache.spark.api.java.JavaRDD
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7518#discussion_r37106979
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/Lasso.scala ---
@@ -51,8 +56,14 @@ class LassoModel (
override protected def
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7518#discussion_r37106989
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/Lasso.scala ---
@@ -51,8 +56,14 @@ class LassoModel (
override protected def
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7518#discussion_r37106956
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/Lasso.scala ---
@@ -44,6 +46,9 @@ class LassoModel (
weightMatrix.toBreeze.dot
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7518#discussion_r37106911
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/IsotonicRegression.scala
---
@@ -155,6 +170,9 @@ class IsotonicRegressionModel
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7518#discussion_r37106918
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/IsotonicRegression.scala
---
@@ -200,6 +218,9 @@ object IsotonicRegressionModel extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/7518#discussion_r37106850
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/IsotonicRegression.scala
---
@@ -148,6 +160,9 @@ class IsotonicRegressionModel
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8079#issuecomment-130408674
LGTM. Waiting for tests
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Jenkins, retest this please
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Then the most easy way is probably just overwriting the other when one is
set. :)
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Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8079#discussion_r36786380
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -43,36 +42,76 @@ import
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8079#discussion_r36785932
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -43,36 +42,76 @@ import
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8079#discussion_r36785940
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -43,36 +42,76 @@ import
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8013#discussion_r36719832
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -505,4 +505,455 @@ class LinearRegressionSuite extends
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8013#discussion_r36719632
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -645,3 +658,80 @@ private class LeastSquaresCostFun
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8013#discussion_r36719346
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -645,3 +658,80 @@ private class LeastSquaresCostFun
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8013#discussion_r36718958
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -645,3 +658,80 @@ private class LeastSquaresCostFun
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8013#discussion_r36718509
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---
@@ -123,6 +123,14 @@ class LinearRegression(override val uid: String
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8013#discussion_r36718480
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/param/shared/sharedParams.scala ---
@@ -325,4 +325,21 @@ private[ml] trait HasStepSize extends Params
Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8013#discussion_r36718311
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/param/shared/sharedParams.scala ---
@@ -325,4 +325,21 @@ private[ml] trait HasStepSize extends Params
Github user dbtsai commented on the pull request:
https://github.com/apache/spark/pull/8079#issuecomment-129739762
LGTM except few comments. Thanks.
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Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/8079#discussion_r36717774
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
---
@@ -310,10 +336,12 @@ class LogisticRegressionModel private[ml
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