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Posted to reviews@spark.apache.org by BigCrunsh <gi...@git.apache.org> on 2014/09/01 23:24:39 UTC
[GitHub] spark pull request: Use SquaredL2Updater in LogisticRegressionWith...
GitHub user BigCrunsh opened a pull request:
https://github.com/apache/spark/pull/2231
Use SquaredL2Updater in LogisticRegressionWithSGD
SimpleUpdater ignores the regularizer, which leads to an unregularized LogReg. To enable the common L2 regularizer (and the corresponding regularization parameter) for logistic regression the SquaredL2Updater has to be used in SGD (see, e.g., [SVMWithSGD])
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/soundcloud/spark fix-regparam-logreg
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/2231.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 #2231
----
commit 78d9e90f09eea751ca5bccfd4afbccb7eab608f0
Author: Christoph Sawade <ch...@sawade.me>
Date: 2014-09-01T21:17:44Z
Use SquaredL2Updater in LogisticRegressionWithSGD
SimpleUpdater ignores the regularizer. To enable the common L2
regularizer (and the corresponding regularization parameter) for logistic
regression the SquaredL2Updater has to be used in SGD (see, e.g.,
[SVMWithSGD])
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/2231#discussion_r17094729
--- Diff: mllib/src/test/scala/org/apache/spark/mllib/classification/LogisticRegressionSuite.scala ---
@@ -125,4 +130,40 @@ class LogisticRegressionSuite extends FunSuite with LocalSparkContext with Shoul
// Test prediction on Array.
validatePrediction(validationData.map(row => model.predict(row.features)), validationData)
}
+
+ test("logistic regression with initial weights and non-default regularizer") {
--- End diff --
Shall we change `regularizer` to `regParam` to be more specific?
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54460133
[QA tests have started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/19783/consoleFull) for PR 2231 at commit [`1ccc4d8`](https://github.com/apache/spark/commit/1ccc4d864463025defab2cee83ff2b7fd6bf9658).
* This patch merges cleanly.
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-55384423
[QA tests have finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/20223/consoleFull) for PR 2231 at commit [`1ccc4d8`](https://github.com/apache/spark/commit/1ccc4d864463025defab2cee83ff2b7fd6bf9658).
* This patch **passes** unit tests.
* This patch merges cleanly.
* This patch adds no public classes.
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54473057
[QA tests have finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/19783/consoleFull) for PR 2231 at commit [`1ccc4d8`](https://github.com/apache/spark/commit/1ccc4d864463025defab2cee83ff2b7fd6bf9658).
* This patch **passes** unit tests.
* This patch merges cleanly.
* This patch adds no public classes.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54403764
@BigCrunsh Making L2 regularization the default looks good to me. We should also change the default setting in Python, which is "none" now. It doesn't need to be in this PR.
Since this changes the default behavior, I created a JIRA for it: https://issues.apache.org/jira/browse/SPARK-3396 . Could you add the JIRA number to this PR's title? Thanks!
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54279965
[QA tests have finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/19654/consoleFull) for PR 2231 at commit [`1caba1a`](https://github.com/apache/spark/commit/1caba1ae99922c0c2fb3156da632d6d182c72d6b).
* This patch **passes** unit tests.
* This patch merges cleanly.
* This patch adds no public classes.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by BigCrunsh <gi...@git.apache.org>.
Github user BigCrunsh commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54261292
Jenkins, test this please.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54261656
[QA tests have started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/19647/consoleFull) for PR 2231 at commit [`1caba1a`](https://github.com/apache/spark/commit/1caba1ae99922c0c2fb3156da632d6d182c72d6b).
* This patch merges cleanly.
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by BigCrunsh <gi...@git.apache.org>.
Github user BigCrunsh commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-55594501
Changed target to master (https://github.com/apache/spark/pull/2398)
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by BigCrunsh <gi...@git.apache.org>.
Github user BigCrunsh commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54459193
Jenkins, retest this please.
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-55376727
[QA tests have started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/20223/consoleFull) for PR 2231 at commit [`1ccc4d8`](https://github.com/apache/spark/commit/1ccc4d864463025defab2cee83ff2b7fd6bf9658).
* This patch merges cleanly.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by BigCrunsh <gi...@git.apache.org>.
Github user BigCrunsh commented on a diff in the pull request:
https://github.com/apache/spark/pull/2231#discussion_r17034656
--- Diff: mllib/src/test/scala/org/apache/spark/mllib/classification/LogisticRegressionSuite.scala ---
@@ -125,4 +125,39 @@ class LogisticRegressionSuite extends FunSuite with LocalSparkContext with Shoul
// Test prediction on Array.
validatePrediction(validationData.map(row => model.predict(row.features)), validationData)
}
+
+ test("logistic regression with initial weights and non-default regularizer") {
+ val nPoints = 10000
+ val A = 2.0
+ val B = -1.5
+
+ val testData = LogisticRegressionSuite.generateLogisticInput(A, B, nPoints, 42)
+
+ val initialB = -1.0
+ val initialWeights = Vectors.dense(initialB)
+
+ val testRDD = sc.parallelize(testData, 2)
+ testRDD.cache()
+
+ // Use half as many iterations as the previous test.
+ val lr = new LogisticRegressionWithSGD().setIntercept(true)
+ lr.optimizer.
+ setStepSize(10.0).
+ setNumIterations(10).
+ setRegParam(1.0)
+
+ val model = lr.run(testRDD, initialWeights)
+
+ val weight0 = model.weights(0)
+ assert(weight0 >= -450000.0 && weight0 <= -40000.0, weight0 + " not in [-450000.0, -40000.0]")
+ assert(model.intercept >= 350000.0 && model.intercept <= 400000.0, model.intercept + " not in [350000.0, 400000.0]")
--- End diff --
Fixed. Thx.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54253226
[QA tests have started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/19633/consoleFull) for PR 2231 at commit [`78d9e90`](https://github.com/apache/spark/commit/78d9e90f09eea751ca5bccfd4afbccb7eab608f0).
* This patch merges cleanly.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/2231#discussion_r17094727
--- Diff: mllib/src/test/scala/org/apache/spark/mllib/classification/LogisticRegressionSuite.scala ---
@@ -57,12 +57,15 @@ object LogisticRegressionSuite {
}
class LogisticRegressionSuite extends FunSuite with LocalSparkContext with ShouldMatchers {
- def validatePrediction(predictions: Seq[Double], input: Seq[LabeledPoint]) {
+ def validatePrediction(
+ predictions: Seq[Double],
--- End diff --
please use 4-space indentation for parameters
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-55428631
@BigCrunsh Just saw that the target is `branch-1.0`. Could you change the target to `master`? Usually we first apply the patch to master and then backport it to old branches.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54257879
[QA tests have finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/19633/consoleFull) for PR 2231 at commit [`78d9e90`](https://github.com/apache/spark/commit/78d9e90f09eea751ca5bccfd4afbccb7eab608f0).
* This patch **passes** unit tests.
* This patch merges cleanly.
* This patch adds no public classes.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54181765
Jenkins, add to whitelist.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54272192
[QA tests have started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/19654/consoleFull) for PR 2231 at commit [`1caba1a`](https://github.com/apache/spark/commit/1caba1ae99922c0c2fb3156da632d6d182c72d6b).
* This patch merges cleanly.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/2231#discussion_r17033162
--- Diff: mllib/src/test/scala/org/apache/spark/mllib/classification/LogisticRegressionSuite.scala ---
@@ -125,4 +125,39 @@ class LogisticRegressionSuite extends FunSuite with LocalSparkContext with Shoul
// Test prediction on Array.
validatePrediction(validationData.map(row => model.predict(row.features)), validationData)
}
+
+ test("logistic regression with initial weights and non-default regularizer") {
+ val nPoints = 10000
+ val A = 2.0
+ val B = -1.5
+
+ val testData = LogisticRegressionSuite.generateLogisticInput(A, B, nPoints, 42)
+
+ val initialB = -1.0
+ val initialWeights = Vectors.dense(initialB)
+
+ val testRDD = sc.parallelize(testData, 2)
+ testRDD.cache()
+
+ // Use half as many iterations as the previous test.
+ val lr = new LogisticRegressionWithSGD().setIntercept(true)
+ lr.optimizer.
+ setStepSize(10.0).
+ setNumIterations(10).
+ setRegParam(1.0)
+
+ val model = lr.run(testRDD, initialWeights)
+
+ val weight0 = model.weights(0)
+ assert(weight0 >= -450000.0 && weight0 <= -40000.0, weight0 + " not in [-450000.0, -40000.0]")
+ assert(model.intercept >= 350000.0 && model.intercept <= 400000.0, model.intercept + " not in [350000.0, 400000.0]")
--- End diff --
This line is too wide. We limit line width to 100 in Spark.
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by BigCrunsh <gi...@git.apache.org>.
Github user BigCrunsh commented on a diff in the pull request:
https://github.com/apache/spark/pull/2231#discussion_r17107948
--- Diff: mllib/src/test/scala/org/apache/spark/mllib/classification/LogisticRegressionSuite.scala ---
@@ -125,4 +130,40 @@ class LogisticRegressionSuite extends FunSuite with LocalSparkContext with Shoul
// Test prediction on Array.
validatePrediction(validationData.map(row => model.predict(row.features)), validationData)
}
+
+ test("logistic regression with initial weights and non-default regularizer") {
--- End diff --
yes, agree.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by BigCrunsh <gi...@git.apache.org>.
Github user BigCrunsh commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54271799
I am not sure why this is failing...
```
- local metrics *** FAILED ***
[info] org.apache.spark.scheduler.StageInfo@2f3ab430 fetchWaitTime (SparkListenerSuite.scala:360)
```
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54182179
test this please
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by BigCrunsh <gi...@git.apache.org>.
Github user BigCrunsh commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54271813
Jenkins, retest this please.
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by BigCrunsh <gi...@git.apache.org>.
Github user BigCrunsh closed the pull request at:
https://github.com/apache/spark/pull/2231
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by BigCrunsh <gi...@git.apache.org>.
Github user BigCrunsh commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54459168
@mengxr: done ;)
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-55594378
[QA tests have started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/20337/consoleFull) for PR 2231 at commit [`0820c04`](https://github.com/apache/spark/commit/0820c04bf26be840d0137b730e497ce4305938b1).
* This patch **does not** merge cleanly!
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54268559
[QA tests have finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/19647/consoleFull) for PR 2231 at commit [`1caba1a`](https://github.com/apache/spark/commit/1caba1ae99922c0c2fb3156da632d6d182c72d6b).
* This patch **fails** unit tests.
* This patch merges cleanly.
* This patch adds no public classes.
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[GitHub] spark pull request: [FIX][MLLIB] Use SquaredL2Updater in LogisticR...
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-54252986
Jenkins, test this please.
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[GitHub] spark pull request: Use SquaredL2Updater in LogisticRegressionWith...
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-55604790
[QA tests have finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/20337/consoleFull) for PR 2231 at commit [`0820c04`](https://github.com/apache/spark/commit/0820c04bf26be840d0137b730e497ce4305938b1).
* This patch **passes** unit tests.
* This patch **does not** merge cleanly!
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[GitHub] spark pull request: [SPARK-3396][MLLIB] Use SquaredL2Updater in Lo...
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/2231#issuecomment-55376180
test this please
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