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Posted to issues@spark.apache.org by "Joseph K. Bradley (JIRA)" <ji...@apache.org> on 2018/01/06 22:44:00 UTC
[jira] [Commented] (SPARK-20602) Adding LBFGS optimizer and
Squared_hinge loss for LinearSVC
[ https://issues.apache.org/jira/browse/SPARK-20602?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16314979#comment-16314979 ]
Joseph K. Bradley commented on SPARK-20602:
-------------------------------------------
I'm afraid we'll need to re-target this since the branch has been cut for 2.3. I'll change it to 2.4, but [~yanboliang] please retarget as needed.
> Adding LBFGS optimizer and Squared_hinge loss for LinearSVC
> -----------------------------------------------------------
>
> Key: SPARK-20602
> URL: https://issues.apache.org/jira/browse/SPARK-20602
> Project: Spark
> Issue Type: Improvement
> Components: ML
> Affects Versions: 2.2.0
> Reporter: yuhao yang
> Assignee: yuhao yang
>
> Currently LinearSVC in Spark only supports OWLQN as the optimizer ( check https://issues.apache.org/jira/browse/SPARK-14709). I made comparison between LBFGS and OWLQN on several public dataset and found LBFGS converges much faster for LinearSVC in most cases.
> The following table presents the number of training iterations and f1 score of both optimizers until convergence
> ||Dataset||LBFGS with hinge||OWLQN with hinge||LBFGS with squared_hinge||
> |news20.binary| 31 (0.99) | 413(0.99) | 185 (0.99) |
> |mushroom| 28(1.0) | 170(1.0)| 24(1.0) |
> |madelon|143(0.75) | 8129(0.70)| 823(0.74) |
> |breast-cancer-scale| 15(1.0) | 16(1.0)| 15 (1.0) |
> |phishing | 329(0.94) | 231(0.94) | 67 (0.94) |
> |a1a(adult) | 466 (0.87) | 282 (0.87) | 77 (0.86) |
> |a7a | 237 (0.84) | 372(0.84) | 69(0.84) |
> data source: https://www.csie.ntu.edu.tw/~cjlin/libsvmtools/datasets/binary.html
> training code: new LinearSVC().setMaxIter(10000).setTol(1e-6)
> LBFGS requires less iterations in most cases (except for a1a) and probably is a better default optimizer.
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