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Posted to reviews@spark.apache.org by GitBox <gi...@apache.org> on 2021/03/29 03:34:36 UTC

[GitHub] [spark] zhengruifeng opened a new pull request #31985: [SPARK-34860][ML] Multinomial Logistic Regression with intercept support centering

zhengruifeng opened a new pull request #31985:
URL: https://github.com/apache/spark/pull/31985


   ### What changes were proposed in this pull request?
   1, use new `MultinomialLogisticBlockAggregator` which support virtual centering
   2, remove no-used `BlockLogisticAggregator`
   
   
   ### Why are the changes needed?
   1, for better convergence;
   2, its solution is much close to GLMNET;
   
   
   ### Does this PR introduce _any_ user-facing change?
   No
   
   
   ### How was this patch tested?
   updated and new test suites
   


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[GitHub] [spark] SparkQA commented on pull request #31985: [SPARK-34860][ML] Multinomial Logistic Regression with intercept support centering

Posted by GitBox <gi...@apache.org>.
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URL: https://github.com/apache/spark/pull/31985#issuecomment-809042739


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[GitHub] [spark] zhengruifeng commented on a change in pull request #31985: [SPARK-34860][ML] Multinomial Logistic Regression with intercept support centering

Posted by GitBox <gi...@apache.org>.
zhengruifeng commented on a change in pull request #31985:
URL: https://github.com/apache/spark/pull/31985#discussion_r602997003



##########
File path: mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala
##########
@@ -1863,21 +1899,125 @@ class LogisticRegressionSuite extends MLTest with DefaultReadWriteTest {
       0.0, 0.0, 0.0, 0.09064661,
       -0.1144333, 0.3204703, -0.1621061, -0.2308192,
       0.0, -0.4832131, 0.0, 0.0), isTransposed = true)
-    val interceptsRStd = Vectors.dense(-0.72638218, -0.01737265, 0.74375484)
+    val interceptsRStd = Vectors.dense(-0.69265374, -0.2260274, 0.9186811)
     val coefficientsR = new DenseMatrix(3, 4, Array(
       0.0, 0.0, 0.01641412, 0.03570376,
       -0.05110822, 0.0, -0.21595670, -0.16162836,
       0.0, 0.0, 0.0, 0.0), isTransposed = true)
     val interceptsR = Vectors.dense(-0.44707756, 0.75180900, -0.3047314)
 
-    assert(model1.coefficientMatrix ~== coefficientsRStd absTol 0.05)
-    assert(model1.interceptVector ~== interceptsRStd relTol 0.1)
+    assert(model1.coefficientMatrix ~== coefficientsRStd absTol 1e-3)
+    assert(model1.interceptVector ~== interceptsRStd relTol 1e-3)
     assert(model1.interceptVector.toArray.sum ~== 0.0 absTol eps)
-    assert(model2.coefficientMatrix ~== coefficientsR absTol 0.02)
-    assert(model2.interceptVector ~== interceptsR relTol 0.1)
+    assert(model2.coefficientMatrix ~== coefficientsR absTol 1e-3)
+    assert(model2.interceptVector ~== interceptsR relTol 1e-3)
     assert(model2.interceptVector.toArray.sum ~== 0.0 absTol eps)
   }
 
+  test("SPARK-34860: multinomial logistic regression with intercept, with small var") {

Review comment:
       master does not pass this newly add testsuite:
   
   ```
       // scalastyle:off println
       println("R")
       println(interceptsR)
       println(coefficientsR)
   
       println()
       println("model1")
       println(model1.interceptVector)
       println(model1.coefficientMatrix)
   
       println()
       println("model2")
       println(model2.interceptVector)
       println(model2.coefficientMatrix)
   
       println()
       println("R2")
       println(interceptsR2)
       println(coefficientsR2)
   
       println()
       println("model3")
       println(model3.interceptVector)
       println(model3.coefficientMatrix)
       // scalastyle:on println
   ```
   
   
   
   
   this PR:
   ```
   R
   [2.91748298,-17.510746,14.59326301]
   0.21755977  0.01647541   0.16507778  -0.1401668   
   -0.24436    0.7564655    -0.2955698  1.3262009    
   0.02680026  -0.77294095  0.13049206  -1.18603411  
   model1
   [2.933958199942738,-17.543164024163175,14.609205824220437]
   0.21812136899052606   0.015486127035160564  0.16560717317181253  -0.14189621394905397  
   -0.2454895541210769   0.7584152697648037    -0.2966285999752721  1.3296192946128171    
   0.027368185130550855  -0.7739013967999642   0.13102142680345957  -1.187723080663763    
   model2
   [2.933958199942738,-17.543164024163175,14.609205824220437]
   0.21812136899052606   0.015486127035160564  0.16560717317181253  -0.14189621394905397  
   -0.2454895541210769   0.7584152697648037    -0.2966285999752721  1.3296192946128171    
   0.027368185130550855  -0.7739013967999642   0.13102142680345957  -1.187723080663763    
   
   R2
   [1.751626027,-3.9297124987,2.178086472]
   0.019970169   0.079611293   0.003959452   0.110024399   
   -4.788494E-4  0.0010097453  -5.832701E-4  0.0           
   -0.01936999   -0.080851149  -0.003319687  -0.112435972  
   model3
   [1.7516587309368687,-3.9297178332916585,2.1780591023547897]
   0.019968543900064605    0.07960456424549685    0.0039592584764418055   0.11002491382872195  
   -4.7805989516075794E-4  0.0010124410611496804  -5.830912612961964E-4   0.0                  
   -0.01936890596857533    -0.08084716280475213   -0.0033195486718121834  -0.1124344396230352  
   ```
   
   
   
   
   
   master:
   ```
   R
   [2.91748298,-17.510746,14.59326301]
   0.21755977  0.01647541   0.16507778  -0.1401668   
   -0.24436    0.7564655    -0.2955698  1.3262009    
   0.02680026  -0.77294095  0.13049206  -1.18603411  
   model1
   [3.2289115796175536,-3.8874667667006286,0.6585551870830749]
   0.21614280080869921   0.010853354751576538  0.16526956599746928  -0.16826299113708829  
   -0.24226138413980347  0.766137782321547     -0.2961105375461299  -0.01353727702893284  
   0.02611858333110428   -0.7769911370731234   0.13084097154866067  0.18180026816602116   
   model2
   [3.2289115795385817,-3.8874667667014213,0.65855518716284]
   0.216142800347921     0.01085335149421333  0.1652695665789533   -0.16826299025797364   
   -0.24226138429694594  0.7661377826486023   -0.2961105377075671  -0.013537276769415511  
   0.026118583949024932  -0.7769911341428156  0.13084097112861381  0.18180026702738916    
   
   
   R2
   [1.751626027,-3.9297124987,2.178086472]
   0.019970169   0.079611293   0.003959452   0.110024399   
   -4.788494E-4  0.0010097453  -5.832701E-4  0.0           
   -0.01936999   -0.080851149  -0.003319687  -0.112435972  
   model3
   [3.2372615840468177,-3.887368655600576,0.6501070715537581]
   0.019839138236381705    0.0794011365650966    0.0039488069038510374   -0.028039490169532715  
   -4.7766310601985774E-4  0.001015028177410154  -5.837314941386912E-4   0.003248397753479403   
   -0.019272077893351464   -0.0806696209827808   -0.0033080309178124827  0.04470991419683469    
   ```
   
   We can see that new impl generate solution much more close to GLMNET.




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[GitHub] [spark] SparkQA commented on pull request #31985: [SPARK-34860][ML] Multinomial Logistic Regression with intercept support centering

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[GitHub] [spark] srowen commented on pull request #31985: [SPARK-34860][ML] Multinomial Logistic Regression with intercept support centering

Posted by GitBox <gi...@apache.org>.
srowen commented on pull request #31985:
URL: https://github.com/apache/spark/pull/31985#issuecomment-810635806


   Merged to master


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[GitHub] [spark] zhengruifeng commented on pull request #31985: [SPARK-34860][ML] Multinomial Logistic Regression with intercept support centering

Posted by GitBox <gi...@apache.org>.
zhengruifeng commented on pull request #31985:
URL: https://github.com/apache/spark/pull/31985#issuecomment-810682703


   @srowen Thanks for reviewing!


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[GitHub] [spark] zhengruifeng commented on a change in pull request #31985: [SPARK-34860][ML] Multinomial Logistic Regression with intercept support centering

Posted by GitBox <gi...@apache.org>.
zhengruifeng commented on a change in pull request #31985:
URL: https://github.com/apache/spark/pull/31985#discussion_r602996562



##########
File path: mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala
##########
@@ -1863,21 +1899,125 @@ class LogisticRegressionSuite extends MLTest with DefaultReadWriteTest {
       0.0, 0.0, 0.0, 0.09064661,
       -0.1144333, 0.3204703, -0.1621061, -0.2308192,
       0.0, -0.4832131, 0.0, 0.0), isTransposed = true)
-    val interceptsRStd = Vectors.dense(-0.72638218, -0.01737265, 0.74375484)
+    val interceptsRStd = Vectors.dense(-0.69265374, -0.2260274, 0.9186811)

Review comment:
       Old `interceptsRStd` did not equal to GLMNET's result: [-0.69265374, -0.2260274, 0.9186811], so I think this should be a good change




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[GitHub] [spark] zhengruifeng commented on pull request #31985: [SPARK-34860][ML] Multinomial Logistic Regression with intercept support centering

Posted by GitBox <gi...@apache.org>.
zhengruifeng commented on pull request #31985:
URL: https://github.com/apache/spark/pull/31985#issuecomment-809044289


   @srowen @WeichenXu123 
   This is the last PR for LR supporting centering


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[GitHub] [spark] SparkQA commented on pull request #31985: [SPARK-34860][ML] Multinomial Logistic Regression with intercept support centering

Posted by GitBox <gi...@apache.org>.
SparkQA commented on pull request #31985:
URL: https://github.com/apache/spark/pull/31985#issuecomment-809111962


   Kubernetes integration test unable to build dist.
   
   exiting with code: 1
   URL: https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder-K8s/41212/
   


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