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Posted to commits@spark.apache.org by sr...@apache.org on 2016/07/27 10:24:29 UTC
spark git commit: [MINOR][ML] Fix some mistake in LinearRegression
formula.
Repository: spark
Updated Branches:
refs/heads/master ef0ccbcb0 -> 3c3371bbd
[MINOR][ML] Fix some mistake in LinearRegression formula.
## What changes were proposed in this pull request?
Fix some mistake in ```LinearRegression``` formula.
## How was this patch tested?
Documents change, no tests.
Author: Yanbo Liang <yb...@gmail.com>
Closes #14369 from yanboliang/LiR-formula.
Project: http://git-wip-us.apache.org/repos/asf/spark/repo
Commit: http://git-wip-us.apache.org/repos/asf/spark/commit/3c3371bb
Tree: http://git-wip-us.apache.org/repos/asf/spark/tree/3c3371bb
Diff: http://git-wip-us.apache.org/repos/asf/spark/diff/3c3371bb
Branch: refs/heads/master
Commit: 3c3371bbd6361011b138cce88f6396a2aa4e2cb9
Parents: ef0ccbc
Author: Yanbo Liang <yb...@gmail.com>
Authored: Wed Jul 27 11:24:28 2016 +0100
Committer: Sean Owen <so...@cloudera.com>
Committed: Wed Jul 27 11:24:28 2016 +0100
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.../org/apache/spark/ml/regression/LinearRegression.scala | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
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http://git-wip-us.apache.org/repos/asf/spark/blob/3c3371bb/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala
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diff --git a/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala b/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala
index a0ff7f0..f3dc65e 100644
--- a/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala
+++ b/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala
@@ -800,16 +800,16 @@ class LinearRegressionSummary private[regression] (
* {{{
* \frac{\partial L}{\partial w_i} =
* 1/N \sum_j diff_j (x_{ij} - \bar{x_i}) / \hat{x_i}
- * = 1/N ((\sum_j diff_j x_{ij} / \hat{x_i}) - diffSum \bar{x_i}) / \hat{x_i})
+ * = 1/N ((\sum_j diff_j x_{ij} / \hat{x_i}) - diffSum \bar{x_i} / \hat{x_i})
* = 1/N ((\sum_j diff_j x_{ij} / \hat{x_i}) + correction_i)
* }}},
- * where correction_i = - diffSum \bar{x_i}) / \hat{x_i}
+ * where correction_i = - diffSum \bar{x_i} / \hat{x_i}
*
* A simple math can show that diffSum is actually zero, so we don't even
* need to add the correction terms in the end. From the definition of diff,
* {{{
* diffSum = \sum_j (\sum_i w_i(x_{ij} - \bar{x_i}) / \hat{x_i} - (y_j - \bar{y}) / \hat{y})
- * = N * (\sum_i w_i(\bar{x_i} - \bar{x_i}) / \hat{x_i} - (\bar{y_j} - \bar{y}) / \hat{y})
+ * = N * (\sum_i w_i(\bar{x_i} - \bar{x_i}) / \hat{x_i} - (\bar{y} - \bar{y}) / \hat{y})
* = 0
* }}}
*
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