[jira] [Created] (SPARK-16470) ml.regression.LinearRegression training data do not check whether the result actually reach convergence

["Weichen Xu (JIRA)" <ji...@apache.org>]

Weichen Xu created SPARK-16470:
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             Summary: ml.regression.LinearRegression training data do not check whether the result actually reach convergence
                 Key: SPARK-16470
                 URL: https://issues.apache.org/jira/browse/SPARK-16470
             Project: Spark
          Issue Type: Improvement
          Components: ML, Optimizer
    Affects Versions: 2.0.1, 2.1.0
            Reporter: Weichen Xu


In `ml.regression.LinearRegression`, it use breeze `LBFGS` and `OWLQN` optimizer to do data training,  but do not check whether breeze's optimizer returned result  actually reached convergence.

In fact, the  `LBFGS` and `OWLQN`  optimizer in breeze finish iteration may result the following situations:

1) reach max iteration number
2) function reach value convergence
3) objective function stop improving
4) gradient reach convergence
5) search failed(due to some internal numerical error)

only (2) & (4) situations above can be regarded as convergence result.
in other situation, we should at least print some warning to remind spark user.





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