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Posted to reviews@spark.apache.org by naftaliharris <gi...@git.apache.org> on 2014/07/30 08:46:59 UTC
[GitHub] spark pull request: Avoid numerical instability
GitHub user naftaliharris opened a pull request:
https://github.com/apache/spark/pull/1652
Avoid numerical instability
This avoids basically doing 1 - 1, for example:
```python
>>> from math import exp
>>> margin = -40
>>> 1 - 1 / (1 + exp(margin))
0.0
>>> exp(margin) / (1 + exp(margin))
4.248354255291589e-18
>>>
```
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/naftaliharris/spark patch-2
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/1652.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 #1652
----
commit 0d55a9fae74edf990a087463a52b81ef196862a2
Author: Naftali Harris <na...@gmail.com>
Date: 2014-07-30T06:46:30Z
Avoid numerical instability
This avoids basically doing 1 - 1, for example:
>>> from math import exp
>>> margin = -40
>>> 1 - 1 / (1 + exp(margin))
0.0
>>> exp(margin) / (1 + exp(margin))
4.248354255291589e-18
>>>
----
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[GitHub] spark pull request: Avoid numerical instability
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/1652#issuecomment-50645844
LGTM. Merged into master. Thanks!
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[GitHub] spark pull request: Avoid numerical instability
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/1652#issuecomment-50634700
Jenkins, add to whitelist.
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[GitHub] spark pull request: Avoid numerical instability
Posted by naftaliharris <gi...@git.apache.org>.
Github user naftaliharris commented on the pull request:
https://github.com/apache/spark/pull/1652#issuecomment-50655537
Awesome, thank you! :-)
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[GitHub] spark pull request: Avoid numerical instability
Posted by srowen <gi...@git.apache.org>.
Github user srowen commented on the pull request:
https://github.com/apache/spark/pull/1652#issuecomment-50595894
Y'know, there's a similar issue in `LogisticGradient.scala`, in lines like:
`math.log(1 + math.exp(margin))`
For -40, this gives 0.0, when really it should be 4.248354255291589e-18. This one can be fixed up with
`math.log1p(math.exp(margin))`
I'll have a look for other instances beyond the 4 I see and open a JIRA? I could mention this PR too to bring it under one umbrella.
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[GitHub] spark pull request: Avoid numerical instability
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/1652#issuecomment-50634958
QA tests have started for PR 1652. This patch merges cleanly. <br>View progress: https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/17453/consoleFull
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[GitHub] spark pull request: Avoid numerical instability
Posted by asfgit <gi...@git.apache.org>.
Github user asfgit closed the pull request at:
https://github.com/apache/spark/pull/1652
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[GitHub] spark pull request: Avoid numerical instability
Posted by SparkQA <gi...@git.apache.org>.
Github user SparkQA commented on the pull request:
https://github.com/apache/spark/pull/1652#issuecomment-50643448
QA results for PR 1652:<br>- This patch PASSES unit tests.<br>- This patch merges cleanly<br>- This patch adds no public classes<br><br>For more information see test ouptut:<br>https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/17453/consoleFull
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[GitHub] spark pull request: Avoid numerical instability
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/1652#issuecomment-50634715
Jenkins, test this please.
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[GitHub] spark pull request: Avoid numerical instability
Posted by srowen <gi...@git.apache.org>.
Github user srowen commented on the pull request:
https://github.com/apache/spark/pull/1652#issuecomment-50603835
See also https://issues.apache.org/jira/browse/SPARK-2748 and https://github.com/apache/spark/pull/1659 . This could be considered part of SPARK-2748.
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[GitHub] spark pull request: Avoid numerical instability
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/1652#issuecomment-50579636
Can one of the admins verify this patch?
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