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Posted to reviews@spark.apache.org by debasish83 <gi...@git.apache.org> on 2014/10/01 04:35:51 UTC

[GitHub] spark pull request: [SPARK-1892][MLLIB] Adding OWL-QN optimizer fo...

Github user debasish83 commented on the pull request:

    https://github.com/apache/spark/pull/840#issuecomment-57411813
  
    @codedeft I am trying to test OWLQN and compare with a C++ baseline on our data but it seems it runs only one iteration...I am setting up 10 iterations and convergenceTol as 1e-4...caller code is simple:
    
    class LogisticRegressionWithBFGS private (                                                                                                                                       
      private var numIterations: Int,                                                                                                                                                
      private var alpha: Double,                                                                                                                                                     
      private var regParam: Double)                                                                                                                                                  
      extends GeneralizedLinearAlgorithm[LogisticRegressionModel] with Serializable {    
      private val gradient = new LogisticGradient()                                                                                                                                                                                                                                                                                                               
      override val optimizer = new OWLQN(gradient).setAlpha(alpha).setRegParam(regParam)                                                                                             
      override protected val validators = List(DataValidators.binaryLabelValidator)                                                                                                  
      override protected def createModel(weights: Vector, intercept: Double) = {                                                                                                     
        new LogisticRegressionModel(weights, intercept)                                                                                                                              
      }                                                                                                                                                                              
    }
    
    Are there any issues with the way Breeze OWLQN is called ?


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