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Posted to reviews@spark.apache.org by GitBox <gi...@apache.org> on 2020/03/18 07:41:16 UTC

[GitHub] [spark] zhengruifeng commented on issue #27944: [SPARK-31180][ML] Implement PowerTransform

zhengruifeng commented on issue #27944: [SPARK-31180][ML] Implement PowerTransform
URL: https://github.com/apache/spark/pull/27944#issuecomment-600470611
 
 
   differences from sklearn's implementation:
   1, may group distinct values;
   2, ignore standardation, which is enabled in sklearn by default; we can standardize the data by `StandardScaler`
   3, both use brent solver, but the implementation may differ; sklearn use `scipy.optimize.brent` with bound=[-2,2], iter=500, tol=1.48e-8, and `scipy.optimize.brent` do not guarantee solution between input bounds; while I use `org.apache.commons.math3.optim.univariate.BrentOptimizer` with bound=[-10,10], iter=1000; (I also tried sklearn's default parameters, the results are the same; I conservatively changed bound and iter)

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