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Posted to issues@spark.apache.org by "Hyukjin Kwon (JIRA)" <ji...@apache.org> on 2019/05/21 04:22:05 UTC
[jira] [Updated] (SPARK-17201) Investigate numerical instability
for MLOR without regularization
[ https://issues.apache.org/jira/browse/SPARK-17201?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Hyukjin Kwon updated SPARK-17201:
---------------------------------
Labels: bulk-closed (was: )
> Investigate numerical instability for MLOR without regularization
> -----------------------------------------------------------------
>
> Key: SPARK-17201
> URL: https://issues.apache.org/jira/browse/SPARK-17201
> Project: Spark
> Issue Type: Sub-task
> Components: ML, MLlib
> Reporter: Seth Hendrickson
> Priority: Major
> Labels: bulk-closed
>
> As mentioned [here|http://ufldl.stanford.edu/wiki/index.php/Softmax_Regression], when no regularization is applied in Softmax regression, second order Newton solvers may run into numerical instability problems. We should investigate this in practice and find a solution, possibly by implementing pivoting when no regularization is applied.
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