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From Michael Kun Yang <kuny...@stanford.edu>
Subject Re: Review Request 13172: #MAHOUT-1273: Single Pass Algorithm for Penalized Linear Regression with Cross Validation on MapReduce
Date Thu, 01 Aug 2013 05:39:36 GMT
There is a typo in "algorithm and numeric stability": the intercept term
\alpha should be replaced by \beta0. \alpha is only used in the penalty term

On Wednesday, July 31, 2013, Michael Kun Yang wrote:

> https://issues.apache.org/jira/browse/MAHOUT-1273
>
> I upload some docs in issue page which include some examples
> But these docs seems not explain the ideas clearly. I probably need to
> polish them.
>
> Feedbacks are very welcome
>
> On Wednesday, July 31, 2013, Timothy Mann wrote:
>
>> What is the link to the project page with the algorithm details?
>>
>> -Timothy
>> On Aug 1, 2013 2:03 AM, "Kun Yang" <kunyang@stanford.edu> wrote:
>>
>> > Thanks for your feedback.
>> >
>> > Besides the code, I have also upload the details of the algorithm in the
>> > project page. Please take a look.
>> >
>> > I attached the documents in the email as well.
>> >
>> > Best
>> >
>> > ----- Original Message -----
>> > From: "Ted Dunning" <tdunning@apache.org>
>> > To: "Sebastian Schelter" <ssc@apache.org>, "Ted Dunning" <
>> > tdunning@apache.org>
>> > Cc: "Kun Yang" <kunyang@stanford.edu>, "mahout" <dev@mahout.apache.org>
>> > Sent: Wednesday, July 31, 2013 3:57:49 PM
>> > Subject: Re: Review Request 13172: #MAHOUT-1273: Single Pass Algorithm
>> for
>> > Penalized Linear Regression with Cross Validation on MapReduce
>> >
>> >
>> >         This is an automatically generated e-mail. To reply, visit:
>> > https://reviews.apache.org/r/13172/
>> > In the paper associated with this code, there is the following magical
>> step
>> >
>> >     19: train the model (2) with train data and calculate the mean
>> >     squared prediction error pi for test data
>> >
>> > Until I see a specification of what this algorithm is supposed to be
>> > doing, I don't see the point in reviewing the code.
>> >
>> >
>> > - Ted Dunning
>> >
>> >
>> > On July 31st, 2013, 10:56 p.m. UTC, Kun Yang wrote:
>> > Review request for mahout, Sebastian Schelter and Ted Dunning.
>> > By Kun Yang.
>> >
>> > Updated July 31, 2013, 10:56 p.m.
>> > Repository: mahout-git Description
>> >         Single-Pass Penalized Linear Regression with Cross Validation on
>> > MapReduce
>> >
>> > For details, please go through the documentation. Testing
>> >         Units tests for the classes Diffs
>> >
>> >
>> >     *
>> >
>> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearConstants.java
>> > (PRE-CREATION)
>> >     *
>> >
>> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearDriver.java
>> > (PRE-CREATION)
>> >     *
>> >
>> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearKeySet.java
>> > (PRE-CREATION)
>> >     *
>> >
>> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearMapper.java
>> > (PRE-CREATION)
>> >     *
>> >
>> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearReducer.java
>> > (PRE-CREATION)
>> >     *
>> >
>> core/src/main/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearSolver.java
>> > (PRE-CREATION)
>> >     *
>> >
>> core/src/test/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearTest.java
>> > (PRE-CREATION)
>> >     *
>> >
>> examples/src/main/java/org/apache/mahout/regression/penalizedlinear/Job.java
>> > (PRE-CREATION)
>> >     *
>> >
>> examples/src/main/java/org/apache/mahout/regression/penalizedlinear/LinearCrossValidation.java
>> > (PRE-CREATION)
>> >     *
>> >
>> examples/src/main/java/org/apache/mahout/regression/penalizedlinear/LinearRegularizePath.java
>> > (PRE-CREATION)
>> >     * examples/src/main/resources/prostate.txt (PRE-CREATION)
>> >     *
>> >
>> examples/src/test/java/org/apache/mahout/regression/penalizedlinear/PenalizedLinearExampleTest.java
>> > (PRE-CREATION)
>> >     *
>> >
>> integration/src/main/java/org/apache/mahout/regression/feature/extractor/FeatureExtractUtility.java
>> > (PRE-CREATION)
>> >     *
>> >
>> integration/src/main/java/org/apache/mahout/regression/feature/extractor/FeatureExtractorKeySet.java
>> > (PRE-CREATION)
>> >     *
>>
>

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