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From "Joseph K. Bradley (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (SPARK-8651) Lasso with SGD not Converging properly
Date Tue, 30 Jun 2015 18:45:04 GMT

    [ https://issues.apache.org/jira/browse/SPARK-8651?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14608847#comment-14608847
] 

Joseph K. Bradley commented on SPARK-8651:
------------------------------------------

This seems like an issue for the user list.  I doubt it's a bug (but if it is, please update!).
 It is probably from needing to use *smaller* step sizes since your weights are diverging.
 I'll close this JIRA for now.

> Lasso with SGD not Converging properly
> --------------------------------------
>
>                 Key: SPARK-8651
>                 URL: https://issues.apache.org/jira/browse/SPARK-8651
>             Project: Spark
>          Issue Type: Bug
>          Components: MLlib
>    Affects Versions: 1.4.0
>            Reporter: Albert Azout
>
> We are having issues getting Lasso with SGD to converge properly. The weights outputted
are extremely large values. We have tried multiple miniBatchRatios and still see same issue.




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