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


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:
>             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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