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From "Jordi (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (SPARK-23537) Logistic Regression without standardization
Date Tue, 06 Mar 2018 10:36:00 GMT

    [ https://issues.apache.org/jira/browse/SPARK-23537?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16387587#comment-16387587
] 

Jordi commented on SPARK-23537:
-------------------------------

[~Teng Peng] we don't need standardization for L-BFGS but it's recommended since it will improve
the convergence. I've been checking the code and I found excerpts that I don't properly understand.
I added some comments hoping that the developer clarifies them:

[https://github.com/apache/spark/pull/7080/files#diff-3734f1689cb8a80b07974eb93de0795dR588]

[https://github.com/apache/spark/pull/5967/files#diff-3734f1689cb8a80b07974eb93de0795dR201]

 

> Logistic Regression without standardization
> -------------------------------------------
>
>                 Key: SPARK-23537
>                 URL: https://issues.apache.org/jira/browse/SPARK-23537
>             Project: Spark
>          Issue Type: Bug
>          Components: ML, Optimizer
>    Affects Versions: 2.0.2, 2.2.1
>            Reporter: Jordi
>            Priority: Major
>         Attachments: non-standardization.log, standardization.log
>
>
> I'm trying to train a Logistic Regression model, using Spark 2.2.1. I prefer to not use
standardization since all my features are binary, using the hashing trick (2^20 sparse vector).
> I trained two models to compare results, I've been expecting to end with two similar
models since it seems that internally the optimizer performs standardization and "de-standardization"
(when it's deactivated) in order to improve the convergence.
> Here you have the code I used:
> {code:java}
> val lr = new org.apache.spark.ml.classification.LogisticRegression()
>         .setRegParam(0.05)
>         .setElasticNetParam(0.0)
>         .setFitIntercept(true)
>         .setMaxIter(5000)
>         .setStandardization(false)
> val model = lr.fit(data)
> {code}
> The results are disturbing me, I end with two significantly different models.
> *Standardization:*
> Training time: 8min.
> Iterations: 37
> Intercept: -4.386090107224499
> Max weight: 4.724752299455218
> Min weight: -3.560570478164854
> Mean weight: -0.049325201841722795
> l1 norm: 116710.39522171849
> l2 norm: 402.2581552373957
> Non zero weights: 128084
> Non zero ratio: 0.12215042114257812
> Last 10 LBFGS Val and Grand Norms:
> {code:java}
> 18/02/27 17:14:45 INFO LBFGS: Val and Grad Norm: 0.430740 (rel: 8.00e-07) 0.000559057
> 18/02/27 17:14:50 INFO LBFGS: Val and Grad Norm: 0.430740 (rel: 3.94e-07) 0.000267527
> 18/02/27 17:14:54 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 2.62e-07) 0.000205888
> 18/02/27 17:14:59 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.36e-07) 0.000144173
> 18/02/27 17:15:04 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 7.74e-08) 0.000140296
> 18/02/27 17:15:09 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.52e-08) 0.000122709
> 18/02/27 17:15:13 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.78e-08) 3.08789e-05
> 18/02/27 17:15:18 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 2.66e-09) 2.23806e-05
> 18/02/27 17:15:23 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 4.31e-09) 1.47422e-05
> 18/02/27 17:15:28 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 9.17e-10) 2.37442e-05
> {code}
> *No standardization:*
> Training time: 7h 14 min.
> Iterations: 4992
> Intercept: -4.216690468849263
> Max weight: 0.41930559767624725
> Min weight: -0.5949182537565524
> Mean weight: -1.2659769019012E-6
> l1 norm: 14.262025330648694
> l2 norm: 1.2508777025612263
> Non zero weights: 128955
> Non zero ratio: 0.12298107147216797
> Last 10 LBFGS Val and Grand Norms:
> {code:java}
> 18/02/28 00:28:56 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 2.17e-07) 0.217581
> 18/02/28 00:29:01 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.88e-07) 0.185812
> 18/02/28 00:29:06 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.33e-07) 0.214570
> 18/02/28 00:29:11 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 8.62e-08) 0.489464
> 18/02/28 00:29:16 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.90e-07) 0.178448
> 18/02/28 00:29:21 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 7.91e-08) 0.172527
> 18/02/28 00:29:26 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.38e-07) 0.189389
> 18/02/28 00:29:31 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.13e-07) 0.480678
> 18/02/28 00:29:36 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.75e-07) 0.184529
> 18/02/28 00:29:41 INFO LBFGS: Val and Grad Norm: 0.559319 (rel: 8.90e-08) 0.154329
> {code}
> Am I missing something?



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