spark-reviews mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From yanboliang <...@git.apache.org>
Subject [GitHub] spark pull request #15394: [SPARK-17748][ML] One pass solver for Weighted Le...
Date Fri, 21 Oct 2016 17:07:59 GMT
Github user yanboliang commented on a diff in the pull request:

    https://github.com/apache/spark/pull/15394#discussion_r84437865
  
    --- Diff: mllib/src/main/scala/org/apache/spark/ml/optim/WeightedLeastSquares.scala ---
    @@ -44,35 +46,52 @@ private[ml] class WeightedLeastSquaresModel(
      * Given weighted observations (w,,i,,, a,,i,,, b,,i,,), we use the following weighted
least squares
      * formulation:
      *
    - * min,,x,z,, 1/2 sum,,i,, w,,i,, (a,,i,,^T^ x + z - b,,i,,)^2^ / sum,,i,, w_i
    - *   + 1/2 lambda / delta sum,,j,, (sigma,,j,, x,,j,,)^2^,
    + * min,,x,z,, 1/2 sum,,i,, w,,i,, (a,,i,,^T^ x + z - b,,i,,)^2^ / sum,,i,, w,,i,,
    + *   + lambda / delta (1/2 (1 - alpha) sumj,, (sigma,,j,, x,,j,,)^2^
    + *   + alpha sum,,j,, abs(sigma,,j,, x,,j,,)),
      *
    - * where lambda is the regularization parameter, and delta and sigma,,j,, are controlled
by
    - * [[standardizeLabel]] and [[standardizeFeatures]], respectively.
    + * where lambda is the regularization parameter, alpha is the ElasticNet mixing parameter,
    + * and delta and sigma,,j,, are controlled by [[standardizeLabel]] and [[standardizeFeatures]],
    + * respectively.
      *
      * Set [[regParam]] to 0.0 and turn off both [[standardizeFeatures]] and [[standardizeLabel]]
to
      * match R's `lm`.
      * Turn on [[standardizeLabel]] to match R's `glmnet`.
      *
    + * @note The coefficients and intercept are always trained in the scaled space, but are
returned
    + *       on the original scale. [[standardizeFeatures]] and [[standardizeLabel]] can
be used to
    + *       control whether regularization is applied in the original space or the scaled
space.
      * @param fitIntercept whether to fit intercept. If false, z is 0.0.
    - * @param regParam L2 regularization parameter (lambda)
    + * @param regParam Regularization parameter (lambda).
    + * @param elasticNetParam the ElasticNet mixing parameter.
    --- End diff --
    
    ```the ElasticNet mixing parameter (alpha)```


---
If your project is set up for it, you can reply to this email and have your
reply appear on GitHub as well. If your project does not have this feature
enabled and wishes so, or if the feature is enabled but not working, please
contact infrastructure at infrastructure@apache.org or file a JIRA ticket
with INFRA.
---

---------------------------------------------------------------------
To unsubscribe, e-mail: reviews-unsubscribe@spark.apache.org
For additional commands, e-mail: reviews-help@spark.apache.org


Mime
View raw message