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[SPARK-9835] [ML] Implement IterativelyReweightedLeastSquares solver #10639

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yanboliang wants to merge 12 commits into from
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[SPARK-9835] [ML] Implement IterativelyReweightedLeastSquares solver #10639

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b7d24c5
Initial draft of IterativelyReweightedLeastSquares
yanboliang Jan 7, 2016
ca4f16d
fix typos
yanboliang Jan 8, 2016
abed2f3
Make Link as object
yanboliang Jan 8, 2016
f1485ca
Add wrapper function: predict & fitted
yanboliang Jan 8, 2016
d7653d6
Rename z to adjusted
yanboliang Jan 11, 2016
65133ad
add Binomial and Poisson object
yanboliang Jan 11, 2016
446b1cb
update calculation of Family.weights.
yanboliang Jan 12, 2016
6d108cd
IRLS refactor
yanboliang Jan 21, 2016
8ecb763
Update doc
yanboliang Jan 21, 2016
2191d2a
Fix typos
yanboliang Jan 21, 2016
6074fd6
clean IRLS tests
yanboliang Jan 25, 2016
cb2057e
make the convergence check more efficient
yanboliang Jan 28, 2016
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Fix typos
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@yanboliang
yanboliang committed Jan 21, 2016
commit 2191d2a8ee1a8def5dc942ce03718826da2f5813
7 changes: 3 additions & 4 deletions mllib/src/test/scala/org/apache/spark/ml/optim/IterativelyReweightedLeastSquaresSuite.scala
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Expand Up @@ -182,8 +182,7 @@ object IterativelyReweightedLeastSquaresSuite {
val eta = family.predict((instance.label + yMean) / 2.0)
Instance(eta, instance.weight, instance.features)
}
val model = wls.fit(newInstances)
model
wls.fit(newInstances)
}

def BinomialReweightFunc(
Expand Down Expand Up @@ -214,7 +213,7 @@ object IterativelyReweightedLeastSquaresSuite {
val eta = dot(instance.features, model.coefficients) + model.intercept
val e = math.max(math.abs(eta - instance.label), 1e-7)
val w = 1 / e
val z = instance.label
(z, w)
val y = instance.label
(y, w)
}
}