Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/6927#discussion_r33014984
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala
---
@@ -78,6 +89,43 @@ class LinearRegressionSuite extends SparkFunSuite with
MLlibTestSparkContext {
}
}
+ test("linear regression without intercept without regularization") {
+ val trainer = (new LinearRegression).setFitIntercept(false)
+ val model = trainer.fit(dataset)
+ val modelWithoutIntercept = trainer.fit(datasetWithoutIntercept)
+
+ /**
+ * weights <- coef(glmnet(features, label, family="gaussian", alpha =
0, lambda = 0,
+ * intercept = FALSE))
+ * > weights
+ * 3 x 1 sparse Matrix of class "dgCMatrix"
+ * s0
+ * (Intercept) .
+ * as.numeric.data.V2. 6.995908
+ * as.numeric.data.V3. 5.275131
+ */
+ val weightsR = Array(6.995908, 5.275131)
+
+ assert(model.intercept ~== 0 relTol 1E-3)
+ assert(model.weights(0) ~== weightsR(0) relTol 1E-3)
+ assert(model.weights(1) ~== weightsR(1) relTol 1E-3)
+ /**
+ * Then again with the data with no intercept:
+ * > weightsWithoutIntercept
+ * 3 x 1 sparse Matrix of class "dgCMatrix"
+ * s0
+ * (Intercept) .
+ * as.numeric.data3.V2. 4.70011
+ * as.numeric.data3.V3. 7.19943
+ */
+ val weightsWithoutInterceptR = Array(4.70011, 7.19943)
+
+ assert(modelWithoutIntercept.intercept ~== 0 relTol 1E-3)
+ assert(modelWithoutIntercept.weights(0) ~==
weightsWithoutInterceptR(0) relTol 1E-3)
+ assert(modelWithoutIntercept.weights(1) ~==
weightsWithoutInterceptR(1) relTol 1E-3)
+ }
+
--- End diff --
remove the extra line.
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