Re: Regularization in MLlib

2015-04-14 Thread DB Tsai
; > Regards, > Theodore > > > > -- > View this message in context: > http://apache-spark-developers-list.1001551.n3.nabble.com/Regularization-in-MLlib-tp11457p11583.html > Sent from the Apache Spark

RE: Regularization in MLlib

2015-04-14 Thread Theodore Vasiloudis
Hello DB, could you elaborate a bit on how you are currently fixing this for the new ML pipeline framework? Are there any JIRAs/PR we could follow? Regards, Theodore -- View this message in context: http://apache-spark-developers-list.1001551.n3.nabble.com/Regularization-in-MLlib

RE: Regularization in MLlib

2015-04-07 Thread Ulanov, Alexander
: Tuesday, April 07, 2015 3:28 PM To: Ulanov, Alexander Cc: dev@spark.apache.org Subject: Re: Regularization in MLlib 1) Norm(weights, N) will return (w_1^N + w_2^N +)^(1/N), so norm * norm is required. 2) This is bug as you said. I intend to fix this using weighted regularization, and

Re: Regularization in MLlib

2015-04-07 Thread DB Tsai
1) Norm(weights, N) will return (w_1^N + w_2^N +)^(1/N), so norm * norm is required. 2) This is bug as you said. I intend to fix this using weighted regularization, and intercept term will be regularized with weight zero. https://github.com/apache/spark/pull/1518 But I never actually have tim

Regularization in MLlib

2015-04-07 Thread Ulanov, Alexander
Hi, Could anyone elaborate on the regularization in Spark? I've found that L1 and L2 are implemented with Updaters (L1Updater, SquaredL2Updater). 1)Why the loss reported by L2 is (0.5 * regParam * norm * norm) where norm is Norm(weights, 2.0)? It should be 0.5*regParam*norm (0.5 to disappear aft