yuhao yang created SPARK-20348: ---------------------------------- Summary: Support squared hinge loss (L2 loss) for LinearSVC Key: SPARK-20348 URL: https://issues.apache.org/jira/browse/SPARK-20348 Project: Spark Issue Type: New Feature Components: ML Affects Versions: 2.2.0 Reporter: yuhao yang Priority: Minor
While Hinge loss is the standard loss function for linear SVM, Squared hinge loss (a.k.a. L2 loss) is also popular in practice. L2-SVM is differentiable and imposes a bigger (quadratic vs. linear) loss for points which violate the margin. Some introduction can be found from http://mccormickml.com/2015/01/06/what-is-an-l2-svm/ Liblinear and [scikit learn|http://scikit-learn.org/stable/modules/generated/sklearn.svm.LinearSVC.html] both offer squared hinge loss as the default loss function for linear SVM. -- This message was sent by Atlassian JIRA (v6.3.15#6346) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org