[
https://issues.apache.org/jira/browse/SPARK-23537?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Jordi updated SPARK-23537:
--------------------------
Description:
I'm trying to train a Logistic Regression model, using Spark 2.2.1. I prefer to
not use standardization since all my features are binary, using the hashing
trick (2^20 sparse vector).
I trained two models to compare results, I've been expecting to end with two
similar models since it seems that internally the optimizer performs
standardization and "de-standardization" (when it's deactivated) in order to
improve the convergence.
Here you have the code I used:
{code:java}
val lr = new org.apache.spark.ml.classification.LogisticRegression()
.setRegParam(0.05)
.setElasticNetParam(0.0)
.setFitIntercept(true)
.setMaxIter(5000)
.setStandardization(false)
val model = lr.fit(data)
{code}
The results are disturbing me, I end with two quite different models.
*Standardization:*
Training time: 8min.
Iterations: 37
Intercept: -4.386090107224499
Max weight: 4.724752299455218
Min weight: -3.560570478164854
Mean weight: -0.049325201841722795
l1 norm: 116710.39522171849
l2 norm: 402.2581552373957
Non zero weights: 128084
Non zero ratio: 0.12215042114257812
Last 10 LBFGS Val and Grand Norms:
{code:java}
18/02/27 17:14:45 INFO LBFGS: Val and Grad Norm: 0.430740 (rel: 8.00e-07)
0.000559057
18/02/27 17:14:50 INFO LBFGS: Val and Grad Norm: 0.430740 (rel: 3.94e-07)
0.000267527
18/02/27 17:14:54 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 2.62e-07)
0.000205888
18/02/27 17:14:59 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.36e-07)
0.000144173
18/02/27 17:15:04 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 7.74e-08)
0.000140296
18/02/27 17:15:09 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.52e-08)
0.000122709
18/02/27 17:15:13 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.78e-08)
3.08789e-05
18/02/27 17:15:18 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 2.66e-09)
2.23806e-05
18/02/27 17:15:23 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 4.31e-09)
1.47422e-05
18/02/27 17:15:28 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 9.17e-10)
2.37442e-05
{code}
*No standardization:*
Training time: 7h 14 min.
Iterations: 4992
Intercept: -4.216690468849263
Max weight: 0.41930559767624725
Min weight: -0.5949182537565524
Mean weight: -1.2659769019012E-6
l1 norm: 14.262025330648694
l2 norm: 1.2508777025612263
Non zero weights: 128955
Non zero ratio: 0.12298107147216797
Last 10 LBFGS Val and Grand Norms:
{code:java}
18/02/28 00:28:56 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 2.17e-07)
0.217581
18/02/28 00:29:01 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.88e-07)
0.185812
18/02/28 00:29:06 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.33e-07)
0.214570
18/02/28 00:29:11 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 8.62e-08)
0.489464
18/02/28 00:29:16 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.90e-07)
0.178448
18/02/28 00:29:21 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 7.91e-08)
0.172527
18/02/28 00:29:26 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.38e-07)
0.189389
18/02/28 00:29:31 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.13e-07)
0.480678
18/02/28 00:29:36 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.75e-07)
0.184529
18/02/28 00:29:41 INFO LBFGS: Val and Grad Norm: 0.559319 (rel: 8.90e-08)
0.154329
{code}
Am I missing something?
was:
I'm trying to train a Logistic Regression model, using Spark 2.2.1. I prefer to
not use standardization since all my features are binary.
I trained two models to compare results, I've been expecting to end with two
similar models since it seems that internally the optimizer performs
standardization and "de-standardization" (when it's deactivated) in order to
improve the convergence.
Here you have the code I used:
{code}
val lr = new org.apache.spark.ml.classification.LogisticRegression()
.setRegParam(0.05)
.setElasticNetParam(0.0)
.setFitIntercept(true)
.setMaxIter(5000)
.setStandardization(false)
val model = lr.fit(data)
{code}
The results are disturbing me, I end with two quite different models.
Standardization:
Training time: 8min.
Iterations: 37
Intercept: -4.386090107224499
Max weight: 4.724752299455218
Min weight: -3.560570478164854
Mean weight: -0.049325201841722795
l1 norm: 116710.39522171849
l2 norm: 402.2581552373957
Non zero weights: 128084
Non zero ratio: 0.12215042114257812
Last 10 LBFGS Val and Grand Norms:
{code}
18/02/27 17:14:45 INFO LBFGS: Val and Grad Norm: 0.430740 (rel: 8.00e-07)
0.000559057
18/02/27 17:14:50 INFO LBFGS: Val and Grad Norm: 0.430740 (rel: 3.94e-07)
0.000267527
18/02/27 17:14:54 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 2.62e-07)
0.000205888
18/02/27 17:14:59 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.36e-07)
0.000144173
18/02/27 17:15:04 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 7.74e-08)
0.000140296
18/02/27 17:15:09 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.52e-08)
0.000122709
18/02/27 17:15:13 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.78e-08)
3.08789e-05
18/02/27 17:15:18 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 2.66e-09)
2.23806e-05
18/02/27 17:15:23 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 4.31e-09)
1.47422e-05
18/02/27 17:15:28 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 9.17e-10)
2.37442e-05
{code}
No standardization:
Training time: 7h 14 min.
Iterations: 4992
Intercept: -4.216690468849263
Max weight: 0.41930559767624725
Min weight: -0.5949182537565524
Mean weight: -1.2659769019012E-6
l1 norm: 14.262025330648694
l2 norm: 1.2508777025612263
Non zero weights: 128955
Non zero ratio: 0.12298107147216797
Last 10 LBFGS Val and Grand Norms:
{code}
18/02/28 00:28:56 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 2.17e-07)
0.217581
18/02/28 00:29:01 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.88e-07)
0.185812
18/02/28 00:29:06 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.33e-07)
0.214570
18/02/28 00:29:11 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 8.62e-08)
0.489464
18/02/28 00:29:16 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.90e-07)
0.178448
18/02/28 00:29:21 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 7.91e-08)
0.172527
18/02/28 00:29:26 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.38e-07)
0.189389
18/02/28 00:29:31 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.13e-07)
0.480678
18/02/28 00:29:36 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.75e-07)
0.184529
18/02/28 00:29:41 INFO LBFGS: Val and Grad Norm: 0.559319 (rel: 8.90e-08)
0.154329
{code}
Am I missing something?
> Logistic Regression without standardization
> -------------------------------------------
>
> Key: SPARK-23537
> URL: https://issues.apache.org/jira/browse/SPARK-23537
> Project: Spark
> Issue Type: Bug
> Components: ML, Optimizer
> Affects Versions: 2.2.1
> Reporter: Jordi
> Priority: Minor
> Attachments: non-standardization.log, standardization.log
>
>
> I'm trying to train a Logistic Regression model, using Spark 2.2.1. I prefer
> to not use standardization since all my features are binary, using the
> hashing trick (2^20 sparse vector).
> I trained two models to compare results, I've been expecting to end with two
> similar models since it seems that internally the optimizer performs
> standardization and "de-standardization" (when it's deactivated) in order to
> improve the convergence.
> Here you have the code I used:
> {code:java}
> val lr = new org.apache.spark.ml.classification.LogisticRegression()
> .setRegParam(0.05)
> .setElasticNetParam(0.0)
> .setFitIntercept(true)
> .setMaxIter(5000)
> .setStandardization(false)
> val model = lr.fit(data)
> {code}
> The results are disturbing me, I end with two quite different models.
> *Standardization:*
> Training time: 8min.
> Iterations: 37
> Intercept: -4.386090107224499
> Max weight: 4.724752299455218
> Min weight: -3.560570478164854
> Mean weight: -0.049325201841722795
> l1 norm: 116710.39522171849
> l2 norm: 402.2581552373957
> Non zero weights: 128084
> Non zero ratio: 0.12215042114257812
> Last 10 LBFGS Val and Grand Norms:
> {code:java}
> 18/02/27 17:14:45 INFO LBFGS: Val and Grad Norm: 0.430740 (rel: 8.00e-07)
> 0.000559057
> 18/02/27 17:14:50 INFO LBFGS: Val and Grad Norm: 0.430740 (rel: 3.94e-07)
> 0.000267527
> 18/02/27 17:14:54 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 2.62e-07)
> 0.000205888
> 18/02/27 17:14:59 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.36e-07)
> 0.000144173
> 18/02/27 17:15:04 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 7.74e-08)
> 0.000140296
> 18/02/27 17:15:09 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.52e-08)
> 0.000122709
> 18/02/27 17:15:13 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 1.78e-08)
> 3.08789e-05
> 18/02/27 17:15:18 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 2.66e-09)
> 2.23806e-05
> 18/02/27 17:15:23 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 4.31e-09)
> 1.47422e-05
> 18/02/27 17:15:28 INFO LBFGS: Val and Grad Norm: 0.430739 (rel: 9.17e-10)
> 2.37442e-05
> {code}
> *No standardization:*
> Training time: 7h 14 min.
> Iterations: 4992
> Intercept: -4.216690468849263
> Max weight: 0.41930559767624725
> Min weight: -0.5949182537565524
> Mean weight: -1.2659769019012E-6
> l1 norm: 14.262025330648694
> l2 norm: 1.2508777025612263
> Non zero weights: 128955
> Non zero ratio: 0.12298107147216797
> Last 10 LBFGS Val and Grand Norms:
> {code:java}
> 18/02/28 00:28:56 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 2.17e-07)
> 0.217581
> 18/02/28 00:29:01 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.88e-07)
> 0.185812
> 18/02/28 00:29:06 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.33e-07)
> 0.214570
> 18/02/28 00:29:11 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 8.62e-08)
> 0.489464
> 18/02/28 00:29:16 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.90e-07)
> 0.178448
> 18/02/28 00:29:21 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 7.91e-08)
> 0.172527
> 18/02/28 00:29:26 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.38e-07)
> 0.189389
> 18/02/28 00:29:31 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.13e-07)
> 0.480678
> 18/02/28 00:29:36 INFO LBFGS: Val and Grad Norm: 0.559320 (rel: 1.75e-07)
> 0.184529
> 18/02/28 00:29:41 INFO LBFGS: Val and Grad Norm: 0.559319 (rel: 8.90e-08)
> 0.154329
> {code}
> Am I missing something?
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