Repository: spark Updated Branches: refs/heads/branch-1.6 f6e0c1737 -> 4ff9892f6
[MINOR][ML] Fix some mistake in LinearRegression formula. ## What changes were proposed in this pull request? Fix some mistake in ```LinearRegression``` formula. ## How was this patch tested? Documents change, no tests. Author: Yanbo Liang <yblia...@gmail.com> Closes #14369 from yanboliang/LiR-formula. (cherry picked from commit 3c3371bbd6361011b138cce88f6396a2aa4e2cb9) Signed-off-by: Sean Owen <so...@cloudera.com> Project: http://git-wip-us.apache.org/repos/asf/spark/repo Commit: http://git-wip-us.apache.org/repos/asf/spark/commit/4ff9892f Tree: http://git-wip-us.apache.org/repos/asf/spark/tree/4ff9892f Diff: http://git-wip-us.apache.org/repos/asf/spark/diff/4ff9892f Branch: refs/heads/branch-1.6 Commit: 4ff9892f61b75def8e9082d954dfcebf7e91a8e3 Parents: f6e0c17 Author: Yanbo Liang <yblia...@gmail.com> Authored: Wed Jul 27 11:24:28 2016 +0100 Committer: Sean Owen <so...@cloudera.com> Committed: Wed Jul 27 11:24:58 2016 +0100 ---------------------------------------------------------------------- .../org/apache/spark/ml/regression/LinearRegression.scala | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/spark/blob/4ff9892f/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala ---------------------------------------------------------------------- diff --git a/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala b/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala index 5e58509..f308d8b 100644 --- a/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala +++ b/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala @@ -735,16 +735,16 @@ class LinearRegressionSummary private[regression] ( * {{{ * \frac{\partial L}{\partial\w_i} = * 1/N \sum_j diff_j (x_{ij} - \bar{x_i}) / \hat{x_i} - * = 1/N ((\sum_j diff_j x_{ij} / \hat{x_i}) - diffSum \bar{x_i}) / \hat{x_i}) + * = 1/N ((\sum_j diff_j x_{ij} / \hat{x_i}) - diffSum \bar{x_i} / \hat{x_i}) * = 1/N ((\sum_j diff_j x_{ij} / \hat{x_i}) + correction_i) * }}}, - * where correction_i = - diffSum \bar{x_i}) / \hat{x_i} + * where correction_i = - diffSum \bar{x_i} / \hat{x_i} * * A simple math can show that diffSum is actually zero, so we don't even * need to add the correction terms in the end. From the definition of diff, * {{{ * diffSum = \sum_j (\sum_i w_i(x_{ij} - \bar{x_i}) / \hat{x_i} - (y_j - \bar{y}) / \hat{y}) - * = N * (\sum_i w_i(\bar{x_i} - \bar{x_i}) / \hat{x_i} - (\bar{y_j} - \bar{y}) / \hat{y}) + * = N * (\sum_i w_i(\bar{x_i} - \bar{x_i}) / \hat{x_i} - (\bar{y} - \bar{y}) / \hat{y}) * = 0 * }}} * --------------------------------------------------------------------- To unsubscribe, e-mail: commits-unsubscr...@spark.apache.org For additional commands, e-mail: commits-h...@spark.apache.org
