Weichen Xu created SPARK-16470:
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Summary: ml.regression.LinearRegression training data do not check
whether the result actually reach convergence
Key: SPARK-16470
URL: https://issues.apache.org/jira/browse/SPARK-16470
Project: Spark
Issue Type: Improvement
Components: ML, Optimizer
Affects Versions: 2.0.1, 2.1.0
Reporter: Weichen Xu
In `ml.regression.LinearRegression`, it use breeze `LBFGS` and `OWLQN`
optimizer to do data training, but do not check whether breeze's optimizer
returned result actually reached convergence.
In fact, the `LBFGS` and `OWLQN` optimizer in breeze finish iteration may
result the following situations:
1) reach max iteration number
2) function reach value convergence
3) objective function stop improving
4) gradient reach convergence
5) search failed(due to some internal numerical error)
only (2) & (4) situations above can be regarded as convergence result.
in other situation, we should at least print some warning to remind spark user.
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