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https://issues.apache.org/jira/browse/SPARK-16470?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Sean Owen updated SPARK-16470:
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Affects Version/s: (was: 2.0.1)
(was: 2.1.0)
2.0.0
Priority: Minor (was: Major)
> 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: 2.0.0
> Reporter: Weichen Xu
> Priority: Minor
> Original Estimate: 24h
> Remaining Estimate: 24h
>
> 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 in 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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