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Jordi updated SPARK-23537: -------------------------- Attachment: non-standardization.log > 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 > > > 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? -- This message was sent by Atlassian JIRA (v7.6.3#76005) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org