Joseph K. Bradley created SPARK-8845:
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Summary: ML use of Breeze optimization: use adjustedValue not
value?
Key: SPARK-8845
URL: https://issues.apache.org/jira/browse/SPARK-8845
Project: Spark
Issue Type: Bug
Components: ML
Reporter: Joseph K. Bradley
Priority: Minor
In LinearRegression and LogisticRegression, we use Breeze's optimizers (LBFGS
and OWLQN). We check the {{State.value}} to see the current objective.
However, Breeze's documentation makes it sound like {{value}} and
{{adjustedValue}} differ for some optimizers, possibly including OWLQN:
[https://github.com/scalanlp/breeze/blob/26faf622862e8d7a42a401aef601347aac655f2b/math/src/main/scala/breeze/optimize/FirstOrderMinimizer.scala#L36]
If that is the case, then we should use adjustedValue instead of value. This
is relevant to [SPARK-8538] and [SPARK-8539], where we will provide the
objective trace to the user.
CC: [~dbtsai] Could you please take a look? Thanks!
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