srowen commented on a change in pull request #28960:
URL: https://github.com/apache/spark/pull/28960#discussion_r453335160
##########
File path:
mllib/src/main/scala/org/apache/spark/mllib/optimization/GradientDescent.scala
##########
@@ -226,45 +239,48 @@ object GradientDescent extends Logging {
var converged = false // indicates whether converged based on
convergenceTol
var i = 1
- while (!converged && i <= numIterations) {
- val bcWeights = data.context.broadcast(weights)
- // Sample a subset (fraction miniBatchFraction) of the total data
- // compute and sum up the subgradients on this subset (this is one
map-reduce)
- val (gradientSum, lossSum, miniBatchSize) = data.sample(false,
miniBatchFraction, 42 + i)
- .treeAggregate((BDV.zeros[Double](n), 0.0, 0L))(
- seqOp = (c, v) => {
- // c: (grad, loss, count), v: (label, features)
- val l = gradient.compute(v._2, v._1, bcWeights.value,
Vectors.fromBreeze(c._1))
- (c._1, c._2 + l, c._3 + 1)
- },
- combOp = (c1, c2) => {
- // c: (grad, loss, count)
- (c1._1 += c2._1, c1._2 + c2._2, c1._3 + c2._3)
- })
- bcWeights.destroy()
-
- if (miniBatchSize > 0) {
- /**
- * lossSum is computed using the weights from the previous iteration
- * and regVal is the regularization value computed in the previous
iteration as well.
- */
- stochasticLossHistory += lossSum / miniBatchSize + regVal
- val update = updater.compute(
- weights, Vectors.fromBreeze(gradientSum / miniBatchSize.toDouble),
- stepSize, i, regParam)
- weights = update._1
- regVal = update._2
-
- previousWeights = currentWeights
- currentWeights = Some(weights)
- if (previousWeights != None && currentWeights != None) {
- converged = isConverged(previousWeights.get,
- currentWeights.get, convergenceTol)
+ breakable {
+ while (i <= numIterations + 1) {
+ val bcWeights = data.context.broadcast(weights)
+ // Sample a subset (fraction miniBatchFraction) of the total data
+ // compute and sum up the subgradients on this subset (this is one
map-reduce)
+ val (gradientSum, lossSum, miniBatchSize) = data.sample(false,
miniBatchFraction, 42 + i)
+ .treeAggregate((BDV.zeros[Double](n), 0.0, 0L))(
+ seqOp = (c, v) => {
Review comment:
I forget, can you write stuff like `case ((foo, bar, baz), v) =>` here
to avoid all the `._1`? I keep thinking it's possible but then I find it isn't.
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