Github user dbtsai commented on a diff in the pull request: https://github.com/apache/spark/pull/1862#discussion_r16022431 --- Diff: mllib/src/main/scala/org/apache/spark/mllib/classification/LogisticRegression.scala --- @@ -188,3 +188,98 @@ object LogisticRegressionWithSGD { train(input, numIterations, 1.0, 1.0) } } + +/** + * Train a classification model for Logistic Regression using Limited-memory BFGS. + * NOTE: Labels used in Logistic Regression should be {0, 1} + */ +class LogisticRegressionWithLBFGS private ( + private var convergenceTol: Double, + private var maxNumIterations: Int, + private var regParam: Double) + extends GeneralizedLinearAlgorithm[LogisticRegressionModel] with Serializable { + + private val gradient = new LogisticGradient() + private val updater = new SimpleUpdater() + override val optimizer = new LBFGS(gradient, updater) + .setNumCorrections(10) + .setConvergenceTol(convergenceTol) + .setMaxNumIterations(maxNumIterations) + .setRegParam(regParam) + + override protected val validators = List(DataValidators.binaryLabelValidator) + + /** + * Construct a LogisticRegression object with default parameters + */ + def this() = this(1E-4, 100, 0.0) + + override protected def createModel(weights: Vector, intercept: Double) = { + new LogisticRegressionModel(weights, intercept) + } +} + +/** + * Top-level methods for calling Logistic Regression using Limited-memory BFGS. + * NOTE: Labels used in Logistic Regression should be {0, 1} + */ +object LogisticRegressionWithLBFGS { --- End diff -- I don't mind about this. However, it will cause inconsistent api compared with LogisticRegressionWithSGD
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