Github user sethah commented on a diff in the pull request: https://github.com/apache/spark/pull/14834#discussion_r78243118 --- Diff: mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala --- @@ -460,33 +564,74 @@ class LogisticRegression @Since("1.2.0") ( as a result, no scaling is needed. */ val rawCoefficients = state.x.toArray.clone() - var i = 0 - while (i < numFeatures) { - rawCoefficients(i) *= { if (featuresStd(i) != 0.0) 1.0 / featuresStd(i) else 0.0 } - i += 1 + val coefficientArray = Array.tabulate(numCoefficientSets * numFeatures) { i => + // flatIndex will loop though rawCoefficients, and skip the intercept terms. + val flatIndex = if ($(fitIntercept)) i + i / numFeatures else i + val featureIndex = i % numFeatures + if (featuresStd(featureIndex) != 0.0) { + rawCoefficients(flatIndex) / featuresStd(featureIndex) + } else { + 0.0 + } + } + val coefficientMatrix = + new DenseMatrix(numCoefficientSets, numFeatures, coefficientArray, isTransposed = true) + + if ($(regParam) == 0.0 && isMultinomial) { + /* + When no regularization is applied, the coefficients lack identifiability because + we do not use a pivot class. We can add any constant value to the coefficients and + get the same likelihood. So here, we choose the mean centered coefficients for + reproducibility. This method follows the approach in glmnet, described here: + + Friedman, et al. "Regularization Paths for Generalized Linear Models via + Coordinate Descent," https://core.ac.uk/download/files/153/6287975.pdf + */ + val coefficientMean = coefficientMatrix.values.sum / coefficientMatrix.values.length + coefficientMatrix.update(_ - coefficientMean) } - bcFeaturesStd.destroy(blocking = false) - if ($(fitIntercept)) { - (Vectors.dense(rawCoefficients.dropRight(1)).compressed, rawCoefficients.last, - arrayBuilder.result()) + val interceptsArray: Array[Double] = if ($(fitIntercept)) { + Array.tabulate(numCoefficientSets) { i => + val coefIndex = (i + 1) * numFeaturesPlusIntercept - 1 + rawCoefficients(coefIndex) + } + } else { + Array[Double]() + } + /* + The intercepts are never regularized, so we always center the mean. + */ + val interceptVector = if (interceptsArray.nonEmpty && isMultinomial) { + val interceptMean = interceptsArray.sum / numClasses + interceptsArray.indices.foreach { i => interceptsArray(i) -= interceptMean } + Vectors.dense(interceptsArray) --- End diff -- Done.
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