Github user viirya commented on a diff in the pull request:
https://github.com/apache/spark/pull/15018#discussion_r95775162
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/IsotonicRegression.scala
---
@@ -312,10 +313,19 @@ class IsotonicRegression private (private var
isotonic: Boolean) extends Seriali
}
/**
- * Performs a pool adjacent violators algorithm (PAV).
- * Uses approach with single processing of data where violators
- * in previously processed data created by pooling are fixed immediately.
- * Uses optimization of discovering monotonicity violating sequences
(blocks).
+ * Performs a pool adjacent violators algorithm (PAV). Implements the
algorithm originally
+ * described in [1], using the formulation from [2, 3]. Uses an array to
keep track of start
+ * and end indices of blocks.
+ *
+ * [1] Grotzinger, S. J., and C. Witzgall. "Projections onto order
simplexes." Applied
+ * mathematics and Optimization 12.1 (1984): 247-270.
+ *
+ * [2] Best, Michael J., and Nilotpal Chakravarti. "Active set
algorithms for isotonic
+ * regression; a unifying framework." Mathematical Programming 47.1-3
(1990): 425-439.
+ *
+ * [3] Best, Michael J., Nilotpal Chakravarti, and Vasant A. Ubhaya.
"Minimizing separable convex
+ * functions subject to simple chain constraints." SIAM Journal on
Optimization 10.3 (2000):
+ * 658-672.
*
* @param input Input data of tuples (label, feature, weight).
--- End diff --
Can you update the param doc to indicate that now negative weights are
prohibited?
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