Github user srowen commented on a diff in the pull request:
https://github.com/apache/spark/pull/19029#discussion_r135385006
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/optim/WeightedLeastSquares.scala ---
@@ -439,8 +439,9 @@ private[ml] object WeightedLeastSquares {
/**
* Weighted population standard deviation of labels.
+ * We prevent variance from negative value caused by numerical error.
*/
- def bStd: Double = math.sqrt(bbSum / wSum - bBar * bBar)
+ def bStd: Double = math.sqrt(math.max(bbSum / wSum - bBar * bBar, 0.0))
--- End diff --
There are a couple more places where variance is computed in this file -- I
think they need this too?
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