Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/3636#discussion_r22078041
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/optimization/GradientDescent.scala
---
@@ -77,6 +80,17 @@ class GradientDescent private[mllib] (private var
gradient: Gradient, private va
}
/**
+ * Set the convergence tolerance. Default 0.001
+ * convergenceTol is a condition which decides iteration termination.
+ * If the difference between last loss and last before loss is less than
convergenceTol
--- End diff --
It is not clear in the doc that whether this is relative or absolute. Also,
the diff of the loss is not a good measure for convergence, especially when the
problem is ill-conditioned. The diff of the solution vector is better. Usually,
relative measure is used when the magnitude is greater than 1, or absolute
measure otherwise.
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