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https://issues.apache.org/jira/browse/SPARK-1859?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanelfocusedCommentId=14602388#comment-14602388
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Albert Azout commented on SPARK-1859:
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Hi this is still an open issue for us. FYI. Any new resolutions on this?
Linear, Ridge and Lasso Regressions with SGD yield unexpected results
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Key: SPARK-1859
URL: https://issues.apache.org/jira/browse/SPARK-1859
Project: Spark
Issue Type: Bug
Components: MLlib
Affects Versions: 0.9.1
Environment: OS: Ubuntu Server 12.04 x64
PySpark
Reporter: Vlad Frolov
Labels: algorithm, machine_learning, regression
Issue:
Linear Regression with SGD don't work as expected on any data, but lpsa.dat
(example one).
Ridge Regression with SGD *sometimes* works ok.
Lasso Regression with SGD *sometimes* works ok.
Code example (PySpark) based on
http://spark.apache.org/docs/0.9.0/mllib-guide.html#linear-regression-2 :
{code:title=regression_example.py}
parsedData = sc.parallelize([
array([2400., 1500.]),
array([240., 150.]),
array([24., 15.]),
array([2.4, 1.5]),
array([0.24, 0.15])
])
# Build the model
model = LinearRegressionWithSGD.train(parsedData)
print model._coeffs
{code}
So we have a line ({{f(X) = 1.6 * X}}) here. Fortunately, {{f(X) = X}} works!
:)
The resulting model has nan coeffs: {{array([ nan])}}.
Furthermore, if you comment records line by line you will get:
* [-1.55897475e+296] coeff (the first record is commented),
* [-8.62115396e+104] coeff (the first two records are commented),
* etc
It looks like the implemented regression algorithms diverges somehow.
I get almost the same results on Ridge and Lasso.
I've also tested these inputs in scikit-learn and it works as expected there.
However, I'm still not sure whether it's a bug or SGD 'feature'. Should I
preprocess my datasets somehow?
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