[GitHub] spark issue #23146: [SPARK-26173] [MLlib] Prior regularization for Logistic ...

2018-12-03 Thread elfausto
Github user elfausto commented on the issue:

https://github.com/apache/spark/pull/23146
  
Thanks for your review, @srowen.

I added a link to the PR's description and the JIRA ticket pointing to the 
reference Python implementation I used for unit testing.

Prior regularization fits nicely with taking a Bayesian approach to 
Logistic Regression by posing a Gaussian prior and taking a Laplace 
approximation to the posterior. I'm not sure about approaching other 
regularized models in the same fashion.

As a reference, besides this being a textbook algorithm, the original 
motivation for its implementation at [Affectv](https://affectv.com/), was the 
following paper showing its application to display advertising: _Olivier 
Chapelle , Eren Manavoglu , Romer Rosales, Simple and Scalable Response 
Prediction for Display Advertising, ACM Transactions on Intelligent Systems and 
Technology (TIST), v.5 n.4, January 2015_.


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[GitHub] spark issue #23146: [SPARK-26173] [MLlib] Prior regularization for Logistic ...

2018-11-29 Thread elfausto
Github user elfausto commented on the issue:

https://github.com/apache/spark/pull/23146
  
Thanks for your feedback @sujithjay. I expanded the description and Jira 
ticket with the requested details. Please let me know if anything is missing.


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[GitHub] spark pull request #23146: [SPARK-26173] [MLlib] Prior regularization for Lo...

2018-11-26 Thread elfausto
GitHub user elfausto opened a pull request:

https://github.com/apache/spark/pull/23146

[SPARK-26173] [MLlib] Prior regularization for Logistic Regression

Implementation of 
[SPARK-26173](https://issues.apache.org/jira/browse/SPARK-26173).
Unit tests have been added to the modified classes.

You can merge this pull request into a Git repository by running:

$ git pull https://github.com/affectv/spark SPARK-26173

Alternatively you can review and apply these changes as the patch at:

https://github.com/apache/spark/pull/23146.patch

To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:

This closes #23146


commit d8c35bb897cc0e2248810bfc7208e642deb5c55d
Author: Facundo Bellosi 
Date:   2018-11-26T15:31:26Z

SPARK-26173. Prior regularization for Logistic Regression.

commit 52918b7bd30f8fdccce450d7f41e34f8bedf32ad
Author: Facundo Bellosi 
Date:   2018-11-26T15:50:11Z

SPARK-26173. Prior regularization for Logistic Regression.




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