[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user sethah commented on the issue: https://github.com/apache/spark/pull/13796 [SPARK-17201](https://issues.apache.org/jira/browse/SPARK-17201) --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user WeichenXu123 commented on the issue: https://github.com/apache/spark/pull/13796 @dbtsai in this jira https://issues.apache.org/jira/browse/SPARK-17163 it consider to unify interface for binary logistic regression and softmax. but I think they are not equivalent in fact (when numClass == 2). I think the better way is: 1. extend the binary logistic regression to numClass > 2 cases, but optimize it on (numClass-1) parameters. 2. modify the softmax reg==0 case computation, use the way described in `1` --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user dbtsai commented on the issue: https://github.com/apache/spark/pull/13796 The solution of this overparameterized problem in the link is just adding the regularization, and users may not want it. I think we need to optimize it on (k-1) parameters, and then put the final or the first one back by centering the intercepts and weights. @sethah could you have a JIRA to track this issue? Thanks. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user WeichenXu123 commented on the issue: https://github.com/apache/spark/pull/13796 @dbtsai simply say, when reg==0, the minimizer is not a point but becomes a plane. so the second derivative on the plane will turn into zero. so ... and I give a reference here: http://ufldl.stanford.edu/wiki/index.php/Softmax_Regression it mentions this problem. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user dbtsai commented on the issue: https://github.com/apache/spark/pull/13796 @WeichenXu123 Do you run into this potential issue with any dataset? If so, we may need to consider optimize softmax with pivoting when `reg == 0`. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user WeichenXu123 commented on the issue: https://github.com/apache/spark/pull/13796 I found a problem in the merged code: when reg == 0 the minimizer of softmax cost is not unique. In such case, it will cause Hessian matrix non-invertible, and I thinks it may cause quasi-newton's methods such as LBFGS run into numerical problems. so, is it better to forbid the `reg==0` case for softmax parameters ? cc @sethah @dbtsai --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user dbtsai commented on the issue: https://github.com/apache/spark/pull/13796 @sethah I also have a concern to have a separate MLOR class, and I prefer consolidate them into one so we can maintain them easier. This has to be done before the release of 2.1 otherwise, we can not change the interface anymore. Can you create a JIRA discuss this issue? Thanks. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user sethah commented on the issue: https://github.com/apache/spark/pull/13796 @dbtsai Thanks for all of your meticulous review. Very much appreciated! Glad we can have MLOR in Spark ML now. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user dbtsai commented on the issue: https://github.com/apache/spark/pull/13796 @sethah Thank you for this great weighted MLOR work in Spark 2.1. I merged this PR into master, and let's discuss/work on the followups in separate JIRAs. Thanks. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user sethah commented on the issue: https://github.com/apache/spark/pull/13796 I also created an umbrella JIRA for tracking follup items - [SPARK-17133](https://issues.apache.org/jira/browse/SPARK-17133) --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user sethah commented on the issue: https://github.com/apache/spark/pull/13796 Thanks @dbtsai for the detailed review! I addressed most comments. We still need to: * Decide whether to handle numClasses being specified in metadata * Decide what happens when numClasses == 1 (only label 0.0 is encountered) Also, one thing I'm concerned about is having separate `MultinomialLogisticRegression` and `LogisticRegression`. Of course, we do this mainly because we cannot change the LR API to support a matrix of coefficients very easily. Still, I think it's quite annoying to have to switch to a different estimator for multiclass. The multinomial estimator more or less supercedes the functionality of BLOR, but `LogisticRegression` is a canonical name and users may gravitate to it. Further, even when/if people realize that you can use MLOR for both binary and multiclass, it may be confusing what `LogisticRegression` is used for. I just want to discuss it before we make it public. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user dbtsai commented on the issue: https://github.com/apache/spark/pull/13796 I go through the PR again, and it's in a very good shape. Only couple minor issues needed to be addressed. Thank you @sethah for the great work. This will be a big feature in Spark 2.1 --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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Github user sethah commented on the issue: https://github.com/apache/spark/pull/13796 I checked that the derivations in the `LogisticAggregator` doc render nicely with scala doc, even though it's a private class and so will not show up in the API. There was a slight complication with latex and scaladoc which is described [here](https://issues.apache.org/jira/browse/SPARK-17095). --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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Github user sethah commented on the issue: https://github.com/apache/spark/pull/13796 I added the derivation and other details to the scala doc for `LogisticAggregator`. I have not had a chance to run the doc build yet, but the content is there now for review. I'll build the docs today and make sure it looks alright. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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Github user dbtsai commented on the issue: https://github.com/apache/spark/pull/13796 @sethah Thank you for great work. I'll make another pass tomorrow. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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Github user sethah commented on the issue: https://github.com/apache/spark/pull/13796 @dbtsai Thanks for taking the time to review this! Major items right now: * Adding derivation to the aggregator doc (this is mostly finished, just fighting scala doc with Latex) * Deciding whether to add initial model and tests in this PR or as a follow up * Refactoring logistic regression helper classes to a separate file Let me know if you see anything else. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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Github user dbtsai commented on the issue: https://github.com/apache/spark/pull/13796 Maybe we could move the shared code `MultiClassSummarizer`, `LogisticAggregator` and `LogisticCostFun` into `LogisticRegressionUtils.scala`? --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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Github user dbtsai commented on the issue: https://github.com/apache/spark/pull/13796 @sethah Please merge master since there is a conflict. Thanks. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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Github user dbtsai commented on the issue: https://github.com/apache/spark/pull/13796 @sethah I apologize for the delay. I just came back to US. Gonna make the first pass. Thanks. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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Github user mengxr commented on the issue: https://github.com/apache/spark/pull/13796 @sethah Thanks for implementing `MultinomialLogisticRegression`! This would be a major feature for Spark 2.1. @dbtsai is probably the best people to review this PR. But he is taking a break now. Do you mind waiting him for couple days? --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
Github user sethah commented on the issue: https://github.com/apache/spark/pull/13796 cc @dbtsai @jkbradley @mengxr If you get a chance to review and/or provide feedback on the approach I'd appreciate it. --- If your project is set up for it, you can reply to this email and have your reply appear on GitHub as well. If your project does not have this feature enabled and wishes so, or if the feature is enabled but not working, please contact infrastructure at infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
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[GitHub] spark issue #13796: [SPARK-7159][ML] Add multiclass logistic regression to S...
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