Re: Regularization in MLlib

2015-04-14 Thread DB Tsai
Hi Theodore, I'm currently working on elastic-net regression in ML framework, and I decided not to have any extra layer of abstraction for now but focus on accuracy and performance. We may come out with proper solution later. Any idea is welcome. Sincerely, DB Tsai

Re: Regularization in MLlib

2015-04-07 Thread DB Tsai
1) Norm(weights, N) will return (w_1^N + w_2^N +)^(1/N), so norm * norm is required. 2) This is bug as you said. I intend to fix this using weighted regularization, and intercept term will be regularized with weight zero. https://github.com/apache/spark/pull/1518 But I never actually have

RE: Regularization in MLlib

2015-04-07 Thread Ulanov, Alexander
: Tuesday, April 07, 2015 3:28 PM To: Ulanov, Alexander Cc: dev@spark.apache.org Subject: Re: Regularization in MLlib 1) Norm(weights, N) will return (w_1^N + w_2^N +)^(1/N), so norm * norm is required. 2) This is bug as you said. I intend to fix this using weighted regularization