Someone is working on weighted regularization. Stay tuned. -Xiangrui

On Mon, Jun 16, 2014 at 9:36 AM, FIXED-TERM Yi Congrui (CR/RTC1.3-NA)
<fixed-term.congrui...@us.bosch.com> wrote:
> Hi Xiangrui,
>
> Thank you for the reply! I have tried customizing 
> LogisticRegressionSGD.optimizer as in the example you mentioned, but the 
> source code reveals that the intercept is also penalized if one is included, 
> which is usually inappropriate. The developer should fix this problem.
>
> Best,
>
> Congrui
>
> -----Original Message-----
> From: Xiangrui Meng [mailto:men...@gmail.com]
> Sent: Friday, June 13, 2014 11:50 PM
> To: user@spark.apache.org
> Cc: user
> Subject: Re: MLlib-Missing Regularization Parameter and Intercept for 
> Logistic Regression
>
> 1. 
> "examples/src/main/scala/org/apache/spark/examples/mllib/BinaryClassification.scala"
> contains example code that shows how to set regParam.
>
> 2. A static method with more than 3 parameters becomes hard to
> remember and hard to maintain. Please use LogistricRegressionWithSGD's
> default constructor and setters.
>
> -Xiangrui

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