Uploaded image for project: 'Spark'
  1. Spark
  2. SPARK-17133 Improvements to linear methods in Spark
  3. SPARK-17201

Investigate numerical instability for MLOR without regularization

    XMLWordPrintableJSON

Details

    • Sub-task
    • Status: Resolved
    • Major
    • Resolution: Incomplete
    • None
    • None
    • ML, MLlib

    Description

      As mentioned here, when no regularization is applied in Softmax regression, second order Newton solvers may run into numerical instability problems. We should investigate this in practice and find a solution, possibly by implementing pivoting when no regularization is applied.

      Attachments

        Activity

          People

            Unassigned Unassigned
            sethah Seth Hendrickson
            Votes:
            0 Vote for this issue
            Watchers:
            5 Start watching this issue

            Dates

              Created:
              Updated:
              Resolved: