From 3c3371bbd6361011b138cce88f6396a2aa4e2cb9 Mon Sep 17 00:00:00 2001
From: Yanbo Liang <ybliang8@gmail.com>
Date: Wed, 27 Jul 2016 11:24:28 +0100
Subject: [PATCH] [MINOR][ML] Fix some mistake in LinearRegression formula.
## What changes were proposed in this pull request?
Fix some mistake in ```LinearRegression``` formula.
## How was this patch tested?
Documents change, no tests.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes #14369 from yanboliang/LiR-formula.
---
.../org/apache/spark/ml/regression/LinearRegression.scala | 6 +++---
1 file changed, 3 insertions(+), 3 deletions(-)
diff --git a/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala b/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala
index a0ff7f07aa..f3dc65e0df 100644
--- a/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala
+++ b/mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala
@@ -800,16 +800,16 @@ class LinearRegressionSummary private[regression] (
* {{{
* \frac{\partial L}{\partial w_i} =
* 1/N \sum_j diff_j (x_{ij} - \bar{x_i}) / \hat{x_i}
- * = 1/N ((\sum_j diff_j x_{ij} / \hat{x_i}) - diffSum \bar{x_i}) / \hat{x_i})
+ * = 1/N ((\sum_j diff_j x_{ij} / \hat{x_i}) - diffSum \bar{x_i} / \hat{x_i})
* = 1/N ((\sum_j diff_j x_{ij} / \hat{x_i}) + correction_i)
* }}},
- * where correction_i = - diffSum \bar{x_i}) / \hat{x_i}
+ * where correction_i = - diffSum \bar{x_i} / \hat{x_i}
*
* A simple math can show that diffSum is actually zero, so we don't even
* need to add the correction terms in the end. From the definition of diff,
* {{{
* diffSum = \sum_j (\sum_i w_i(x_{ij} - \bar{x_i}) / \hat{x_i} - (y_j - \bar{y}) / \hat{y})
- * = N * (\sum_i w_i(\bar{x_i} - \bar{x_i}) / \hat{x_i} - (\bar{y_j} - \bar{y}) / \hat{y})
+ * = N * (\sum_i w_i(\bar{x_i} - \bar{x_i}) / \hat{x_i} - (\bar{y} - \bar{y}) / \hat{y})
* = 0
* }}}
*
--
GitLab