Skip to content
Snippets Groups Projects
Commit d138aa8e authored by Omede Firouz's avatar Omede Firouz Committed by Joseph K. Bradley
Browse files

[SPARK-6705][MLLIB] Add fit intercept api to ml logisticregression

I have the fit intercept enabled by default for logistic regression, I
wonder what others think here. I understand that it enables allocation
by default which is undesirable, but one needs to have a very strong
reason for not having an intercept term enabled so it is the safer
default from a statistical sense.

Explicitly modeling the intercept by adding a column of all 1s does not
work. I believe the reason is that since the API for
LogisticRegressionWithLBFGS forces column normalization, and a column of all
1s has 0 variance so dividing by 0 kills it.

Author: Omede Firouz <ofirouz@palantir.com>

Closes #5301 from oefirouz/addIntercept and squashes the following commits:

9f1286b [Omede Firouz] [SPARK-6705][MLLIB] Add fitInterceptTerm to LogisticRegression
1d6bd6f [Omede Firouz] [SPARK-6705][MLLIB] Add a fit intercept term to ML LogisticRegression
9963509 [Omede Firouz] [MLLIB] Add fitIntercept to LogisticRegression
2257fca [Omede Firouz] [MLLIB] Add fitIntercept param to logistic regression
329c1e2 [Omede Firouz] [MLLIB] Add fit intercept term
bd9663c [Omede Firouz] [MLLIB] Add fit intercept api to ml logisticregression
parent c83e0394
No related branches found
No related tags found
Loading
Loading
0% Loading or .
You are about to add 0 people to the discussion. Proceed with caution.
Finish editing this message first!
Please register or to comment