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10:-0.870968 12:-1 13:0.5 14:1 +1 1:0.583333 2:1 3:1 4:0.245283 5:-0.269406 6:-1 7:1 8:-0.435115 9:1 10:-0.516129 12:1 13:-1 14:1 diff --git a/mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala b/mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala index 9b2340a1f16f..6ef38cde8e58 100644 --- a/mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala +++ b/mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala @@ -341,11 +341,11 @@ class LogisticRegression @Since("1.2.0") ( regParamL1 } else { // If `standardization` is false, we still standardize the data - // to improve the rate of convergence; as a result, we have to - // perform this reverse standardization by penalizing each component - // differently to get effectively the same objective function when + // to improve the rate of convergence unless the standard deviation is zero; + // as a result, we have to perform this reverse standardization by penalizing + // each component differently to get effectively the same objective function when // the training dataset is not standardized. - if (featuresStd(index) != 0.0) regParamL1 / featuresStd(index) else 0.0 + if (featuresStd(index) != 0.0) regParamL1 / featuresStd(index) else regParamL1 } } } @@ -417,7 +417,7 @@ class LogisticRegression @Since("1.2.0") ( val rawCoefficients = state.x.toArray.clone() var i = 0 while (i < numFeatures) { - rawCoefficients(i) *= { if (featuresStd(i) != 0.0) 1.0 / featuresStd(i) else 0.0 } + rawCoefficients(i) *= { if (featuresStd(i) != 0.0) 1.0 / featuresStd(i) else 1.0 } i += 1 } @@ -971,8 +971,12 @@ private class LogisticAggregator( val margin = - { var sum = 0.0 features.foreachActive { (index, value) => - if (featuresStd(index) != 0.0 && value != 0.0) { - sum += localCoefficientsArray(index) * (value / featuresStd(index)) + if (value != 0.0) { + if (featuresStd(index) != 0.0) { + sum += localCoefficientsArray(index) * (value / featuresStd(index)) + } else { + sum += localCoefficientsArray(index) * value + } } } sum + { @@ -983,8 +987,12 @@ private class LogisticAggregator( val multiplier = weight * (1.0 / (1.0 + math.exp(margin)) - label) features.foreachActive { (index, value) => - if (featuresStd(index) != 0.0 && value != 0.0) { - localGradientSumArray(index) += multiplier * (value / featuresStd(index)) + if (value != 0.0) { + if (featuresStd(index) != 0.0) { + localGradientSumArray(index) += multiplier * (value / featuresStd(index)) + } else { + localGradientSumArray(index) += multiplier * value + } } } @@ -1106,7 +1114,8 @@ private class LogisticCostFun( totalGradientArray(index) += regParamL2 * temp value * temp } else { - 0.0 + totalGradientArray(index) += regParamL2 * value + value * value } } } diff --git a/mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala b/mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala index 972c0868a454..f8b3651f064a 100644 --- a/mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala @@ -607,6 +607,73 @@ class LogisticRegressionSuite assert(model2.coefficients ~= coefficientsR2 relTol 1E-2) } + + test("an extra large example for review only") { + val trainer1 = (new LogisticRegression).setFitIntercept(false) + .setElasticNetParam(0.0) + .setRegParam(1) + .setStandardization(false) + .setMaxIter(1000) + .setTol(1e-9) + + val binaryDatasetWithUniqueColumn = sqlContext.read + .format("libsvm") + .load("../data/mllib/sample_libsvm_data_with_unique_column.txt") + + val model1 = trainer1.fit(binaryDatasetWithUniqueColumn) + + val interceptR1 = 0.0 + val coefficientsR1 = Vectors.dense(0.0301002746509743, 0.0906099616129797, 0.0954855492088332, + 0.0243782420594917, 0.0174024017667667, -0.0006549273929309, + 0.0637250665085166, -0.0589532651377124, 0.1383368129434264, + 0.0665749825701113, 0.0799386779781182, 0.1198682685242071, + 0.1802933312643371, -0.0124797701753129) + + assert(model1.intercept ~== interceptR1 absTol 1E-3) + assert(model1.coefficients ~= coefficientsR1 relTol 1E-2) + } + + test("binary logistic regression without intercept with L2 regularizationon " + + "data with a constant column without intercept") { + /* + Use the following scikit-learn Python code to get a reference result: + + import numpy as np + from sklearn.datasets import load_svmlight_file + from sklearn.linear_model import LogisticRegression + x_train = np.array([[1, 1], [0, 1]]) + y_train = np.array([1, 0]) + model = LogisticRegression(tol=1e-9, C=0.5, max_iter=1000, fit_intercept=False) \ + .fit(x_train, y_train) + print model.coef_ + */ + + val trainer = (new LogisticRegression).setFitIntercept(false) + .setElasticNetParam(0.0) + .setRegParam(1) + .setStandardization(false) + .setMaxIter(1000) + .setTol(1e-9) + + val binaryDatasetWithUniqueColumn = sqlContext.createDataFrame( + sc.parallelize( + Array( + LabeledPoint(label = 1.0, features = Vectors.dense(1, 1)), + LabeledPoint(label = 0.0, features = Vectors.dense(0, 1)) + ) + ) + ) + + val model = trainer.fit(binaryDatasetWithUniqueColumn) + + val interceptR = 0.0 + val coefficientsR = Vectors.dense(0.22478867, -0.02241016) + + assert(model.intercept ~== interceptR absTol 1E-3) + assert(model.coefficients ~= coefficientsR relTol 1E-2) + } + + test("binary logistic regression with intercept with ElasticNet regularization") { val trainer1 = (new LogisticRegression).setFitIntercept(true) .setElasticNetParam(0.38).setRegParam(0.21).setStandardization(true)