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| author | lewuathe <lewuathe@me.com> | 2015-03-17 12:11:57 -0700 |
|---|---|---|
| committer | Xiangrui Meng <meng@databricks.com> | 2015-03-17 12:11:57 -0700 |
| commit | d9f3e01688ad0a8d5fc2419a948a682ad7d957c9 (patch) | |
| tree | f2f254a28aebcf6de03b2e88f1486804a7736531 /docs/mllib-optimization.md | |
| parent | 4cca3917dc30ee907e6cbd6a569b6ac58af963f7 (diff) | |
| download | spark-d9f3e01688ad0a8d5fc2419a948a682ad7d957c9.tar.gz spark-d9f3e01688ad0a8d5fc2419a948a682ad7d957c9.tar.bz2 spark-d9f3e01688ad0a8d5fc2419a948a682ad7d957c9.zip | |
[SPARK-6336] LBFGS should document what convergenceTol means
LBFGS uses convergence tolerance. This value should be written in document as an argument.
Author: lewuathe <lewuathe@me.com>
Closes #5033 from Lewuathe/SPARK-6336 and squashes the following commits:
e738b33 [lewuathe] Modify text to be more natural
ac03c3a [lewuathe] Modify documentations
6ccb304 [lewuathe] [SPARK-6336] LBFGS should document what convergenceTol means
Diffstat (limited to 'docs/mllib-optimization.md')
| -rw-r--r-- | docs/mllib-optimization.md | 4 |
1 files changed, 4 insertions, 0 deletions
diff --git a/docs/mllib-optimization.md b/docs/mllib-optimization.md index 4d101afca2..6cabc1610a 100644 --- a/docs/mllib-optimization.md +++ b/docs/mllib-optimization.md @@ -203,6 +203,10 @@ regularization, as well as L2 regularizer. recommended. * `maxNumIterations` is the maximal number of iterations that L-BFGS can be run. * `regParam` is the regularization parameter when using regularization. +* `convergenceTol` controls how much relative change is still allowed when L-BFGS +is considered to converge. This must be nonnegative. Lower values are less tolerant and +therefore generally cause more iterations to be run. This value looks at both average +improvement and the norm of gradient inside [Breeze LBFGS](https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/optimize/LBFGS.scala). The `return` is a tuple containing two elements. The first element is a column matrix containing weights for every feature, and the second element is an array containing |