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authorGang Bai <me@baigang.net>2014-06-20 08:52:20 -0700
committerXiangrui Meng <meng@databricks.com>2014-06-20 08:52:41 -0700
commitb1ea9e5bc7f4d7000e24bdf77e9e18c29cac7193 (patch)
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[SPARK-2163] class LBFGS optimize with Double tolerance instead of Int
https://issues.apache.org/jira/browse/SPARK-2163 This pull request includes the change for **[SPARK-2163]**: * Changed the convergence tolerance parameter from type `Int` to type `Double`. * Added types for vars in `class LBFGS`, making the style consistent with `class GradientDescent`. * Added associated test to check that optimizing via `class LBFGS` produces the same results as via calling `runLBFGS` from `object LBFGS`. This is a very minor change but it will solve the problem in my implementation of a regression model for count data, where I make use of LBFGS for parameter estimation. Author: Gang Bai <me@baigang.net> Closes #1104 from BaiGang/fix_int_tol and squashes the following commits: cecf02c [Gang Bai] Changed setConvergenceTol'' to specify tolerance with a parameter of type Double. For the reason and the problem caused by an Int parameter, please check https://issues.apache.org/jira/browse/SPARK-2163. Added a test in LBFGSSuite for validating that optimizing via class LBFGS produces the same results as calling runLBFGS from object LBFGS. Keep the indentations and styles correct. (cherry picked from commit d484ddeff1440d8e14e05c3cd7e7a18746f1a586) Signed-off-by: Xiangrui Meng <meng@databricks.com>
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