diff options
| -rw-r--r-- | docs/mllib-optimization.md | 4 | ||||
| -rw-r--r-- | mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala | 6 |
2 files changed, 9 insertions, 1 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 diff --git a/mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala b/mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala index d5e4f4ccbf..ef6eccd907 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala @@ -60,6 +60,8 @@ class LBFGS(private var gradient: Gradient, private var updater: Updater) /** * Set the convergence tolerance of iterations for L-BFGS. Default 1E-4. * Smaller value will lead to higher accuracy with the cost of more iterations. + * This value must be nonnegative. Lower convergence values are less tolerant + * and therefore generally cause more iterations to be run. */ def setConvergenceTol(tolerance: Double): this.type = { this.convergenceTol = tolerance @@ -142,7 +144,9 @@ object LBFGS extends Logging { * one single data example) * @param updater - Updater function to actually perform a gradient step in a given direction. * @param numCorrections - The number of corrections used in the L-BFGS update. - * @param convergenceTol - The convergence tolerance of iterations for L-BFGS + * @param convergenceTol - The convergence tolerance of iterations for L-BFGS which is must be + * nonnegative. Lower values are less tolerant and therefore generally + * cause more iterations to be run. * @param maxNumIterations - Maximal number of iterations that L-BFGS can be run. * @param regParam - Regularization parameter * |