diff options
| -rw-r--r-- | graphx/src/main/scala/org/apache/spark/graphx/util/GraphGenerators.scala | 6 | ||||
| -rw-r--r-- | mllib/src/main/scala/org/apache/spark/mllib/optimization/Gradient.scala | 8 |
2 files changed, 8 insertions, 6 deletions
diff --git a/graphx/src/main/scala/org/apache/spark/graphx/util/GraphGenerators.scala b/graphx/src/main/scala/org/apache/spark/graphx/util/GraphGenerators.scala index 635514f09e..60149548ab 100644 --- a/graphx/src/main/scala/org/apache/spark/graphx/util/GraphGenerators.scala +++ b/graphx/src/main/scala/org/apache/spark/graphx/util/GraphGenerators.scala @@ -100,8 +100,10 @@ object GraphGenerators { */ private def sampleLogNormal(mu: Double, sigma: Double, maxVal: Int): Int = { val rand = new Random() - val m = math.exp(mu + (sigma * sigma) / 2.0) - val s = math.sqrt((math.exp(sigma*sigma) - 1) * math.exp(2*mu + sigma*sigma)) + val sigmaSq = sigma * sigma + val m = math.exp(mu + sigmaSq / 2.0) + // expm1 is exp(m)-1 with better accuracy for tiny m + val s = math.sqrt(math.expm1(sigmaSq) * math.exp(2*mu + sigmaSq)) // Z ~ N(0, 1) var X: Double = maxVal diff --git a/mllib/src/main/scala/org/apache/spark/mllib/optimization/Gradient.scala b/mllib/src/main/scala/org/apache/spark/mllib/optimization/Gradient.scala index 679842f831..9d82f011e6 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/optimization/Gradient.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/optimization/Gradient.scala @@ -68,9 +68,9 @@ class LogisticGradient extends Gradient { val gradient = brzData * gradientMultiplier val loss = if (label > 0) { - math.log(1 + math.exp(margin)) + math.log1p(math.exp(margin)) // log1p is log(1+p) but more accurate for small p } else { - math.log(1 + math.exp(margin)) - margin + math.log1p(math.exp(margin)) - margin } (Vectors.fromBreeze(gradient), loss) @@ -89,9 +89,9 @@ class LogisticGradient extends Gradient { brzAxpy(gradientMultiplier, brzData, cumGradient.toBreeze) if (label > 0) { - math.log(1 + math.exp(margin)) + math.log1p(math.exp(margin)) } else { - math.log(1 + math.exp(margin)) - margin + math.log1p(math.exp(margin)) - margin } } } |