From d9f3e01688ad0a8d5fc2419a948a682ad7d957c9 Mon Sep 17 00:00:00 2001 From: lewuathe Date: Tue, 17 Mar 2015 12:11:57 -0700 Subject: [SPARK-6336] LBFGS should document what convergenceTol means LBFGS uses convergence tolerance. This value should be written in document as an argument. Author: lewuathe 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 --- docs/mllib-optimization.md | 4 ++++ 1 file changed, 4 insertions(+) (limited to 'docs/mllib-optimization.md') 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 -- cgit v1.2.3