[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
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@ -203,6 +203,10 @@ regularization, as well as L2 regularizer.
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recommended.
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* `maxNumIterations` is the maximal number of iterations that L-BFGS can be run.
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* `regParam` is the regularization parameter when using regularization.
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* `convergenceTol` controls how much relative change is still allowed when L-BFGS
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is considered to converge. This must be nonnegative. Lower values are less tolerant and
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therefore generally cause more iterations to be run. This value looks at both average
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improvement and the norm of gradient inside [Breeze LBFGS](https://github.com/scalanlp/breeze/blob/master/math/src/main/scala/breeze/optimize/LBFGS.scala).
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The `return` is a tuple containing two elements. The first element is a column matrix
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containing weights for every feature, and the second element is an array containing
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@ -60,6 +60,8 @@ class LBFGS(private var gradient: Gradient, private var updater: Updater)
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/**
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* Set the convergence tolerance of iterations for L-BFGS. Default 1E-4.
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* Smaller value will lead to higher accuracy with the cost of more iterations.
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* This value must be nonnegative. Lower convergence values are less tolerant
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* and therefore generally cause more iterations to be run.
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*/
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def setConvergenceTol(tolerance: Double): this.type = {
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this.convergenceTol = tolerance
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@ -142,7 +144,9 @@ object LBFGS extends Logging {
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* one single data example)
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* @param updater - Updater function to actually perform a gradient step in a given direction.
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* @param numCorrections - The number of corrections used in the L-BFGS update.
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* @param convergenceTol - The convergence tolerance of iterations for L-BFGS
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* @param convergenceTol - The convergence tolerance of iterations for L-BFGS which is must be
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* nonnegative. Lower values are less tolerant and therefore generally
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* cause more iterations to be run.
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* @param maxNumIterations - Maximal number of iterations that L-BFGS can be run.
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* @param regParam - Regularization parameter
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*
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