spark-instrumented-optimizer/mllib
WeichenXu 6cb75db9ab [SPARK-16470][ML][OPTIMIZER] Check linear regression training whether actually reach convergence and add warning if not
## What changes were proposed in this pull request?

In `ml.regression.LinearRegression`, it use breeze `LBFGS` and `OWLQN` optimizer to do data training, but do not check whether breeze's optimizer returned result actually reached convergence.

The `LBFGS` and `OWLQN` optimizer in breeze finish iteration may result the following situations:

1) reach max iteration number
2) function reach value convergence
3) objective function stop improving
4) gradient reach convergence
5) search failed(due to some internal numerical error)

I add warning printing code so that
if the iteration result is (1) or (3) or (5) in above, it will print a warning with respective reason string.

## How was this patch tested?

Manual.

Author: WeichenXu <WeichenXu123@outlook.com>

Closes #14122 from WeichenXu123/add_lr_not_convergence_warn.
2016-07-12 13:04:34 +01:00
..
src [SPARK-16470][ML][OPTIMIZER] Check linear regression training whether actually reach convergence and add warning if not 2016-07-12 13:04:34 +01:00
pom.xml [SPARK-16477] Bump master version to 2.1.0-SNAPSHOT 2016-07-11 09:42:56 -07:00