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From "Ulanov, Alexander" <alexander.ula...@hp.com>
Subject Regularization in MLlib
Date Tue, 07 Apr 2015 22:03:33 GMT
Hi,

Could anyone elaborate on the regularization in Spark? I've found that L1 and L2 are implemented
with Updaters (L1Updater, SquaredL2Updater).
1)Why the loss reported by L2 is (0.5 * regParam * norm * norm) where norm is Norm(weights,
2.0)? It should be 0.5*regParam*norm (0.5 to disappear after differentiation). It seems that
it is mixed up with mean squared error.
2)Why all weights are regularized? I think we should leave the bias weights (aka free or intercept)
untouched if we don't assume that the data is centralized.
3)Are there any short-term plans to move regularization from updater to a more convenient
place?

Best regards, Alexander


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