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From DB Tsai <dbt...@dbtsai.com>
Subject Re: [Spark MLlib] about linear regression issue
Date Mon, 02 Nov 2015 03:12:14 GMT
For the constrains like all weights >=0, people do LBFGS-B which is
supported in our optimization library, Breeze.
https://github.com/scalanlp/breeze/issues/323

However, in Spark's LiR, our implementation doesn't have constrain
implementation. I do see this is useful given we're experimenting
SLIM: Sparse Linear Methods for recommendation,
http://www-users.cs.umn.edu/~xning/papers/Ning2011c.pdf which requires
all the weights to be positive (Eq. 3) to represent positive relations
between items.

In summary, it's possible and not difficult to add this constrain to
our current linear regression, but currently, there is no open source
implementation in Spark.

Sincerely,

DB Tsai
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Web: https://www.dbtsai.com
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On Sun, Nov 1, 2015 at 9:22 AM, Zhiliang Zhu <zchl.jump@yahoo.com> wrote:
> Dear All,
>
> As for N dimension linear regression, while the labeled training points
> number (or the rank of the labeled point space) is less than N,
> then from perspective of math, the weight of the trained linear model may be
> not unique.
>
> However, the output of model.weight() by spark may be with some wi < 0. My
> issue is, is there some proper way only to get
> some specific output weight with all wi >= 0 ...
>
> Yes, the above goes same with the issue about solving linear system of
> equations, Aw = b, and r(A, b) = r(A) < columnNo(A), then w is
> with infinite solutions, but here only needs one solution with all wi >= 0.
> When there is only unique solution, both LR and SVD will work perfect.
>
> I will appreciate your all kind help very much~~
> Best Regards,
> Zhiliang
>
>

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