{"action":"created","issue":{"url":"https://api.github.com/repos/scalanlp/breeze/issues/373","labels_url":"https://api.github.com/repos/scalanlp/breeze/issues/373/labels{/name}","comments_url":"https://api.github.com/repos/scalanlp/breeze/issues/373/comments","events_url":"https://api.github.com/repos/scalanlp/breeze/issues/373/events","html_url":"https://github.com/scalanlp/breeze/pull/373","id":59558467,"number":373,"title":"expose improvementTol inside FirstOrderMinimizer","user":{"login":"coderxiang","id":2350872,"avatar_url":"https://avatars.githubusercontent.com/u/2350872?v=3","gravatar_id":"","url":"https://api.github.com/users/coderxiang","html_url":"https://github.com/coderxiang","followers_url":"https://api.github.com/users/coderxiang/followers","following_url":"https://api.github.com/users/coderxiang/following{/other_user}","gists_url":"https://api.github.com/users/coderxiang/gists{/gist_id}","starred_url":"https://api.github.com/users/coderxiang/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/coderxiang/subscriptions","organizations_url":"https://api.github.com/users/coderxiang/orgs","repos_url":"https://api.github.com/users/coderxiang/repos","events_url":"https://api.github.com/users/coderxiang/events{/privacy}","received_events_url":"https://api.github.com/users/coderxiang/received_events","type":"User","site_admin":false},"labels":[],"state":"closed","locked":false,"assignee":null,"milestone":null,"comments":6,"created_at":"2015-03-02T22:00:15Z","updated_at":"2015-03-03T03:18:04Z","closed_at":"2015-03-02T22:03:19Z","pull_request":{"url":"https://api.github.com/repos/scalanlp/breeze/pulls/373","html_url":"https://github.com/scalanlp/breeze/pull/373","diff_url":"https://github.com/scalanlp/breeze/pull/373.diff","patch_url":"https://github.com/scalanlp/breeze/pull/373.patch"},"body":"When I run the LBFGS implementation of Spark on a moderate size proprietary data set (~ 5M samples), I see the resultant vector diverges from some standard solver (e.g., liblinear, sci-learn) on around half of the coefficients. The computation usually stops around 20 iterations although I set the iteration number to be 100 with a very strict tolerance variable (1e-15). The formulation is strongly convex so the solution should be unique. Configing the `improvementTol` variable inside `FirstOrderMinimizer.scala` can solve this issue.\r\n\r\nTwo ways of doing this:\r\n1. Exposing the `improvementTol` variable to LBFGS, as is done in the PR\r\n2. Change the default value of `improvementTol` in `FirstOrderMinimizer.scala`\r\n\r\nI chose the first one here."},"comment":{"url":"https://api.github.com/repos/scalanlp/breeze/issues/comments/76879760","html_url":"https://github.com/scalanlp/breeze/pull/373#issuecomment-76879760","issue_url":"https://api.github.com/repos/scalanlp/breeze/issues/373","id":76879760,"user":{"login":"dlwh","id":9633,"avatar_url":"https://avatars.githubusercontent.com/u/9633?v=3","gravatar_id":"","url":"https://api.github.com/users/dlwh","html_url":"https://github.com/dlwh","followers_url":"https://api.github.com/users/dlwh/followers","following_url":"https://api.github.com/users/dlwh/following{/other_user}","gists_url":"https://api.github.com/users/dlwh/gists{/gist_id}","starred_url":"https://api.github.com/users/dlwh/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/dlwh/subscriptions","organizations_url":"https://api.github.com/users/dlwh/orgs","repos_url":"https://api.github.com/users/dlwh/repos","events_url":"https://api.github.com/users/dlwh/events{/privacy}","received_events_url":"https://api.github.com/users/dlwh/received_events","type":"User","site_admin":false},"created_at":"2015-03-03T03:18:04Z","updated_at":"2015-03-03T03:18:04Z","body":"owlqn's convergence conditions are also fixed by this.\n\nOn Mon, Mar 2, 2015 at 7:17 PM, David Hall <david.lw.hall@gmail.com> wrote:\n\n> ok, Debasish has been working on his new optimization algorithm. I imagine\n> that that's post Spark 1.3 in any case?\n>\n> On Mon, Mar 2, 2015 at 6:49 PM, DB Tsai <notifications@github.com> wrote:\n>\n>> Is OWLQN affected by this issue? Spark 1.3 is RC2, so if we want to\n>> change, we need to be fast. Thanks.\n>>\n>> —\n>> Reply to this email directly or view it on GitHub\n>> <https://github.com/scalanlp/breeze/pull/373#issuecomment-76877197>.\n>>\n>\n>\n"}}