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Original file line number Diff line number Diff line change
Expand Up @@ -84,7 +84,7 @@ class LogisticRegressionWithSGD private (
extends GeneralizedLinearAlgorithm[LogisticRegressionModel] with Serializable {

private val gradient = new LogisticGradient()
private val updater = new SimpleUpdater()
private val updater = new SquaredL2Updater()
override val optimizer = new GradientDescent(gradient, updater)
.setStepSize(stepSize)
.setNumIterations(numIterations)
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Original file line number Diff line number Diff line change
Expand Up @@ -43,7 +43,7 @@ object LogisticRegressionSuite {
offset: Double,
scale: Double,
nPoints: Int,
seed: Int): Seq[LabeledPoint] = {
seed: Int): Seq[LabeledPoint] = {
val rnd = new Random(seed)
val x1 = Array.fill[Double](nPoints)(rnd.nextGaussian())

Expand All @@ -58,12 +58,15 @@ object LogisticRegressionSuite {
}

class LogisticRegressionSuite extends FunSuite with LocalSparkContext with Matchers {
def validatePrediction(predictions: Seq[Double], input: Seq[LabeledPoint]) {
def validatePrediction(
predictions: Seq[Double],
input: Seq[LabeledPoint],
expectedAcc: Double = 0.83) {
val numOffPredictions = predictions.zip(input).count { case (prediction, expected) =>
prediction != expected.label
}
// At least 83% of the predictions should be on.
((input.length - numOffPredictions).toDouble / input.length) should be > 0.83
((input.length - numOffPredictions).toDouble / input.length) should be > expectedAcc
}

// Test if we can correctly learn A, B where Y = logistic(A + B*X)
Expand Down Expand Up @@ -155,6 +158,41 @@ class LogisticRegressionSuite extends FunSuite with LocalSparkContext with Match
validatePrediction(validationData.map(row => model.predict(row.features)), validationData)
}

test("logistic regression with initial weights and non-default regularization parameter") {
val nPoints = 10000
val A = 2.0
val B = -1.5

val testData = LogisticRegressionSuite.generateLogisticInput(A, B, nPoints, 42)

val initialB = -1.0
val initialWeights = Vectors.dense(initialB)

val testRDD = sc.parallelize(testData, 2)
testRDD.cache()

// Use half as many iterations as the previous test.
val lr = new LogisticRegressionWithSGD().setIntercept(true)
lr.optimizer.
setStepSize(10.0).
setNumIterations(10).
setRegParam(1.0)

val model = lr.run(testRDD, initialWeights)

// Test the weights
assert(model.weights(0) ~== -430000.0 relTol 20000.0)
assert(model.intercept ~== 370000.0 relTol 20000.0)

val validationData = LogisticRegressionSuite.generateLogisticInput(A, B, nPoints, 17)
val validationRDD = sc.parallelize(validationData, 2)
// Test prediction on RDD.
validatePrediction(model.predict(validationRDD.map(_.features)).collect(), validationData, 0.8)

// Test prediction on Array.
validatePrediction(validationData.map(row => model.predict(row.features)), validationData, 0.8)
}

test("logistic regression with initial weights with LBFGS") {
val nPoints = 10000
val A = 2.0
Expand Down