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[SPARK-3382] [MLLIB] GradientDescent convergence tolerance
GrandientDescent can receive convergence tolerance value. Default value is 0.0. When loss value becomes less than the tolerance which is set by user, iteration is terminated. Author: lewuathe <lewuathe@me.com> Closes #3636 from Lewuathe/gd-convergence-tolerance and squashes the following commits: 0b8a9a8 [lewuathe] Update doc ce91b15 [lewuathe] Merge branch 'master' into gd-convergence-tolerance 4f22c2b [lewuathe] Modify based on SPARK-1503 5e47b82 [lewuathe] Merge branch 'master' into gd-convergence-tolerance abadb7e [lewuathe] Fix LassoSuite 8fadebd [lewuathe] Fix failed unit tests ee5de46 [lewuathe] Merge branch 'master' into gd-convergence-tolerance 8313ba2 [lewuathe] Fix styles 0ead94c [lewuathe] Merge branch 'master' into gd-convergence-tolerance a94cfd5 [lewuathe] Modify some styles 3aef0a2 [lewuathe] Modify converged logic to do relative comparison f7b19d5 [lewuathe] [SPARK-3382] Clarify comparison logic e6c9cd2 [lewuathe] [SPARK-3382] Compare with the diff of solution vector 4b125d2 [lewuathe] [SPARK3382] Fix scala style e7c10dd [lewuathe] [SPARK-3382] format improvements f867eea [lewuathe] [SPARK-3382] Modify warning message statements b9d5e61 [lewuathe] [SPARK-3382] should compare diff inside loss history and convergence tolerance 5433f71 [lewuathe] [SPARK-3382] GradientDescent convergence tolerance
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- mllib/src/main/scala/org/apache/spark/mllib/optimization/GradientDescent.scala 89 additions, 16 deletions...org/apache/spark/mllib/optimization/GradientDescent.scala
- mllib/src/main/scala/org/apache/spark/mllib/regression/StreamingLinearRegressionWithSGD.scala 6 additions, 0 deletions...k/mllib/regression/StreamingLinearRegressionWithSGD.scala
- mllib/src/test/scala/org/apache/spark/mllib/classification/LogisticRegressionSuite.scala 1 addition, 0 deletions.../spark/mllib/classification/LogisticRegressionSuite.scala
- mllib/src/test/scala/org/apache/spark/mllib/optimization/GradientDescentSuite.scala 42 additions, 3 deletions...pache/spark/mllib/optimization/GradientDescentSuite.scala
- mllib/src/test/scala/org/apache/spark/mllib/optimization/LBFGSSuite.scala 4 additions, 2 deletions...cala/org/apache/spark/mllib/optimization/LBFGSSuite.scala
- mllib/src/test/scala/org/apache/spark/mllib/regression/LassoSuite.scala 1 addition, 1 deletion.../scala/org/apache/spark/mllib/regression/LassoSuite.scala
- mllib/src/test/scala/org/apache/spark/mllib/regression/StreamingLinearRegressionSuite.scala 1 addition, 0 deletions...ark/mllib/regression/StreamingLinearRegressionSuite.scala
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