Bugfix: Elastic net gives inconsistent result #126
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JIRA: MADLIB-1092 - Elastic net used to consider the number of rows as the total number of rows in the table even when grouping was used. This fix changes that to consider the number of rows in a group while computing IGD. - Elastic net used to consider mean and standard deviation for both independent and dependent variables based on the entire table even when grouping was used. This is now computed based on a group, which is used to computed the scaled data when standardize=TRUE for Gaussian IGD. - One approximation still remains. During gradient computation (C++), every value in the independent variable (for each dimension) is subtracted with the mean computed based on the entire table and not groups. This approximiation was adopted since it is messy to pass group specific mean values for every row in the table to the C++ layer.
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JIRA: MADLIB-1092
of rows in the table even when grouping was used. This fix changes
that to consider the number of rows in a group while computing IGD.
independent and dependent variables based on the entire table even
when grouping was used. This is now computed based on a group,
which is used to computed the scaled data when standardize=TRUE
for Gaussian IGD.
every value in the independent variable (for each dimension) is
subtracted with the mean computed based on the entire table and
not groups. This approximiation was adopted since it is messy to
pass group specific mean values for every row in the table to the
C++ layer.
@iyerr3