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[SPARK-6705][MLLIB] Add fit intercept api to ml logisticregression #5301

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[SPARK-6705][MLLIB] Add fit intercept api to ml logisticregression #5301

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bd9663c
[MLLIB] Add fit intercept api to ml logisticregression
Mar 31, 2015
329c1e2
[MLLIB] Add fit intercept term
Apr 3, 2015
2257fca
[MLLIB] Add fitIntercept param to logistic regression
Apr 3, 2015
9963509
[MLLIB] Add fitIntercept to LogisticRegression
Apr 3, 2015
1d6bd6f
[SPARK-6705][MLLIB] Add a fit intercept term to ML LogisticRegression
Apr 3, 2015
9f1286b
[SPARK-6705][MLLIB] Add fitInterceptTerm to LogisticRegression
Apr 4, 2015
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8 changes: 6 additions & 2 deletions mllib/src/main/scala/org/apache/spark/ml/classification/LogisticRegression.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -31,7 +31,7 @@ import org.apache.spark.storage.StorageLevel
* Params for logistic regression.
*/
private[classification] trait LogisticRegressionParams extends ProbabilisticClassifierParams
with HasRegParam with HasMaxIter with HasThreshold
with HasRegParam with HasMaxIter with HasFitIntercept with HasThreshold


/**
Expand All @@ -55,6 +55,9 @@ class LogisticRegression
/** @group setParam */
def setMaxIter(value: Int): this.type = set(maxIter, value)

/** @group setParam */
def setFitIntercept(value: Boolean): this.type = set(fitIntercept, value)

/** @group setParam */
def setThreshold(value: Double): this.type = set(threshold, value)

Expand All @@ -67,7 +70,8 @@ class LogisticRegression
}

// Train model
val lr = new LogisticRegressionWithLBFGS
val lr = new LogisticRegressionWithLBFGS()
.setIntercept(paramMap(fitIntercept))
lr.optimizer
.setRegParam(paramMap(regParam))
.setNumIterations(paramMap(maxIter))
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12 changes: 12 additions & 0 deletions mllib/src/main/scala/org/apache/spark/ml/param/sharedParams.scala
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Expand Up @@ -106,6 +106,18 @@ private[ml] trait HasProbabilityCol extends Params {
def getProbabilityCol: String = get(probabilityCol)
}

private[ml] trait HasFitIntercept extends Params {
/**
* param for fitting the intercept term, defaults to true
* @group param
*/
val fitIntercept: BooleanParam =
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Thinking more about this, can you please make this default to true? (Add "Some(true)" as a 4th argument, plus update doc.) Thanks!

new BooleanParam(this, "fitIntercept", "indicates whether to fit an intercept term", Some(true))

/** @group getParam */
def getFitIntercept: Boolean = get(fitIntercept)
}

private[ml] trait HasThreshold extends Params {
/**
* param for threshold in (binary) prediction
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9 changes: 9 additions & 0 deletions mllib/src/test/scala/org/apache/spark/ml/classification/LogisticRegressionSuite.scala
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Expand Up @@ -46,6 +46,7 @@ class LogisticRegressionSuite extends FunSuite with MLlibTestSparkContext {
assert(lr.getPredictionCol == "prediction")
assert(lr.getRawPredictionCol == "rawPrediction")
assert(lr.getProbabilityCol == "probability")
assert(lr.getFitIntercept == true)
val model = lr.fit(dataset)
model.transform(dataset)
.select("label", "probability", "prediction", "rawPrediction")
Expand All @@ -55,6 +56,14 @@ class LogisticRegressionSuite extends FunSuite with MLlibTestSparkContext {
assert(model.getPredictionCol == "prediction")
assert(model.getRawPredictionCol == "rawPrediction")
assert(model.getProbabilityCol == "probability")
assert(model.intercept !== 0.0)
}

test("logistic regression doesn't fit intercept when fitIntercept is off") {
val lr = new LogisticRegression
lr.setFitIntercept(false)
val model = lr.fit(dataset)
assert(model.intercept === 0.0)
}

test("logistic regression with setters") {
Expand Down