[SPARK-17201] Investigate numerical instability for MLOR without regularization

• Type: Sub-task
• Status: Resolved
• Priority: Major
• Resolution: Incomplete
• Component/s: ML, MLlib
• Labels: bulk-closed
• Assignee: Unassigned
• Reporter: Seth Hendrickson
• Created: 23/Aug/16 14:43
• Updated: 21/May/19 04:37
• Resolved: 21/May/19 04:37

Description

As mentioned here, when no regularization is applied in Softmax regression, second order Newton solvers may run into numerical instability problems. We should investigate this in practice and find a solution, possibly by implementing pivoting when no regularization is applied.