[SPARK-7222] Added mathematical derivation in comment and compressed the model to LinearRegression with ElasticNet

• Type: Improvement
• Status: Resolved
• Priority: Major
• Resolution: Fixed
• Fix Version/s: 1.4.0
• Component/s: ML
• Assignee: DB Tsai
• Reporter: DB Tsai
• Created: 29/Apr/15 05:48
• Updated: 29/Apr/15 21:54
• Resolved: 29/Apr/15 21:54

Description

Added detailed mathematical derivation of how scaling and LeastSquaresAggregator work. Also refactored the code so the model is compressed based on the storage. We may try compress based on the prediction time. TODO: Add test that fail the test when the correction terms are not correctly computed.

Issue Links

• links to: [Github] Pull Request #5767 (dbtsai)