cgao
cgao

Reputation: 165

What algorithm does ml.classification.LogisticRegression use in spark?

The ml.classification.LogisticRegression document points to the logistic regression in spark.mllib, which says:

We implemented two algorithms to solve logistic regression: mini-batch gradient descent and L-BFGS. We recommend L-BFGS over mini-batch gradient descent for faster convergence.

So in spark.mllib there are LogisticRegressionWithLBFGS and LogisticRegressionWithSGD. Which one is used in ml.classification.LogisticRegression?

Upvotes: 0

Views: 483

Answers (1)

Kal-ko
Kal-ko

Reputation: 327

It uses LBFGS algo from breeze library for L2 regularization and OWLQN (which is an extension of LBFGS) for L1 and elastic net regularization

Upvotes: 1

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