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SPARK-2748 [MLLIB] [GRAPHX] Loss of precision for small arguments to Math.exp, Math.log #1659

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SPARK-2748 [MLLIB] [GRAPHX] Loss of precision for small arguments to Math.exp, Math.log #1659

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6 changes: 4 additions & 2 deletions graphx/src/main/scala/org/apache/spark/graphx/util/GraphGenerators.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -100,8 +100,10 @@ object GraphGenerators {
*/
private def sampleLogNormal(mu: Double, sigma: Double, maxVal: Int): Int = {
val rand = new Random()
val m = math.exp(mu + (sigma * sigma) / 2.0)
val s = math.sqrt((math.exp(sigma*sigma) - 1) * math.exp(2*mu + sigma*sigma))
val sigmaSq = sigma * sigma
val m = math.exp(mu + sigmaSq / 2.0)
// expm1 is exp(m)-1 with better accuracy for tiny m
val s = math.sqrt(math.expm1(sigmaSq) * math.exp(2*mu + sigmaSq))
// Z ~ N(0, 1)
var X: Double = maxVal

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8 changes: 4 additions & 4 deletions mllib/src/main/scala/org/apache/spark/mllib/optimization/Gradient.scala
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Expand Up @@ -68,9 +68,9 @@ class LogisticGradient extends Gradient {
val gradient = brzData * gradientMultiplier
val loss =
if (label > 0) {
math.log(1 + math.exp(margin))
math.log1p(math.exp(margin)) // log1p is log(1+p) but more accurate for small p
} else {
math.log(1 + math.exp(margin)) - margin
math.log1p(math.exp(margin)) - margin
}

(Vectors.fromBreeze(gradient), loss)
Expand All @@ -89,9 +89,9 @@ class LogisticGradient extends Gradient {
brzAxpy(gradientMultiplier, brzData, cumGradient.toBreeze)

if (label > 0) {
math.log(1 + math.exp(margin))
math.log1p(math.exp(margin))
} else {
math.log(1 + math.exp(margin)) - margin
math.log1p(math.exp(margin)) - margin
}
}
}
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