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[Review] Print debug message if SVM convergence is poor #3562

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tfeher
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@tfeher tfeher commented Feb 26, 2021

closes #947

If the input data for SVM is not normalized correctly, then convergence can be very slow. The solver can even fail to converge. This PR detects such cases and prints a debug message with suggestions how to fix this problem.

Such problems were reported in #947, #1664, #2857, #3233. The threshold for reporting is set so that the message is printed in those cases. I have tested several properly normalized cases to confirm that the message is not shown. Still, the threshold for printing the message does not have a proper theoretical justification, and false positives might occur. Therefore only a debug message is shown instead of a warning.

@tfeher tfeher added improvement Improvement / enhancement to an existing function non-breaking Non-breaking change labels Feb 26, 2021
@tfeher tfeher requested a review from a team as a code owner February 26, 2021 11:06
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Merging #3562 (a33d009) into branch-0.19 (fc718e4) will decrease coverage by 0.02%.
The diff coverage is n/a.

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@@               Coverage Diff               @@
##           branch-0.19    #3562      +/-   ##
===============================================
- Coverage        80.73%   80.71%   -0.03%     
===============================================
  Files              227      227              
  Lines            17605    17619      +14     
===============================================
+ Hits             14214    14221       +7     
- Misses            3391     3398       +7     
Flag Coverage Δ
dask 44.99% <ø> (+0.03%) ⬆️
non-dask 72.92% <ø> (-0.02%) ⬇️

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Impacted Files Coverage Δ
python/cuml/linear_model/linear_regression.pyx 88.23% <0.00%> (-3.53%) ⬇️
python/cuml/ensemble/randomforestregressor.pyx 75.91% <0.00%> (-0.14%) ⬇️
python/cuml/ensemble/randomforestclassifier.pyx 73.48% <0.00%> (-0.05%) ⬇️

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changes lgtm

@dantegd dantegd added the 5 - Ready to Merge Testing and reviews complete, ready to merge label Mar 1, 2021
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dantegd commented Mar 1, 2021

rerun tests

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dantegd commented Mar 1, 2021

@gpucibot merge

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dantegd commented Mar 2, 2021

rerun tests

@rapids-bot rapids-bot bot merged commit 6dddae4 into rapidsai:branch-0.19 Mar 2, 2021
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[FEA] Improve stopping condition for SVM training
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