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[BRANCH-1.2][SPARK-4583][MLLIB] LogLoss for GradientBoostedTrees fix + doc updates #3474

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Commits on Nov 26, 2014

  1. [SPARK-4583] [mllib] LogLoss for GradientBoostedTrees fix + doc updates

    Currently, the LogLoss used by GradientBoostedTrees has 2 issues:
    * the gradient (and therefore loss) does not match that used by Friedman (1999)
    * the error computation uses 0/1 accuracy, not log loss
    
    This PR updates LogLoss.
    It also adds some doc for boosting and forests.
    
    I tested it on sample data and made sure the log loss is monotonically decreasing with each boosting iteration.
    
    CC: mengxr manishamde codedeft
    
    Author: Joseph K. Bradley <joseph@databricks.com>
    
    Closes apache#3439 from jkbradley/gbt-loss-fix and squashes the following commits:
    
    cfec17e [Joseph K. Bradley] removed forgotten temp comments
    a27eb6d [Joseph K. Bradley] corrections to last log loss commit
    ed5da2c [Joseph K. Bradley] updated LogLoss (boosting) for numerical stability
    5e52bff [Joseph K. Bradley] * Removed the 1/2 from SquaredError.  This also required updating the test suite since it effectively doubles the gradient and loss. * Added doc for developers within RandomForest. * Small cleanup in test suite (generating data only once)
    e57897a [Joseph K. Bradley] Fixed LogLoss for GradientBoostedTrees, and updated doc for losses, forests, and boosting
    
    (cherry picked from commit c251fd7)
    Signed-off-by: Xiangrui Meng <meng@databricks.com>
    jkbradley authored and mengxr committed Nov 26, 2014
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