GitHub user njayaram2 opened a pull request:
https://github.com/apache/incubator-madlib/pull/69
Elastic Net: Add grouping support
JIRA: MADLIB-950
Changes to add grouping support for Gaussian and Binomial models
that use FISTA for optimization. This has to be replicated to using
IGD for optimization, which will be done after getting feedback
on the changes made in this commit.
IMPORTANT: There is a parameter called "use_active_sets", and I am
not sure what the implications of that parameter are. Deferring
any changes to handle that for later.
Goal of this PR is to get feedback on Fista optimization.
@iyerr3 @mktal
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/njayaram2/incubator-madlib
feature/elasticnet-grouping
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/incubator-madlib/pull/69.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #69
----
commit f68ff9f28bcc4cbb730b955563aa7ebe7bb41f62
Author: Nandish Jayaram <[email protected]>
Date: 2016-09-30T00:08:20Z
Elastic Net: Add grouping support
JIRA: MADLIB-950
Changes to add grouping support for Gaussian and Binomial models
that use FISTA for optimization. This has to be replicated to using
IGD for optimization, which will be done after getting feedback
on the changes made in this commit.
IMPORTANT: There is a parameter called "use_active_sets", and I am
not sure what the implications of that parameter are. Deferring
any changes to handle that for later.
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