Hi Deb, 1) The LBFGS code I published to maven central is here, https://github.com/dbtsai/lbfgs You can fork it, and publish it locally so that mllib can use it. I also want to add orthant wise for L1, so we can work together to make it happen.
I think ideally, we can rewrite it in scala, and move the optimizer to spark codebase. But I don't know how easy it is to write a very robust lbfgs. 2) I think the most easy way is just fork https://github.com/AlpineNow/spark/, and checkout dbtsai-lbfgs branch. We also need sparse support as well. Do we have good infrastructure around this? Thanks. Sincerely, DB Tsai Machine Learning Engineer Alpine Data Labs -------------------------------------- Web: http://alpinenow.com/ On Sun, Mar 2, 2014 at 10:23 AM, Debasish Das <debasish.da...@gmail.com> wrote: > Hi DB, > > 1. Could you point to the BFGS repositories used to publish artifacts to > maven central ? What's the best way to add changes to it ? I fork the repo > at my github ? Basically as I mentioned before I need to add lbfgs-b, > orthant wise for L1 handling and few variants of line search to lbfgs... > > 2. For the spark pull request, what's the best way to get your branch > dbtsai-lbfgs ? > > On my github spark mirror I can make a branch called debasish-lbfgs and > merge your code to it ? > > I need sparse support to the logistic regression classifier using lbfgs > solve and therefore I will need Xiangrui's branch as well... > > https://github.com/apache/incubator-spark/pull/575 > > Thanks. > Deb > > > > > > > > On Sun, Mar 2, 2014 at 12:14 AM, DB Tsai <dbt...@alpinenow.com> wrote: > >> Hi Deb, >> >> The PR is here >> https://github.com/apache/spark/pull/53 >> >> Hi Evan, >> >> I think we need to refactor the optimization methods and also the way >> we write algorithms. For example, if I want to use the new >> optimization method in LogisticRegression.scala, I need to implement >> LogisticRegressionWithLBFGS class and object which are mostly >> identical to LogisticRegressionWithSGD. I'll open a JIRA for this. >> >> I just submit the LBFGS PR https://github.com/apache/spark/pull/53 , >> and it depends on a bug fix in another PR >> https://github.com/apache/spark/pull/40 >> >> Any comment and feedback is welcome. >> >> Thanks. >> >> Sincerely, >> >> DB Tsai >> Machine Learning Engineer >> Alpine Data Labs >> -------------------------------------- >> Web: http://alpinenow.com/ >>
