I have a follow up on this: I see on JIRA that the idea of having a GLMNET implementation was more or less abandoned, since a OWLQN implementation was chosen to construct a model using L1/L2 regularization.
However, GLMNET has the property of "returning a multitide of models (corresponding to different vales of penalty parameters [for the regularization])". I think this is not the case in the OWLQN implementation. However, this would be really helpful to compare the accuracy of models with different regParam values. As far as I understood, this would avoid to have a costly cross-validation step over a possibly large set of regParam values. Joseph Bradley wrote > Some of this discussion seems valuable enough to preserve on the JIRA; can > we move it there (and copy any relevant discussions from previous emails > as > needed)? > > On Wed, Feb 25, 2015 at 10:35 AM, < > mike@ > > wrote: -- View this message in context: http://apache-spark-developers-list.1001551.n3.nabble.com/Have-Friedman-s-glmnet-algo-running-in-Spark-tp10692p13587.html Sent from the Apache Spark Developers List mailing list archive at Nabble.com. --------------------------------------------------------------------- To unsubscribe, e-mail: dev-unsubscr...@spark.apache.org For additional commands, e-mail: dev-h...@spark.apache.org
