[ https://issues.apache.org/jira/browse/FLINK-1965?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Theodore Vasiloudis updated FLINK-1965: --------------------------------------- Description: The Orthant-wise Limited Memory QuasiNewton (OWL-QN) is a quasi-Newton optimization method similar to L-BFGS that can handle L1 regularization. Implementing this would allow us to obtain sparse solutions while at the same time having the convergence benefits of a quasi-Newton method, when compared to stochastic gradient descent. [Link to paper|http://research-srv.microsoft.com/en-us/um/people/jfgao/paper/icml07scalable.pdf] [Link to example implementation|http://research.microsoft.com/en-us/downloads/b1eb1016-1738-4bd5-83a9-370c9d498a03/] was: The Orthant-wise Limited Memory QuasiNewton (OWL-QN) is a quasi-Newton optimization method similar to L-BFGS that can handle L1 regularization. Implementing this would allow us to obtain sparse solutions while at the same time having the convergence benefits of a quasi-Newton method, when compared to stochastic gradient descent. [Link to paper|http://research.microsoft.com/en-us/downloads/b1eb1016-1738-4bd5-83a9-370c9d498a03/] > Implement the Orthant-wise Limited Memory QuasiNewton optimization algorithm, > a variant of L-BFGS that handles L1 regularization > -------------------------------------------------------------------------------------------------------------------------------- > > Key: FLINK-1965 > URL: https://issues.apache.org/jira/browse/FLINK-1965 > Project: Flink > Issue Type: Wish > Components: Machine Learning Library > Reporter: Theodore Vasiloudis > Priority: Minor > Labels: ML > > The Orthant-wise Limited Memory QuasiNewton (OWL-QN) is a quasi-Newton > optimization method similar to L-BFGS that can handle L1 regularization. > Implementing this would allow us to obtain sparse solutions while at the same > time having the convergence benefits of a quasi-Newton method, when compared > to stochastic gradient descent. > [Link to > paper|http://research-srv.microsoft.com/en-us/um/people/jfgao/paper/icml07scalable.pdf] > [Link to example > implementation|http://research.microsoft.com/en-us/downloads/b1eb1016-1738-4bd5-83a9-370c9d498a03/] -- This message was sent by Atlassian JIRA (v6.3.4#6332)