Sung Chung created SPARK-1673:
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Summary: GLMNET implementation in Spark
Key: SPARK-1673
URL: https://issues.apache.org/jira/browse/SPARK-1673
Project: Spark
Issue Type: New Feature
Components: MLlib
Reporter: Sung Chung
This is a Spark implementation of GLMNET by Jerome Friedman, Trevor Hastie, Rob
Tibshirani.
http://www.jstatsoft.org/v33/i01/paper
It's a straightforward implementation of the Coordinate-Descent based L1/L2
regularized linear models, including Linear/Logistic/Multinomial regressions.
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