Sung Chung created SPARK-1892:
---------------------------------
Summary: Add an OWL-QN optimizer for L1 regularized optimizations.
Key: SPARK-1892
URL: https://issues.apache.org/jira/browse/SPARK-1892
Project: Spark
Issue Type: New Feature
Components: MLlib
Reporter: Sung Chung
OWL-QN is a modified version of LBFGS to handle L1 regularization.
The original paper is at
http://machinelearning.wustl.edu/mlpapers/paper_files/icml2007_AndrewG07.pdf
This implementation extends LBFGS and uses the OWL-QN implementation from
breeze.
--
This message was sent by Atlassian JIRA
(v6.2#6252)
