Jun Xie created SPARK-2273:
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Summary: online learning algorithms: Passive Aggressive
Key: SPARK-2273
URL: https://issues.apache.org/jira/browse/SPARK-2273
Project: Spark
Issue Type: New Feature
Components: MLlib
Affects Versions: 1.0.0
Environment: OS: Fedora Linux
Code Version: git clone of 1.0.0 version of spark
Reporter: Jun Xie
Margin-based online learning algorithms can be used in various prediction
tasks, including binary and multiclass categorization, regression, uniclass
prediction and sequence prediction. The update steps of different algorithms
can be unified to a simple constraint optimization problem.
Koby Crammer (2006) proposed online passive-aggressive algorithm to optimize
the proposed constraint problem. It can be used in large-scale problem and
maintain a high accuracy of the classifiers by a proved smallest loss which can
be attained by any fixed hypothesis.
Reference:
Online Passive-Aggressive Algorithms. Koby Crammer, Ofer Dekel, Joseph Keshet,
Shai Shalev-Shwartz, Yoram Singer. JMLR. 7(Mar):551--585, 2006.
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