Debasish Das created SPARK-2426:
-----------------------------------
Summary: Quadratic Minimization for MLlib ALS
Key: SPARK-2426
URL: https://issues.apache.org/jira/browse/SPARK-2426
Project: Spark
Issue Type: New Feature
Components: MLlib
Affects Versions: 1.0.0
Reporter: Debasish Das
Fix For: 1.1.0
Current ALS supports least squares and nonnegative least squares.
I presented ADMM and IPM based Quadratic Minimization solvers to be used for
the following ALS problems:
1. ALS with bounds
2. ALS with L1 regularization
3. ALS with Equality constraint and bounds
Initial runtime comparisons are presented at Spark Summit.
http://spark-summit.org/2014/talk/quadratic-programing-solver-for-non-negative-matrix-factorization-with-spark
Based on Xiangrui's feedback I am currently comparing the ADMM based Quadratic
Minimization solvers with IPM based QpSolvers and the default ALS/NNLS. I will
keep updating the runtime comparison results.
For integration the detailed plan is as follows:
1. Add ADMM and IPM based QuadraticMinimization solvers to
breeze.optimize.quadratic package.
2. Add a QpSolver object in spark mllib optimization which calls breeze
3. Add the QpSolver object in spark mllib ALS
--
This message was sent by Atlassian JIRA
(v6.2#6252)
