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https://issues.apache.org/jira/browse/SPARK-17136?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15429253#comment-15429253
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Yanbo Liang commented on SPARK-17136:
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Yes, only first order optimizer can scale well in number of features, so only
this case should be taken into consideration. I recently worked on SPARK-10078
to support vector-free L-BFGS as optimizer for Spark which also involves the
design of optimizer interface. So I can give a try for this issue too.
I will make a investigation on how other packages in Python/R/Matlab defining
the interface firstly, post the findings here and then we can discuss how to
design the optimizer interface for Spark. Thanks!
> Design optimizer interface for ML algorithms
> --------------------------------------------
>
> Key: SPARK-17136
> URL: https://issues.apache.org/jira/browse/SPARK-17136
> Project: Spark
> Issue Type: Sub-task
> Components: ML
> Reporter: Seth Hendrickson
>
> We should consider designing an interface that allows users to use their own
> optimizers in some of the ML algorithms, similar to MLlib.
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