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https://issues.apache.org/jira/browse/SPARK-10078?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15804899#comment-15804899
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Yanbo Liang edited comment on SPARK-10078 at 1/6/17 4:27 PM:
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[~debasish83] We are aim to implement VL-BFGS as an optimizer for ~billion
features in the peer position compared with Breeze LBFGS/OWLQN, and then ML
algorithms can switch between them automatically based on the number of
features. So an abstract interface between the algorithms and optimizers is
absolutely necessary.
To the VL-BFGS, I have a basic implementation at
https://github.com/yanboliang/spark-vlbfgs, please feel free to review and
comment the code. Thanks.
was (Author: yanboliang):
[~debasish83] We are aim to implement VL-BFGS as an optimizer which should be
similar with Breeze LBFGS/OWLQN, and switching between them should be
automatically based on the number of features. So an abstract interface between
the algorithm and optimizer is really necessary. I have a basic implementation
at https://github.com/yanboliang/spark-vlbfgs, please feel free to review and
comment the code. Thanks.
> Vector-free L-BFGS
> ------------------
>
> Key: SPARK-10078
> URL: https://issues.apache.org/jira/browse/SPARK-10078
> Project: Spark
> Issue Type: New Feature
> Components: ML
> Reporter: Xiangrui Meng
> Assignee: Yanbo Liang
>
> This is to implement a scalable version of vector-free L-BFGS
> (http://papers.nips.cc/paper/5333-large-scale-l-bfgs-using-mapreduce.pdf).
> Design document:
> https://docs.google.com/document/d/1VGKxhg-D-6-vZGUAZ93l3ze2f3LBvTjfHRFVpX68kaw/edit?usp=sharing
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