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https://issues.apache.org/jira/browse/SPARK-10078?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15809876#comment-15809876
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Debasish Das commented on SPARK-10078:
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I looked into the code and I see we are replicating Breeze BFGS and OWLQN core
logic in this PR:
https://github.com/yanboliang/spark-vlbfgs/tree/master/src/main/scala/org/apache/spark/ml/optim.
We can provide a DiffFunction interface that works on feature partition and add
the VL-BFGS paper logic as a refactoring to current Breeze BFGS code...
Now DiffFunction can run with a DistributedVector or a Vector. What that helps
with is that even with features < 100M, we can run multi-core VLBFGS with
putting multiple partitions and a if-else switch is not necessary.
I can provide breeze interfaces based on your PR if you agree with the idea.
BFGS and OWLQN are few variants but Breeze has several constraint solvers that
use BFGS code...
> 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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