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https://issues.apache.org/jira/browse/SPARK-2273?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14621404#comment-14621404
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Joseph K. Bradley commented on SPARK-2273:
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I just saw this old JIRA. It would be interesting to see some online
algorithms implemented for Spark Streaming. It would be good to get a sense of
which ones are highest-priority and have real-world use cases. If you or
others are still interested in this, I think it will be important to survey use
cases and key algorithms before beginning implementation.
> 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
> Reporter: Jun Xie
> Priority: Minor
> Labels: online_learning
>
> 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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