Github user yinxusen commented on a diff in the pull request:
https://github.com/apache/spark/pull/458#discussion_r11833231
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/regression/Lasso.scala ---
@@ -189,3 +230,70 @@ object LassoWithSGD {
sc.stop()
}
}
+
+object LassoWithADMM {
+ /**
+ * Train a Lasso model given an RDD of (label, features) pairs using
ADMM. We run a fixed number
+ * of outer ADMM iterations. The weights are initialized using the
initial weights provided.
+ *
+ * @param input RDD of (label, array of features) pairs. Each pair
describes a row of the data
+ * matrix A as well as the corresponding right hand side
label y
+ * @param numPartitions Number of data blocks to partition the data into
+ * @param numIterations Number of iterations of gradient descent to run.
+ * @param l1RegParam l1-regularization parameter
+ * @param l2RegParam l2-regularization parameter
+ * @param penalty ADMM penalty of the constraint
+ * @param initialWeights set of weights to be used. Array should be
equal in size to
+ * the number of features in the data.
+ */
+ def train(
+ input: RDD[LabeledPoint],
--- End diff --
4 characters indent in the definition of function.
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