Github user debasish83 commented on the pull request:
https://github.com/apache/spark/pull/4259#issuecomment-76562050
@dbtsai we are close to merge this PR which brings OWLQN and PQN under the
umbrella of proximal algorithms to support most of the interesting ML related
constraints https://github.com/scalanlp/breeze/pull/364...
I also have another Breeze PR that merges OWLQN and PQN through Proximal
Quasi Newton method but that will take time to stabilize..
I would like to add more tests for OWLQN and specifically comparisons with
liblinear...Most likely if I find some interesting testcases in your PR, I will
move them to NonlinearMinimizerTest...
I will open up a mllib PR that uses NonlinearMinimizer and tests a family
of consensus algorithms (Block Coordinate Descent and ADMM)..Our main focus is
ElasticNet as well so it will be great if this PR is merged so that I can build
upon it...
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