Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/4934#issuecomment-78165360
Line search helps if you don't know the Lipschitz constant. With
accelerated gradient, it is very easy to blow up if the step size is wrong. I'm
okay with not having line search in this version. But we need to consider how
the APIs are going to change after we add line search. For example, if we add
line search option, what is the semantic of
`agd.setStepSize(1.0).useLineSearch()`?
Btw, I don't think we need to stick to the current `GradientDescent` API.
The accelerated gradient takes a smooth convex function which provides gradient
and optionally the Lipschitz constant. The implementation of Nesterov's method
doesn't need to know RDDs.
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