Github user loachli commented on the pull request:
https://github.com/apache/spark/pull/3890#issuecomment-86268363
@debasish83 , in the paper, owlqn is designed for logistic regression + L1.
I do not know whether it is suitable for svm. Owlqn in breeze supports
elasticnet that linearly combines L1 and L2. One paper ãA Quasi-Newton
Approach to Nonsmooth Convex Optimization Problems in Machine Learningã give
a new method subLBFGS to sovle hinge loss + L2, but I could not run its code.
Do you have any other idea? You could send me email or talk about it in this
PR directly
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