Github user coderxiang commented on the pull request:
https://github.com/apache/spark/pull/458#issuecomment-41965253
@yinxusen @mengxr I update the local solver and the running time has been
substantially improved. On a cluster with 4 workers, the program converges in
2.3 min for 10k * 10k data and 19 min for 50k * 10k. Most of the computation
happens in the preprocess of factorizing each design matrix. The computational
cost inside each ADMM iteration is minor now.
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