GitHub user codedeft opened a pull request:
https://github.com/apache/spark/pull/840
Adding OWL-QN optimizer for L1 regularizations. It can also handle L2 re...
Adding OWL-QN optimizer for L1 regularizations. It can also handle L2 and
L1 regularizations together (balanced with alpha as in elastic nets). It
extends LBFGS. It uses the OWL-QN implementation from breeze (which didn't work
correctly before, but it was also fixed prior to this and committed to the
latest breeze). Therefore, it requires the latest version of breeze to work
correctly.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/AlpineNow/spark OWL_QN_Addition
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/840.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #840
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commit 3e8501616089f9da63a111b69080683d84b36c4f
Author: Sung Chung <[email protected]>
Date: 2014-05-20T18:25:53Z
Adding OWL-QN optimizer for L1 regularizations. It can also handle L2
regularizations together. It extends LBFGS. It uses the OWL-QN implementation
from breeze (which didn't work correctly before, but it was also fixed prior to
this). It requires the latest version of breeze to work correctly.
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