Github user Lewuathe commented on a diff in the pull request:
https://github.com/apache/spark/pull/9794#discussion_r45424677
--- Diff: mllib/src/main/scala/org/apache/spark/ml/nlp/lbfgs.scala ---
@@ -0,0 +1,281 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+package org.apache.spark.ml.nlp
+
+import scala.collection.mutable.ArrayBuffer
+
+private[ml] class Lbfgs {
+
+ private var w: ArrayBuffer[Double] = new ArrayBuffer[Double]()
+ private var v: ArrayBuffer[Double] = new ArrayBuffer[Double]()
+ private var xi: ArrayBuffer[Double] = new ArrayBuffer[Double]()
+ private var diag: ArrayBuffer[Double] = new ArrayBuffer[Double]()
+ private var iflag: Int = 0
+ private var point: Int = 0
+ private var ispt: Int = 0
+ private var iypt: Int = 0
+ private var iycn: Int = 0
+ private var iter: Int = 0
+ private var info: Int = 0
+ private var stp1: Double = 0
+ private var npt: Int = 0
+ private var iscn: Int = 0
+ private var nfev: Int = 0
+ private var stp: Double = 1.0
+ private var continue: Boolean = true
+ private val eps: Double = 1e-7
+ private var dginit: Double = 0.0
+ private var infoc: Int = 0
+ private var brackt: Boolean = false
+ private var stage1: Boolean = false
+ private var finit: Double = 0.0
+ private var dgtest: Double = 0.0
+ private val ftol: Double = 1e-4
+ private val p5: Double = 0.5
+ private val p66: Double = 0.66
+ private val xtrapf: Double = 4.0
+ private val maxfev: Int = 20
+ private var width: Double = 0.0
+ private var width1: Double = 0.0
+ private var stx: Double = 0.0
+ private var fx: Double = 0.0
+ private var dgx: Double = 0.0
+ private var sty: Double = 0.0
+ private var fy: Double = 0.0
+ private var dgy: Double = 0.0
+ private var contadj: Boolean = true
+ private var stmin: Double = 0.0
+ private var stmax: Double = 0.0
+
+
+ def lbfgs(size: Int, x: ArrayBuffer[Double], f: Double,
+ g: ArrayBuffer[Double], C: Float): Unit = {
+ val msize: Int = 5
+ var bound: Int = 0
+ var ys: Double = 0.0
+ var yy: Double = 0.0
+ var cp: Int = 0
+ var j: Int = 0
+ val p5: Double = 0.5
+ val p66: Double = 0.66
+ val xtrapf: Double = 4.0
+ val maxfev: Int = 20
+ var i: Int = 0
+ var persist: Boolean = true
+
+ if (w.isEmpty) {
+ iflag = 0
+ for (i <- 0 until size) {
+ diag.append(1.0)
+ }
+ ispt = size + (msize << 1)
+ iypt = ispt + size * msize
+ for (i <- 0 until size * (2 * msize + 1) + 2 * msize) {
+ w.append(0.0)
+ }
+ }
+ if (iflag == 0) {
+ point = 0
+ while (j < size) {
+ w.update(ispt + j, -g(j) * diag(j))
+ j += 1
+ }
+ stp1 = 1.0 / math.sqrt(ddot(size, g, 0, g, 0))
+ }
+ while (true) {
+ if (iflag == 0) {
+ iter += 1
+ info = 0
+ if (iter == 1) {
+ nfev = 0
+ stp = 1.0
+ stp = stp1
+ for (i <- 1 until size) {
+ w(i) = g(i)
+ }
+ } else {
+ if (iter > size) {
+ bound = size
+ }
+ ys = ddot(size, w, iypt + npt, w, ispt + npt)
+ yy = ddot(size, w, iypt + npt, w, iypt + npt)
+ i = 0
+ while (i < size) {
+ diag(i) = ys / yy
+ i += 1
+ }
+ }
+ }
+ else if (iflag != 1 && iter != 1) {
+ cp = point
+ if (point == 0) {
+ cp = msize
+ }
+ w(size + cp) = 1.0 / ys
+
+ for (i <- 0 until size) {
+ w(i) = -g(i)
+ }
+
+ bound = math.min(iter - 1, msize)
+ cp = point
+ i = 0
+ while (i < bound) {
+ cp -= 1
+ if (cp == -1) cp = msize
+ val sq: Double = ddot(size, w, ispt + cp * size, w, 0)
+ val inmc: Int = size + msize + cp
+ iycn = iypt + cp * size
+ w(inmc) = w(size + cp) * sq
+ val d: Double = -w(inmc)
+ daxpy(size, d, w, iycn, w, 0)
+ i += 1
+ }
+ i = 0
+ while (i < size) {
+ w(i) = diag(i) * w(i)
+ i += 1
+ }
+ i = 0
+ while (i < bound) {
+ val yr: Double = ddot(size, w, iypt + cp * size + 1, w, 1)
+ var beta: Double = w(size + cp + 1) * yr
+ val inmc: Int = size + msize + cp
+ beta = w(inmc) - beta
+ iscn = ispt + cp * size
+ daxpy(size, beta, w, iscn, w, 0)
+ cp += 1
+ if (cp == msize) cp = 0
+ i += 1
+ }
+ i = 0
+ while (i < size) {
+ w(ispt + point * size + i) = w(i)
+ i += 1
+ }
+ }
+ // mcsrch line search
+ if (info != -1) {
+ infoc = 1
+ if (size <= 0 || stp <= 0.0) {
+ return
+ }
+ dginit = ddot(size, g, 0, w, ispt)
+ if (dginit >= 0.0) return
+ brackt = false
+ stage1 = true
+ nfev = 0
+ finit = f
+ dgtest = ftol * dginit
+ width = 1e20 - 1e-20
+ width1 = width / p5
+ j = 0
+ while (j < size) {
+ diag(j) = x(j)
+ j += 1
+ }
+ stx = 0.0
+ fx = finit
+ dgx = dginit
+ sty = 0.0
+ fy = finit
+ dgy = dginit
+ }
+ while (persist) {
+ if (info != -1) {
+ stmin = stx
+ stmax = stp + xtrapf * (stp - stx)
+ stp = math.max(stp, 1e-20)
+ stp = math.min(stp, 1e20)
+ j = 0
+ while (j < size) {
+ x(j) = diag(j) + stp * w(j + ispt)
+ j += 1
+ }
+ info = -1
+ persist = false
+ } else {
+ info = 0
+ nfev += 1
+ val dg: Double = ddot(size, g, 0, w, ispt)
+ val ftest1: Double = finit + stp * dgtest
+
+ if (stp == 1e20 && f <= ftest1 && dg <= dgtest) {
+ info = 5
+ }
+ if (stp == 1e-20 && (f > ftest1 || dg >= dgtest)) {
+ info = 4
+ }
+ if (nfev >= maxfev) {
+ info = 3
+ }
+ if (f <= ftest1 && math.abs(dg) <= 0.9 * (-dginit)) {
+ info = 1
+ }
+ if (info != 0) {
+ persist = false
+ }
+ }
+ }
+ // mcsrch
+ if (info == -1) {
+ iflag = 1
+ return
+ }
+ if (info != 1) {
+ iflag = -1
+ return
+ }
+ npt = point * size
+ i = 0
+ while (i < size) {
+ w(ispt + npt + i) = stp * w(ispt + npt + i)
+ w(iypt + npt + i) = g(i) - w(i)
+ i += 1
+ }
+ point += 1
+ if (point == msize) point = 0
+ val gnorm: Double = math.sqrt(ddot(size, v, 0, v, 0))
+ val xnorm: Double = math.max(1.0, math.sqrt(ddot(size, x, 0, x, 0)))
+ if (gnorm / xnorm <= eps) {
+ iflag = 0
+ }
+ }
+ }
+
+ def ddot(size: Int, v1: ArrayBuffer[Double], v1start: Int,
+ v2: ArrayBuffer[Double], v2start: Int): Double = {
--- End diff --
You can use `org.apache.spark.mllib.linalg.Vector` type and Spark provides
a class that provides BLAS functionality.
(`org.apache.spark.mllib.linalg.BLAS`) with this Vector type. It might be bette
to avoid re-implement it for `ArrayBuffer`.
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