GitHub user leepei opened a pull request:
https://github.com/apache/spark/pull/3815
[Spark-4976] trust region Newton method optimizer based on breeze
This PR implements trust region Newton method (TRON) for optimizing
twice-differentiable, unconstrained convex optimization problems based on the
implementation in breeze. A hessian function for logistic regression is also
implemented as recent research shows that TRON outperforms L-BFGS in training
large-scale logistic regressions.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/leepei/spark master
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/3815.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 #3815
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commit 72c18d932d6725412740d985d7d5fd7cd2b0fd36
Author: leepei <[email protected]>
Date: 2014-12-27T15:30:13Z
[Spark-4976] trust region Newton method optimizer based on breeze's
implementation
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