Dear Debasish Das,
Thanks very much for your kind reply.
I am very sorry that, but may you clearify a little more about the places,
since I could not find them.
On Thursday, November 5, 2015 5:50 AM, Debasish Das
wrote:
Yeah for this you can use breeze quadratic minimizer...that's i
Yeah for this you can use breeze quadratic minimizer...that's integrated
with spark in one of my spark pr.
You have quadratic objective with equality which is primal and your
proximal is positivity that we already support. I have not given an API for
linear objective but that should be simple to a
Hi Debasish Das,
I found that there are lots of much useful information for me in your kind
reply.However, I am sorry that still I could not exactly catch each words you
said.
I just know spark mllib will use breeze as its underlying package, however, I
did not practise and do not know how to di
Hi Debasish Das,
Firstly I must show my deep appreciation towards you kind help.
Yes, my issue is some typical LP related, it is as:Objective function:f(x1, x2,
..., xn) = a1 * x1 + a2 * x2 + ... + an * xn, (n would be some number bigger
than 100)
There are only 4 constraint functions,x1 + x2
Spark has nnls in mllib optimization. I have refactored nnls to breeze as
well but we could not move out nnls from mllib due to some runtime issues
from breeze.
Issue in spark or breeze nnls is that it takes dense gram matrix which does
not scale if rank is high but it has been working fine for nn
I might be steering this a bit off topic: does this need the simplex
method? this is just an instance of nonnegative least squares. I don't
think it relates to LDA either.
Spark doesn't have any particular support for NNLS (right?) or simplex though.
On Mon, Nov 2, 2015 at 6:03 PM, Debasish Das
Use breeze simplex which inturn uses apache maths simplex...if you want to
use interior point method you can use ecos
https://github.com/embotech/ecos-java-scala ...spark summit 2014 talk on
quadratic solver in matrix factorization will show you example integration
with spark. ecos runs as jni proc
Hi Ted Yu,
Thanks very much for your kind reply.Do you just mean that in spark there is no
specific package for simplex method?
Then I may try to fix it by myself, do not decide whether it is convenient to
finish by spark, before finally fix it.
Thank you,Zhiliang
On Monday, November 2,
A brief search in code base shows the following:
TODO: Add simplex constraints to allow alpha in (0,1).
./mllib/src/main/scala/org/apache/spark/mllib/clustering/LDA.scala
I guess the answer to your question is no.
FYI
On Sun, Nov 1, 2015 at 9:37 AM, Zhiliang Zhu
wrote:
> Dear All,
>
> As
Dear All,
As I am facing some typical linear programming issue, and I know simplex method
is specific in solving LP question, I am very sorry that whether there is
already some mature package in spark about simplex method...
Thank you very much~Best Wishes!Zhiliang
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