Re: MLib : Non Linear Optimization

2016-09-09 Thread Nitin Sareen
Yes, we are using primarily these two algorithms.

1.   Interior point trust-region line-search algorithm

2. Active-set trust-region line-search algorithm


We are performing optimizations with constraints & thresholds etc.


We are primarily using Lindo / SAS modules but want to get away from SAS
due to the cost, it would be really good to have these algorithms in Spark
ML.


Let me know if you need any more info, i can share some snippets if
required.


Thanks,

Nitin

On Thu, Sep 8, 2016 at 2:08 PM, Robin East <robin.e...@xense.co.uk> wrote:

> Do you have any particular algorithms in mind? If you state the most
> common algorithms you use then it might stimulate the appropriate comments.
>
>
>
> > On 8 Sep 2016, at 05:04, nsareen <nsar...@gmail.com> wrote:
> >
> > Any answer to this question group ?
> >
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Re: MLib : Non Linear Optimization

2016-09-08 Thread Robin East
Do you have any particular algorithms in mind? If you state the most common 
algorithms you use then it might stimulate the appropriate comments.



> On 8 Sep 2016, at 05:04, nsareen <nsar...@gmail.com> wrote:
> 
> Any answer to this question group ?
> 
> 
> 
> --
> View this message in context: 
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> Sent from the Apache Spark User List mailing list archive at Nabble.com.
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Re: MLib : Non Linear Optimization

2016-09-07 Thread nsareen
Any answer to this question group ?



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MLib : Non Linear Optimization

2016-09-01 Thread nsareen
I'm part of an Predictive Analytics marketing platform. We do a lot of
Optimizations ( non linear ), currently using SAS / Lindo routines. I was
going through Spark's MLib documentation & found it supports Linear
Optimization, was wondering if it also supports Non Linear Optimization & if
not, are there any plans to implement it in spark ? We really want to move
away from SAS  since it is a very expensive solution & does not work on a
distributed scale. We want a solution which provides scalability & at the
same time provide accurate results.



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