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From Debasish Das <debasish.da...@gmail.com>
Subject Re: MLLib - Thoughts about refactoring Updater for LBFGS?
Date Mon, 03 Mar 2014 23:40:59 GMT
Hi DB,

I have forked the LBFGS repo. The features that I want in it are the
following:

a.  OWL-QN for solving L1 natively in BFGS

b.  Bound constraints in BFGS : I saw you have converted the fortran code.
Is there a license issue ? I can help in getting that up to speed as well.

c. Few variants of line searches : I will discuss on it.
For the dbtsai-lbfgs branch seems like it already got merged by Jenkins.

Is this getting merged to the master or there will be revisions on it ?

https://github.com/apache/spark/pull/53

Thanks.
Deb

On Mon, Mar 3, 2014 at 2:29 PM, DB Tsai <dbtsai@alpinenow.com> wrote:

> Hi Deb,
>
> 1) The LBFGS code I published to maven central is here,
> https://github.com/dbtsai/lbfgs  You can fork it, and publish it
> locally so that mllib can use it. I also want to add orthant wise for
> L1, so we can work together to make it happen.
>
> I think ideally, we can rewrite it in scala, and move the optimizer to
> spark codebase. But I don't know how easy it is to write a very robust
> lbfgs.
>
> 2) I think the most easy way is just fork
> https://github.com/AlpineNow/spark/, and checkout dbtsai-lbfgs branch.
>
> We also need sparse support as well. Do we have good infrastructure
> around this?
>
> Thanks.
>
> Sincerely,
>
> DB Tsai
> Machine Learning Engineer
> Alpine Data Labs
> --------------------------------------
> Web: http://alpinenow.com/
>
>
> On Sun, Mar 2, 2014 at 10:23 AM, Debasish Das <debasish.das83@gmail.com>
> wrote:
> > Hi DB,
> >
> > 1. Could you point to the BFGS repositories used to publish artifacts to
> > maven central ? What's the best way to add changes to it ? I fork the
> repo
> > at my github ? Basically as I mentioned before I need to add lbfgs-b,
> > orthant wise for L1 handling and few variants of line search to lbfgs...
> >
> > 2. For the spark pull request, what's the best way to get your branch
> > dbtsai-lbfgs ?
> >
> > On my github spark mirror I can make a branch called debasish-lbfgs and
> > merge your code to it ?
> >
> > I need sparse support to the logistic regression classifier using lbfgs
> > solve and therefore I will need Xiangrui's branch as well...
> >
> > https://github.com/apache/incubator-spark/pull/575
> >
> > Thanks.
> > Deb
> >
> >
> >
> >
> >
> >
> >
> > On Sun, Mar 2, 2014 at 12:14 AM, DB Tsai <dbtsai@alpinenow.com> wrote:
> >
> >> Hi Deb,
> >>
> >> The PR is here
> >> https://github.com/apache/spark/pull/53
> >>
> >> Hi Evan,
> >>
> >> I think we need to refactor the optimization methods and also the way
> >> we write algorithms. For example, if I want to use the new
> >> optimization method in  LogisticRegression.scala, I need to implement
> >> LogisticRegressionWithLBFGS class and object which are mostly
> >> identical to LogisticRegressionWithSGD. I'll open a JIRA for this.
> >>
> >> I just submit the LBFGS PR https://github.com/apache/spark/pull/53 ,
> >> and it depends on a bug fix in another PR
> >> https://github.com/apache/spark/pull/40
> >>
> >> Any comment and feedback is welcome.
> >>
> >> Thanks.
> >>
> >> Sincerely,
> >>
> >> DB Tsai
> >> Machine Learning Engineer
> >> Alpine Data Labs
> >> --------------------------------------
> >> Web: http://alpinenow.com/
> >>
>

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