[ https://issues.apache.org/jira/browse/SPARK-1503?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Aaron Staple updated SPARK-1503:
--------------------------------
Attachment: logistic_l2.png
logistic.png
linear_l1.png
linear.png
Optimization benchmarks, uploaded 2015-03-06.
> Implement Nesterov's accelerated first-order method
> ---------------------------------------------------
>
> Key: SPARK-1503
> URL: https://issues.apache.org/jira/browse/SPARK-1503
> Project: Spark
> Issue Type: New Feature
> Components: MLlib
> Reporter: Xiangrui Meng
> Assignee: Aaron Staple
> Attachments: linear.png, linear_l1.png, logistic.png, logistic_l2.png
>
>
> Nesterov's accelerated first-order method is a drop-in replacement for steepest descent
but it converges much faster. We should implement this method and compare its performance
with existing algorithms, including SGD and L-BFGS.
> TFOCS (http://cvxr.com/tfocs/) is a reference implementation of Nesterov's method and
its variants on composite objectives.
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
---------------------------------------------------------------------
To unsubscribe, e-mail: issues-unsubscribe@spark.apache.org
For additional commands, e-mail: issues-help@spark.apache.org
|