spark-user mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From Shivaram Venkataraman <shiva...@eecs.berkeley.edu>
Subject Re: Solve least square problem of the form min norm(A x - b)^2^ + lambda * n * norm(x)^2 ?
Date Tue, 03 Mar 2015 19:02:19 GMT
There are couple of solvers that I've written that is part of the AMPLab
ml-matrix repo [1,2]. These aren't part of MLLib yet though and if you are
interested in porting them I'd be happy to review it

Thanks
Shivaram


[1]
https://github.com/amplab/ml-matrix/blob/master/src/main/scala/edu/berkeley/cs/amplab/mlmatrix/TSQR.scala
[2]
https://github.com/amplab/ml-matrix/blob/master/src/main/scala/edu/berkeley/cs/amplab/mlmatrix/NormalEquations.scala

On Tue, Mar 3, 2015 at 9:01 AM, Jaonary Rabarisoa <jaonary@gmail.com> wrote:

> Dear all,
>
> Is there a least square solver based on DistributedMatrix that we can use
> out of the box in the current (or the master) version of spark ?
> It seems that the only least square solver available in spark is private
> to recommender package.
>
>
> Cheers,
>
> Jao
>

Mime
View raw message