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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 Fri, 06 Mar 2015 17:34:48 GMT
Section 3, 4, 5 in http://www.netlib.org/lapack/lawnspdf/lawn204.pdf is a
good reference

Shivaram
On Mar 6, 2015 9:17 AM, "Jaonary Rabarisoa" <jaonary@gmail.com> wrote:

> Do you have a reference paper to the implemented algorithm in TSQR.scala ?
>
> On Tue, Mar 3, 2015 at 8:02 PM, Shivaram Venkataraman <
> shivaram@eecs.berkeley.edu> wrote:
>
>> 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
>>>
>>
>>
>

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