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From "Sung Chung (JIRA)" <j...@apache.org>
Subject [jira] [Created] (SPARK-1673) GLMNET implementation in Spark
Date Tue, 29 Apr 2014 23:48:17 GMT
Sung Chung created SPARK-1673:
---------------------------------

             Summary: GLMNET implementation in Spark
                 Key: SPARK-1673
                 URL: https://issues.apache.org/jira/browse/SPARK-1673
             Project: Spark
          Issue Type: New Feature
          Components: MLlib
            Reporter: Sung Chung


This is a Spark implementation of GLMNET by Jerome Friedman, Trevor Hastie, Rob Tibshirani.

http://www.jstatsoft.org/v33/i01/paper

It's a straightforward implementation of the Coordinate-Descent based L1/L2 regularized linear
models, including Linear/Logistic/Multinomial regressions.



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