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From "Weichen Xu (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (SPARK-10078) Vector-free L-BFGS
Date Thu, 12 Jan 2017 04:54:16 GMT

    [ https://issues.apache.org/jira/browse/SPARK-10078?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15820180#comment-15820180
] 

Weichen Xu commented on SPARK-10078:
------------------------------------

As the detail problems I list above(I only list a small part problems), in my opinion, breeze
can provide the following base class and/or abstract interface
 FirstOrderMinimizerlevel
 DiffFunction interface
 LineSearch implementation (including StrongWolfeLinsearch and BacktrackingLinesearch)
 DistributedVector abstract interface

BUT, the core logic of VF-LBFGS and VF-OWLQN (based on VF-LBFGS) should be implemented in
spark mllib, for better optimization.


> Vector-free L-BFGS
> ------------------
>
>                 Key: SPARK-10078
>                 URL: https://issues.apache.org/jira/browse/SPARK-10078
>             Project: Spark
>          Issue Type: New Feature
>          Components: ML
>            Reporter: Xiangrui Meng
>            Assignee: Yanbo Liang
>
> This is to implement a scalable version of vector-free L-BFGS (http://papers.nips.cc/paper/5333-large-scale-l-bfgs-using-mapreduce.pdf).
> Design document:
> https://docs.google.com/document/d/1VGKxhg-D-6-vZGUAZ93l3ze2f3LBvTjfHRFVpX68kaw/edit?usp=sharing



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