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From "Yanbo Liang (JIRA)" <j...@apache.org>
Subject [jira] [Comment Edited] (SPARK-10078) Vector-free L-BFGS
Date Fri, 06 Jan 2017 16:27:58 GMT

    [ https://issues.apache.org/jira/browse/SPARK-10078?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15804899#comment-15804899
] 

Yanbo Liang edited comment on SPARK-10078 at 1/6/17 4:27 PM:
-------------------------------------------------------------

[~debasish83] We are aim to implement VL-BFGS as an optimizer for ~billion features in the
peer position compared with Breeze LBFGS/OWLQN, and then ML algorithms can switch between
them automatically based on the number of features. So an abstract interface between the algorithms
and optimizers is absolutely necessary. 
To the VL-BFGS, I have a basic implementation at https://github.com/yanboliang/spark-vlbfgs,
please feel free to review and comment the code. Thanks.


was (Author: yanboliang):
[~debasish83] We are aim to implement VL-BFGS as an optimizer which should be similar with
Breeze LBFGS/OWLQN, and switching between them should be automatically based on the number
of features. So an abstract interface between the algorithm and optimizer is really necessary.
I have a basic implementation at https://github.com/yanboliang/spark-vlbfgs, please feel free
to review and comment the code. Thanks.

> 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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