: Sat, Mar 15, 2014 at 10:02 AM
Subject: Re: MLLib - Thoughts about refactoring Updater for LBFGS?
To: DB Tsai dbt...@alpinenow.com
On Fri, Mar 7, 2014 at 10:56 PM, DB Tsai dbt...@alpinenow.com wrote:
Hi David,
Please let me know the version of Breeze that LBFGS can be serialized
at 10:02 AM
Subject: Re: MLLib - Thoughts about refactoring Updater for LBFGS?
To: DB Tsai dbt...@alpinenow.com
On Fri, Mar 7, 2014 at 10:56 PM, DB Tsai dbt...@alpinenow.com wrote:
Hi David,
Please let me know the version of Breeze that LBFGS can be serialized
, Mar 15, 2014 at 10:02 AM
Subject: Re: MLLib - Thoughts about refactoring Updater for LBFGS?
To: DB Tsai dbt...@alpinenow.com
On Fri, Mar 7, 2014 at 10:56 PM, DB Tsai dbt...@alpinenow.com wrote:
Hi David,
Please let me know the version of Breeze that LBFGS can be serialized
...@alpinenow.com wrote:
-- Forwarded message --
From: David Hall d...@cs.berkeley.edu
Date: Sat, Mar 15, 2014 at 10:02 AM
Subject: Re: MLLib - Thoughts about refactoring Updater for LBFGS?
To: DB Tsai dbt...@alpinenow.com
On Fri, Mar 7, 2014 at 10:56 PM, DB Tsai
: David Hall d...@cs.berkeley.edu
Date: Sat, Mar 15, 2014 at 10:02 AM
Subject: Re: MLLib - Thoughts about refactoring Updater for LBFGS?
To: DB Tsai dbt...@alpinenow.com
On Fri, Mar 7, 2014 at 10:56 PM, DB Tsai dbt...@alpinenow.com
wrote:
Hi David,
Please let me know
dbt...@alpinenow.com
wrote:
-- Forwarded message --
From: David Hall d...@cs.berkeley.edu
Date: Sat, Mar 15, 2014 at 10:02 AM
Subject: Re: MLLib - Thoughts about refactoring Updater for LBFGS?
To: DB Tsai dbt...@alpinenow.com
On Fri, Mar 7, 2014
: MLLib - Thoughts about refactoring Updater for
LBFGS?
To: DB Tsai dbt...@alpinenow.com
On Fri, Mar 7, 2014 at 10:56 PM, DB Tsai dbt...@alpinenow.com
wrote:
Hi David,
Please let me know the version of Breeze that LBFGS can be
serialized
at 10:02 AM
Subject: Re: MLLib - Thoughts about refactoring Updater for LBFGS?
To: DB Tsai dbt...@alpinenow.com
On Fri, Mar 7, 2014 at 10:56 PM, DB Tsai dbt...@alpinenow.com wrote:
Hi David,
Please let me know the version of Breeze that LBFGS can be serialized,
and CachedDiffFunction
I added eclipse support in my qp branch:
https://github.com/debasish83/breeze/tree/qp
For the QP solver I will look into this solver http://www.joptimizer.com/
Right now my plan is to use Professor Boyd's ECOS solver which is also
designed in the very similar lines but has been tested to solve
On Sun, Mar 30, 2014 at 2:01 PM, Debasish Das debasish.da...@gmail.comwrote:
Hi David,
I have started to experiment with BFGS solvers for Spark GLM over large
scale data...
I am also looking to add a good QP solver in breeze that can be used in
Spark ALS for constraint solves...More
Hi Xiangrui,
I think it doesn't matter whether we use Fortran/Breeze/RISO for
optimizers since optimization only takes 1% of time. Most of the
time is in gradientSum and lossSum parallel computation.
Sincerely,
DB Tsai
Machine Learning Engineer
Alpine Data Labs
Hi David,
I can converge to the same result with your breeze LBFGS and Fortran
implementations now. Probably, I made some mistakes when I tried
breeze before. I apologize that I claimed it's not stable.
See the test case in BreezeLBFGSSuite.scala
On Thu, Mar 6, 2014 at 4:21 PM, DB Tsai dbt...@alpinenow.com wrote:
Hi David,
I can converge to the same result with your breeze LBFGS and Fortran
implementations now. Probably, I made some mistakes when I tried
breeze before. I apologize that I claimed it's not stable.
See the test case
Learning Engineer
Alpine Data Labs
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Hi David,
On Tue, Mar 4, 2014 at 8:13 PM, dlwh david.lw.h...@gmail.com wrote:
I'm happy to help fix any problems. I've verified at points that the
implementation gives the exact same sequence of iterates for a few different
functions (with a particular line search) as the c port of lbfgs. So
On Wed, Mar 5, 2014 at 1:57 PM, DB Tsai dbt...@alpinenow.com wrote:
Hi David,
On Tue, Mar 4, 2014 at 8:13 PM, dlwh david.lw.h...@gmail.com wrote:
I'm happy to help fix any problems. I've verified at points that the
implementation gives the exact same sequence of iterates for a few
I did not. They would be nice to have.
On Wed, Mar 5, 2014 at 5:21 PM, Debasish Das debasish.da...@gmail.comwrote:
David,
There used to be standard BFGS testcases in Professor Nocedal's
package...did you stress test the solver with them ?
If not I will shoot him an email for them.
Hi Deb,
I've been working with David to add or enhance some features to breeze
to make its performance comparable to bare-bone implementations. I'm
going to update that PR this week with sparse support to KMeans. You
are certainly welcome to update the GLM part. Make sure you are using
the master
Hi DB,
I saw you released the L-BFGS code under com.dbtsai.lbfgs on maven
central, so I assume that Robert (the author of RISO) is not going to
maintain it. Is it correct?
For the breeze implementation, do you mind sharing more details about
the issues you have?
I saw the hack you did to get
Hi Xiangrui,
It seems that Robert is busy recently. I setup the org.riso in
maven central for him, and I was waiting for his response for
a while without any news. So, I decided to maintain myself.
I'm more favor of using breeze for both sparse and optimization
core math library. When I tried
in context:
http://apache-spark-developers-list.1001551.n3.nabble.com/MLLib-Thoughts-about-refactoring-Updater-for-LBFGS-tp2493p3935.html
Sent from the Apache Spark Developers List mailing list archive at Nabble.com.
Hi Deb,
1) The LBFGS code I published to maven central is here,
https://github.com/dbtsai/lbfgs You can fork it, and publish it
locally so that mllib can use it. I also want to add orthant wise for
L1, so we can work together to make it happen.
I think ideally, we can rewrite it in scala, and
Hi DB,
I have forked the LBFGS repo. The features that I want in it are the
following:
a. OWL-QN for solving L1 natively in BFGS
b. Bound constraints in BFGS : I saw you have converted the fortran code.
Is there a license issue ? I can help in getting that up to speed as well.
c. Few
Hi Deb,
a. OWL-QN for solving L1 natively in BFGS
Based on what I saw from
https://github.com/tjhunter/scalanlp-core/blob/master/learn/src/main/scala/breeze/optimize/OWLQN.scala
, it seems that it's not difficult to implement OWL-QN once LBFGS is
done.
b. Bound constraints in BFGS : I saw
Hi Deb,
I had tried breeze L-BFGS algorithm, and when I tried it couple weeks
ago, it's not as stable as the fortran implementation. I guessed the
problem is in the line search related thing. Since we may bring breeze
dependency for the sparse format support as you pointed out, we can
just try to
Hi Deb,
The PR is here
https://github.com/apache/spark/pull/53
Hi Evan,
I think we need to refactor the optimization methods and also the way
we write algorithms. For example, if I want to use the new
optimization method in LogisticRegression.scala, I need to implement
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