Re: Can LBFGS be used on streaming data?

2015-03-26 Thread EcoMotto Inc.
Hello DB, Thank you! Do you know how to run Linear Regression without SGD on streaming data in spark? I tried SGD but due to step size I was not getting the expected weights. Best Regards, Arunkumar On Wed, Mar 25, 2015 at 4:33 PM, DB Tsai dbt...@dbtsai.com wrote: Hi Arunkumar, I think

Re: Can LBFGS be used on streaming data?

2015-03-25 Thread EcoMotto Inc.
Hello Jeremy, Sorry for the delayed reply! First issue was resolved, I believe it was just production and consumption rate problem. Regarding the second question, I am streaming the data from the file and there are about 38k records. I am sending the streams in the same sequence as I am reading

Re: Can LBFGS be used on streaming data?

2015-03-25 Thread DB Tsai
Hi Arunkumar, I think L-BFGS will not work since L-BFGS algorithm assumes that the objective function will be always the same (i.e., the data is the same) for entire optimization process to construct the approximated Hessian matrix. In the streaming case, the data will be changing, so it will

Re: Can LBFGS be used on streaming data?

2015-03-19 Thread Jeremy Freeman
Regarding the first question, can you say more about how you are loading your data? And what is the size of the data set? And is that the only error you see, and do you only see it in the streaming version? For the second question, there are a couple reasons the weights might slightly differ,

Re: Can LBFGS be used on streaming data?

2015-03-17 Thread EcoMotto Inc.
Hello Jeremy, Thank you for your reply. When I am running this code on the local machine on a streaming data, it keeps giving me this error: *WARN TaskSetManager: Lost task 2.0 in stage 211.0 (TID 4138, localhost): java.io.FileNotFoundException:

Re: Can LBFGS be used on streaming data?

2015-03-17 Thread Jeremy Freeman
Hi Arunkumar, That looks like it should work. Logically, it’s similar to the implementation used by StreamingLinearRegression and StreamingLogisticRegression, see this class:

Can LBFGS be used on streaming data?

2015-03-16 Thread EcoMotto Inc.
Hello, I am new to spark streaming API. I wanted to ask if I can apply LBFGS (with LeastSquaresGradient) on streaming data? Currently I am using forecahRDD for parsing through DStream and I am generating a model based on each RDD. Am I doing anything logically wrong here? Thank you. Sample