Yeah we should move f2j L-BFGS and L-BFGS-B to breeze..they already have 2 line searches..also the OWL-QN outline...
Hi Xiangrui, What's the plan on the PR ? https://github.com/apache/incubator-spark/pull/575 Will you add breeze as a dependency for the sparse support ? I looked at your branch https://github.com/mengxr/incubator-spark/tree/sparse and the code is using mahout wrapper. I can add a branch which updates GLM with breeze sparse matrices in case you are fine with breeze license and other issues that we discussed on the PR. Thanks. Deb On Mon, Mar 3, 2014 at 10:47 PM, DB Tsai <dbt...@alpinenow.com> wrote: > 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 fix the L-BFGS in breeze, and we can get OWL-QN and > L-BFGS-B. > > What do you think? > > Thanks. > > Sincerely, > > DB Tsai > Machine Learning Engineer > Alpine Data Labs > -------------------------------------- > Web: http://alpinenow.com/ > > > On Mon, Mar 3, 2014 at 3:52 PM, DB Tsai <dbt...@alpinenow.com> wrote: > > 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 you have converted the fortran > code. > >> Is there a license issue ? I can help in getting that up to speed as > well. > > I tried to convert the code from Fortran L-BFGS-B implementation to > > java using f2j; the translated code is just a messy, and it just > > doesn't work at all. There is no license issue here. Any idea about > > how to approach this? > > > >> c. Few variants of line searches : I will discuss on it. > >> For the dbtsai-lbfgs branch seems like it already got merged by Jenkins. > > I don't think it's merged into master. Still have couple things needed > > to be cleaned up. Just open the PR to have public feedback. > > > >> Is this getting merged to the master or there will be revisions on it ? > >> > >> https://github.com/apache/spark/pull/53 > >> > >> Thanks. > >> Deb > > > > Sincerely, > > > > DB Tsai > > Machine Learning Engineer > > Alpine Data Labs > > -------------------------------------- > > Web: http://alpinenow.com/ >
