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Debasish Das edited comment on SPARK-9834 at 6/5/16 4:49 PM: ------------------------------------------------------------- Do you have runtime comparisons that when features <= 4096, OLS using Normal Equations is faster than BFGS ? I am extending OLS for sparse features and it will be great if you can point to the runtime experiments you have done... was (Author: debasish83): Do you have runtime comparisons that when features <= 4096, OLS using Normal Equations is faster than BFGS ? > Normal equation solver for ordinary least squares > ------------------------------------------------- > > Key: SPARK-9834 > URL: https://issues.apache.org/jira/browse/SPARK-9834 > Project: Spark > Issue Type: New Feature > Components: ML > Reporter: Xiangrui Meng > Assignee: Xiangrui Meng > Fix For: 1.6.0 > > > Add normal equation solver for ordinary least squares with not many features. > The approach requires one pass to collect AtA and Atb, then solve the problem > on driver. It works well when the problem is not very ill-conditioned and not > having many columns. It also provides R-like summary statistics. > We can hide this implementation under LinearRegression. It is triggered when > there are no more than, e.g., 4096 features. -- This message was sent by Atlassian JIRA (v6.3.4#6332) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org