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https://issues.apache.org/jira/browse/SPARK-1503?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16013999#comment-16013999
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Nick Pentreath edited comment on SPARK-1503 at 5/17/17 1:13 PM:
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I think it's safe to say this won't go into Spark core, especially as there is
(at least some) support in an external package now. Shall we close this off?
was (Author: mlnick):
I think it's safe to say this won't go into Spark core, especially as there is
(at least some) support in an extern
> Implement Nesterov's accelerated first-order method
> ---------------------------------------------------
>
> Key: SPARK-1503
> URL: https://issues.apache.org/jira/browse/SPARK-1503
> Project: Spark
> Issue Type: New Feature
> Components: MLlib
> Reporter: Xiangrui Meng
> Assignee: Aaron Staple
> Attachments: linear_l1.png, linear.png, logistic_l2.png, logistic.png
>
>
> Nesterov's accelerated first-order method is a drop-in replacement for
> steepest descent but it converges much faster. We should implement this
> method and compare its performance with existing algorithms, including SGD
> and L-BFGS.
> TFOCS (http://cvxr.com/tfocs/) is a reference implementation of Nesterov's
> method and its variants on composite objectives.
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