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Joseph K. Bradley commented on SPARK-1503: ------------------------------------------ I'm fine with us closing it since there isn't momentum on it, but I could definitely see us reviving it in the future. It could be worth exploring as a lightweight alternative to LBFGS. > 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. -- This message was sent by Atlassian JIRA (v6.3.15#6346) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org