[
https://issues.apache.org/jira/browse/SPARK-1503?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14224132#comment-14224132
]
Aaron Staple commented on SPARK-1503:
-------------------------------------
[~mengxr] [~rezazadeh] Ok, thanks for the heads up. Let me know if there’s
anything about the spec that should be handled differently. I covered most of
the mathematics informally (the details are already covered formally in the
references). And in addition, the proposal describes a method of implementing
TFOCS functionality distributively but does not investigate existing
distributed optimization systems.
> 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
>
> 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
(v6.3.4#6332)
---------------------------------------------------------------------
To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org
For additional commands, e-mail: issues-h...@spark.apache.org
