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https://issues.apache.org/jira/browse/SPARK-4976?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Ching-Pei Lee updated SPARK-4976:
---------------------------------
    Component/s: MLlib

> trust region Newton optimizer in mllib
> --------------------------------------
>
>                 Key: SPARK-4976
>                 URL: https://issues.apache.org/jira/browse/SPARK-4976
>             Project: Spark
>          Issue Type: New Feature
>          Components: MLlib
>            Reporter: Ching-Pei Lee
>   Original Estimate: 1h
>  Remaining Estimate: 1h
>
> Trust region Newton method (TRON) is a truncated Newton method for optimizing 
> twice-differentiable, unconstrained convex optimization problems. It has been 
> shown in recent research 
> (http://www.csie.ntu.edu.tw/~cjlin/papers/logistic.pdf) to be faster than 
> L-BFGS when solving logistic regression problems.
> One of the use can be training large-scale logistic regression/least square 
> regression with many features and instances.
> We'll use breeze implementation of TRON.



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