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Ching-Pei Lee commented on SPARK-4976: -------------------------------------- PR: https://github.com/apache/spark/pull/3815 > 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. -- 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