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Joseph K. Bradley commented on SPARK-1503: ------------------------------------------ [~staple] [~lewuathe] Can you please coordinate about how convergence is measured, as in [SPARK-3382]? The current implementation for [SPARK-3382] uses relative convergence w.r.t. the weight vector, where it measures relative to the weight vector from the previous iteration. I figure we should use the same convergence criterion for both accelerated and non-accelerated gradient descent. > 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.png, linear_l1.png, logistic.png, logistic_l2.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 (v6.3.4#6332) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org