Github user yinxusen commented on a diff in the pull request: https://github.com/apache/spark/pull/458#discussion_r11833194 --- Diff: mllib/src/main/scala/org/apache/spark/mllib/regression/Lasso.scala --- @@ -87,6 +85,49 @@ class LassoWithSGD private ( } /** + * Train a regression model with L1-regularization and L2-regularization using + * Alternating Direction Method of Multiplier (ADMM). + * This solves the l1-regularized least squares regression formulation + * f(weights) = 1/2 ||A weights-y||^2 + l1RegParam ||weights||_1 + l2RegParam/2 ||weights||_2^2 + * Here the data matrix has n rows, and the input RDD holds the set of rows of A, each with + * its corresponding right hand side label y. + * See also the documentation for the precise formulation. + */ +class LassoWithADMM private ( + var numPartitions: Int, + var numIterations: Int, + var l1RegParam: Double, + var l2RegParam: Double, + var penalty: Double) + extends GeneralizedLinearAlgorithm[LassoModel] with Serializable { + --- End diff -- A single blank line is good enough. Same below.
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