Github user etrain commented on the pull request:
https://github.com/apache/spark/pull/458#issuecomment-40994263
Hey, this looks awesome! One high-level issue I see is that the ADMM
optimizer has embedded in it knowledge of the loss function it's trying to
minimize. ADMM is much more general than that and is nicely scalable - can we
abstract out the general ADMM computation pattern out in a spirit similar to
what we've done with GradientDescent - and have Lasso, SVM, etc. done with ADMM
as subclasses that implement a specialized "compute" function (or something)?
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