Github user tmyklebu commented on the pull request:
https://github.com/apache/spark/pull/5005#issuecomment-90963126
OK. I haven't made a serious attempt to write a solver for general
L1-constrained least squares problems. I don't see anything wrong with
implementing a generalisation of Polyak's method for more general constrained
least squares problems, but I'm not too sure it'll go fast. (It probably flies
once you're close to the optimal face, but that isn't where you start.) With
nonnegativity-constrained least-squares, the active set usually doesn't change
very much.
---
If your project is set up for it, you can reply to this email and have your
reply appear on GitHub as well. If your project does not have this feature
enabled and wishes so, or if the feature is enabled but not working, please
contact infrastructure at infrastruct...@apache.org or file a JIRA ticket
with INFRA.
---
---------------------------------------------------------------------
To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org
For additional commands, e-mail: reviews-h...@spark.apache.org
