Github user debasish83 commented on the pull request:
https://github.com/apache/spark/pull/458#issuecomment-42220945
Depends how you solve L1 with lbfgs...
OWL-QN for L1 is definitely a solution...
You can also replace L1 as soft-max and but then you have to be careful
with the schedule of soft-max smoothness....
I think just pick OWL-QN for L1 (as it is implemented in breeze) and
comparing against ADMM will be good....
On Sun, May 4, 2014 at 10:31 PM, DB Tsai <notificati...@github.com> wrote:
> lbfgs is not good for L1 problem. I'm working on and preparing to do
> benchmark with bfgs variant OWL-QN for L1 which is ideal to be compared
> with ADMM.
>
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