[jira] [Assigned] (SPARK-1503) Implement Nesterov's accelerated first-order method
[ https://issues.apache.org/jira/browse/SPARK-1503?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Apache Spark reassigned SPARK-1503: --- Assignee: Apache Spark (was: Aaron Staple) > 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: Apache Spark > 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
[jira] [Assigned] (SPARK-1503) Implement Nesterov's accelerated first-order method
[ https://issues.apache.org/jira/browse/SPARK-1503?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Apache Spark reassigned SPARK-1503: --- Assignee: Aaron Staple (was: Apache Spark) > 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
[jira] [Assigned] (SPARK-1503) Implement Nesterov's accelerated first-order method
[ https://issues.apache.org/jira/browse/SPARK-1503?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ] Xiangrui Meng reassigned SPARK-1503: Assignee: Xiangrui Meng > 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: Xiangrui Meng > > 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
