[jira] [Commented] (SPARK-1359) SGD implementation is not efficient

2017-05-17 Thread Nick Pentreath (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-1359?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16013998#comment-16013998
 ] 

Nick Pentreath commented on SPARK-1359:
---

Do we care much about this now, since {{mllib}}'s SGD is in maintenance mode 
and currently {{ml}} supports only L-BFGS (or IRLS)? Shall we close this off?

> SGD implementation is not efficient
> ---
>
> Key: SPARK-1359
> URL: https://issues.apache.org/jira/browse/SPARK-1359
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 0.9.0, 1.0.0
>Reporter: Xiangrui Meng
>
> The SGD implementation samples a mini-batch to compute the stochastic 
> gradient. This is not efficient because examples are provided via an iterator 
> interface. We have to scan all of them to obtain a sample.



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[jira] [Commented] (SPARK-1359) SGD implementation is not efficient

2017-04-24 Thread yu peng (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-1359?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15981794#comment-15981794
 ] 

yu peng commented on SPARK-1359:


i think by randomly shuffle partitions and do gradient Descent by 
toLocalIterator is better and without compromising accuracy 

> SGD implementation is not efficient
> ---
>
> Key: SPARK-1359
> URL: https://issues.apache.org/jira/browse/SPARK-1359
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 0.9.0, 1.0.0
>Reporter: Xiangrui Meng
>
> The SGD implementation samples a mini-batch to compute the stochastic 
> gradient. This is not efficient because examples are provided via an iterator 
> interface. We have to scan all of them to obtain a sample.



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[jira] [Commented] (SPARK-1359) SGD implementation is not efficient

2016-03-30 Thread Yu Ishikawa (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-1359?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15219190#comment-15219190
 ] 

Yu Ishikawa commented on SPARK-1359:


[~mbaddar] Since the current ann in mllib depends on `GradientDescent`, we 
should modify the efficienty.
How do we evaluate new implementation against the current implementation? And 
What are better tasks to evaluate it?
- Metrics
1. Convergence Effieiency
2. Compute Cost
3. Compute Time
4. Other
- Task
1. Logistic Regression and Linear Regression with random generated data
2. Logistic Regression and Linear Regression with any Kaggle data
3. Other

I make an implementation of Parallelized Stochastic Gradient Descent.
https://github.com/yu-iskw/spark-parallelized-sgd

> SGD implementation is not efficient
> ---
>
> Key: SPARK-1359
> URL: https://issues.apache.org/jira/browse/SPARK-1359
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 0.9.0, 1.0.0
>Reporter: Xiangrui Meng
>
> The SGD implementation samples a mini-batch to compute the stochastic 
> gradient. This is not efficient because examples are provided via an iterator 
> interface. We have to scan all of them to obtain a sample.



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[jira] [Commented] (SPARK-1359) SGD implementation is not efficient

2016-03-16 Thread Mohamed Baddar (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-1359?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15197062#comment-15197062
 ] 

Mohamed Baddar commented on SPARK-1359:
---

[~mengxr] If this issue is still of interest and nobody is working on it , I 
can start implementation.

> SGD implementation is not efficient
> ---
>
> Key: SPARK-1359
> URL: https://issues.apache.org/jira/browse/SPARK-1359
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 0.9.0, 1.0.0
>Reporter: Xiangrui Meng
>
> The SGD implementation samples a mini-batch to compute the stochastic 
> gradient. This is not efficient because examples are provided via an iterator 
> interface. We have to scan all of them to obtain a sample.



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