> of them running on datasets
>
> I am hoping we can re-use the solver for SVM variants...
>
> Could you please point to some implementation references for Nystrom
> approximations or kernel mappings ?
>
> Thanks.
> Deb
>
>
> On Sat, Jun 28, 2014 at 11:26 AM, To
What flavor of SVM are you trying to support? LSSVM doesn't need a bound
constraint, but most other formulations do. There have been ideas for
bound-constrained CG, though bounded LBFGS is more common. I think code
for Nystrom approximations or kernel mappings would be more useful.
On Fri, Jun
I don't know about Spark's implementation, but with LBFGS, there is a line
search step. Since computing the line search takes roughly the same work
as one iteration, an efficient implementation will take a full step and
simultaneously compute the gradient for the next step and check if the
update
