Ching-Pei Lee created SPARK-4976:
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Summary: trust region Newton optimizer in mllib
Key: SPARK-4976
URL: https://issues.apache.org/jira/browse/SPARK-4976
Project: Spark
Issue Type: New Feature
Reporter: Ching-Pei Lee
Trust region Newton method (TRON) is a truncated Newton method for optimizing
twice-differentiable, unconstrained convex optimization problems. It has been
shown in recent research
(http://www.csie.ntu.edu.tw/~cjlin/papers/logistic.pdf) to be faster than
L-BFGS when solving logistic regression problems.
One of the use can be training large-scale logistic regression/least square
regression with many features and instances.
We'll use breeze implementation of TRON.
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