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https://issues.apache.org/jira/browse/SPARK-4976?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Ching-Pei Lee updated SPARK-4976:
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Component/s: MLlib
> trust region Newton optimizer in mllib
> --------------------------------------
>
> Key: SPARK-4976
> URL: https://issues.apache.org/jira/browse/SPARK-4976
> Project: Spark
> Issue Type: New Feature
> Components: MLlib
> Reporter: Ching-Pei Lee
> Original Estimate: 1h
> Remaining Estimate: 1h
>
> 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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