You are viewing a plain text version of this content. The canonical link for it is here.

Posted to issues@spark.apache.org by "Hyukjin Kwon (JIRA)" <ji...@apache.org> on 2019/05/21 04:16:34 UTC

[jira] [Resolved] (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 ]

Hyukjin Kwon resolved SPARK-1503.
---------------------------------
    Resolution: Incomplete

> 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
>            Priority: Major
>              Labels: bulk-closed
>         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
(v7.6.3#76005)

---------------------------------------------------------------------
To unsubscribe, e-mail: issues-unsubscribe@spark.apache.org
For additional commands, e-mail: issues-help@spark.apache.org