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Posted to issues@spark.apache.org by "Nick Pentreath (JIRA)" <ji...@apache.org> on 2017/05/17 13:13:04 UTC

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

    [ 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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