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Posted to issues@flink.apache.org by "Theodore Vasiloudis (JIRA)" <ji...@apache.org> on 2016/03/11 15:37:56 UTC

[jira] [Comment Edited] (FLINK-1932) Add L-BFGS to the optimization framework

    [ https://issues.apache.org/jira/browse/FLINK-1932?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15190999#comment-15190999 ] 

Theodore Vasiloudis edited comment on FLINK-1932 at 3/11/16 2:37 PM:
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Hello [~spkavulya], thanks that sounds great.

I've done some initial work on this, but I wasn't happy with the implementation or performance so I haven't made a PR.

You can find the code here: https://github.com/thvasilo/flink/commit/269e572bc541aeae31501a8e9c51a511fcba15da


was (Author: tvas):
Hello [~spkavulya], thanks that sounds great.

I've done some initial work on this, but I'm wasn't happy with the implementation or performance so I haven't made a PR.

You can find the code here: https://github.com/thvasilo/flink/commit/122379457154974bc85a3e40406b48eafff418a6

> Add L-BFGS to the optimization framework
> ----------------------------------------
>
>                 Key: FLINK-1932
>                 URL: https://issues.apache.org/jira/browse/FLINK-1932
>             Project: Flink
>          Issue Type: New Feature
>          Components: Machine Learning Library
>            Reporter: Till Rohrmann
>            Assignee: Theodore Vasiloudis
>              Labels: ML
>
> A good candidate to add to the new optimization framework could be L-BFGS [1, 2].
> Resources:
> [1] http://papers.nips.cc/paper/5333-large-scale-l-bfgs-using-mapreduce.pdf
> [2] http://en.wikipedia.org/wiki/Limited-memory_BFGS



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