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Posted to issues@spark.apache.org by "Xiangrui Meng (JIRA)" <ji...@apache.org> on 2014/04/07 19:49:14 UTC

[jira] [Resolved] (SPARK-1218) Minibatch SGD with random sampling

     [ https://issues.apache.org/jira/browse/SPARK-1218?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Xiangrui Meng resolved SPARK-1218.
----------------------------------

       Resolution: Fixed
    Fix Version/s: 0.9.0

Fixed in 0.9.0 or an earlier version.

> Minibatch SGD with random sampling
> ----------------------------------
>
>                 Key: SPARK-1218
>                 URL: https://issues.apache.org/jira/browse/SPARK-1218
>             Project: Spark
>          Issue Type: New Feature
>          Components: MLlib
>            Reporter: Ameet Talwalkar
>            Assignee: Shivaram Venkataraman
>             Fix For: 0.9.0
>
>
> Takes a gradient function as input.  At each iteration, we run stochastic gradient descent locally on each worker with a fraction of the data points selected randomly and with replacement (i.e., sampled points may overlap across iterations).



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