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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.
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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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