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Posted to reviews@spark.apache.org by coderxiang <gi...@git.apache.org> on 2014/05/02 00:40:04 UTC

[GitHub] spark pull request: [SPARK-1543][MLlib] Add ADMM for solving Lasso...

Github user coderxiang commented on the pull request:

    https://github.com/apache/spark/pull/458#issuecomment-41965253
  
    @yinxusen @mengxr I update the local solver and the running time has been substantially improved. On a cluster with 4 workers, the program converges in 2.3 min for 10k * 10k data and 19 min for 50k * 10k. Most of the computation happens in the preprocess of factorizing each design matrix. The computational cost inside each ADMM iteration is minor now.


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