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Posted to issues@spark.apache.org by "Aaron Staple (JIRA)" <ji...@apache.org> on 2014/11/21 20:03:33 UTC
[jira] [Comment Edited] (SPARK-1503) Implement Nesterov's
accelerated first-order method
[ https://issues.apache.org/jira/browse/SPARK-1503?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14221233#comment-14221233 ]
Aaron Staple edited comment on SPARK-1503 at 11/21/14 7:03 PM:
---------------------------------------------------------------
[~mengxr] Sorry for the delay. I wrote up a design proposal for the initial implementation. Let me know what you think, and if you'd like me to clarify anything.
https://docs.google.com/document/d/1L50O66LnBfVopFjptbet2ZTQRzriZTjKvlIILZwKsno/edit?usp=sharing
was (Author: staple):
[~mengxr] Sorry for the delay. I wrote up a design proposal for the initial implementation. Let me know what you think, if you'd like me to clarify anything.
https://docs.google.com/document/d/1L50O66LnBfVopFjptbet2ZTQRzriZTjKvlIILZwKsno/edit?usp=sharing
> Implement Nesterov's accelerated first-order method
> ---------------------------------------------------
>
> Key: SPARK-1503
> URL: https://issues.apache.org/jira/browse/SPARK-1503
> Project: Spark
> Issue Type: New Feature
> Components: MLlib
> Reporter: Xiangrui Meng
> Assignee: Aaron Staple
>
> Nesterov's accelerated first-order method is a drop-in replacement for steepest descent but it converges much faster. We should implement this method and compare its performance with existing algorithms, including SGD and L-BFGS.
> TFOCS (http://cvxr.com/tfocs/) is a reference implementation of Nesterov's method and its variants on composite objectives.
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