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Posted to issues@spark.apache.org by "Debasish Das (JIRA)" <ji...@apache.org> on 2014/08/13 17:08:12 UTC
[jira] [Updated] (SPARK-2426) Quadratic Minimization for MLlib ALS
[ https://issues.apache.org/jira/browse/SPARK-2426?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Debasish Das updated SPARK-2426:
--------------------------------
Description:
Current ALS supports least squares and nonnegative least squares.
I presented ADMM and IPM based Quadratic Minimization solvers to be used for the following ALS problems:
1. ALS with bounds
2. ALS with L1 regularization
3. ALS with Equality constraint and bounds
Initial runtime comparisons are presented at Spark Summit.
http://spark-summit.org/2014/talk/quadratic-programing-solver-for-non-negative-matrix-factorization-with-spark
Based on Xiangrui's feedback I am currently comparing the ADMM based Quadratic Minimization solvers with IPM based QpSolvers and the default ALS/NNLS. I will keep updating the runtime comparison results.
For integration the detailed plan is as follows:
1. Add QuadraticMinimizer and Proximal algorithms in mllib.optimization
2. Integrate QuadraticMinimizer in mllib ALS
was:
Current ALS supports least squares and nonnegative least squares.
I presented ADMM and IPM based Quadratic Minimization solvers to be used for the following ALS problems:
1. ALS with bounds
2. ALS with L1 regularization
3. ALS with Equality constraint and bounds
Initial runtime comparisons are presented at Spark Summit.
http://spark-summit.org/2014/talk/quadratic-programing-solver-for-non-negative-matrix-factorization-with-spark
Based on Xiangrui's feedback I am currently comparing the ADMM based Quadratic Minimization solvers with IPM based QpSolvers and the default ALS/NNLS. I will keep updating the runtime comparison results.
For integration the detailed plan is as follows:
1. Add ADMM and IPM based QuadraticMinimization solvers to breeze.optimize.quadratic package.
2. Add a QpSolver object in spark mllib optimization which calls breeze
3. Add the QpSolver object in spark mllib ALS
> Quadratic Minimization for MLlib ALS
> ------------------------------------
>
> Key: SPARK-2426
> URL: https://issues.apache.org/jira/browse/SPARK-2426
> Project: Spark
> Issue Type: New Feature
> Components: MLlib
> Affects Versions: 1.0.0
> Reporter: Debasish Das
> Assignee: Debasish Das
> Original Estimate: 504h
> Remaining Estimate: 504h
>
> Current ALS supports least squares and nonnegative least squares.
> I presented ADMM and IPM based Quadratic Minimization solvers to be used for the following ALS problems:
> 1. ALS with bounds
> 2. ALS with L1 regularization
> 3. ALS with Equality constraint and bounds
> Initial runtime comparisons are presented at Spark Summit.
> http://spark-summit.org/2014/talk/quadratic-programing-solver-for-non-negative-matrix-factorization-with-spark
> Based on Xiangrui's feedback I am currently comparing the ADMM based Quadratic Minimization solvers with IPM based QpSolvers and the default ALS/NNLS. I will keep updating the runtime comparison results.
> For integration the detailed plan is as follows:
> 1. Add QuadraticMinimizer and Proximal algorithms in mllib.optimization
> 2. Integrate QuadraticMinimizer in mllib ALS
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