[jira] [Comment Edited] (FLINK-2014) Add LASSO regression

["Victor Chen (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/FLINK-2014?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15484612#comment-15484612 ] 

Victor Chen edited comment on FLINK-2014 at 9/12/16 8:55 PM:
-------------------------------------------------------------

To do LASSO, I'm thinking of implementing Greedy Parallel Coordinate Descent (http://www.caam.rice.edu/~optimization/disparse/parallel_and_distributed_sparse_optimization.pdf).

Similar to PR#1102 (https://github.com/apache/flink/pull/1102), I'm interested in performing training with SSP. Would it be too risky to base my alg on SSP (since the PR hasn't been merged yet)? Are there any "primitives" in Flink I could use to do non-SSP training (e.g. sync/async training)? I'm planning to get a minimum viable "product" by the end of this week.

Also, I know [~tvas] is working on FLINK-2013 (Create GLM framework). Should I extend the GLM interface from your branch? SInce I plan to finish by the end of this week and I don't know how much time it'll take, I propose to code a LASSO-specific algorithm, then within 2 weeks or so, generalize to the GLM framework.


was (Author: vlchen91):
To do LASSO, I'm thinking of implementing Greedy Parallel Coordinate Descent (http://www.caam.rice.edu/~optimization/disparse/parallel_and_distributed_sparse_optimization.pdf).

Similar to PR#1102 (https://github.com/apache/flink/pull/1102), I'm interested in performing training with SSP. Would it be too risky to base my alg on SSP (since the PR hasn't been merged yet)? Are there any "primitives" in Flink I could use to do non-SSP training (e.g. sync/async training)? I'm planning to get a minimum viable "product" by the end of this week.

Also, I know Theodore is working on FLINK-2013 (Create GLM framework). Should I extend the GLM interface from your branch? SInce I plan to finish by the end of this week and I don't know how much time it'll take, I propose to code a LASSO-specific algorithm, then within 2 weeks or so, generalize to the GLM framework.

> Add LASSO regression
> --------------------
>
>                 Key: FLINK-2014
>                 URL: https://issues.apache.org/jira/browse/FLINK-2014
>             Project: Flink
>          Issue Type: New Feature
>          Components: Machine Learning Library
>            Reporter: Theodore Vasiloudis
>            Assignee: Theodore Vasiloudis
>            Priority: Minor
>
> LASSO is a linear model that uses L1 regularization



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