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Posted to issues@spark.apache.org by "Xiangrui Meng (JIRA)" <ji...@apache.org> on 2014/10/10 08:40:34 UTC

[jira] [Updated] (SPARK-1503) Implement Nesterov's accelerated first-order method

     [ https://issues.apache.org/jira/browse/SPARK-1503?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Xiangrui Meng updated SPARK-1503:
---------------------------------
    Assignee: Aaron Staple  (was: Xiangrui Meng)

> 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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