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Posted to issues@madlib.apache.org by "ASF GitHub Bot (JIRA)" <ji...@apache.org> on 2016/09/30 00:44:20 UTC

[jira] [Commented] (MADLIB-950) Add grouping support to elastic net

    [ https://issues.apache.org/jira/browse/MADLIB-950?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15534589#comment-15534589 ] 

ASF GitHub Bot commented on MADLIB-950:
---------------------------------------

GitHub user njayaram2 opened a pull request:

    https://github.com/apache/incubator-madlib/pull/69

    Elastic Net: Add grouping support

    JIRA: MADLIB-950
    
    Changes to add grouping support for Gaussian and Binomial models
    that use FISTA for optimization. This has to be replicated to using
    IGD for optimization, which will be done after getting feedback
    on the changes made in this commit.
    
    IMPORTANT: There is a parameter called "use_active_sets", and I am
    not sure what the implications of that parameter are. Deferring
    any changes to handle that for later.
    
    Goal of this PR is to get feedback on Fista optimization.
    
    @iyerr3 @mktal 

You can merge this pull request into a Git repository by running:

    $ git pull https://github.com/njayaram2/incubator-madlib feature/elasticnet-grouping

Alternatively you can review and apply these changes as the patch at:

    https://github.com/apache/incubator-madlib/pull/69.patch

To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:

    This closes #69
    
----
commit f68ff9f28bcc4cbb730b955563aa7ebe7bb41f62
Author: Nandish Jayaram <nj...@pivotal.io>
Date:   2016-09-30T00:08:20Z

    Elastic Net: Add grouping support
    
    JIRA: MADLIB-950
    
    Changes to add grouping support for Gaussian and Binomial models
    that use FISTA for optimization. This has to be replicated to using
    IGD for optimization, which will be done after getting feedback
    on the changes made in this commit.
    
    IMPORTANT: There is a parameter called "use_active_sets", and I am
    not sure what the implications of that parameter are. Deferring
    any changes to handle that for later.

----


> Add grouping support to elastic net
> -----------------------------------
>
>                 Key: MADLIB-950
>                 URL: https://issues.apache.org/jira/browse/MADLIB-950
>             Project: Apache MADlib
>          Issue Type: New Feature
>          Components: Module: Regularized Regression
>            Reporter: Frank McQuillan
>            Assignee: Nandish Jayaram
>             Fix For: v1.10
>
>
> http://doc.madlib.net/latest/group__grp__elasticnet.html



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