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Posted to issues@spark.apache.org by "Feynman Liang (JIRA)" <ji...@apache.org> on 2015/07/10 07:42:04 UTC

[jira] [Commented] (SPARK-8520) Improve GLM's scalability on number of features

    [ https://issues.apache.org/jira/browse/SPARK-8520?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14621780#comment-14621780 ] 

Feynman Liang commented on SPARK-8520:
--------------------------------------

To clarify, is this [vector free LBGFS | http://papers.nips.cc/paper/5333-large-scale-l-bfgs-using-mapreduce.pdf] the solution proposed in 2?

> Improve GLM's scalability on number of features
> -----------------------------------------------
>
>                 Key: SPARK-8520
>                 URL: https://issues.apache.org/jira/browse/SPARK-8520
>             Project: Spark
>          Issue Type: Improvement
>          Components: ML
>    Affects Versions: 1.4.0
>            Reporter: Xiangrui Meng
>            Assignee: Xiangrui Meng
>            Priority: Critical
>              Labels: advanced
>
> MLlib's GLM implementation uses driver to collect gradient updates. When there exist many features (>20 million), the driver becomes the performance bottleneck. In practice, it is common to see a problem with a large feature dimension, resulting from hashing or other feature transformations. So it is important to improve MLlib's scalability on number of features.
> There are couple possible solutions:
> 1. still use driver to collect updates, but reduce the amount of data it collects at each iteration.
> 2. apply 2D partitioning to the training data and store the model coefficients distributively (e.g., vector-free l-bfgs)
> 3. parameter server
> 4. ...



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