Hi DB, I have forked the LBFGS repo. The features that I want in it are the following:
a. OWL-QN for solving L1 natively in BFGS b. Bound constraints in BFGS : I saw you have converted the fortran code. Is there a license issue ? I can help in getting that up to speed as well. c. Few variants of line searches : I will discuss on it. For the dbtsai-lbfgs branch seems like it already got merged by Jenkins. Is this getting merged to the master or there will be revisions on it ? https://github.com/apache/spark/pull/53 Thanks. Deb On Mon, Mar 3, 2014 at 2:29 PM, DB Tsai <dbt...@alpinenow.com> wrote: > Hi Deb, > > 1) The LBFGS code I published to maven central is here, > https://github.com/dbtsai/lbfgs You can fork it, and publish it > locally so that mllib can use it. I also want to add orthant wise for > L1, so we can work together to make it happen. > > I think ideally, we can rewrite it in scala, and move the optimizer to > spark codebase. But I don't know how easy it is to write a very robust > lbfgs. > > 2) I think the most easy way is just fork > https://github.com/AlpineNow/spark/, and checkout dbtsai-lbfgs branch. > > We also need sparse support as well. Do we have good infrastructure > around this? > > Thanks. > > Sincerely, > > DB Tsai > Machine Learning Engineer > Alpine Data Labs > -------------------------------------- > Web: http://alpinenow.com/ > > > On Sun, Mar 2, 2014 at 10:23 AM, Debasish Das <debasish.da...@gmail.com> > wrote: > > Hi DB, > > > > 1. Could you point to the BFGS repositories used to publish artifacts to > > maven central ? What's the best way to add changes to it ? I fork the > repo > > at my github ? Basically as I mentioned before I need to add lbfgs-b, > > orthant wise for L1 handling and few variants of line search to lbfgs... > > > > 2. For the spark pull request, what's the best way to get your branch > > dbtsai-lbfgs ? > > > > On my github spark mirror I can make a branch called debasish-lbfgs and > > merge your code to it ? > > > > I need sparse support to the logistic regression classifier using lbfgs > > solve and therefore I will need Xiangrui's branch as well... > > > > https://github.com/apache/incubator-spark/pull/575 > > > > Thanks. > > Deb > > > > > > > > > > > > > > > > On Sun, Mar 2, 2014 at 12:14 AM, DB Tsai <dbt...@alpinenow.com> wrote: > > > >> Hi Deb, > >> > >> The PR is here > >> https://github.com/apache/spark/pull/53 > >> > >> Hi Evan, > >> > >> I think we need to refactor the optimization methods and also the way > >> we write algorithms. For example, if I want to use the new > >> optimization method in LogisticRegression.scala, I need to implement > >> LogisticRegressionWithLBFGS class and object which are mostly > >> identical to LogisticRegressionWithSGD. I'll open a JIRA for this. > >> > >> I just submit the LBFGS PR https://github.com/apache/spark/pull/53 , > >> and it depends on a bug fix in another PR > >> https://github.com/apache/spark/pull/40 > >> > >> Any comment and feedback is welcome. > >> > >> Thanks. > >> > >> Sincerely, > >> > >> DB Tsai > >> Machine Learning Engineer > >> Alpine Data Labs > >> -------------------------------------- > >> Web: http://alpinenow.com/ > >> >
