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From Kun Yang <kuny...@stanford.edu>
Subject Re: [jira] [Commented] (MAHOUT-1273) Single Pass Algorithm for Penalized Linear Regression with Cross Validation on MapReduce
Date Wed, 31 Jul 2013 22:42:00 GMT
I submitted to "Mahout-git", can you see my review request?

----- Original Message -----
From: "Sebastian Schelter" <ssc@apache.org>
To: dev@mahout.apache.org
Sent: Wednesday, July 31, 2013 3:34:40 PM
Subject: Re: [jira] [Commented] (MAHOUT-1273) Single Pass Algorithm for Penalized Linear Regression
with Cross Validation on MapReduce

I can login and browse the reviews.

2013/7/31 Kun Yang <kunyang@stanford.edu>

> It still complains with an error page: "Something broke! (Error 500)". Is
> there something wrong with the server?
>
> ----- Original Message -----
> From: "Sebastian Schelter" <ssc@apache.org>
> To: dev@mahout.apache.org
> Sent: Wednesday, July 31, 2013 3:28:10 PM
> Subject: Re: [jira] [Commented] (MAHOUT-1273) Single Pass Algorithm for
> Penalized Linear Regression with Cross Validation on MapReduce
>
> Oh, I think you have to use trunk/ not /trunk/ Maybe that helps.
>
> 2013/7/31 Kun Yang (JIRA) <jira@apache.org>
>
> >
> >     [
> >
> https://issues.apache.org/jira/browse/MAHOUT-1273?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=13725782#comment-13725782
> ]
> >
> > Kun Yang commented on MAHOUT-1273:
> > ----------------------------------
> >
> > I use git command. The patch works on my machine.
> > git diff HEAD^1 > ~/Downloads/PenalizedLinearRegression.patch
> >
> > > Single Pass Algorithm for Penalized Linear Regression with Cross
> > Validation on MapReduce
> > >
> >
> ----------------------------------------------------------------------------------------
> > >
> > >                 Key: MAHOUT-1273
> > >                 URL: https://issues.apache.org/jira/browse/MAHOUT-1273
> > >             Project: Mahout
> > >          Issue Type: New Feature
> > >    Affects Versions: 0.9
> > >            Reporter: Kun Yang
> > >              Labels: documentation, features, patch, test
> > >             Fix For: 0.9
> > >
> > >         Attachments: Algorithm and Numeric Stability.pdf, java
> > files.pdf, Manual and Example.pdf, PenalizedLinear.pdf,
> > PenalizedLinearRegression.patch
> > >
> > >   Original Estimate: 720h
> > >  Remaining Estimate: 720h
> > >
> > > Penalized linear regression such as Lasso, Elastic-net are widely used
> > in machine learning, but there are no very efficient scalable
> > implementations on MapReduce.
> > > The published distributed algorithms for solving this problem is either
> > iterative (which is not good for MapReduce, see Steven Boyd's paper) or
> > approximate (what if we need exact solutions, see Paralleled stochastic
> > gradient descent); another disadvantage of these algorithms is that they
> > can not do cross validation in the training phase, which requires a
> > user-specified penalty parameter in advance.
> > > My ideas can train the model with cross validation in a single pass.
> > They are based on some simple observations.
> > > The core algorithm is a modified version of coordinate descent (see J.
> > Freedman's paper). They implemented a very efficient R package "glmnet",
> > which is the de facto standard of penalized regression.
> > > I have implemented the primitive version of this algorithm in Alpine
> > Data Labs.
> >
> > --
> > This message is automatically generated by JIRA.
> > If you think it was sent incorrectly, please contact your JIRA
> > administrators
> > For more information on JIRA, see:
> http://www.atlassian.com/software/jira
> >
>

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