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From Debasish Das <debasish.da...@gmail.com>
Subject Re: MLLib - Thoughts about refactoring Updater for LBFGS?
Date Thu, 06 Mar 2014 01:21:36 GMT
David,

There used to be standard BFGS testcases in Professor Nocedal's
package...did you stress test the solver with them ?

If not I will shoot him an email for them.

Thanks.
Deb



On Wed, Mar 5, 2014 at 2:00 PM, David Hall <dlwh@cs.berkeley.edu> wrote:

> On Wed, Mar 5, 2014 at 1:57 PM, DB Tsai <dbtsai@alpinenow.com> wrote:
>
> > Hi David,
> >
> > On Tue, Mar 4, 2014 at 8:13 PM, dlwh <david.lw.hall@gmail.com> wrote:
> > > I'm happy to help fix any problems. I've verified at points that the
> > > implementation gives the exact same sequence of iterates for a few
> > different
> > > functions (with a particular line search) as the c port of lbfgs. So
> I'm
> > a
> > > little surprised it fails where Fortran succeeds... but only a little.
> > This
> > > was fixed late last year.
> > I'm working on a reproducible test case using breeze vs fortran
> > implementation to show the problem I've run into. The test will be in
> > one of the test cases in my Spark fork, is it okay for you to
> > investigate the issue? Or do I need to make it as a standalone test?
> >
>
>
> Um, as long as it wouldn't be too hard to pull out.
>
>
> >
> > Will send you the test later today.
> >
> > Thanks.
> >
> > Sincerely,
> >
> > DB Tsai
> > Machine Learning Engineer
> > Alpine Data Labs
> > --------------------------------------
> > Web: http://alpinenow.com/
> >
>

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