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From DB Tsai <dbt...@alpinenow.com>
Subject Re: MLLib - Thoughts about refactoring Updater for LBFGS?
Date Mon, 03 Mar 2014 22:29:15 GMT
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.das83@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 <dbtsai@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/
>>

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