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From "Apache Spark (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (SPARK-20029) LiR supports bound constrained optimization
Date Mon, 20 Mar 2017 10:13:41 GMT

    [ https://issues.apache.org/jira/browse/SPARK-20029?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15932428#comment-15932428
] 

Apache Spark commented on SPARK-20029:
--------------------------------------

User 'yanboliang' has created a pull request for this issue:
https://github.com/apache/spark/pull/17360

> LiR supports bound constrained optimization
> -------------------------------------------
>
>                 Key: SPARK-20029
>                 URL: https://issues.apache.org/jira/browse/SPARK-20029
>             Project: Spark
>          Issue Type: Improvement
>          Components: ML
>    Affects Versions: 2.2.0
>            Reporter: Yanbo Liang
>
> MLlib {{LinearRegression}} should support bound constrained optimization. Users can add
bound constraints to coefficients to make the solver produce  solution in the specified range.
> In Spark MLlib, we call breeze L-BFGS-B as the solver for bound constrained optimization.
And we only support L2 regularization currently.
> * https://neos-guide.org/content/bound-constrained-optimization
> * http://users.iems.northwestern.edu/~nocedal/lbfgsb.html



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