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From mengxr <...@git.apache.org>
Subject [GitHub] spark pull request: [SPARK-1157][MLlib] L-BFGS Optimizer based on ...
Date Wed, 09 Apr 2014 20:57:26 GMT
Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/353#discussion_r11458258
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/optimization/LBFGS.scala ---
    @@ -0,0 +1,263 @@
    +/*
    + * Licensed to the Apache Software Foundation (ASF) under one or more
    + * contributor license agreements.  See the NOTICE file distributed with
    + * this work for additional information regarding copyright ownership.
    + * The ASF licenses this file to You under the Apache License, Version 2.0
    + * (the "License"); you may not use this file except in compliance with
    + * the License.  You may obtain a copy of the License at
    + *
    + *    http://www.apache.org/licenses/LICENSE-2.0
    + *
    + * Unless required by applicable law or agreed to in writing, software
    + * distributed under the License is distributed on an "AS IS" BASIS,
    + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    + * See the License for the specific language governing permissions and
    + * limitations under the License.
    + */
    +
    +package org.apache.spark.mllib.optimization
    +
    +import scala.Array
    +import scala.collection.mutable.ArrayBuffer
    +
    +import breeze.linalg.{DenseVector => BDV}
    +import breeze.optimize.{CachedDiffFunction, DiffFunction}
    +
    +import org.apache.spark.Logging
    +import org.apache.spark.rdd.RDD
    +import org.apache.spark.mllib.linalg.{Vectors, Vector}
    +
    +/**
    + * Class used to solve an optimization problem using Limited-memory BFGS.
    + * @param gradient Gradient function to be used.
    + * @param updater Updater to be used to update weights after every iteration.
    + */
    +class LBFGS(var gradient: Gradient, var updater: Updater)
    +  extends Optimizer with Logging
    +{
    +  private var numCorrections: Int = 10
    +  private var lineSearchTolerance: Double = 0.9
    +  private var convTolerance: Double = 1E-4
    +  private var maxNumIterations: Int = 100
    +  private var regParam: Double = 0.0
    +  private var miniBatchFraction: Double = 1.0
    +
    +  /**
    +   * Set the number of corrections used in the LBFGS update. Default 10.
    +   * Values of m less than 3 are not recommended; large values of m
    +   * will result in excessive computing time. 3 < m < 10 is recommended.
    +   * Restriction: m > 0
    +   */
    +  def setNumCorrections(corrections: Int): this.type = {
    +    assert(corrections > 0)
    +    this.numCorrections = corrections
    +    this
    +  }
    +
    +  /**
    +   * Set the tolerance to control the accuracy of the line search in mcsrch step. Default
0.9.
    --- End diff --
    
    change `mcsrch` to `line search`. 


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