[FLINK-1889] Create optimization framework

• Type: New Feature
• Status: Closed
• Priority: Major
• Resolution: Won't Do
• Component/s: Library / Machine Learning
• Labels: ML
• Assignee: Theodore Vasiloudis
• Reporter: Theodore Vasiloudis
• Created: 14/Apr/15 12:08
• Updated: 28/Feb/19 22:57
• Resolved: 28/Feb/19 22:57

Description

In order to implement Stochastic Gradient Descent and other optimization algorithms, we need an interface structure that the algorithms should comply to.

We can then use that structure to implement the various algorithms.

The purpose of this issue is to act as a root for the specific implementation of the optimization algorithms, and to discuss the design of the optimization package.

Issue Links

• contains: FLINK-1932 Add L-BFGS to the optimization framework
• contains: FLINK-1931 Add ADMM to optimization framework
• contains: FLINK-1807 Stochastic gradient descent optimizer for ML library
• is related to: FLINK-1979 Implement Loss Functions
• is related to: FLINK-1992 Add convergence criterion to SGD optimizer
• is related to: FLINK-2162 Implement adaptive learning rate strategies for SGD