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  1. Ignite
  2. IGNITE-7438

LSQR: Sparse Equations and Least Squares for Lin Regression

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    • New Feature
    • Status: Resolved
    • Major
    • Resolution: Done
    • None
    • 2.5
    • ml
    • None

    Description

      This task consists of two parts:

      • Implementation of the LSQR iterative solver of systems of linear equations.
      • Implementation of the LSQR-based linear regression trainer.

       

      Apache Ignite LSQR iterative solver is based on SciPy reference implementation, but it's distributed and can:

      • Efficiently work in cases when a data is distributed across a cluster. 
      • Utilize all CPU resources by processing different parts of data on different cores.  

      These advantages are achieved as result of changing Golub-Kahan-Lanczos Bidiagonalization Procedure procedure which is a core of LSQR algorithm and utilizing features of Partition Based Dataset implementation.

       

      LSQR-based linear regression trainer is a trainer that uses the LSQR solver to solve a system of linear equations which represents a linear regression problem.

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              dmitrievanthony Anton Dmitriev
              chief Yury Babak
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                Updated:
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