[SPARK-1673] GLMNET implementation in Spark

• Type: New Feature
• Status: Closed
• Priority: Major
• Resolution: Duplicate
• Component/s: MLlib
• Assignee: Unassigned
• Reporter: Sung Chung
• Created: 29/Apr/14 23:48
• Updated: 12/Mar/15 20:43
• Resolved: 21/Feb/15 00:01

Description

This is a Spark implementation of GLMNET by Jerome Friedman, Trevor Hastie, Rob Tibshirani.

http://www.jstatsoft.org/v33/i01/paper

It's a straightforward implementation of the Coordinate-Descent based L1/L2 regularized linear models, including Linear/Logistic/Multinomial regressions.

Issue Links

• is superceded by: SPARK-5253 LinearRegression with L1/L2 (elastic net) using OWLQN in new ML package