[SPARK-1892] Add an OWL-QN optimizer for L1 regularized optimizations.

• Type: New Feature
• Status: Closed
• Priority: Major
• Resolution: Duplicate
• Component/s: MLlib
• Assignee: Unassigned
• Reporter: Sung Chung
• Created: 20/May/14 18:20
• Updated: 21/Feb/15 00:05
• Resolved: 21/Feb/15 00:05

Description

OWL-QN is a modified version of LBFGS to handle L1 regularization.

The original paper is at http://machinelearning.wustl.edu/mlpapers/paper_files/icml2007_AndrewG07.pdf

This implementation extends LBFGS and uses the OWL-QN implementation from breeze.

Issue Links

• is superceded by: SPARK-5253 LinearRegression with L1/L2 (elastic net) using OWLQN in new ML package
• links to: [Github] Pull Request #840 (codedeft)