Type: New Feature
Resolution: Won't Fix
Affects Version/s: 1.4.0
Fix Version/s: None
Current ALS supports least squares and nonnegative least squares.
I presented ADMM and IPM based Quadratic Minimization solvers to be used for the following ALS problems:
1. ALS with bounds
2. ALS with L1 regularization
3. ALS with Equality constraint and bounds
Initial runtime comparisons are presented at Spark Summit.
Based on Xiangrui's feedback I am currently comparing the ADMM based Quadratic Minimization solvers with IPM based QpSolvers and the default ALS/NNLS. I will keep updating the runtime comparison results.
For integration the detailed plan is as follows:
1. Add QuadraticMinimizer and Proximal algorithms in mllib.optimization
2. Integrate QuadraticMinimizer in mllib ALS