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https://github.com/hibayesian/spark-optim

A library of scalable optimization algorithms based on Spark
https://github.com/hibayesian/spark-optim

machine-learning optimization-algorithms spark

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A library of scalable optimization algorithms based on Spark

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README

          

# Spark-Optim
Spark-Optim is a library of scalable optimization algorithms based on Spark. It is designed to provide optimization algorithms which are recently published or widely used but have not been implemented in Spark MLlib.

# Highlight
Currently, Spark-Optim provides following implementations.
+ Parallel Stochastic Gradient Descent [[reference]](http://research.cs.rutgers.edu/~lihong/pub/Zinkevich11Parallelized.pdf)
+ Parallel Follow-the-regularized-leader [[reference]](https://www.eecs.tufts.edu/~dsculley/papers/ad-click-prediction.pdf)

# Requirements
Spark-Optim is built against Spark 2.1.1.

# Build From Source
```scala
sbt package
```

# Licenses
Spark-Optim is available under Apache Licenses 2.0.

# Contact & Feedback
If you encounter bugs, feel free to submit an issue or pull request. Also you can mail to:
+ hibayesian (hibayesian@gmail.com).