2015-12-08 21:40:21 -05:00
|
|
|
---
|
|
|
|
layout: global
|
|
|
|
title: Advanced topics - spark.ml
|
2015-12-10 15:50:46 -05:00
|
|
|
displayTitle: Advanced topics - spark.ml
|
2015-12-08 21:40:21 -05:00
|
|
|
---
|
|
|
|
|
|
|
|
# Optimization of linear methods
|
|
|
|
|
|
|
|
The optimization algorithm underlying the implementation is called
|
|
|
|
[Orthant-Wise Limited-memory
|
|
|
|
QuasiNewton](http://research-srv.microsoft.com/en-us/um/people/jfgao/paper/icml07scalable.pdf)
|
|
|
|
(OWL-QN). It is an extension of L-BFGS that can effectively handle L1
|
|
|
|
regularization and elastic net.
|