最优化算法

http://spark.apache.org/docs/1.6.3/mllib-optimization.html

• Mathematical description
  • Gradient descent
  • Stochastic gradient descent (SGD)
  • Update schemes for distributed SGD
  • Limited-memory BFGS (L-BFGS)
  • Choosing an Optimization Method
• Implementation in MLlib
  • Gradient descent and stochastic gradient descent
  • L-BFGS
• Developer’s notes