yanboliang / spark-vlbfgs

Vector-free L-BFGS implementation for Spark MLlib
Apache License 2.0
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Implement vector free linear regression #34

Closed WeichenXu123 closed 7 years ago

WeichenXu123 commented 7 years ago

Implement vector free linear regression, supported feature contains:

Note that current implementation use optimizer to train intercept, in contrast with the implementation in ml.LinearRegression, it use closed-form solution to compute intercept. This may need improvement in the future.