keystoneml.nodes.learning

LBFGSwithL2

object LBFGSwithL2 extends Logging

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  28. def runLBFGS[T <: Vector[Double]](data: RDD[T], labels: RDD[DenseVector[Double]], gradient: Gradient[T], numCorrections: Int, convergenceTol: Double, maxNumIterations: Int, regParam: Double, weightsIncludeBias: Boolean = false): DenseMatrix[Double]

    Run Limited-memory BFGS (L-BFGS) in parallel.

    Run Limited-memory BFGS (L-BFGS) in parallel. Averaging the subgradients over different partitions is performed using one standard spark map-reduce in each iteration.

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