DFC + NNLS-APG

Description

  • Implement the nuclear norm regularized linear least squares solver based on the accelerated proximal gradient method (NNLS-APG) (http://www.math.nus.edu.sg/~mattohkc/NNLS.html)

  • implement the Divide-Factor-Combine meta algorithm with NNLS-APG as the base algorithm (http://www.cs.berkeley.edu/~ameet/dfc.pdf)

  • Use Data generator in MLlib

  • Unit / regression tests using generator, and benchmark performance (time/accuracy) against Join-ALS in MLlib

Assignee

Unassigned

Reporter

Ameet Talwalkar