[ML][MLLIB] SPARK-2426: Integrate Breeze QuadraticMinimizer with ALS#3221

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debasish83 wants to merge 39 commits intoapache:masterfrom

debasish83:qp-als

Commits on Jun 13, 2014

jecos integrated as the default qpsolve in ALS; implicit tests are failing
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Commits on Jun 18, 2014

Qp options added to Spark ALS: unbounded Qp, Qp with pos, Qp with bounds, Qp with smoothness, Qp with L1
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Commits on Jun 19, 2014

Prepared branch of ALS-QP feature/runtime testing
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Commits on Jun 20, 2014

QpProblem drivers in MovieLensALS
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Commits on Jun 21, 2014

debug option for octave quadprog validation
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L1 option added to ALS; Driver added to MovieLensALS
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Qp with equality and bounds added to option 4 of ECOS based QpSolver
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Commits on Jun 30, 2014

Movielens runtime experiments for Spark Summit talk
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Commits on Jul 15, 2014

ADMM based QuadraticMinimizer in mllib.optimization;Used in ALS
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Commits on Jul 16, 2014

Refactored to use com.github.ecos package
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Commits on Jul 18, 2014

moved interior point based qp-als to feature/ipmqp-als branch; preparing for distributed runs; rho=50 for equality constraint, default rho=1.0, alpha = 1.0 (no over-relaxation) for convergence study
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Commits on Aug 2, 2014

license cleanup; Copyright added to NOTICE
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Commits on Aug 5, 2014

Merge with HEAD
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Commits on Aug 7, 2014

BSD license for Proximal algorithms
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Commits on Aug 8, 2014

LICENSE and NOTICE updates as per Legal
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Commits on Aug 9, 2014

Merge with master
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Commits on Aug 13, 2014

Merge branch 'feature/qp-als' of https://istg.vzvisp.com:8443/stash/scm/bda/spark into qp-als
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Commits on Oct 8, 2014

Redesign of ALS API; userConstraint and productConstraint separated;
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Commits on Oct 29, 2014

delimiter added to MovieLensALS example;rho tuning in QuadraticMinimizer;Elastic net formulation in ALS, elastic net parameter not exposed to users
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Commits on Oct 30, 2014

rho as sqrt(eigenMin*eigenMax) for sparse, sqrt(eigenMax) for other formulations
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Commits on Oct 31, 2014

NNLS bug2
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Commits on Nov 1, 2014

removed ecos dependency from mllib pom
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Commits on Nov 5, 2014

validate user/product on MovieLens dataset through user input and compute map measure along with rmse
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merged with AbstractParams serialization bug
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comments fixed as per scalastyle
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Commits on Nov 6, 2014

import scala.math.round
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Commits on Nov 8, 2014

provide ratio for topN product validation; generate MAP and prec@k metric for movielens dataset
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use sampleByKey for per user sampling
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Commits on Nov 12, 2014

recommendAll API to MatrixFactorizationModel, uses topK finding using BoundedPriorityQueue similar to RDD.top
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Updated qp-als with irmetrics for experiments
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Added Apache license on Constraint.scala
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Commits on Nov 19, 2014

Added API for batch user and product recommendation; MAP calculation for product recommendation per user using randomized split
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Commits on Nov 20, 2014

merge with irmetrics for experiments
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Commits on Nov 23, 2014

PLSA formulation with least square loss converges better with rho from gram matrix
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Commits on Mar 22, 2015

merge with ml.ALS refactoring; comparisons with Breeze QuadraticMinimizer with default CholeskySolver
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Commits on Mar 23, 2015

Commits on Mar 28, 2015

merged with breeze-0.11.2; added testcases for positivity, bounds, sparse and simplex constraints
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LICENSE and NOTICE cleaned as the code moved to Breeze
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