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Implementation of the parallel coordinate descent algorithm (akyrola/shotgun) in Spark

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"Shotgun" Spark

Implementation of the Parallel Coordinate Descent for L1-Regularized Loss Minimization ( arxiv, code from authors of the paper ) in Spark.

The report goes into the details of how to run the Spark implementation on a SLURM (slurm.shedmd.org) based linux cluster.

Dependencies:

For the Python Implementation

  1. Apache Spark : 2.0.1
  2. PySpark
  3. Python2.7
  4. NumPy
  5. Scipy (For loading the binary Matlab datafile used by the Paper)

For the Matlab Implementation

Apart from a working installation of Matlab, there is no other dependency.

by: Kunal Ghosh and Jussi Ojala

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Implementation of the parallel coordinate descent algorithm (akyrola/shotgun) in Spark

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