ADMM is a Hadoop Map Reduce implementation of the Alternating Direction Method of Multipliers (ADMM) algorithm [1].
Details covering the implementation and statistical background are available in our IEEE BigData 2013 paper and our presentation.
ADMM is a generic optimization algorithm. This implementation includes a logistic regression objective function, however it can be extended to use other objective functions.
To checkout the code and run an example in MapReduce standalone mode, execute:
git clone git@github.com:intentmedia/admm.git
cd admm
gradle jar
hadoop jar build/libs/admm.jar com.intentmedia.admm.AdmmOptimizerDriver \
-inputPath src/test/java/com/intentmedia/admm/files/logreg_features \
-outputPath output- gradle
gradle check