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[FEA] Move solvers from cuml to raft #374

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cjnolet opened this issue Nov 15, 2021 · 5 comments · May be fixed by #923
Open

[FEA] Move solvers from cuml to raft #374

cjnolet opened this issue Nov 15, 2021 · 5 comments · May be fixed by #923
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EPIC These might span releases feature request New feature or request

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cjnolet commented Nov 15, 2021 •
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There are several solvers in cuML which can benefit algorithm development across the larger RAPIDS ecosystem by living in RAFT. For example, there is interest in exposing some of the solvers from RAFT to the cupy.optimize package.

Current solvers in cuml which we have discussed moving over to RAFT:

  1. L-BFGS (also to extend w/ trust region constraints for L-BFGS-B)
  2. OWL-QN
  3. Coordinate descent
  4. SGD
  5. LARS
  6. SMO
  • Any solvers which will be exposed through the cupy.optimize package will need to accept a generalized objective function (eg functor/lambda or constructed from some set of predefined building blocks like the semirings/distance API) and will need to accept constraints.

There have also been discussions of wanting the CG, Powell, and potentially Nelder-Meade simplex methods, though these would be targeted as future features after the above solvers have been moved over.
@cjnolet cjnolet added the feature request New feature or request label Nov 15, 2021
@leofang leofang mentioned this issue Nov 19, 2021
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This issue has been labeled inactive-30d due to no recent activity in the past 30 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed. This issue will be labeled inactive-90d if there is no activity in the next 60 days.

@cjnolet cjnolet added this to Issue-Needs prioritizing in RAFT v22.06 Release via automation Mar 1, 2022
@cjnolet cjnolet moved this from Issue-Needs prioritizing to Issue-P1 in RAFT v22.06 Release Mar 1, 2022
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This issue has been labeled inactive-90d due to no recent activity in the past 90 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed.

@cjnolet cjnolet moved this from Issue-P1 to Issue-P2 in RAFT v22.06 Release Apr 24, 2022
@cjnolet cjnolet removed this from Issue-P2 in RAFT v22.06 Release May 20, 2022
@cjnolet cjnolet added this to Issue-Needs prioritizing in RAFT v22.08 Release via automation May 20, 2022
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cjnolet commented May 24, 2022

Linking #669 #670 #671 #672

@cjnolet cjnolet added the EPIC These might span releases label May 24, 2022
@cjnolet cjnolet moved this from Issue-Needs prioritizing to EPICs (Might span releases) in RAFT v22.08 Release May 24, 2022
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This issue has been labeled inactive-30d due to no recent activity in the past 30 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed. This issue will be labeled inactive-90d if there is no activity in the next 60 days.

@cjnolet cjnolet removed this from EPICs (Might span releases) in RAFT v22.08 Release Jul 28, 2022
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This issue has been labeled inactive-90d due to no recent activity in the past 90 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed.

@cjnolet cjnolet self-assigned this Nov 8, 2022
@cjnolet cjnolet linked a pull request Nov 8, 2022 that will close this issue
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Moving low-level iterative solver primitives to raft::solver cjnolet/raft
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