apache/spark — pull request #840 by codedeft (2014-05-20 18:29:26+00:00)
Title: Adding OWL-QN optimizer for L1 regularizations. It can also handle L2 re...

Adding OWL-QN optimizer for L1 regularizations. It can also handle L2 and L1 regularizations together (balanced with alpha as in elastic nets). It extends LBFGS. It uses the OWL-QN implementation from breeze (which didn't work correctly before, but it was also fixed prior to this and committed to the latest breeze). Therefore, it requires the latest version of breeze to work correctly.