apache/spark — pull request #3815 by leepei (2014-12-27 15:58:00+00:00)
Title: [Spark-4976] trust region Newton method optimizer based on breeze

This PR implements trust region Newton method (TRON) for optimizing twice-differentiable, unconstrained convex optimization problems based on the implementation in breeze. A hessian function for logistic regression is also implemented as recent research shows that TRON outperforms L-BFGS in training large-scale logistic regressions.