[jira] [Created] (FLINK-1716) Add CoCoA algorithm to flink-ml

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[jira] [Created] (FLINK-1716) Add CoCoA algorithm to flink-ml

Shang Yuanchun (Jira)
Till Rohrmann created FLINK-1716:
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             Summary: Add CoCoA algorithm to flink-ml
                 Key: FLINK-1716
                 URL: https://issues.apache.org/jira/browse/FLINK-1716
             Project: Flink
          Issue Type: Improvement
            Reporter: Till Rohrmann
            Assignee: Till Rohrmann


Add the communication efficient distributed dual coordinate ascent algorithm to the flink machine learning library. See [CoCoA|http://arxiv.org/pdf/1409.1458.pdf] for the implementation details.

I propose to first implement it with hinge loss and l2-norm. This way, it will allow us to train SVMs in parallel.



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