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diff --git a/docs/ml-advanced.md b/docs/ml-advanced.md new file mode 100644 index 0000000000..b005633e56 --- /dev/null +++ b/docs/ml-advanced.md @@ -0,0 +1,13 @@ +--- +layout: global +title: Advanced topics - spark.ml +displayTitle: Advanced topics +--- + +# Optimization of linear methods + +The optimization algorithm underlying the implementation is called +[Orthant-Wise Limited-memory +QuasiNewton](http://research-srv.microsoft.com/en-us/um/people/jfgao/paper/icml07scalable.pdf) +(OWL-QN). It is an extension of L-BFGS that can effectively handle L1 +regularization and elastic net. |