large-scale-lbfgs
=================

support
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1. logistic regression using L1-regularization and L2-regularization
2. train/test a model in local-environment(single machine) or hadoop-environment
3. use avro file to save disk space and accelerate data loading
4. use a single configuration file to config runtime environment

usage
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1. transform data format
PURPOSE: transform standard libsvm_file to avro_file(used for train/test)
MAIN-CLASS: hc.parallel.util.DataFormatTransform.java
PACKAGE&RUN: java -jar libsvm2Avro.jar <input> <output> <bias> <CPosi> <CNega>
<input>: standard libsvm file, but label must be 1 or -1
<output>: avro file used for train/test
<bias>: when set it >= 0, add a bias at feature index 0 for every sample
<CPosi>: when set it > 0, set sample weight for every positive sample
<CNega>: when set it > 0, set sample weight for every negative sample
when CPosi/CNega <= 0, sample weight for positive/negative sample is 1.0
PRINT: This program will print max feature index in this file

2. train/test a model
PACKAGE: mvn clean package, get *-jar-with-dependencies in folder target
CONFIGURATION: open config_file, edit it:
<lbfgs_epsilon>, <lbfgs_past>, <lbfgs_delta>, <lbfgs_max_iterations> config stopping criteria
<lbfgs_local>: when set it true, run train/test locally, otherwise run train/test in parallel environment(hadoop)
<lbfgs_l1_c>, <lbfgs_l2_c>: used for l1, l2 regularization
<lbfgs_data_path>, <lbfgs_test_data_path>: avro file for train, test(validation)
<lbfgs_log_file>: used for print evalution result on testset
<lbfgs_max_index>: max feature index in train&test file
<lbfgs_test_threshold>: used for true_positive&false_negative calculation
<lbfgs_max_line_search>: used for line search in lbfgs, set it to 10-40
<lbfgs_job_name>, <lbfgs_working_directory>, <lbfgs_mr1_num_reduce>: used for config hadoop job name, working directory and son on
RUN A LOCAL JOB: java -jar *-jar-with-dependencies.jar config_file
RUN A PARALLEL JOB: java -jar *-jar-with-dependencies.jar config_file

reference
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1. Chen W, Wang Z, Zhou J. Large-scale L-BFGS using MapReduce[C]//Advances in Neural Information Processing Systems. 2014: 1332-1340.
2. Andrew G, Gao J. Scalable training of L 1-regularized log-linear models[C]//Proceedings of the 24th international conference on Machine learning. ACM, 2007: 33-40.
3. https://github.com/chokkan/liblbfgs.git
4. https://github.com/linkedin/ml-ease.git

experiments
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This code has tested on several datasets, include a9a, rcv1 and a news_click dataset.