leotywy/owlqn-mpi

OWLQN（L-BFGS add L1 reg-term） on mpi

owlqn-mpi

OWLQN（L-BFGS add L1 reg-term） on mpi

start command:

-f :host-file, record hostname of nodes in our mpi-cluster;
-bfgsm : parameter for m in L-BFGS;
-file : train or validtion file (must in put under ./data dir);
-c1 : parameter for L1 reg-term;
-c2 : parameter for L2 reg-term;
-iters: num of iterator; 
-feats: num of feature; 

mpirun -n 3 -f slaves.txt ./owlqn -bfgsm=xxx -file="xxxx" -c1=xxx -c2=0.0 -iters=xxx -feats=xxxxx

result:

using imdb dataset in http://http://komarix.org/ac/ds/

auc is :0.946087