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ADMM on LIBBLE-PS

based on http://libble.tk/libble-ps/

TODO

  • Replace the gradient descent interface in the Model with alternating direction method of multipliers (ADMM);
  • Add grouping strategies to the MPI init stage;
  • Implement Trust Region Newton (TRON) Model like LRModel.hpp and SVMModel.hpp;
  • Add tests to the project;
  • Add configurable-logging to the project instead of std::out;
  • Release software artifact as .a files like dmlc/ps-lite;
  • (Optional) Integrate whole project with cmake;
  • (Optional) Refactor the Python scripts with Yaml or Json configuration;
  • (Optional) Replace the Python scripts with Shell scripts;
  • TBD.

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