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[FEA] Move solvers from cuml to raft #374

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cjnolet opened this issue Nov 15, 2021 · 5 comments · May be fixed by #923
Open

[FEA] Move solvers from cuml to raft #374

cjnolet opened this issue Nov 15, 2021 · 5 comments · May be fixed by #923
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EPIC These might span releases feature request New feature or request

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cjnolet commented Nov 15, 2021 •
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There are several solvers in cuML which can benefit algorithm development across the larger RAPIDS ecosystem by living in RAFT. For example, there is interest in exposing some of the solvers from RAFT to the cupy.optimize package.

Current solvers in cuml which we have discussed moving over to RAFT:

  1. L-BFGS (also to extend w/ trust region constraints for L-BFGS-B)
  2. OWL-QN
  3. Coordinate descent
  4. SGD
  5. LARS
  6. SMO
  • Any solvers which will be exposed through the cupy.optimize package will need to accept a generalized objective function (eg functor/lambda or constructed from some set of predefined building blocks like the semirings/distance API) and will need to accept constraints.

There have also been discussions of wanting the CG, Powell, and potentially Nelder-Meade simplex methods, though these would be targeted as future features after the above solvers have been moved over.
@cjnolet cjnolet added the feature request New feature or request label Nov 15, 2021
@leofang leofang mentioned this issue Nov 19, 2021
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This issue has been labeled inactive-30d due to no recent activity in the past 30 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed. This issue will be labeled inactive-90d if there is no activity in the next 60 days.

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This issue has been labeled inactive-90d due to no recent activity in the past 90 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed.

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cjnolet commented May 24, 2022

Linking #669 #670 #671 #672

@cjnolet cjnolet added the EPIC These might span releases label May 24, 2022
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This issue has been labeled inactive-30d due to no recent activity in the past 30 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed. This issue will be labeled inactive-90d if there is no activity in the next 60 days.

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This issue has been labeled inactive-90d due to no recent activity in the past 90 days. Please close this issue if no further response or action is needed. Otherwise, please respond with a comment indicating any updates or changes to the original issue and/or confirm this issue still needs to be addressed.

@cjnolet cjnolet self-assigned this Nov 8, 2022
@cjnolet cjnolet moved this from Todo to In Progress in VS/ML/DM Primitives Release Board Nov 8, 2022
@cjnolet cjnolet linked a pull request Nov 8, 2022 that will close this issue
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Moving low-level iterative solver primitives to raft::solver cjnolet/raft
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