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ml_algorithms.md

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List of supported machine learning algorithms

All the algorithms support sparse and dense matrix with multi card/node, unless otherwise specified.

Category Algorithm Comment
Classification / Regression Logistic Regression
Multinomial Logistic Regression
Linear Regression
Ridge Regression
Lasso Regression
Linear Support Vector Classification
Linear Support Vector Regression
Kernel Support Vector Classification [*1]
Decision Tree Classification [*3]
Decision Tree Regression [*3]
Random Forest Classification [*3]
Random Forest Regression [*3]
GBDT Classification [*3]
GBDT Regression [*3]
Nearest Neighbor Classification Only dense
Nearest Neighbor Regression Only dense
Unsupervised Nearest Neighbor Only dense
Multinomial Naive Bayes
Bernoulli Naive Bayes
Clustering K-means
Spectral Clustering Only dense
Agglomerative Clustering Only dense
DBSCAN Only dense
ART-2A Only C++
Preprocess Singular Value Decomposition
Eigen Value Decomposition
Principal Component Analysis Only dense
Spectral Embedding Only dense
T-SNE Only dense
Recommendation ALS
Factorization Machines [*2]
Basket Analysis FP Growth
Natural Language word2vec [*2]
Latent Dirichlet Allocation
Neural Network Multi-layer Perceptron Only C++
Convolutional Neural Network Only C++
Graph PageRank
Connected Components
Single-Source Shortest Path
Breadth First Search

[*1] Only support OpenMP parallelization. Run with VE_OMP_NUM_THREADS=8 and mpirun -np 1

[*2] Support OpenMP + MPI parallelization. Better performance with VE_OMP_NUM_THREADS=8 and one MPI process per card.

[*3] Only dense matrix is supported, but category variables can be specified