OWLQN
class OWLQN[K, T](convergenceCheck: ConvergenceCheck[T], m: Int, l1reg: K => Double)(implicit space: MutableEnumeratedCoordinateField[T, K, Double]) extends LBFGS[T] with SerializableLogging
Implements the Orthant-wise Limited Memory QuasiNewton method, which is a variant of LBFGS that handles L1 regularization.
Paper is Andrew and Gao (2007) Scalable Training of L1-Regularized Log-Linear Models