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I've been reading about Apache Spark recently - and especially the MLib module seems to be a very attractive tool for anyone interested in machine learning. How would you guys rate the overlap here? Obviously QC is based on the same paradigm, in that it is distributed and lives in the cloud. But in regards to machine learning specifically I wanted to get a sense as to whether there is a lot of overlap and/or if Spark could be leveraged via QC.
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NOBODY here has any opinion on machine learning libs?? :-))
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Hi Micheal,
We are very interested in machine learning libraries!
Currently, we support AForge.NET and Accord.NET.
Marco Espirulina has posted a fuzzy logic/inference example using AForge.Fuzzy in this thread: Fuzzy Logic Algorithm example.
From what I read about Spark MLlib is natively only supports Java, Scala, Python, and R. However Microsoft is developping C# language binding and extensions to Apache Spark called Mobius. We may look into Spark in the future.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
Hello Alexandre - thanks for the update. Yes, Spark supports Java, Scala, and of course Python. Wasn't Python on the map for QC? Anyway, writing C# bridges/interfaces for the Java libs would be relatively trivial. I didn't know about Mobius and that's really good news!
Anyway, I strongly recommend you consider supporting it as it is quickly becoming the #1 big data framework. Here's a pertinent article on KDnuggets you may enjoy.
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The material on this website is provided for informational purposes only and does not constitute an offer to sell, a solicitation to buy, or a recommendation or endorsement for any security or strategy, nor does it constitute an offer to provide investment advisory services by QuantConnect. In addition, the material offers no opinion with respect to the suitability of any security or specific investment. QuantConnect makes no guarantees as to the accuracy or completeness of the views expressed in the website. The views are subject to change, and may have become unreliable for various reasons, including changes in market conditions or economic circumstances. All investments involve risk, including loss of principal. You should consult with an investment professional before making any investment decisions.
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