[jira] [Created] (SPARK-19746) LogisticAggregator is inefficient in indexing

["Seth Hendrickson (JIRA)" <ji...@apache.org>]

Seth Hendrickson created SPARK-19746:
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             Summary: LogisticAggregator is inefficient in indexing
                 Key: SPARK-19746
                 URL: https://issues.apache.org/jira/browse/SPARK-19746
             Project: Spark
          Issue Type: Improvement
          Components: ML
    Affects Versions: 2.1.0
            Reporter: Seth Hendrickson


The following code occurs in the `LogisticAggregator.add` method, which is a performance critical path.

{code}
val localCoefficients = bcCoefficients.value
features.foreachActive { (index, value) =>
      val stdValue = value / localFeaturesStd(index)
      var j = 0
      while (j < numClasses) {
        margins(j) += localCoefficients(index * numClasses + j) * stdValue
        j += 1
      }
    }
{code}

`llocalCoefficients(index * numClasses + j)` calls the `apply` method on `Vector`, which dispatches to `asBreeze(index * numClasses + j)` which creates a new Breeze vector, and then indexes it. This is very inefficient, creates a lot of unnecessary garbage, and we can avoid it by indexing the underlying array.



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