You are viewing a plain text version of this content. The canonical link for it is here.
Posted to issues@spark.apache.org by "Joseph K. Bradley (JIRA)" <ji...@apache.org> on 2015/08/05 01:19:04 UTC
[jira] [Commented] (SPARK-7210) Test matrix decompositions for
speed vs. numerical stability for Gaussians
[ https://issues.apache.org/jira/browse/SPARK-7210?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14654516#comment-14654516 ]
Joseph K. Bradley commented on SPARK-7210:
------------------------------------------
For record-keeping, I'm going to close this JIRA since we have not yet found a critical use case requiring a change. However, if you find better decomposition algorithms, please post them, and we can reopen this JIRA or create a new one. Thanks!
> Test matrix decompositions for speed vs. numerical stability for Gaussians
> --------------------------------------------------------------------------
>
> Key: SPARK-7210
> URL: https://issues.apache.org/jira/browse/SPARK-7210
> Project: Spark
> Issue Type: Improvement
> Components: MLlib
> Reporter: Joseph K. Bradley
> Priority: Minor
>
> We currently use SVD for inverting the Gaussian's covariance matrix and computing the determinant. SVD is numerically stable but slow. We could experiment with Cholesky, etc. to figure out a better option, or a better option for certain settings.
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
---------------------------------------------------------------------
To unsubscribe, e-mail: issues-unsubscribe@spark.apache.org
For additional commands, e-mail: issues-help@spark.apache.org