[jira] [Commented] (SPARK-16561) Potential numerial problem in MultivariateOnlineSummarizer min/max

["Apache Spark (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/SPARK-16561?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15378836#comment-15378836 ] 

Apache Spark commented on SPARK-16561:
--------------------------------------

User 'WeichenXu123' has created a pull request for this issue:
https://github.com/apache/spark/pull/14216

> Potential numerial problem in MultivariateOnlineSummarizer min/max
> ------------------------------------------------------------------
>
>                 Key: SPARK-16561
>                 URL: https://issues.apache.org/jira/browse/SPARK-16561
>             Project: Spark
>          Issue Type: Bug
>          Components: MLlib
>    Affects Versions: 2.0.0, 2.0.1, 2.1.0
>            Reporter: Weichen Xu
>   Original Estimate: 24h
>  Remaining Estimate: 24h
>
> In `MultivariateOnlineSummarizer` min/max method, 
> use judgement `nnz(i) < weightSum`, it will cause some numerial problem
> and make result unstable.
> for example,
> add two vector:
> [10, -10] with weight 1e10
> [0, 0] with weight 1e-10
> using MultivariateOnlineSummarizer.min/max we will get
> minVector = [10, -10]
> maxVector = [10, -10]
> but the right result should be
> minVector = [0, -10]
> maxVector = [10, 0]
> The bug reason is that
> (1e10 + 1e-10) == 1e10 because of the floating rounding.
> and different accumulating or merging order may cause different result,
> such as:
> [10, -10] with weight 1e10
> [0, 0] with weight 1e-7
> ....
> (100 lines data [0, 0] with weight 1e-7)
> using the input data order listed above, we will get the result:
> minVector = [10, -10]
> maxVector = [10, -10]
> but if the input data order is as following:
> [0, 0] with weight 1e-7
> ....
> (100 lines data [0, 0] with weight 1e-7)
> [10, -10] with weight 1e10
> than it the result will be:
> minVector = [0, -10]
> maxVector = [10, 0]
> that's because:
> 1e10 + 1e-7 + ... + 1e-7(add 100 times) == 1e10
> but
> 1e-7 + ... + 1e-7(add 100 times) + 1e10 = 1.000000000000001E10 != 1e10



--
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