[jira] [Resolved] (SPARK-5017) GaussianMixtureEM should use SVD for Gaussian initialization

["Xiangrui Meng (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/SPARK-5017?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Xiangrui Meng resolved SPARK-5017.
----------------------------------
       Resolution: Fixed
    Fix Version/s: 1.3.0

Issue resolved by pull request 3871
[https://github.com/apache/spark/pull/3871]

> GaussianMixtureEM should use SVD for Gaussian initialization
> ------------------------------------------------------------
>
>                 Key: SPARK-5017
>                 URL: https://issues.apache.org/jira/browse/SPARK-5017
>             Project: Spark
>          Issue Type: Improvement
>          Components: MLlib
>    Affects Versions: 1.2.0
>            Reporter: Joseph K. Bradley
>            Assignee: Travis Galoppo
>             Fix For: 1.3.0
>
>
> GaussianMixtureEM effectively does 2 matrix decompositions in Gaussian initialization (pinv and det).  Instead, it should do SVD and use that result to compute the inverse and det.  This will also prevent failure when the matrix is singular.
> Note: Breeze pinv fails when the matrix is singular: [https://github.com/scalanlp/breeze/issues/304]



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