You are viewing a plain text version of this content. The canonical link for it is here.
Posted to issues@spark.apache.org by "Apache Spark (JIRA)" <ji...@apache.org> on 2015/01/01 16:40:13 UTC
[jira] [Commented] (SPARK-5017) GaussianMixtureEM should use SVD
for Gaussian initialization
[ https://issues.apache.org/jira/browse/SPARK-5017?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14262578#comment-14262578 ]
Apache Spark commented on SPARK-5017:
-------------------------------------
User 'tgaloppo' has created a pull request for this issue:
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
>
> 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]
--
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