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Posted to issues@spark.apache.org by "Sean Owen (JIRA)" <ji...@apache.org> on 2016/05/09 21:27:12 UTC

[jira] [Resolved] (SPARK-14898) MultivariateGaussian could use Cholesky in calculateCovarianceConstants

     [ https://issues.apache.org/jira/browse/SPARK-14898?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Sean Owen resolved SPARK-14898.
-------------------------------
    Resolution: Not A Problem

OK someone reopen this if we've misunderstood, but I think this isn't an issue.

> MultivariateGaussian could use Cholesky in calculateCovarianceConstants
> -----------------------------------------------------------------------
>
>                 Key: SPARK-14898
>                 URL: https://issues.apache.org/jira/browse/SPARK-14898
>             Project: Spark
>          Issue Type: Improvement
>          Components: ML
>            Reporter: Joseph K. Bradley
>            Priority: Minor
>
> In spark.ml.stat.distribution.MultivariateGaussian, calculateCovarianceConstants uses SVD.  It might be more efficient to use Cholesky.  We should check other numerical libraries and see if we should switch to Cholesky.



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