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Posted to reviews@spark.apache.org by etrain <gi...@git.apache.org> on 2014/05/08 03:18:53 UTC
[GitHub] spark pull request: Use numpy directly for matrix multiply.
GitHub user etrain opened a pull request:
https://github.com/apache/spark/pull/687
Use numpy directly for matrix multiply.
Using matrix multiply to compute XtX and XtY yields a 5-20x speedup depending on problem size.
For example - the following takes 19s locally after this change vs. 5m21s before the change. (16x speedup).
bin/pyspark examples/src/main/python/als.py local[8] 1000 1000 50 10 10
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/etrain/spark-1 patch-1
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/687.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #687
----
commit d1ab9b6ef020bc0983a72da8a9add9cfc2356a4c
Author: Evan Sparks <ev...@gmail.com>
Date: 2014-05-08T01:18:36Z
Use numpy directly for matrix multiply.
Using matrix multiply to compute XtX and XtY yields a 5-20x speedup depending on problem size.
For example - the following takes 19s locally after this change vs. 5m21s before the change. (16x speedup).
bin/pyspark examples/src/main/python/als.py local[8] 1000 1000 50 10 10
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/687#issuecomment-42504227
Merged build triggered.
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on the pull request:
https://github.com/apache/spark/pull/687#issuecomment-42512204
LGTM. Thanks!
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by mengxr <gi...@git.apache.org>.
Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/687#discussion_r12414654
--- Diff: examples/src/main/python/als.py ---
@@ -36,13 +36,10 @@ def rmse(R, ms, us):
def update(i, vec, mat, ratings):
uu = mat.shape[0]
ff = mat.shape[1]
- XtX = matrix(np.zeros((ff, ff)))
- Xty = np.zeros((ff, 1))
-
- for j in range(uu):
- v = mat[j, :]
- XtX += v.T * v
- Xty += v.T * ratings[i, j]
+
+ XtX = mat.T * mat
+ XtY = mat.T * ratings[i, :].T
+
XtX += np.eye(ff, ff) * LAMBDA * uu
--- End diff --
@etrain Could you also update this line? We should only touch the diagonals.
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/687#issuecomment-42504235
Merged build started.
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/687#issuecomment-42513366
Merged build finished. All automated tests passed.
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/687#issuecomment-42511994
Merged build triggered.
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/687#issuecomment-42513367
All automated tests passed.
Refer to this link for build results: https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/14804/
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by rxin <gi...@git.apache.org>.
Github user rxin commented on the pull request:
https://github.com/apache/spark/pull/687#issuecomment-42512234
Thanks. Merged.
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by asfgit <gi...@git.apache.org>.
Github user asfgit closed the pull request at:
https://github.com/apache/spark/pull/687
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/687#issuecomment-42511999
Merged build started.
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/687#issuecomment-42506286
All automated tests passed.
Refer to this link for build results: https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/14798/
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[GitHub] spark pull request: Use numpy directly for matrix multiply.
Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the pull request:
https://github.com/apache/spark/pull/687#issuecomment-42506285
Merged build finished. All automated tests passed.
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