[jira] [Resolved] (MAHOUT-846) Improve Scalability of Gaussian Cluster For Wide Vectors

["Jeff Eastman (Resolved) (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/MAHOUT-846?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Jeff Eastman resolved MAHOUT-846.
---------------------------------

    Resolution: Fixed

Committed changes to GaussianCluster.pdf(). Overloaded setRadius() to calculate zProd2piR denominator vs lazy initialization in above patch. All tests run and pdf() is significantly faster with no new Vectors created.
                
> Improve Scalability of Gaussian Cluster For Wide Vectors
> --------------------------------------------------------
>
>                 Key: MAHOUT-846
>                 URL: https://issues.apache.org/jira/browse/MAHOUT-846
>             Project: Mahout
>          Issue Type: Improvement
>    Affects Versions: 0.5
>            Reporter: Jeff Eastman
>            Assignee: Jeff Eastman
>             Fix For: 0.6
>
>
> The pdf() implementation in GaussianCluster is pretty lame. It is computing a running product of the element pdfs which, for wide input vectors (Reuters is 41,807), always underflows and returns 0. Here's the code:
> {noformat}
>   public double pdf(VectorWritable vw) {
>     Vector x = vw.get();
>     // return the product of the component pdfs
>     // TODO: is this reasonable? correct? It seems to work in some cases.
>     double pdf = 1;
>     for (int i = 0; i < x.size(); i++) {
>       // small prior on stdDev to avoid numeric instability when stdDev==0
>       pdf *= UncommonDistributions.dNorm(x.getQuick(i),
>           getCenter().getQuick(i), getRadius().getQuick(i) + 0.000001);
>     }
>     return pdf;
> {noformat}
>   }

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