[jira] [Created] (SPARK-5101) Add common ML math functions

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

Xiangrui Meng created SPARK-5101:
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             Summary: Add common ML math functions
                 Key: SPARK-5101
                 URL: https://issues.apache.org/jira/browse/SPARK-5101
             Project: Spark
          Issue Type: New Feature
          Components: MLlib
            Reporter: Xiangrui Meng


We can add common ML math functions to MLlib. It may be a little tricky to implement those functions in a numerically stable way. For example,

{code}
math.log(1 + math.exp(x))
{code}

should be implemented as

{code}
if (x > 0) {
  x + math.log1p(math.exp(-x))
} else {
  math.log1p(math.exp(x))
}
{code}

It becomes hard to maintain if we have multiple copies of the correct implementation in the codebase. A good place for those functions could be `mllib.util.MathFunctions`.



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