Mahout
  1. Mahout
  2. MAHOUT-792

Add new stochastic decomposition code

    Details

    • Type: New Feature New Feature
    • Status: Closed
    • Priority: Major Major
    • Resolution: Fixed
    • Affects Version/s: None
    • Fix Version/s: 0.6
    • Component/s: None
    • Labels:
      None

      Description

      I have figured out some simplification for our SSVD algorithms. This eliminates the QR decomposition and makes life easier.

      I will produce a patch that contains the following:

      • a CholeskyDecomposition implementation that does pivoting (and thus rank-revealing) or not. This should actually be useful for solution of large out-of-core least squares problems.
      • an in-memory SSVD implementation that should work for matrices up to about 1/3 of available memory.
      • an out-of-core SSVD threaded implementation that should work for very large matrices. It should take time about equal to the cost of reading the input matrix 4 times and will require working disk roughly equal to the size of the input.
      1. MAHOUT-792.patch
        211 kB
        Ted Dunning
      2. MAHOUT-792.patch
        231 kB
        Ted Dunning
      3. sd-2.pdf
        142 kB
        Ted Dunning

        Issue Links

          Activity

          Gavin made changes -
          Link This issue is depended upon by MAHOUT-797 [ MAHOUT-797 ]
          Gavin made changes -
          Link This issue blocks MAHOUT-797 [ MAHOUT-797 ]
          Sean Owen made changes -
          Status Resolved [ 5 ] Closed [ 6 ]
          Ted Dunning made changes -
          Status Reopened [ 4 ] Resolved [ 5 ]
          Resolution Fixed [ 1 ]
          Ted Dunning made changes -
          Resolution Fixed [ 1 ]
          Status Resolved [ 5 ] Reopened [ 4 ]
          Ted Dunning made changes -
          Status Open [ 1 ] Resolved [ 5 ]
          Assignee Ted Dunning [ tdunning ]
          Fix Version/s 0.6 [ 12316364 ]
          Resolution Fixed [ 1 ]
          Dmitriy Lyubimov made changes -
          Link This issue blocks MAHOUT-797 [ MAHOUT-797 ]
          Ted Dunning made changes -
          Attachment MAHOUT-792.patch [ 12491300 ]
          Ted Dunning made changes -
          Link This issue is blocked by MAHOUT-790 [ MAHOUT-790 ]
          Ted Dunning made changes -
          Attachment MAHOUT-792.patch [ 12491175 ]
          Ted Dunning made changes -
          Field Original Value New Value
          Attachment sd-2.pdf [ 12491074 ]
          Ted Dunning created issue -

            People

            • Assignee:
              Ted Dunning
              Reporter:
              Ted Dunning
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              Dates

              • Created:
                Updated:
                Resolved:

                Development