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  1. Spark
  2. SPARK-7210

Test matrix decompositions for speed vs. numerical stability for Gaussians

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    • Improvement
    • Status: Resolved
    • Minor
    • Resolution: Done
    • None
    • None
    • MLlib
    • None

    Description

      We currently use SVD for inverting the Gaussian's covariance matrix and computing the determinant. SVD is numerically stable but slow. We could experiment with Cholesky, etc. to figure out a better option, or a better option for certain settings.

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          is required by

          Umbrella - An overarching type made of sub-tasks SPARK-7206 Gaussian Mixture Model (GMM) improvements

          • Major - Major loss of function.
          • Resolved

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              fliang Feynman Liang
              josephkb Joseph K. Bradley
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                Updated:
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