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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
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    • MLlib
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    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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