diff options
| author | Tor Myklebust <tmyklebu@gmail.com> | 2014-06-02 11:48:09 -0700 |
|---|---|---|
| committer | Xiangrui Meng <meng@databricks.com> | 2014-06-02 11:48:09 -0700 |
| commit | 9a5d482e090eaaea8491d3864667e0f513e7195c (patch) | |
| tree | e82102ddb1bb6bfcd659330338172a59cb6f327e /docker | |
| parent | 9535f4045daf46b084761d7f15f63dc6c2a543dd (diff) | |
| download | spark-9a5d482e090eaaea8491d3864667e0f513e7195c.tar.gz spark-9a5d482e090eaaea8491d3864667e0f513e7195c.tar.bz2 spark-9a5d482e090eaaea8491d3864667e0f513e7195c.zip | |
[SPARK-1553] Alternating nonnegative least-squares
This pull request includes a nonnegative least-squares solver (NNLS) tailored to the kinds of small-scale problems that come up when training matrix factorisation models by alternating nonnegative least-squares (ANNLS).
The method used for the NNLS subproblems is based on the classical method of projected gradients. There is a modification where, if the set of active constraints has not changed since the last iteration, a conjugate gradient step is considered and possibly rejected in favour of the gradient; this improves convergence once the optimal face has been located.
The NNLS solver is in `org.apache.spark.mllib.optimization.NNLSbyPCG`.
Author: Tor Myklebust <tmyklebu@gmail.com>
Closes #460 from tmyklebu/annls and squashes the following commits:
79bc4b5 [Tor Myklebust] Merge branch 'master' of https://github.com/apache/spark into annls
199b0bc [Tor Myklebust] Make the ctor private again and use the builder pattern.
7fbabf1 [Tor Myklebust] Cleanup matrix math in NNLSSuite.
65ef7f2 [Tor Myklebust] Make ALS's ctor public and remove a couple of "convenience" wrappers.
2d4f3cb [Tor Myklebust] Cleanup.
0cb4481 [Tor Myklebust] Drop the iteration limit from 40k to max(400,20n).
e2a01d1 [Tor Myklebust] Create a workspace object for NNLS to cut down on memory allocations.
b285106 [Tor Myklebust] Clean up NNLS test cases.
9c820b6 [Tor Myklebust] Tweak variable names.
8a1a436 [Tor Myklebust] Describe the problem and add a reference to Polyak's paper.
5345402 [Tor Myklebust] Style fixes that got eaten.
ac673bd [Tor Myklebust] More safeguards against numerical ridiculousness.
c288b6a [Tor Myklebust] Finish moving the NNLS solver.
9a82fa6 [Tor Myklebust] Fix scalastyle moanings.
33bf4f2 [Tor Myklebust] Fix missing space.
89ea0a8 [Tor Myklebust] Hack ALSSuite to support NNLS testing.
f5dbf4d [Tor Myklebust] Teach ALS how to use the NNLS solver.
6cb563c [Tor Myklebust] Tests for the nonnegative least squares solver.
a68ac10 [Tor Myklebust] A nonnegative least-squares solver.
Diffstat (limited to 'docker')
0 files changed, 0 insertions, 0 deletions