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[MAHOUT-1148] QR Decomposition is too slow - Mahout - [issue]
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...A user reported that QR decomposition is too slow. I coded up a replacement that can be 10x faster under certain cases and the new version is also tested....
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http://issues.apache.org/jira/browse/MAHOUT-1148
Author: Ted Dunning,
2013-02-16, 04:44
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[MAHOUT-792] Add new stochastic decomposition code - Mahout - [issue]
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...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...
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...:
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...
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http://issues.apache.org/jira/browse/MAHOUT-792
Author: Ted Dunning,
2012-02-09, 14:00
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[MAHOUT-469] Need to update and test QR decomposition - Mahout - [issue]
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...I need to use QR for explaining the SGD model coefficients.Will commit the tests and rewritten QR class shortly....
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http://issues.apache.org/jira/browse/MAHOUT-469
Author: Ted Dunning,
2010-10-31, 15:50
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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... of the small elements of R as far down the diagonal as possible. This gives you a reliable way of finding the problems and can give you approximate solutions of a limited rank decomposition of A...
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Author: Ted Dunning,
2013-04-04, 13:13
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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...On Fri, Apr 5, 2013 at 2:40 AM, Koobas wrote: Ahh... this is an important point and it should handle all of the issues of poor conditioning. The regularizer takes the rank...
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Author: Ted Dunning,
2013-04-05, 05:57
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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...The classic poorly conditioned matrix is Hilbert's. a_ij = 1/(i+j+1) (for zero-based matrices) or a_ij = 1/(i+j-1) (for one...
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Author: Ted Dunning,
2013-04-04, 22:19
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Re: Detecting rank-deficiency, or worse, via QR decomposition - Mahout - [mail # user]
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...On Thu, Apr 4, 2013 at 4:16 PM, Koobas wrote: One would think so. But the situation is that I can do Gram Schmidt from memory so I did that. And then I tested ...
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Author: Ted Dunning,
2013-04-04, 22:11
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Re: need review for stochastic matrix decomposition doc - Mahout - [mail # dev]
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...The qr step that I am talking about is, indeed, QR decomposition and would typically be implemented with a sequential local implementation of Gram-Schmidt. The win in the outline that I...
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... gave was that I was proposing decomposing independent blocks of the A Omega product rather than the whole thing at once. This block decomposition *is* parallelizable, but it isn't really a QR...
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[+ show more]
[- hide]
| ... decomposition of the entire matrix. It does, however, provide an orthonormal basis of A Omega. Since we don't care about the R part of the decomposition anyway, that seems good enough. (let me know... |
| ... if there is somewhere that I could describe the process better to make clear that I am suggesting decomposition of indepdendent blocks) On Sun, Apr 11, 2010 at 9:55 PM, Dmitriy Lyubimov wrote: ... |
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Author: Ted Dunning,
2010-04-12, 05:54
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need review for stochastic matrix decomposition doc - Mahout - [mail # dev]
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...I am working out the details of a fully scalable MR implementation of the stochastic decomposition and would appreciate some reviews. See https://issues.apache.org/jira/browse/MAHOUT-376...
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Author: Ted Dunning,
2010-04-11, 13:49
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Re: need review for stochastic matrix decomposition doc - Mahout - [mail # dev]
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.... The basic idea is just that I am doing QR decompositions on row-wise blocks of A Omega. On Sun, Apr 11, 2010 at 10:54 PM, Ted Dunning wrote: ...
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Author: Ted Dunning,
2010-04-12, 16:32
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