Repository: spark Updated Branches: refs/heads/master 1559495dd -> 51ce99735
[SPARK-4129][MLlib] Performance tuning in MultivariateOnlineSummarizer In MultivariateOnlineSummarizer, breeze's activeIterator is used to loop through the nonZero elements in the vector. However, activeIterator doesn't perform well due to lots of overhead. In this PR, native while loop is used for both DenseVector and SparseVector. The benchmark result with 20 executors using mnist8m dataset: Before: DenseVector: 48.2 seconds SparseVector: 16.3 seconds After: DenseVector: 17.8 seconds SparseVector: 11.2 seconds Since MultivariateOnlineSummarizer is used in several places, the overall performance gain in mllib library will be significant with this PR. Author: DB Tsai <[email protected]> Closes #2992 from dbtsai/SPARK-4129 and squashes the following commits: b99db6c [DB Tsai] fixed java.lang.ArrayIndexOutOfBoundsException 2b5e882 [DB Tsai] small refactoring ebe3e74 [DB Tsai] First commit Project: http://git-wip-us.apache.org/repos/asf/spark/repo Commit: http://git-wip-us.apache.org/repos/asf/spark/commit/51ce9973 Tree: http://git-wip-us.apache.org/repos/asf/spark/tree/51ce9973 Diff: http://git-wip-us.apache.org/repos/asf/spark/diff/51ce9973 Branch: refs/heads/master Commit: 51ce997355465fc5c29d0e49b92f9bae0bab90ed Parents: 1559495 Author: DB Tsai <[email protected]> Authored: Wed Oct 29 10:14:53 2014 -0700 Committer: Xiangrui Meng <[email protected]> Committed: Wed Oct 29 10:14:53 2014 -0700 ---------------------------------------------------------------------- .../stat/MultivariateOnlineSummarizer.scala | 25 ++++++++++++++++---- 1 file changed, 21 insertions(+), 4 deletions(-) ---------------------------------------------------------------------- http://git-wip-us.apache.org/repos/asf/spark/blob/51ce9973/mllib/src/main/scala/org/apache/spark/mllib/stat/MultivariateOnlineSummarizer.scala ---------------------------------------------------------------------- diff --git a/mllib/src/main/scala/org/apache/spark/mllib/stat/MultivariateOnlineSummarizer.scala b/mllib/src/main/scala/org/apache/spark/mllib/stat/MultivariateOnlineSummarizer.scala index 3025d48..fab7c44 100644 --- a/mllib/src/main/scala/org/apache/spark/mllib/stat/MultivariateOnlineSummarizer.scala +++ b/mllib/src/main/scala/org/apache/spark/mllib/stat/MultivariateOnlineSummarizer.scala @@ -20,7 +20,7 @@ package org.apache.spark.mllib.stat import breeze.linalg.{DenseVector => BDV} import org.apache.spark.annotation.DeveloperApi -import org.apache.spark.mllib.linalg.{Vectors, Vector} +import org.apache.spark.mllib.linalg.{DenseVector, SparseVector, Vectors, Vector} /** * :: DeveloperApi :: @@ -72,9 +72,8 @@ class MultivariateOnlineSummarizer extends MultivariateStatisticalSummary with S require(n == sample.size, s"Dimensions mismatch when adding new sample." + s" Expecting $n but got ${sample.size}.") - sample.toBreeze.activeIterator.foreach { - case (_, 0.0) => // Skip explicit zero elements. - case (i, value) => + @inline def update(i: Int, value: Double) = { + if (value != 0.0) { if (currMax(i) < value) { currMax(i) = value } @@ -89,6 +88,24 @@ class MultivariateOnlineSummarizer extends MultivariateStatisticalSummary with S currL1(i) += math.abs(value) nnz(i) += 1.0 + } + } + + sample match { + case dv: DenseVector => { + var j = 0 + while (j < dv.size) { + update(j, dv.values(j)) + j += 1 + } + } + case sv: SparseVector => + var j = 0 + while (j < sv.indices.size) { + update(sv.indices(j), sv.values(j)) + j += 1 + } + case v => throw new IllegalArgumentException("Do not support vector type " + v.getClass) } totalCnt += 1 --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
