Nice work dima! Can you write a paragraph showing just what your current intended algorithm. I can run a few checks in r.
Sent from my iPhone On Oct 10, 2010, at 9:53 AM, "Dmitriy Lyubimov (JIRA)" <[email protected]> wrote: > > [ > https://issues.apache.org/jira/browse/MAHOUT-376?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12919567#action_12919567 > ] > > Dmitriy Lyubimov edited comment on MAHOUT-376 at 10/10/10 12:52 PM: > -------------------------------------------------------------------- > > ok, i got to BBt normalized for rank deficiences in Q blocks. > > What eigensolver should i use in context of Mahout? I know there's something > in that Cern library but it is all deprecateed. There's also a solver in > apache commons, but it is not readily imported into the mahout core. > > Thanks. > > PS. > > so i got to singular values now. I run a unit test so that k+p=n. When i > parameterize algorithm so that only one Q-block is produced , the eigenvalues > match the stock result at least as good as 10E-5. Which is expected under > the circumstances. however as soon as i increase number of Q-blocks >1, the > singular values go astray as much as 10%. Not good. In both cases, the entire > Q passes the orthonormality test. I guess it means that as i thought before, > doing block orthonormalization this way does result in a subspace different > from original span by Y.I need to research on doing orthonormalization with > blocks. I think that's the only showstopper here that is still left. It may > result in a rewrite that splits one job producing both Q and Bt, into several > though. > > was (Author: dlyubimov2): > ok, i got to BBt normalized for rank deficiences in Q blocks. > > What eigensolver should i use in context of Mahout? I know there's something > in that Cern library but it is all deprecateed. There's also a solver in > apache commons, but it is not readily imported into the mahout core. > > Thanks. > > PS. i tried EigenvalueDecomposition from cern library. I know i am quite > likely providing an ill-conditioned matrix in my unit test but strange thing > is that eigen values are not always in descending order. i thought they were > supposed to come out in descending order? > >> Implement Map-reduce version of stochastic SVD >> ---------------------------------------------- >> >> Key: MAHOUT-376 >> URL: https://issues.apache.org/jira/browse/MAHOUT-376 >> Project: Mahout >> Issue Type: Improvement >> Components: Math >> Reporter: Ted Dunning >> Assignee: Ted Dunning >> Fix For: 0.5 >> >> Attachments: MAHOUT-376.patch, sd-bib.bib, sd.pdf, sd.tex, Stochastic >> SVD using eigensolver trick.pdf >> >> >> See attached pdf for outline of proposed method. >> All comments are welcome. > > -- > This message is automatically generated by JIRA. > - > You can reply to this email to add a comment to the issue online. >
