I suspect this will be coming to Spark Mllib soon :)
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On Mon, Sep 9, 2013 at 1:40 AM, Ted Dunning <[email protected]> wrote:
> http://arxiv.org/pdf/1107.0789v6.pdf
> The basic idea is to use randomized column sampling to divide the matrix
> into parts which are then decomposed using whatever method de jour you
> like. The decompositions of the parts can then be put back together to get
> a good estimate of the decomposition of the original matrix.
> Combined row and column decomposition can also be used and I think
> extension to row sampling (more convenient for us) is relatively trivial.
