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https://issues.apache.org/jira/browse/SPARK-17134?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15428848#comment-15428848
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DB Tsai commented on SPARK-17134:
---------------------------------
{code:borderStyle=solid}
val margins = Array.ofDim[Double](numClasses)
features.foreachActive { (index, value) =>
if (featuresStd(index) != 0.0 && value != 0.0) {
var i = 0
val temp = value / featuresStd(index)
while ( i < numClasses) {
margins(i) += coefficients(i * numFeaturesPlusIntercept + index) * temp
i += 1
}
}
}
if (fitIntercept) {
var i = 0
val length = features.size
while ( i < numClasses) {
margins(i) += coefficients(i * numFeaturesPlusIntercept + length)
i += 1
}
}
val maxMargin = margins.max
val marginOfLabel = margins(label.toInt)
{code}
> Use level 2 BLAS operations in LogisticAggregator
> -------------------------------------------------
>
> Key: SPARK-17134
> URL: https://issues.apache.org/jira/browse/SPARK-17134
> Project: Spark
> Issue Type: Sub-task
> Components: ML
> Reporter: Seth Hendrickson
>
> Multinomial logistic regression uses LogisticAggregator class for gradient
> updates. We should look into refactoring MLOR to use level 2 BLAS operations
> for the updates. Performance testing should be done to show improvements.
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