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https://issues.apache.org/jira/browse/SPARK-3987?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14180314#comment-14180314
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Debasish Das commented on SPARK-3987:
-------------------------------------
[~coderxiang] changing to 1e-6 to 1e-7 fixes this error but why bound step at
1e-6 or 1e-7...why not let the algorithm converge using the standard techniques
used in BFGS / OWLQN (gradient norm and last 5 iterates)...you can also extend
Breeze linear CG to implement NNLS...
NNLS iters 36 result
0.13010360222362655,0.1268399356245685,0.07256472682635416,0.15415258739697485,0.14472814692821925,0.12993720335014108,0.12116579552952525,0.16145040854270917,0.19919730253363563,0.18716812848138634,0.1594670311402431,0.1442692338314524,0.11740410727778867,0.10929848737016828,0.08690057753031168,0.22139114605899224,0.0,0.17404384335673376,0.16208039794069887,0.04543896291399707
QuadraticMinimizer iters 259 result [0.130104; 0.126840; 0.072565; 0.154153;
0.144728; 0.129937; 0.121166; 0.161450; 0.199197; 0.187168; 0.159467; 0.144269;
0.117404; 0.109298; 0.086901; 0.221391; 0.000000; 0.174044; 0.162080; 0.045439]
I will run more tests...Basically based on this PR I am testing
https://issues.apache.org/jira/browse/SPARK-2426 userFeatures as SMOOTH and
productFeatures as POSITIVE...and this particular case showed up there...For
POSITIVE I use both NNLS and QuadraticMinimizer to see the iterations and
optimize on that...
> NNLS generates incorrect result
> -------------------------------
>
> Key: SPARK-3987
> URL: https://issues.apache.org/jira/browse/SPARK-3987
> Project: Spark
> Issue Type: Bug
> Components: MLlib
> Affects Versions: 1.1.0
> Reporter: Debasish Das
> Assignee: Shuo Xiang
>
> Hi,
> Please see the example gram matrix and linear term:
> val P2 = new DoubleMatrix(20, 20, 333907.312770, -60814.043975,
> 207935.829941, -162881.367739, -43730.396770, 17511.428983, -243340.496449,
> -225245.957922, 104700.445881, 32430.845099, 336378.693135, -373497.970207,
> -41147.159621, 53928.060360, -293517.883778, 53105.278068, 0.000000,
> -85257.781696, 84913.970469, -10584.080103, -60814.043975, 13826.806664,
> -38032.612640, 33475.833875, 10791.916809, -1040.950810, 48106.552472,
> 45390.073380, -16310.282190, -2861.455903, -60790.833191, 73109.516544,
> 9826.614644, -8283.992464, 56991.742991, -6171.366034, 0.000000,
> 19152.382499, -13218.721710, 2793.734234, 207935.829941, -38032.612640,
> 129661.677608, -101682.098412, -27401.299347, 10787.713362, -151803.006149,
> -140563.601672, 65067.935324, 20031.263383, 209521.268600, -232958.054688,
> -25764.179034, 33507.951918, -183046.845592, 32884.782835, 0.000000,
> -53315.811196, 52770.762546, -6642.187643, -162881.367739, 33475.833875,
> -101682.098412, 85094.407608, 25422.850782, -5437.646141, 124197.166330,
> 116206.265909, -47093.484134, -11420.168521, -163429.436848, 189574.783900,
> 23447.172314, -24087.375367, 148311.355507, -20848.385466, 0.000000,
> 46835.814559, -38180.352878, 6415.873901, -43730.396770, 10791.916809,
> -27401.299347, 25422.850782, 8882.869799, 15.638084, 35933.473986,
> 34186.371325, -10745.330690, -974.314375, -43537.709621, 54371.010558,
> 7894.453004, -5408.929644, 42231.381747, -3192.010574, 0.000000,
> 15058.753110, -8704.757256, 2316.581535, 17511.428983, -1040.950810,
> 10787.713362, -5437.646141, 15.638084, 2794.949847, -9681.950987,
> -8258.171646, 7754.358930, 4193.359412, 18052.143842, -15456.096769,
> -253.356253, 4089.672804, -12524.380088, 5651.579348, 0.000000, -1513.302547,
> 6296.461898, 152.427321, -243340.496449, 48106.552472, -151803.006149,
> 124197.166330, 35933.473986, -9681.950987, 182931.600236, 170454.352953,
> -72361.174145, -19270.461728, -244518.179729, 279551.060579, 33340.452802,
> -37103.267653, 219025.288975, -33687.141423, 0.000000, 67347.950443,
> -58673.009647, 8957.800259, -225245.957922, 45390.073380, -140563.601672,
> 116206.265909, 34186.371325, -8258.171646, 170454.352953, 159322.942894,
> -66074.960534, -16839.743193, -226173.967766, 260421.044094, 31624.194003,
> -33839.612565, 203889.695169, -30034.828909, 0.000000, 63525.040745,
> -53572.741748, 8575.071847, 104700.445881, -16310.282190, 65067.935324,
> -47093.484134, -10745.330690, 7754.358930, -72361.174145, -66074.960534,
> 35869.598076, 13378.653317, 106033.647837, -111831.682883, -10455.465743,
> 18537.392481, -88370.612394, 20344.288488, 0.000000, -22935.482766,
> 29004.543704, -2409.461759, 32430.845099, -2861.455903, 20031.263383,
> -11420.168521, -974.314375, 4193.359412, -19270.461728, -16839.743193,
> 13378.653317, 6802.081898, 33256.395091, -30421.985199, -1296.785870,
> 7026.518692, -24443.378205, 9221.982599, 0.000000, -4088.076871,
> 10861.014242, -25.092938, 336378.693135, -60790.833191, 209521.268600,
> -163429.436848, -43537.709621, 18052.143842, -244518.179729, -226173.967766,
> 106033.647837, 33256.395091, 339200.268106, -375442.716811, -41027.594509,
> 54636.778527, -295133.248586, 54177.278365, 0.000000, -85237.666701,
> 85996.957056, -10503.209968, -373497.970207, 73109.516544, -232958.054688,
> 189574.783900, 54371.010558, -15456.096769, 279551.060579, 260421.044094,
> -111831.682883, -30421.985199, -375442.716811, 427793.208465, 50528.074431,
> -57375.986301, 335203.382015, -52676.385869, 0.000000, 102368.307670,
> -90679.792485, 13509.390393, -41147.159621, 9826.614644, -25764.179034,
> 23447.172314, 7894.453004, -253.356253, 33340.452802, 31624.194003,
> -10455.465743, -1296.785870, -41027.594509, 50528.074431, 7255.977434,
> -5281.636812, 39298.355527, -3440.450858, 0.000000, 13717.870243,
> -8471.405582, 2071.812204, 53928.060360, -8283.992464, 33507.951918,
> -24087.375367, -5408.929644, 4089.672804, -37103.267653, -33839.612565,
> 18537.392481, 7026.518692, 54636.778527, -57375.986301, -5281.636812,
> 9735.061160, -45360.674033, 10634.633559, 0.000000, -11652.364691,
> 15039.566630, -1202.539106, -293517.883778, 56991.742991, -183046.845592,
> 148311.355507, 42231.381747, -12524.380088, 219025.288975, 203889.695169,
> -88370.612394, -24443.378205, -295133.248586, 335203.382015, 39298.355527,
> -45360.674033, 262923.925938, -42012.606885, 0.000000, 79810.919951,
> -71657.856143, 10464.327491, 53105.278068, -6171.366034, 32884.782835,
> -20848.385466, -3192.010574, 5651.579348, -33687.141423, -30034.828909,
> 20344.288488, 9221.982599, 54177.278365, -52676.385869, -3440.450858,
> 10634.633559, -42012.606885, 13238.686902, 0.000000, -8739.845698,
> 16511.872845, -530.252003, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000,
> 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000, 0.000000,
> 0.000000, 0.000000, 0.000000, 0.000000, 118.430000, 0.000000, 0.000000,
> 0.000000, -85257.781696, 19152.382499, -53315.811196, 46835.814559,
> 15058.753110, -1513.302547, 67347.950443, 63525.040745, -22935.482766,
> -4088.076871, -85237.666701, 102368.307670, 13717.870243, -11652.364691,
> 79810.919951, -8739.845698, 0.000000, 26878.133950, -18588.407734,
> 3894.934299, 84913.970469, -13218.721710, 52770.762546, -38180.352878,
> -8704.757256, 6296.461898, -58673.009647, -53572.741748, 29004.543704,
> 10861.014242, 85996.957056, -90679.792485, -8471.405582, 15039.566630,
> -71657.856143, 16511.872845, 0.000000, -18588.407734, 23649.538538,
> -1951.083671, -10584.080103, 2793.734234, -6642.187643, 6415.873901,
> 2316.581535, 152.427321, 8957.800259, 8575.071847, -2409.461759, -25.092938,
> -10503.209968, 13509.390393, 2071.812204, -1202.539106, 10464.327491,
> -530.252003, 0.000000, 3894.934299, -1951.083671, 738.955915)
> val q2 = new DoubleMatrix(20, 1, 31755.057100, -13047.148129,
> 20191.244430, -25993.775800, -11963.550172, -4272.425977, -33569.856044,
> -33451.387021, 2320.764250, -5333.136834, 30633.764272, -49513.939049,
> -10351.230305, 872.276714, -37634.078430, -4628.338543, -0.000000,
> -18109.093788, 1856.725521, -3397.693211)
> NNLS result:
> 0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0,0.0
> PR result: https://github.com/apache/spark/pull/2705
> QuadraticMinimizer result [0.130104; 0.126840; 0.072565; 0.154153; 0.144728;
> 0.129937; 0.121166; 0.161450; 0.199197; 0.187168; 0.159467; 0.144269;
> 0.117404; 0.109298; 0.086901; 0.221391; 0.000000; 0.174044; 0.162080;
> 0.045439]
> Octave result:
> octave:7> qp(x0, H, f, [], [], lb, ub)
> ans =
> 0.13010
> 0.12684
> 0.07256
> 0.15415
> 0.14473
> 0.12994
> 0.12117
> 0.16145
> 0.19920
> 0.18717
> 0.15947
> 0.14427
> 0.11740
> 0.10930
> 0.08690
> 0.22139
> 0.00000
> 0.17404
> 0.16208
> 0.04544
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