DB Tsai created SPARK-4129:
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             Summary: Performance tuning in MultivariateOnlineSummarizer
                 Key: SPARK-4129
                 URL: https://issues.apache.org/jira/browse/SPARK-4129
             Project: Spark
          Issue Type: Improvement
          Components: MLlib
            Reporter: DB Tsai


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. 




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