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https://issues.apache.org/jira/browse/SPARK-3588?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14224287#comment-14224287
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Travis Galoppo commented on SPARK-3588:
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Sorry about the duplicate effort; I did a search prior to my PR, but somehow
missed this ticket. I will gladly coordinate to improve my submission.
cc: [~mengxr] [~MeethuM]
> Gaussian Mixture Model clustering
> ---------------------------------
>
> Key: SPARK-3588
> URL: https://issues.apache.org/jira/browse/SPARK-3588
> Project: Spark
> Issue Type: New Feature
> Components: MLlib, PySpark
> Reporter: Meethu Mathew
> Assignee: Meethu Mathew
> Attachments: GMMSpark.py
>
>
> Gaussian Mixture Models (GMM) is a popular technique for soft clustering. GMM
> models the entire data set as a finite mixture of Gaussian distributions,each
> parameterized by a mean vector µ ,a covariance matrix ∑ and a mixture weight
> π. In this technique, probability of each point to belong to each cluster is
> computed along with the cluster statistics.
> We have come up with an initial distributed implementation of GMM in pyspark
> where the parameters are estimated using the Expectation-Maximization
> algorithm.Our current implementation considers diagonal covariance matrix for
> each component.
> We did an initial benchmark study on a 2 node Spark standalone cluster setup
> where each node config is 8 Cores,8 GB RAM, the spark version used is 1.0.0.
> We also evaluated python version of k-means available in spark on the same
> datasets.
> Below are the results from this benchmark study. The reported stats are
> average from 10 runs.Tests were done on multiple datasets with varying number
> of features and instances.
> || Dataset
> || Gaussian
> mixture model ||
> Kmeans(Python) ||
>
> |Instances|Dimensions |Avg time per iteration|Time for 100 iterations |Avg
> time per iteration |Time for 100 iterations |
> |0.7million| 13
> |
> 7s
> |
> 12min
> |
> 13s
> | 26min
> |
> |1.8million| 11
> |
> 17s
> |
> 29min
> |
> 33s
> | 53min
> |
> |10million| 16
> |
> 1.6min
> | 2.7hr
> |
> 1.2min |
> 2hr
> |
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