Joseph K. Bradley created SPARK-5017:
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Summary: GaussianMixtureEM should use SVD for Gaussian
initialization
Key: SPARK-5017
URL: https://issues.apache.org/jira/browse/SPARK-5017
Project: Spark
Issue Type: Improvement
Components: MLlib
Affects Versions: 1.2.0
Reporter: Joseph K. Bradley
GaussianMixtureEM effectively does 2 matrix decompositions in Gaussian
initialization (pinv and det). Instead, it should do SVD and use that result
to compute the inverse and det. This will also prevent failure when the matrix
is singular.
Note: Breeze pinv fails when the matrix is singular:
[https://github.com/scalanlp/breeze/issues/304]
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