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https://issues.apache.org/jira/browse/SPARK-5017?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Joseph K. Bradley updated SPARK-5017:
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Priority: Critical (was: Major)
> 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
> Priority: Critical
>
> 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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