GitHub user tmyklebu opened a pull request:
https://github.com/apache/spark/pull/460
Alternating nonnegative least-squares
This pull request includes a nonnegative least-squares solver (NNLS)
tailored to the kinds of small-scale problems that come up when training matrix
factorisation models by alternating nonnegative least-squares (ANNLS).
The method used for the NNLS subproblems is based on the classical method
of projected gradients. There is a modification where, if the set of active
constraints has not changed since the last iteration, a conjugate gradient step
is considered and possibly rejected in favour of the gradient; this improves
convergence once the optimal face has been located.
The NNLS solver is in `org.apache.spark.mllib.optimization.NNLSbyPCG`.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/tmyklebu/spark annls
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/460.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #460
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commit a68ac10932b2d9ae50b3a27b34bf65fce7e024e1
Author: Tor Myklebust <[email protected]>
Date: 2014-04-19T23:07:27Z
A nonnegative least-squares solver.
commit 6cb563c19e7ae554724f9832f83a4df96d3d92c1
Author: Tor Myklebust <[email protected]>
Date: 2014-04-19T23:07:40Z
Tests for the nonnegative least squares solver.
commit f5dbf4d5fb5fe5d09cf86e0fba388efc68acadd0
Author: Tor Myklebust <[email protected]>
Date: 2014-04-19T23:08:31Z
Teach ALS how to use the NNLS solver.
commit 89ea0a8ef942ba0e62d91d75ca26f92a85b25470
Author: Tor Myklebust <[email protected]>
Date: 2014-04-19T23:08:56Z
Hack ALSSuite to support NNLS testing.
commit 33bf4f20e28fdeaab2ed6ae36ef97115898c88dd
Author: Tor Myklebust <[email protected]>
Date: 2014-04-16T18:14:38Z
Fix missing space.
commit 9a82fa61cb467db2e0dbc308d15268f15d20500d
Author: Tor Myklebust <[email protected]>
Date: 2014-04-20T03:54:58Z
Fix scalastyle moanings.
commit c288b6ae99bb4aecacead1d399ec61dadd1ce2ab
Author: Tor Myklebust <[email protected]>
Date: 2014-04-20T03:55:13Z
Finish moving the NNLS solver.
commit ac673bda27883d4bb4085fa326380aaed29b1a70
Author: Tor Myklebust <[email protected]>
Date: 2014-04-20T19:29:10Z
More safeguards against numerical ridiculousness.
commit 5345402b6d44cd9fad46de830b0f7b4c8d3f9268
Author: Tor Myklebust <[email protected]>
Date: 2014-04-21T02:04:35Z
Style fixes that got eaten.
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