Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/6189#discussion_r30432509
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/mllib/classification/NaiveBayes.scala ---
    @@ -85,17 +89,22 @@ class NaiveBayesModel private[mllib] (
       }
     
       override def predict(testData: Vector): Double = {
    -    val brzData = testData.toBreeze
         modelType match {
           case "Multinomial" =>
    -        labels(brzArgmax(brzPi + brzTheta * brzData))
    +        val prob = thetaMatrix.multiply(testData.toDense)
    +        BLAS.axpy(1.0, piVector, prob)
    +        labels(prob.argmax)
           case "Bernoulli" =>
    -        if (!brzData.forall(v => v == 0.0 || v == 1.0)) {
    -          throw new SparkException(
    -            s"Bernoulli Naive Bayes requires 0 or 1 feature values but 
found $testData.")
    +        testData.foreachActive { (index, value) =>
    +          if (value != 0.0 && value != 1.0) {
    +            throw new SparkException(
    +              s"Bernoulli Naive Bayes requires 0 or 1 feature values but 
found $testData.")
    +          }
             }
    -        labels(brzArgmax(brzPi +
    -          (brzTheta - brzNegTheta.get) * brzData + brzNegThetaSum.get))
    +        val prob = thetaMinusnegTheta.get.multiply(testData.toDense)
    --- End diff --
    
    `toDense` could be quite expensive. It would be great if we first add 
`multiply(x: Vector)` and optimize the implementation for `SparseVector`, then 
update this PR to use it.


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