GitHub user NarineK opened a pull request:
https://github.com/apache/spark/pull/11179
[SPARK-13295] [ ML, MLlib ] AFTSurvivalRegression.AFTAggregator
improvements - Avoids creating new instances of arrays/vectors for each record
As also mentioned/marked by TODO in AFTAggregator.AFTAggregator.add(data:
AFTPoint) a new array is being created for intercept value and it is being
concatenated
with another array which contains the betas, the resulted Array is being
converted into a Dense vector which in it's turn is being converted into breeze
vector.
This is expensive and not necessarily beautiful.
I've tried to solve above mentioned problem by simple algebraic
decompositions - keeping and treating intercept independently.
Please let me know what do you think and if you have any questions.
Thanks,
Narine
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/NarineK/spark survivaloptim
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/11179.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 #11179
----
commit 8d443e9d7cd4b8b4cf7a4e14bec8287b7db6aff7
Author: Narine Kokhlikyan <[email protected]>
Date: 2016-02-12T02:42:08Z
Initial commit - AFTSurvivalRegression improvements
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