GitHub user jkbradley opened a pull request:
https://github.com/apache/spark/pull/12593
[WIP][SPARK-14732][ML] spark.ml GaussianMixture should use
MultivariateGaussian in mllib-local
## What changes were proposed in this pull request?
Before, spark.ml GaussianMixtureModel used the spark.mllib
MultivariateGaussian in its public API. This was added after 1.6, so we can
modify this API without breaking APIs.
This PR copies MultivariateGaussian to mllib-local in spark.ml, with a few
changes:
* Renamed fields to match numpy, scipy: mu => mean, sigma => cov
This PR then uses the spark.ml MultivariateGaussian in the spark.ml
GaussianMixtureModel, which involves:
* Modifying the constructor
* Adding a computeProbabilities method
Also:
* Added EPSILON to mllib-local for use in MultivariateGaussian
## How was this patch tested?
Existing unit tests
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/jkbradley/spark sparkml-gmm-fix
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/12593.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 #12593
----
commit 9b68a40ddc4b435b69ff9987f9134a89d96b179b
Author: Joseph K. Bradley <[email protected]>
Date: 2016-04-22T01:30:44Z
Fixed spark.ml GaussianMixture to use MultivariateGaussian in mllib-local
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