GitHub user sethah opened a pull request:
https://github.com/apache/spark/pull/17078
[SPARK-19746][ML] Faster indexing for logistic aggregator
## What changes were proposed in this pull request?
JIRA: [SPARK-19746](https://issues.apache.org/jira/browse/SPARK-19746)
The following code is inefficient:
````scala
val localCoefficients: Vector = bcCoefficients.value
features.foreachActive { (index, value) =>
val stdValue = value / localFeaturesStd(index)
var j = 0
while (j < numClasses) {
margins(j) += localCoefficients(index * numClasses + j) * stdValue
j += 1
}
}
````
`localCoefficients(index * numClasses + j)` calls `Vector.apply` which
creates a new Breeze vector and indexes that. Even if it is not that slow to
create the object, we will generate a lot of extra garbage that may result in
longer GC pauses. This is a hot inner loop, so we should optimize wherever
possible.
## How was this patch tested?
I don't think there's a great way to test this patch. It's purely
performance related, so unit tests should guarantee that we haven't made any
unwanted changes. Empirically I observed between 10-40% speedups just running
short local tests. I suspect the big differences will be seen when large
data/coefficient sizes have to pause for GC more often. I welcome other ideas
for testing.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/sethah/spark logistic_agg_indexing
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/17078.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 #17078
----
commit 3bea389f6780e1fd0385fbe26954fa4f59b69e37
Author: sethah <seth.hendrickso...@gmail.com>
Date: 2017-02-27T05:22:09Z
better indexing for logistic agg
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