Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/3871#discussion_r22423959
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/stat/impl/MultivariateGaussian.scala
---
@@ -17,23 +17,62 @@
package org.apache.spark.mllib.stat.impl
-import breeze.linalg.{DenseVector => DBV, DenseMatrix => DBM, Transpose,
det, pinv}
+import breeze.linalg.{DenseVector => DBV, DenseMatrix => DBM, max, diag,
eigSym}
-/**
- * Utility class to implement the density function for multivariate
Gaussian distribution.
- * Breeze provides this functionality, but it requires the Apache
Commons Math library,
- * so this class is here so-as to not introduce a new dependency in
Spark.
- */
+import org.apache.spark.mllib.util.MLUtils
+
+/*
+ * This class provides basic functionality for a Multivariate Gaussian
(Normal) Distribution
--- End diff --
Perhaps you could add a note here about how this behaves when sigma is
singular, plus a reference like
[http://en.wikipedia.org/wiki/Multivariate_normal_distribution#Degenerate_case]
The doc could be a short version of what you have below for
```calculateCovarianceConstants```
---
If your project is set up for it, you can reply to this email and have your
reply appear on GitHub as well. If your project does not have this feature
enabled and wishes so, or if the feature is enabled but not working, please
contact infrastructure at [email protected] or file a JIRA ticket
with INFRA.
---
---------------------------------------------------------------------
To unsubscribe, e-mail: [email protected]
For additional commands, e-mail: [email protected]
