[jira] [Comment Edited] (SPARK-6417) Add Linear Programming algorithm

2016-12-15 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-6417?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15731333#comment-15731333
 ] 

Ehsan Mohyedin Kermani edited comment on SPARK-6417 at 12/15/16 6:12 PM:
-

Here's my implementation inspired by Spark-TFOCS design: 
https://github.com/ehsanmok/spark-lp
Please see the README file. Also detailed results are provided in chapter 4 of 
my thesis here: 
https://open.library.ubc.ca/cIRcle/collections/ubctheses/24/items/1.0340337


was (Author: ehsan mohyedin kermani):
Here's my implementation inspired by Spark-TFOCS design: 
https://github.com/ehsanmok/spark-lp
Empirical results will be added very soon.

> Add Linear Programming algorithm 
> -
>
> Key: SPARK-6417
> URL: https://issues.apache.org/jira/browse/SPARK-6417
> Project: Spark
>  Issue Type: New Feature
>  Components: MLlib
>Reporter: Fan Jiang
>  Labels: features
>
> Linear programming is the problem of finding a vector x that minimizes a 
> linear function fTx subject to linear constraints:
> minxfTx
> such that one or more of the following hold: A·x ≤ b, Aeq·x = beq, l ≤ x ≤ u.



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[jira] [Comment Edited] (SPARK-6417) Add Linear Programming algorithm

2016-12-07 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-6417?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15731333#comment-15731333
 ] 

Ehsan Mohyedin Kermani edited comment on SPARK-6417 at 12/8/16 6:54 AM:


Here's my implementation inspired by Spark-TFOCS design: 
https://github.com/ehsanmok/spark-lp
Empirical results will be added very soon.


was (Author: ehsan mohyedin kermani):
Here's my implementation inspired by Spark-TFOCS design: 
https://github.com/ehsanmok/spark-lp

> Add Linear Programming algorithm 
> -
>
> Key: SPARK-6417
> URL: https://issues.apache.org/jira/browse/SPARK-6417
> Project: Spark
>  Issue Type: New Feature
>  Components: MLlib
>Reporter: Fan Jiang
>  Labels: features
>
> Linear programming is the problem of finding a vector x that minimizes a 
> linear function fTx subject to linear constraints:
> minxfTx
> such that one or more of the following hold: A·x ≤ b, Aeq·x = beq, l ≤ x ≤ u.



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[jira] [Commented] (SPARK-6417) Add Linear Programming algorithm

2016-12-07 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-6417?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15731333#comment-15731333
 ] 

Ehsan Mohyedin Kermani commented on SPARK-6417:
---

Here's my implementation inspired by Spark-TFOCS design: 
https://github.com/ehsanmok/spark-lp

> Add Linear Programming algorithm 
> -
>
> Key: SPARK-6417
> URL: https://issues.apache.org/jira/browse/SPARK-6417
> Project: Spark
>  Issue Type: New Feature
>  Components: MLlib
>Reporter: Fan Jiang
>  Labels: features
>
> Linear programming is the problem of finding a vector x that minimizes a 
> linear function fTx subject to linear constraints:
> minxfTx
> such that one or more of the following hold: A·x ≤ b, Aeq·x = beq, l ≤ x ≤ u.



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[jira] [Issue Comment Deleted] (SPARK-6417) Add Linear Programming algorithm

2016-11-10 Thread Ehsan Mohyedin Kermani (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-6417?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Ehsan Mohyedin Kermani updated SPARK-6417:
--
Comment: was deleted

(was: As I am working on the implementation, I have some serious 
concerns/questions. 

1) Since I am heavily using distributed matrix abstractions provided in linalg, 
I realized it's impossible for me to submit it as a separate package when the 
implementation is completed. I don't think it's possible to define new 
abstractions like Aaron Staple's TFOCS package, for this task.

2) Adding some functionalities like transforming a local matrix to a 
BlockMatrix is necessary, as the underlying matrix is a distributed BlockMatrix 
and that's the only distributed matrix data structure with minimal matrix 
operations suitable for this task (any suggestions?)

3) Because, there's no literature on LP in mapReduce, my only approach is 
primal-dual IPM but with underlying distributed matrix data structures, so can 
that be called a distributed LP solver? if so in what degree?

Please let me know your opinion and it'd be great to have someone who is 
willing to do the code review and guide me before any submission as I'm 
relatively new to Scala. )

> Add Linear Programming algorithm 
> -
>
> Key: SPARK-6417
> URL: https://issues.apache.org/jira/browse/SPARK-6417
> Project: Spark
>  Issue Type: New Feature
>  Components: MLlib
>Reporter: Fan Jiang
>  Labels: features
>
> Linear programming is the problem of finding a vector x that minimizes a 
> linear function fTx subject to linear constraints:
> minxfTx
> such that one or more of the following hold: A·x ≤ b, Aeq·x = beq, l ≤ x ≤ u.



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[jira] [Closed] (SPARK-13788) CholeskyDecomposition has side effects!

2016-03-10 Thread Ehsan Mohyedin Kermani (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-13788?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Ehsan Mohyedin Kermani closed SPARK-13788.
--
Resolution: Not A Problem

> CholeskyDecomposition has side effects!
> ---
>
> Key: SPARK-13788
> URL: https://issues.apache.org/jira/browse/SPARK-13788
> Project: Spark
>  Issue Type: Bug
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>
> Current CholeskyDecomposition implementation calling from lapack has side 
> effects due to mutating the array A representing the matrix in packed storage 
> format (see http://www.netlib.org/lapack/lug/node123.html ) and bx the known 
> right hand side values which should be captured by cloning arrays first!



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[jira] [Commented] (SPARK-13788) CholeskyDecomposition has side effects!

2016-03-10 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-13788?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15189700#comment-15189700
 ] 

Ehsan Mohyedin Kermani commented on SPARK-13788:


Please see my comment in github.

> CholeskyDecomposition has side effects!
> ---
>
> Key: SPARK-13788
> URL: https://issues.apache.org/jira/browse/SPARK-13788
> Project: Spark
>  Issue Type: Bug
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>
> Current CholeskyDecomposition implementation calling from lapack has side 
> effects due to mutating the array A representing the matrix in packed storage 
> format (see http://www.netlib.org/lapack/lug/node123.html ) and bx the known 
> right hand side values which should be captured by cloning arrays first!



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[jira] [Updated] (SPARK-13788) CholeskyDecomposition has side effects!

2016-03-09 Thread Ehsan Mohyedin Kermani (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-13788?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Ehsan Mohyedin Kermani updated SPARK-13788:
---
Description: Current CholeskyDecomposition implementation calling from 
lapack has side effects due to mutating the array A representing the matrix in 
packed storage format (see http://www.netlib.org/lapack/lug/node123.html ) and 
bx the known right hand side values which should be captured by cloning arrays 
first!  (was: Current CholeskyDecomposition implementation calling from lapack 
has side effects due to mutating the array A representing the matrix in packed 
storage format (see http://www.netlib.org/lapack/lug/node123.html ) and bx the 
known right hand side values which should be captured by cloning A first!)

> CholeskyDecomposition has side effects!
> ---
>
> Key: SPARK-13788
> URL: https://issues.apache.org/jira/browse/SPARK-13788
> Project: Spark
>  Issue Type: Bug
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
> Fix For: 2.0.0
>
>
> Current CholeskyDecomposition implementation calling from lapack has side 
> effects due to mutating the array A representing the matrix in packed storage 
> format (see http://www.netlib.org/lapack/lug/node123.html ) and bx the known 
> right hand side values which should be captured by cloning arrays first!



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[jira] [Updated] (SPARK-13788) CholeskyDecomposition has side effects!

2016-03-09 Thread Ehsan Mohyedin Kermani (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-13788?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Ehsan Mohyedin Kermani updated SPARK-13788:
---
Description: Current CholeskyDecomposition implementation calling from 
lapack has side effects due to mutating the array A representing the matrix in 
packed storage format (see http://www.netlib.org/lapack/lug/node123.html ) and 
bx the known right hand side values which should be captured by cloning A 
first!  (was: Current CholeskyDecomposition implementation calling from lapack 
has side effects due to mutating the array A representing the matrix in packed 
storage format (see http://www.netlib.org/lapack/lug/node123.html ) which 
should be captured by cloning A first!)

> CholeskyDecomposition has side effects!
> ---
>
> Key: SPARK-13788
> URL: https://issues.apache.org/jira/browse/SPARK-13788
> Project: Spark
>  Issue Type: Bug
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
> Fix For: 2.0.0
>
>
> Current CholeskyDecomposition implementation calling from lapack has side 
> effects due to mutating the array A representing the matrix in packed storage 
> format (see http://www.netlib.org/lapack/lug/node123.html ) and bx the known 
> right hand side values which should be captured by cloning A first!



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[jira] [Issue Comment Deleted] (SPARK-13788) CholeskyDecomposition has side effects!

2016-03-09 Thread Ehsan Mohyedin Kermani (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-13788?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Ehsan Mohyedin Kermani updated SPARK-13788:
---
Comment: was deleted

(was: I'm going to send a PR in couple of minutes.)

> CholeskyDecomposition has side effects!
> ---
>
> Key: SPARK-13788
> URL: https://issues.apache.org/jira/browse/SPARK-13788
> Project: Spark
>  Issue Type: Bug
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
> Fix For: 2.0.0
>
>
> Current CholeskyDecomposition implementation calling from lapack has side 
> effects due to mutating the array A representing the matrix in packed storage 
> format (see http://www.netlib.org/lapack/lug/node123.html ) which should be 
> captured by cloning A first!



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[jira] [Commented] (SPARK-13788) CholeskyDecomposition has side effects!

2016-03-09 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-13788?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15188263#comment-15188263
 ] 

Ehsan Mohyedin Kermani commented on SPARK-13788:


I'm going to send a PR in couple of minutes.

> CholeskyDecomposition has side effects!
> ---
>
> Key: SPARK-13788
> URL: https://issues.apache.org/jira/browse/SPARK-13788
> Project: Spark
>  Issue Type: Bug
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
> Fix For: 2.0.0
>
>
> Current CholeskyDecomposition implementation calling from lapack has side 
> effects due to mutating the array A representing the matrix in packed storage 
> format (see http://www.netlib.org/lapack/lug/node123.html ) which should be 
> captured by cloning A first!



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[jira] [Created] (SPARK-13788) CholeskyDecomposition has side effects!

2016-03-09 Thread Ehsan Mohyedin Kermani (JIRA)
Ehsan Mohyedin Kermani created SPARK-13788:
--

 Summary: CholeskyDecomposition has side effects!
 Key: SPARK-13788
 URL: https://issues.apache.org/jira/browse/SPARK-13788
 Project: Spark
  Issue Type: Bug
  Components: MLlib
Affects Versions: 1.6.0
Reporter: Ehsan Mohyedin Kermani
 Fix For: 2.0.0


Current CholeskyDecomposition implementation calling from lapack has side 
effects due to mutating the array A representing the matrix in packed storage 
format (see http://www.netlib.org/lapack/lug/node123.html ) which should be 
captured by cloning A first!



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[jira] [Commented] (SPARK-11826) Subtract BlockMatrix

2015-11-24 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-11826?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15026313#comment-15026313
 ] 

Ehsan Mohyedin Kermani commented on SPARK-11826:


May I ask your opinion about this? (in case you haven't seen it).

> Subtract BlockMatrix
> 
>
> Key: SPARK-11826
> URL: https://issues.apache.org/jira/browse/SPARK-11826
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>Priority: Minor
>
> It'd be more convenient to have subtract method for BlockMatrices.



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[jira] [Issue Comment Deleted] (SPARK-11826) Subtract BlockMatrix

2015-11-24 Thread Ehsan Mohyedin Kermani (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-11826?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Ehsan Mohyedin Kermani updated SPARK-11826:
---
Comment: was deleted

(was: Each time I want to run ./dev/run-tests, it fails by saying - Failed to 
download pep8.py from 
"https://raw.githubusercontent.com/jcrocholl/pep8/1.6.2/pep8.py"; and I cannot 
find a reason for that. Do you have any idea, btw?)

> Subtract BlockMatrix
> 
>
> Key: SPARK-11826
> URL: https://issues.apache.org/jira/browse/SPARK-11826
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>Priority: Minor
>
> It'd be more convenient to have subtract method for BlockMatrices.



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[jira] [Comment Edited] (SPARK-11826) Subtract BlockMatrix

2015-11-23 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-11826?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15022954#comment-15022954
 ] 

Ehsan Mohyedin Kermani edited comment on SPARK-11826 at 11/23/15 10:33 PM:
---

Each time I want to run ./dev/run-tests, it fails by saying - Failed to 
download pep8.py from 
"https://raw.githubusercontent.com/jcrocholl/pep8/1.6.2/pep8.py"; and I cannot 
find a reason for that. Do you have any idea, btw?


was (Author: ehsan mohyedin kermani):
Could you please check this, when you have time?

> Subtract BlockMatrix
> 
>
> Key: SPARK-11826
> URL: https://issues.apache.org/jira/browse/SPARK-11826
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>Priority: Minor
>
> It'd be more convenient to have subtract method for BlockMatrices.



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[jira] [Commented] (SPARK-11826) Subtract BlockMatrix

2015-11-23 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-11826?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15022954#comment-15022954
 ] 

Ehsan Mohyedin Kermani commented on SPARK-11826:


Could you please check this, when you have time?

> Subtract BlockMatrix
> 
>
> Key: SPARK-11826
> URL: https://issues.apache.org/jira/browse/SPARK-11826
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>Priority: Minor
>
> It'd be more convenient to have subtract method for BlockMatrices.



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[jira] [Comment Edited] (SPARK-11826) Subtract BlockMatrix

2015-11-21 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-11826?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15020719#comment-15020719
 ] 

Ehsan Mohyedin Kermani edited comment on SPARK-11826 at 11/21/15 10:03 PM:
---

My main (major) motivation is related to 
https://issues.apache.org/jira/browse/SPARK-6417 and heavily using basic 
operations and possibly, later distributed linalg use cases. The only solution 
I can think of using add() only, would be multiplying each block after 
transforming toBreeze(), by negative identity for example, and perform the 
addition which ultimately is the subtract() (obvious implementation from 
add()), so it'd be a great help if we can have this and without it I'm not sure 
how we can achieve it differently? It might be a case that I'm missing 
something trivial here though!


was (Author: ehsan mohyedin kermani):
My main (major) motivation is related to 
[6417](https://issues.apache.org/jira/browse/SPARK-6417) and heavily using 
basic operations and possibly, later distributed linalg use cases. The only 
solution I can think of using add() only, would be multiplying each block after 
transforming toBreeze(), by negative identity for example, and perform the 
addition which ultimately is the subtract() (obvious implementation from 
add()), so it'd be a great help if we can have this and without it I'm not sure 
how we can achieve it differently? It might be a case that I'm missing 
something trivial here though!

> Subtract BlockMatrix
> 
>
> Key: SPARK-11826
> URL: https://issues.apache.org/jira/browse/SPARK-11826
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>Priority: Minor
>
> It'd be more convenient to have subtract method for BlockMatrices.



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[jira] [Commented] (SPARK-11826) Subtract BlockMatrix

2015-11-21 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-11826?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15020719#comment-15020719
 ] 

Ehsan Mohyedin Kermani commented on SPARK-11826:


My main (major) motivation is related to 
[6417](https://issues.apache.org/jira/browse/SPARK-6417) and heavily using 
basic operations and possibly, later distributed linalg use cases. The only 
solution I can think of using add() only, would be multiplying each block after 
transforming toBreeze(), by negative identity for example, and perform the 
addition which ultimately is the subtract() (obvious implementation from 
add()), so it'd be a great help if we can have this and without it I'm not sure 
how we can achieve it differently? It might be a case that I'm missing 
something trivial here though!

> Subtract BlockMatrix
> 
>
> Key: SPARK-11826
> URL: https://issues.apache.org/jira/browse/SPARK-11826
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>Priority: Minor
>
> It'd be more convenient to have subtract method for BlockMatrices.



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[jira] [Issue Comment Deleted] (SPARK-11826) Subtract BlockMatrix

2015-11-20 Thread Ehsan Mohyedin Kermani (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-11826?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Ehsan Mohyedin Kermani updated SPARK-11826:
---
Comment: was deleted

(was: I am going to send a PR now.)

> Subtract BlockMatrix
> 
>
> Key: SPARK-11826
> URL: https://issues.apache.org/jira/browse/SPARK-11826
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>
> It'd be more convenient to have subtract method for BlockMatrices.



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[jira] [Updated] (SPARK-11826) Subtract BlockMatrix

2015-11-18 Thread Ehsan Mohyedin Kermani (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-11826?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Ehsan Mohyedin Kermani updated SPARK-11826:
---
Priority: Major  (was: Minor)

> Subtract BlockMatrix
> 
>
> Key: SPARK-11826
> URL: https://issues.apache.org/jira/browse/SPARK-11826
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>
> It'd be more convenient to have subtract method for BlockMatrices.



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[jira] [Commented] (SPARK-11826) Subtract BlockMatrix

2015-11-18 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-11826?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15011857#comment-15011857
 ] 

Ehsan Mohyedin Kermani commented on SPARK-11826:


I am going to send a PR now.

> Subtract BlockMatrix
> 
>
> Key: SPARK-11826
> URL: https://issues.apache.org/jira/browse/SPARK-11826
> Project: Spark
>  Issue Type: Improvement
>  Components: MLlib
>Affects Versions: 1.6.0
>Reporter: Ehsan Mohyedin Kermani
>Priority: Minor
>
> It'd be more convenient to have subtract method for BlockMatrices.



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[jira] [Created] (SPARK-11826) Subtract BlockMatrix

2015-11-18 Thread Ehsan Mohyedin Kermani (JIRA)
Ehsan Mohyedin Kermani created SPARK-11826:
--

 Summary: Subtract BlockMatrix
 Key: SPARK-11826
 URL: https://issues.apache.org/jira/browse/SPARK-11826
 Project: Spark
  Issue Type: Improvement
  Components: MLlib
Affects Versions: 1.6.0
Reporter: Ehsan Mohyedin Kermani
Priority: Minor


It'd be more convenient to have subtract method for BlockMatrices.



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[jira] [Issue Comment Deleted] (SPARK-6417) Add Linear Programming algorithm

2015-11-17 Thread Ehsan Mohyedin Kermani (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-6417?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Ehsan Mohyedin Kermani updated SPARK-6417:
--
Comment: was deleted

(was: Thank you Joseph for the advice! I have started with the starter kit and 
fixed some annotations to get a sense of contributing to Spark. I am going to 
work on the LP implementations and perhaps submit it as a package.  

Regards)

> Add Linear Programming algorithm 
> -
>
> Key: SPARK-6417
> URL: https://issues.apache.org/jira/browse/SPARK-6417
> Project: Spark
>  Issue Type: New Feature
>  Components: MLlib
>Reporter: Fan Jiang
>  Labels: features
>
> Linear programming is the problem of finding a vector x that minimizes a 
> linear function fTx subject to linear constraints:
> minxfTx
> such that one or more of the following hold: A·x ≤ b, Aeq·x = beq, l ≤ x ≤ u.



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[jira] [Commented] (SPARK-6417) Add Linear Programming algorithm

2015-11-17 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-6417?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15009849#comment-15009849
 ] 

Ehsan Mohyedin Kermani commented on SPARK-6417:
---

As I am working on the implementation, I have some serious concerns/questions. 

1) Since I am heavily using distributed matrix abstractions provided in linalg, 
I realized it's impossible for me to submit it as a separate package when the 
implementation is completed. I don't think it's possible to define new 
abstractions like Aaron Staple's TFOCS package, for this task.

2) Adding some functionalities like transforming a local matrix to a 
BlockMatrix is necessary, as the underlying matrix is a distributed BlockMatrix 
and that's the only distributed matrix data structure with minimal matrix 
operations suitable for this task (any suggestions?)

3) Because, there's no literature on LP in mapReduce, my only approach is 
primal-dual IPM but with underlying distributed matrix data structures, so can 
that be called a distributed LP solver? if so in what degree?

Please let me know your opinion and it'd be great to have someone who is 
willing to do the code review and guide me before any submission as I'm 
relatively new to Scala. 

> Add Linear Programming algorithm 
> -
>
> Key: SPARK-6417
> URL: https://issues.apache.org/jira/browse/SPARK-6417
> Project: Spark
>  Issue Type: New Feature
>  Components: MLlib
>Reporter: Fan Jiang
>  Labels: features
>
> Linear programming is the problem of finding a vector x that minimizes a 
> linear function fTx subject to linear constraints:
> minxfTx
> such that one or more of the following hold: A·x ≤ b, Aeq·x = beq, l ≤ x ≤ u.



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[jira] [Comment Edited] (SPARK-10267) Add @Since annotation to ml.util

2015-11-15 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-10267?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14741823#comment-14741823
 ] 

Ehsan Mohyedin Kermani edited comment on SPARK-10267 at 11/15/15 7:03 PM:
--

I don't think, util can have annotations by the guideline 
https://issues.apache.org/jira/browse/SPARK-7751


was (Author: ehsan mohyedin kermani):
I don't think, util can annotations by the guideline 
https://issues.apache.org/jira/browse/SPARK-7751

> Add @Since annotation to ml.util
> 
>
> Key: SPARK-10267
> URL: https://issues.apache.org/jira/browse/SPARK-10267
> Project: Spark
>  Issue Type: Sub-task
>  Components: Documentation, ML
>Reporter: Xiangrui Meng
>Assignee: Ehsan Mohyedin Kermani
>Priority: Minor
>  Labels: starter
>




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[jira] [Commented] (SPARK-6417) Add Linear Programming algorithm

2015-09-14 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-6417?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14743896#comment-14743896
 ] 

Ehsan Mohyedin Kermani commented on SPARK-6417:
---

Thank you Joseph for the advice! I have started with the starter kit and fixed 
some annotations to get a sense of contributing to Spark. I am going to work on 
the LP implementations and perhaps submit it as a package.  

Regards

> Add Linear Programming algorithm 
> -
>
> Key: SPARK-6417
> URL: https://issues.apache.org/jira/browse/SPARK-6417
> Project: Spark
>  Issue Type: New Feature
>  Components: MLlib
>Reporter: Fan Jiang
>  Labels: features
>
> Linear programming is the problem of finding a vector x that minimizes a 
> linear function fTx subject to linear constraints:
> minxfTx
> such that one or more of the following hold: A·x ≤ b, Aeq·x = beq, l ≤ x ≤ u.



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[jira] [Commented] (SPARK-10267) Add @Since annotation to ml.util

2015-09-11 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-10267?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14741823#comment-14741823
 ] 

Ehsan Mohyedin Kermani commented on SPARK-10267:


I don't think, util can annotations by the guideline 
https://issues.apache.org/jira/browse/SPARK-7751

> Add @Since annotation to ml.util
> 
>
> Key: SPARK-10267
> URL: https://issues.apache.org/jira/browse/SPARK-10267
> Project: Spark
>  Issue Type: Sub-task
>  Components: Documentation, ML
>Reporter: Xiangrui Meng
>Priority: Minor
>  Labels: starter
>




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[jira] [Commented] (SPARK-6417) Add Linear Programming algorithm

2015-09-11 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-6417?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14741389#comment-14741389
 ] 

Ehsan Mohyedin Kermani commented on SPARK-6417:
---

I'd like to implement LP, (and possibly use to for my research project). Can it 
be assigned to me? and any suggestions for the API and algorithms to implement? 

> Add Linear Programming algorithm 
> -
>
> Key: SPARK-6417
> URL: https://issues.apache.org/jira/browse/SPARK-6417
> Project: Spark
>  Issue Type: New Feature
>  Components: MLlib
>Reporter: Fan Jiang
>  Labels: features
>
> Linear programming is the problem of finding a vector x that minimizes a 
> linear function fTx subject to linear constraints:
> minxfTx
> such that one or more of the following hold: A·x ≤ b, Aeq·x = beq, l ≤ x ≤ u.



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[jira] [Commented] (SPARK-8534) Gini for regression metrics and evaluator

2015-09-01 Thread Ehsan Mohyedin Kermani (JIRA)

[ 
https://issues.apache.org/jira/browse/SPARK-8534?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14726364#comment-14726364
 ] 

Ehsan Mohyedin Kermani commented on SPARK-8534:
---

I'd like to give it a shot but first I think, we need distributed scan function 
for computing the cumulative sum of the sorted predictions. Would it be 
possible to add that to RegressionMetrics or perhaps mllib.util first? An 
implementation was suggested here 
https://groups.google.com/forum/#!topic/spark-users/ts-FdB50ltY. 

> Gini for regression metrics and evaluator
> -
>
> Key: SPARK-8534
> URL: https://issues.apache.org/jira/browse/SPARK-8534
> Project: Spark
>  Issue Type: New Feature
>  Components: ML, MLlib
>Reporter: Joseph K. Bradley
>Priority: Minor
>
> One common metric we do not have in RegressionMetrics or RegressionEvaluator 
> is Gini: [https://www.kaggle.com/wiki/Gini]
> Implementing (normalized) Gini would be nice.  However, it might be 
> expensive; I believe it would require sorting the labels.



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