note that to estimate variance retained approximately only, you
probably don't need to run it with q=1 so you can run with q=0 and not
request either V or U but singular values only. That will reduce
running time dramatically (perhaps up to 2-5 times faster compared to
with q=1 and U and V).

On Fri, Aug 10, 2012 at 2:31 PM, Dmitriy Lyubimov <[email protected]> wrote:
> With PCA, there's a metric, something called "variance retained".
>
> One idea of mine to estimate k is described in footnote discussion on
> page 5. While it is not possible to compute "PCA variance retained"
> metric exactly with an application of a thin SVD (the metric assumes
> use of a full rank SVD) it is possible to infer upper estimate for k
> given target variance retained (say, 99%) or try some sort of
> polynomialy approximated value for the sum of all singular values
> given visible decay. Probably requires some simple code in R or matlab
> to get reasonable estimate.
>
> This technique requires running  PCA one time and then estimate
> sufficient k given singular values produced on your corpus. If the
> action is repetetive and corpus is not changing drastically, you may
> infer if you spending too much (or too little) on k for future uses.
>
> But pragmatically i just use the best k my cluster can compute in the
> time i need. my corpus is relatively small and i don't run full corpus
> run too often so i can afford some time spent.
>
> On Fri, Aug 10, 2012 at 2:14 PM, Pat Ferrel <[email protected]> wrote:
>> The built-in PCA option is one reason I wanted to try SSVD. Building the 
>> test was to make sure I understood the external matrix operations before 
>> diving in. I expect one primary decision is how to choose k for reduction. 
>> I'm hoping to get some noise rejection so not using it for reduced matrix 
>> size so much. We are starting with m = 500,000 and a million or so docs. We 
>> get many dups and low value docs in a small web crawl, so lots of noise.
>>
>> You mention in  your paper:
>>
>> "The valueof k + p directly impacts running time and memory requirements.
>> k+p=500 is probably more than reasonable. Typically k + p
>> is taken within range 20…200"
>>
>> So I guess we might start with
>>         -p 15 (default)
>>         -q 1
>>         -k 200
>>
>> Is there any use in hand inspecting the eigen vectors before choosing the 
>> final k? If so do you get those by choosing k nearly = m or is something 
>> like k = 1000 (or ?) good enough to for inspection?
>>
>> On Aug 10, 2012, at 12:53 PM, Dmitriy Lyubimov <[email protected]> wrote:
>>
>> BTW if you really are trying to reduce dimensionality, you may want to
>> consider --pca option with SSVD, that [i think] will provide with much
>> better preserved data variance then just clean SVD (i.e. essentially
>> run a PCA space transformation on your data rather than just SVD)
>>
>> -d
>>
>> On Fri, Aug 10, 2012 at 11:57 AM, Pat Ferrel <[email protected]> wrote:
>>> Got it. Well on to some real and much larger data sets then…
>>>
>>> On Aug 10, 2012, at 11:53 AM, Dmitriy Lyubimov <[email protected]> wrote:
>>>
>>> i think actually Mahout's Lanczos requires external knowledge of input
>>> size too, in part for similar reasons. SSVD doesn't because it doesn't
>>> have "other" reasons to know input size but fundamental assumption
>>> rank(input)>=rank(thin SVD) still stands about the input but the
>>> method doesn't have a goal of verifying it explicitly (which would be
>>> kind of hard), and instead either produces 0 eigenvectors or runs into
>>> block deficiency.
>>>
>>> It is however hard to assert whether block deficiency stemmed from
>>> input size deficiency vs. split size deficiency, and neither of
>>> situations is typical for a real-life SSVD applications, hence error
>>> message is somewhat vague.
>>>
>>> On Fri, Aug 10, 2012 at 11:39 AM, Dmitriy Lyubimov <[email protected]> 
>>> wrote:
>>>> The easy answer is to ensure (k+p)<= m. It is mathematical constraint,
>>>> not a method pecularity.
>>>>
>>>> The only reason the solution doesn't warn you explicitly is because
>>>> DistributedRowMatrix format, which is just a sequence file of rows,
>>>> would not provide us with an easy way to verify what m actually is
>>>> before it actually iterates over it and runs into block size
>>>> deficiency. So if you now m as an external knowledge, it is easy to
>>>> avoid being trapped by block height defiicency.
>>>>
>>>>
>>>> On Fri, Aug 10, 2012 at 11:32 AM, Pat Ferrel <[email protected]> wrote:
>>>>> This is only a test with some trivially simple data. I doubt there are 
>>>>> any splits and yes it could easily be done in memory but that is not the 
>>>>> purpose. It is based on testKmeansDSVD2, which is in
>>>>> mahout/integration/src/test/java/org/apache/mahout/clustering/TestClusterDumper.java
>>>>> I've attached the modified and running version with testKmeansDSSVD
>>>>>
>>>>> As I said I don't think this is a real world test. It tests that the code 
>>>>> runs, and it does. Getting the best results is not part of the scope. I 
>>>>> just thought if there was an easy answer I could clean up the parameters 
>>>>> for SSVDSolver.
>>>>>
>>>>> Since it is working I don't know that it's worth the effort unless people 
>>>>> are likely to run into this with larger data sets.
>>>>>
>>>>> Thanks anyway.
>>>>>
>>>>>
>>>>>
>>>>>
>>>>> On Aug 10, 2012, at 11:07 AM, Dmitriy Lyubimov <[email protected]> wrote:
>>>>>
>>>>> It happens because of internal constraints stemming from blocking. it
>>>>> happens when a split of A (input) has less than (k+p) rows at which
>>>>> point blocks are too small (or rather, to short) to successfully
>>>>> perform a QR on .
>>>>>
>>>>> This also means, among other things, k+p cannot be more than your
>>>>> total number of rows in the input.
>>>>>
>>>>> It is also possible that input A is way too wide or k+p is way too big
>>>>> so that an arbitrary split does not fetch at least k+p rows of A, but
>>>>> in practice i haven't seen such cases in practice yet. If that
>>>>> happens, there's an option to increase minSplitSize (which would
>>>>> undermine MR mappers efficiency  somewhat). But i am pretty sure it is
>>>>> not your case.
>>>>>
>>>>> But if your input is shorter than k+p, then it is a case too small for
>>>>> SSVD. in fact, it probably means you can solve test directly in memory
>>>>> with any solver. You can still use SSVD with k=m and p=0 (I think) in
>>>>> this case and get exact (non-reduced rank) decomposition equivalent
>>>>> with no stochastic effects, but that is not what it is for really.
>>>>>
>>>>> Assuming your input is m x n, can you tell me please what your m, n, k
>>>>> and p are?
>>>>>
>>>>> thanks.
>>>>> -D
>>>>>
>>>>> On Fri, Aug 10, 2012 at 9:21 AM, Pat Ferrel <[email protected]> wrote:
>>>>>> There seems to be some internal constraint on k and/or p, which is 
>>>>>> making a test difficult. The test has a very small input doc set and 
>>>>>> choosing the wrong k it is very easy to get a failure with this message:
>>>>>>
>>>>>> java.lang.IllegalArgumentException: new m can't be less than n
>>>>>>       at 
>>>>>> org.apache.mahout.math.hadoop.stochasticsvd.qr.GivensThinSolver.adjust(GivensThinSolver.java:109)
>>>>>>
>>>>>> I have a working test but I had to add some docs to the test data and 
>>>>>> have tried to reverse engineer the value for k (desiredRank). I came up 
>>>>>> with the following but I think it is only an accident that it works.
>>>>>>
>>>>>> int p = 15; //default value for CLI
>>>>>> int desiredRank = sampleData.size() - p - 1;//number of docs - p - 1, 
>>>>>> ?????? not sure why this works
>>>>>>
>>>>>> This seems likely to be an issue only because of the very small data set 
>>>>>> and the relationship of rows to columns to p to k. But for the purposes 
>>>>>> of creating a test if someone (Dmitriy?) could tell me how to calculate 
>>>>>> a reasonable p and k from the dimensions of the tiny data set it would 
>>>>>> help.
>>>>>>
>>>>>> This test is derived from a non-active SVD test but I'd be up for 
>>>>>> cleaning it up and including it as an example in the working but 
>>>>>> non-active tests. I also fixed a couple trivial bugs in the non-active 
>>>>>> Lanczos tests for what it's worth.
>>>>>>
>>>>>>
>>>>>> On Aug 9, 2012, at 4:47 PM, Dmitriy Lyubimov <[email protected]> wrote:
>>>>>>
>>>>>> Reading "overview and usage" doc linked on that page
>>>>>> https://cwiki.apache.org/confluence/display/MAHOUT/Stochastic+Singular+Value+Decomposition
>>>>>> should help to clarify outputs and usage.
>>>>>>
>>>>>>
>>>>>> On Thu, Aug 9, 2012 at 4:44 PM, Dmitriy Lyubimov <[email protected]> 
>>>>>> wrote:
>>>>>>> On Thu, Aug 9, 2012 at 4:34 PM, Pat Ferrel <[email protected]> wrote:
>>>>>>>> Quoth Grant Ingersoll:
>>>>>>>>> To put this in bin/mahout speak, this would look like, munging some 
>>>>>>>>> names and taking liberties with the actual argument to be passed in:
>>>>>>>>>
>>>>>>>>> bin/mahout svd (original -> svdOut)
>>>>>>>>> bin/mahout cleansvd ...
>>>>>>>>> bin/mahout transpose svdOut -> svdT
>>>>>>>>> bin/mahout transpose original -> originalT
>>>>>>>>> bin/mahout matrixmult originalT svdT -> newMatrix
>>>>>>>>> bin/mahout kmeans newMatrix
>>>>>>>>
>>>>>>>> I'm trying to create a test case from testKmeansDSVD2 to use 
>>>>>>>> SSVDSolver. Does SSVD require the EigenVerificationJob to clean the 
>>>>>>>> eigen vectors?
>>>>>>>
>>>>>>> No
>>>>>>>
>>>>>>>> if so where does SSVD put the equivalent of 
>>>>>>>> DistributedLanczosSolver.RAW_EIGENVECTORS? Seems like they should be 
>>>>>>>> in V* but SSVD creates V so should I transpose V* then run it through 
>>>>>>>> the EigenVerificationJob?
>>>>>>> no
>>>>>>>
>>>>>>> SSVD is SVD, meaning it produces U and V with no further need to clean 
>>>>>>> that
>>>>>>>
>>>>>>>> I get errors when I do so trying to figure out if I'm on the wrong 
>>>>>>>> track.
>>>>>>
>>>>>
>>>>>
>>>
>>

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