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From "Dmitriy Lyubimov (JIRA)" <>
Subject [jira] Updated: (MAHOUT-376) Implement Map-reduce version of stochastic SVD
Date Sun, 28 Nov 2010 00:26:38 GMT


Dmitriy Lyubimov updated MAHOUT-376:

    Attachment: SSVD working notes.pdf

Added U and V computations. Labels of A rows are propagated to U rows as keys. bumped up the
test to A of dimensions of 100,000x100 (so it produces 3 A splts now). Actually i just realize
that technically U and V should be k columns wide, and i am producing k+p. ok, who cares.
Distinction between k and p becomes really nominal now.

I'd appreciate if somebody reviews V computation (p.5.5.2 in working notes), just in case,
i already forget the derivation of V computation.

Stuff that is left is really minor and mahout-specific or engineering: 
-- figure out how to integrate with mahout CLI 
-- add minSplitSize parameter to CLI, and others (k,p, computeU, computeV, .. )
-- do we want to backport it to apache 0.20? multiple outputs are crippled in 0.20 and i don't
know how one can live without multiple outputs in a job like this.

> Implement Map-reduce version of stochastic SVD
> ----------------------------------------------
>                 Key: MAHOUT-376
>                 URL:
>             Project: Mahout
>          Issue Type: Improvement
>          Components: Math
>            Reporter: Ted Dunning
>            Assignee: Ted Dunning
>             Fix For: 0.5
>         Attachments: MAHOUT-376.patch, Modified stochastic svd algorithm for mapreduce.pdf,
QR decomposition for Map.pdf, QR decomposition for Map.pdf, QR decomposition for Map.pdf,
sd-bib.bib, sd.pdf, sd.pdf, sd.pdf, sd.pdf, sd.tex, sd.tex, sd.tex, sd.tex, SSVD working notes.pdf,
SSVD working notes.pdf, ssvd-m1.patch.gz, ssvd-m2.patch.gz, Stochastic SVD using eigensolver
> See attached pdf for outline of proposed method.
> All comments are welcome.

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