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From Debasish Das <debasish.da...@gmail.com>
Subject Re: Issues with ALS positive definite
Date Thu, 16 Oct 2014 00:05:33 GMT
But do you expect the mllib code to fail if I run with 0.0 regularization ?

I think ||r - wi'hj||^{2} is positive definite...It can become positive
semi definite only if there are dependent rows in the matrix...

@sean is that right ? We had this discussion before as well...


On Wed, Oct 15, 2014 at 5:01 PM, Liquan Pei <liquanpei@gmail.com> wrote:

> Hi Debaish,
>
> I think ||r - wi'hj||^{2} is semi-positive definite.
>
> Thanks,
> Liquan
>
> On Wed, Oct 15, 2014 at 4:57 PM, Debasish Das <debasish.das83@gmail.com>
> wrote:
>
>> Hi,
>>
>> If I take the Movielens data and run the default ALS with regularization
>> as
>> 0.0, I am hitting exception from LAPACK that the gram matrix is not
>> positive definite. This is on the master branch.
>>
>> This is how I run it :
>>
>> ./bin/spark-submit --total-executor-cores 1 --master spark://
>> tusca09lmlvt00c.uswin.ad.vzwcorp.com:7077 --jars
>>
>> /Users/v606014/.m2/repository/com/github/scopt/scopt_2.10/3.2.0/scopt_2.10-3.2.0.jar
>> --class org.apache.spark.examples.mllib.MovieLensALS
>> ./examples/target/spark-examples_2.10-1.1.0-SNAPSHOT.jar --rank 20
>> --numIterations 20 --lambda 0.0 --kryo
>> hdfs://localhost:8020/sandbox/movielens/
>>
>> Error from LAPACK:
>>
>> WARN TaskSetManager: Lost task 0.0 in stage 11.0 (TID 22,
>> tusca09lmlvt00c.uswin.ad.vzwcorp.com):
>> org.jblas.exceptions.LapackArgumentException: LAPACK DPOSV: Leading minor
>> of order i of A is not positive definite.
>>
>> From the maths it's not expected right ?
>>
>> ||r - wi'hj||^{2} has to be positive definite...
>>
>> I think the tests are not running any 0.0 regularization tests otherwise
>> we
>> should have caught it as well...
>>
>> For the sparse coding NMF variant that I am running, I have to turn off L2
>> regularization when I run a L1 on products to extract sparse topics...
>>
>> Thanks.
>>
>> Deb
>>
>
>
>
> --
> Liquan Pei
> Department of Physics
> University of Massachusetts Amherst
>

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