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From Liquan Pei <liquan...@gmail.com>
Subject Re: Issues with ALS positive definite
Date Thu, 16 Oct 2014 00:01:22 GMT
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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