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From "Xiangrui Meng (JIRA)" <>
Subject [jira] [Created] (SPARK-5101) Add common ML math functions
Date Tue, 06 Jan 2015 09:18:35 GMT
Xiangrui Meng created SPARK-5101:

             Summary: Add common ML math functions
                 Key: SPARK-5101
             Project: Spark
          Issue Type: New Feature
          Components: MLlib
            Reporter: Xiangrui Meng

We can add common ML math functions to MLlib. It may be a little tricky to implement those
functions in a numerically stable way. For example,

math.log(1 + math.exp(x))

should be implemented as

if (x > 0) {
  x + math.log1p(math.exp(-x))
} else {

It becomes hard to maintain if we have multiple copies of the correct implementation in the
codebase. A good place for those functions could be `mllib.util.MathFunctions`.

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