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From srowen <...@git.apache.org>
Subject [GitHub] spark pull request: [SPARK-14533] [MLLIB] RowMatrix.computeCovaria...
Date Mon, 11 Apr 2016 12:37:57 GMT
GitHub user srowen opened a pull request:

    https://github.com/apache/spark/pull/12299

    [SPARK-14533] [MLLIB] RowMatrix.computeCovariance inaccurate when values are very large

    ## What changes were proposed in this pull request?
    
    For dense rows, compute covariance more accurately by centering in computeCovariance (sparse
case remains untouched). Also compute column means more accurately with computeColumnSummaryStatistics
    
    CC @mengxr -- am I missing anything here? seems OK for the dense case.
    I'd like to back-port to 1.6 or even 1.5 if this looks OK.
    
    ## How was this patch tested?
    
    Jenkins test, including new test mentioned in the JIRA.


You can merge this pull request into a Git repository by running:

    $ git pull https://github.com/srowen/spark SPARK-14533

Alternatively you can review and apply these changes as the patch at:

    https://github.com/apache/spark/pull/12299.patch

To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:

    This closes #12299
    
----
commit 86313b55f8c9985e6257b3686f3f01f4992b02f3
Author: Sean Owen <sowen@cloudera.com>
Date:   2016-04-11T12:36:21Z

    For dense rows, compute covariance more accurately by centering in computeCovariance (sparse
case remains untouched). Also compute column means more accurately with computeColumnSummaryStatistics

----


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