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https://issues.apache.org/jira/browse/SPARK-21152?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16065694#comment-16065694
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yuhao yang commented on SPARK-21152:
------------------------------------

This is something that we should investigate anyway. 

By GEMM, do you mean you will treat the coefficients as a Matrix even it's 
actually a vector? Before the implementation, I think it's necessary to check 
the GEMM speedup when multiplying matrix and vector, which could be quite 
different from normal GEMM.

> Use level 3 BLAS operations in LogisticAggregator
> -------------------------------------------------
>
>                 Key: SPARK-21152
>                 URL: https://issues.apache.org/jira/browse/SPARK-21152
>             Project: Spark
>          Issue Type: Sub-task
>          Components: ML
>    Affects Versions: 2.1.1
>            Reporter: Seth Hendrickson
>
> In logistic regression gradient update, we currently compute by each 
> individual row. If we blocked the rows together, we can do a blocked gradient 
> update which leverages the BLAS GEMM operation.
> On high dimensional dense datasets, I've observed ~10x speedups. The problem 
> here, though, is that it likely won't improve the sparse case so we need to 
> keep both implementations around, and this blocked algorithm will require 
> caching a new dataset of type:
> {code}
> BlockInstance(label: Vector, weight: Vector, features: Matrix)
> {code}
> We have avoided caching anything beside the original dataset passed to train 
> in the past because it adds memory overhead if the user has cached this 
> original dataset for other reasons. Here, I'd like to discuss whether we 
> think this patch would be worth the investment, given that it only improves a 
> subset of the use cases.



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