2017年10月7日 上午5:29，Iman Mohtashemi <iman.mohtash...@gmail.com>写道：
Hi guys,Here is another problem I encountered using the tallskinny QR. I've attached some clear documentation of the problem. I posted it on the forum but I'm not sure if it went throughBest regards,ImanOn Fri, Dec 30, 2016 at 9:22 AM Sean Owen <sowen@cloudera.com> wrote:There are no changes to Spark at all here. See my workaround below.On Fri, Dec 30, 2016, 17:18 Iman Mohtashemi <iman.mohtashemi@gmail.com> wrote:Hi guys,Are your changes/bug fixes reflected in the Spark 2.1 release?ImanOn Dec 2, 2016 3:03 PM, "Iman Mohtashemi" <iman.mohtashemi@gmail.com> wrote:Thanks again! This is very helpful!Best regards,ImanOn Dec 2, 2016 2:49 PM, "Huamin Li" <3ericli@gmail.com> wrote:Hi Iman,You can get my code from https://github.com/hl475/svd/tree/testSVD. In additional to fix the index issue for IndexedRowMatrix (https://issues.apache.org/jira/browse/SPARK-8614), I have made some the following changes as well:(1) Add tallSkinnySVD and computeSVDbyGram to indexedRowMatrix.(2) Add shuffle.scala to mllib/src/main/scala/org/apache/spark/mllib/linalg/distributed/ (you need this if you want to use tallSkinnySVD). There was a bug about shuffle method in breeze, and I sent the pull request to https://github.com/scalanlp/breeze/pull/571. However, the pull request has been merged to breeze 0.13, whereas the version of breeze for current Spark is 0.12.(3) Add partialSVD to BlockMatrix which computes the randomized singular value decomposition of a given BlockMatrix.The new SVD methods (tallSkinnySVD, computeSVDbyGram, and partialSVD) are in beta version right now. You are totally welcome to test it and share the feedback with me!I implemented these codes for my summer intern project with Mark Tygert, and we are currently testing the performance of the new codes.Best,HuaminOn Fri, Dec 2, 2016 at 2:07 PM, Iman Mohtashemi <iman.mohtashemi@gmail.com> wrote:Great thanks! Where can I get the latest with the bug fixes?best regards,ImanOn Fri, Dec 2, 2016 at 10:54 AM Huamin Li <3ericli@gmail.com> wrote:Hi,There seems to be a bug in the section of code that converts the RowMatrix format back into indexedRowMatrix format.For RowMatrix, I think the singular values and right singular vectors (not the left singular vectors U) that computeSVD computes are correct when using multiple executors/machines; Only the R (not the Q) in tallSkinnyQR is correct when using multiple executors/machines. U and Q were being stored in RowMatrix format. There is no index information about RowMatrix, so it does not make sense for U and Q.Others have run into this same problem (https://issues.apache.org/jira/browse/SPARK-8614)I think the quick solution for this problem is copy and paste the multiply, computeSVD, and tallSkinnyQR code from RowMatrix to IndexedRowMatrix and make the corresponding changes although this would result in code duplication.I have fixed the problem by what I mentioned above. Now, multiply, computeSVD, and tallSkinnyQR are giving the correct results for indexedRowMatrix when using multiple executors or workers. Let me know if I should do a pull request for this.Best,HuaminOn Fri, Dec 2, 2016 at 11:23 AM, Iman Mohtashemi <iman.mohtashemi@gmail.com> wrote:Ok thanks.On Fri, Dec 2, 2016 at 8:19 AM Sean Owen <sowen@cloudera.com> wrote:I tried, but enforcing the ordering changed a fair bit of behavior and I gave up. I think the way to think of it is: a RowMatrix has whatever ordering you made it with, so you need to give it ordered rows if you're going to use a method like the QR decomposition. That works. I don't think the QR method should ever have been on this class though, for this reason.On Fri, Dec 2, 2016 at 4:13 PM Iman Mohtashemi <iman.mohtashemi@gmail.com> wrote:Hi guys,Was this bug ever resolved?ImanOn Fri, Nov 11, 2016 at 9:59 AM Iman Mohtashemi <iman.mohtashemi@gmail.com> wrote:Yes this would be helpful, otherwise the Q part of the decomposition is useless. One can use that to solve the system by transposing it and multiplying with b and solving for x (Ax = b) where A = R and b = Qt*b since the Upper triangular matrix is correctly available (R)On Fri, Nov 11, 2016 at 3:56 AM Sean Owen <sowen@cloudera.com> wrote:@Xiangrui / @Joseph, do you think it would be reasonable to have CoordinateMatrix sort the rows it creates to make an IndexedRowMatrix? in order to make the ultimate output of toRowMatrix less surprising when it's not ordered?On Tue, Nov 8, 2016 at 3:29 PM Sean Owen <sowen@cloudera.com> wrote:I think the problem here is that IndexedRowMatrix.toRowMatrix does *not* result in a RowMatrix with rows in order of their indices, necessarily:
// Drop its row indices.
RowMatrix rowMat = indexedRowMatrix.toRowMatrix();What you get is a matrix where the rows are arranged in whatever order they were passed to IndexedRowMatrix. RowMatrix says it's for rows where the ordering doesn't matter, but then it's maybe surprising it has a QR decomposition method, because clearly the result depends on the order of rows in the input. (CC Yuhao Yang for a comment?)You could say, well, why doesn't IndexedRowMatrix.toRowMatrix return at least something with sorted rows? that would not be hard. It also won't return "missing" rows (all zeroes), so it would not in any event result in a RowMatrix whose implicit rows and ordering represented the same matrix. That, at least, strikes me as something to be better documented.Maybe it would be nicer still to at least sort the rows, given the existence of use cases like yours. For example, at least CoordinateMatrix.toIndexedRowMatrix could sort? that is less surprising.In any event you should be able to make it work by manually getting the RDD[IndexedRow] out of IndexedRowMatrix, sorting by index, then mapping it to Vectors and making a RowMatrix from it.On Tue, Nov 8, 2016 at 2:41 PM Iman Mohtashemi <iman.mohtashemi@gmail.com> wrote:Hi Sean,Here you go:sparsematrix.txt =row, col ,val0,0,.420,1,.280,2,.891,0,.831,1,.341,2,.422,0,.233,0,.423,1,.983,2,.884,0,.234,1,.364,2,.97The vector is just the third column of the matrix which should give the trivial solution of [0,0,1]This translates to this which is correctThere are zeros in the matrix (Not really sparse but just an example)0.42 0.28 0.890.83 0.34 0.420.23 0.0 0.00.42 0.98 0.880.23 0.36 0.97Here is what I get for the Q and RQ: -0.21470961288429483 0.23590615093828807 0.6784910613691661-0.3920784235278427 -0.06171221388256143 0.5847874866876442-0.7748216464954987 -0.4003560542230838 -0.29392323671555354-0.3920784235278427 0.8517909521421976 -0.31435038559403217-0.21470961288429483 -0.23389547730301666 -0.11165321782745863R: -1.0712142642814275 -0.8347536340918976 -1.2276722256701570.0 0.7662808691141717 0.75533159116609840.0 0.0 0.7785210939368136When running this in matlab the numbers are the same but row 1 is the last row and the last row is interchanged with row 3On Mon, Nov 7, 2016 at 11:35 PM Sean Owen <sowen@cloudera.com> wrote:Rather than post a large section of code, please post a small example of the input matrix and its decomposition, to illustrate what you're saying is out of order.On Tue, Nov 8, 2016 at 3:50 AM im281 <iman.mohtashemi@gmail.com> wrote:I am getting the correct rows but they are out of order. Is this a bug or am
I doing something wrong?
