Re: MLlib NNLS implementation is buggy, returning wrong solutions

2014-07-28 Thread Debasish Das
Hi Aureliano, Will it be possible for you to give the test-case ? You can add it to JIRA as well as an attachment I guess... I am preparing the PR for ADMM based QuadraticMinimizer...In my matlab experiments with scaling the rank to 1000 and beyond (which is too high for ALS but gives a good

Re: MLlib NNLS implementation is buggy, returning wrong solutions

2014-07-28 Thread Shuo Xiang
It is possible that the answer (the final solution vector x) given by two different algorithms (such as the one in mllib and in R) are different, as the problem may not be strictly convex and multiple global optimum may exist. However, these answers should admit the same objective values. Can you

MLlib NNLS implementation is buggy, returning wrong solutions

2014-07-27 Thread Aureliano Buendia
Hi, The recently added NNLS implementation in MLlib returns wrong solutions. This is not data specific, just try any data in R's nnls, and then the same data in MLlib's NNLS. The results are very different. Also, the elected algorithm Polyak(1969) is not the best one around. The most popular one