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https://issues.apache.org/jira/browse/MAHOUT-376?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=12917024#action_12917024
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Ted Dunning commented on MAHOUT-376:
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{quote}
I have couple of doubts. I do amended Gram-Schmidt for the blocks of Y to
produce blocks of Q, but while Q would end up orthonormal, i am not sure that Q
and Y would end up spanning the same space. Although the fact that Y is random
product means Q may also be more or less random basis so maybe it doesn't
matter so much that span(Q)=exactly span(Y).
{quote}
Since Q is orthonormal and since QR = Y, Q is exactly a basis of Y. The only
issue is that R isn't really right triangular. That doesn't matter here.
{quote}
Second concern is still the situation when last split producted by MR doesn't
have minimally sufficient k+p records of A for producing orthogonal Q. The
ideal outcome is then just to add it to another split, but i can't figure an
easy enough way to do that within MR framework (esp. if the input is serialized
using compressed sequence file).
{quote}
If necessary, the input format can just note when the last block is small
compared to previous blocks and round up on the next to last block.
> Implement Map-reduce version of stochastic SVD
> ----------------------------------------------
>
> Key: MAHOUT-376
> URL: https://issues.apache.org/jira/browse/MAHOUT-376
> Project: Mahout
> Issue Type: Improvement
> Components: Math
> Reporter: Ted Dunning
> Assignee: Ted Dunning
> Fix For: 0.5
>
> Attachments: MAHOUT-376.patch, sd-bib.bib, sd.pdf, sd.tex, Stochastic
> SVD using eigensolver trick.pdf
>
>
> See attached pdf for outline of proposed method.
> All comments are welcome.
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