Guys, please file a Jira issue for Cholesky. this needs a bit of
investigation. I don't really know who wants to pick it.

Mathematical problems -- i assume basic ones -- we need MVN and Wishart
multivariate distribution implementations which do not depend on
apache-math or any other 3rd party, as well as Gaussian process. I am
willing to outsource those to a first taker :-)

for non-basic ones, as i mentioned, please scan the world :-) Topical stuff
would be nice to port back, like LDA CVB0 (although i think i read a paper
that basically goes back to gibbs sampling technique and now it is somehow
more fashionable way than variational bayes again for some reason:)


On Tue, Jun 16, 2015 at 1:34 PM, Nikolis Galerakis <[email protected]>
wrote:

> Hello
>
> I am really interested on Cholesky Decomposition is there any process that
> I should follow to get assigned
> this task or I should  just dive into it ?
>
> Nikos
>
>
> 2015-06-16 20:48 GMT+02:00 Sreenivas Raghavan <
> [email protected]
> >:
>
> > Sir,
> >     I am interested in such kind of mathematical problems. Can you stat
> few
> > more?
> >
> > On Tue, Jun 16, 2015 at 10:29 PM, Dmitriy Lyubimov <[email protected]>
> > wrote:
> >
> > > (1) Yes, making spark shell work with spark 1.3+ on 0.11-snapshot would
> > be
> > > an awesome help.
> > > (2) I was thinking, if you are still into math problem, we have, in my
> > > view, a problem in CholeskyDecomposition.
> > >
> > > This needs a little research. This involves methods solveRight,
> > solveLeft.
> > > (2a) solveLeft claims to do forward substitution (which it does), and
> > > solveRight claims to do back substitution, which it probably does too.
> > But
> > > in reality it solves a different problem it is supposed to. In classic
> > > scheme of things, if AX=B is positive (semi)definite, and A=LL'
> Cholesky
> > > decomposition, then forward substitution is supposed to solve LY=B for
> Y
> > > and back substitution is supposed to solve L'X=Y, i.e. back
> substitution
> > is
> > > supposed to compute result of L'^-1Y. But current implementation does
> > > something that can be shown to be essentially equivalent to solveLeft()
> > > rather than solution for L'X=Y. This needs to be looked at more
> carefully
> > >
> > > (2b) I also believe the whole names ofr solveLeft, solveRight are
> > > misleading. In all other cases, solve() methods traditionally denote
> > > solution of AX=B or XA=B for X. In Cholesky, neither of these methods
> > > actually provides a solution for AX=B, but rather provides a part of
> the
> > > solution. Therefore, i think, these methods should be renamed to
> > something
> > > like forwardSubs(), backSubs(), or better yet, name exactly what they
> are
> > > doing, e.g. computeLtInvZ(mxZ:Matrix). more over, it is probably
> > beneficial
> > > to have solve methods that actually do compute full solution of Ax=b or
> > xA
> > > = b' by combining forward and back substitutions properly.
> > >
> > > I hope some of this fits, it takes time to write this.
> > >
> > > -Dmitriy
> > >
> > > On Tue, Jun 16, 2015 at 4:17 AM, Rohit Shinde <
> > [email protected]
> > > >
> > > wrote:
> > >
> > > > Okay, it seems that methodology is a bit too advanced for me. I would
> > go
> > > > with framework/engineering tasks. So should I start with fixing the
> > > mahout
> > > > spark shell?
> > > >
> > > > On Tue, Jun 16, 2015 at 11:20 AM, Dmitriy Lyubimov <
> [email protected]>
> > > > wrote:
> > > >
> > > > > As i said, in methodology you can pick _anything_ that you think
> has
> > > > merit
> > > > > and not yet in the roadmap or done.
> > > > >
> > > > > For example, do you feel like you might research PSVM or interior
> > point
> > > > > SVM? Actually, any flavor of non-linear SVM that is different from
> a
> > > > simple
> > > > > hinge loss?
> > > > > Do you think you can fit it in our algebraic engine?
> > > > >
> > > > > I think we also need a fair amount of port of MR methods -- like
> > > > seq2sparse
> > > > > and cvb0 lda.
> > > > >
> > > > > i would still look at framework performance tasks, they are badly
> > > needed.
> > > > > Just today listened about flyby matrix multiplication approach for
> > > spark
> > > > > for medium-sized matrices which probably beats our since even
> though
> > we
> > > > do
> > > > > not use cartesian (god forbid), our implementation is somewhat
> closer
> > > to
> > > > > what the speaker described as "massively mapside join" -- which
> > > > eventually,
> > > > > according to him, is supposed to gain over flyby multiply, but
> > there's
> > > a
> > > > > fair amount of tasks when it is not .
> > > > >
> > > > > similarly bolting on hardware libraries for in-core operations is
> > > still a
> > > > > big undecided issue.
> > > > >
> > > > > unfortunately a lot of known outstanding issues are still about
> > > > > engineering.
> > > > >
> > > > >
> > > > > On Mon, Jun 15, 2015 at 10:27 PM, Rohit Shinde <
> > > > > [email protected]>
> > > > > wrote:
> > > > >
> > > > > > I would prefer some methodology work if it falls within my
> > > > capabilities.
> > > > > If
> > > > > > it doesn't then your suggestion is a good one and I'll take it
> up.
> > > > > > Substantial according to me means a task where I can get quite
> > > familiar
> > > > > > with as much of the code base as possible.
> > > > > >
> > > > > > On Tue, Jun 16, 2015 at 10:49 AM, Dmitriy Lyubimov <
> > > [email protected]>
> > > > > > wrote:
> > > > > >
> > > > > > > I gave you 3 types of problems. Define substantial.
> > > > > > >
> > > > > > > Say, does fixing mahout spark shell sound substantial enough?
> > > > > > >
> > > > > > > On Mon, Jun 15, 2015 at 10:11 PM, Rohit Shinde <
> > > > > > > [email protected]>
> > > > > > > wrote:
> > > > > > >
> > > > > > > > So do you have any suggestions for getting started? I would
> > like
> > > to
> > > > > > > > contribute to something substantial that is going on, after
> > > getting
> > > > > > > > familiar with the required part of the codebase.
> > > > > > > >
> > > > > > > > On Mon, Jun 15, 2015 at 11:39 PM, Dmitriy Lyubimov <
> > > > > [email protected]>
> > > > > > > > wrote:
> > > > > > > >
> > > > > > > > > i don't think there's a formal list published anywhere.
> > > > > > > > >
> > > > > > > > > There is an informal roadmap.
> > > > > > > > >
> > > > > > > > > The contributions are, the way i see it, mainly can be in 3
> > > > areas:
> > > > > > (1)
> > > > > > > > > project support issues like for example fixing shell
> > > > compatibility
> > > > > > with
> > > > > > > > > spark 1.3; (2) framework support problems like for example
> > > > > > performance
> > > > > > > > and
> > > > > > > > > integrating 3rd party hardware accelerated linalg
> libraries;
> > > (3)
> > > > > > > > > methodology work.
> > > > > > > > >
> > > > > > > > > We have some pending items for (1) and (2) i think but for
> > > > > > methodology
> > > > > > > > > items (3) we simply can't compile the list of everything
> that
> > > can
> > > > > > > > possibly
> > > > > > > > > be done and contriubted. We just don't have that much
> > > expertise,
> > > > > > > > combined.
> > > > > > > > > No one has [1]. The way it works is usually people would
> come
> > > up
> > > > > with
> > > > > > > > > pieces that they were missing on their own for some reason;
> > and
> > > > > they
> > > > > > > need
> > > > > > > > > to propose methodology, parallelization strategy, maybe
> even
> > a
> > > > code
> > > > > > > > sketch
> > > > > > > > > -- that all will be fine.
> > > > > > > > >
> > > > > > > > > [1] http://matt.might.net/articles/phd-school-in-pictures/
> > > > > > > > >
> > > > > > > > > On Sun, Jun 14, 2015 at 11:49 PM, Rohit Shinde <
> > > > > > > > > [email protected]>
> > > > > > > > > wrote:
> > > > > > > > >
> > > > > > > > > > But is there a list of projects that new people could
> take
> > > up?
> > > > > > Even I
> > > > > > > > am
> > > > > > > > > a
> > > > > > > > > > student interested in contributing to the machine
> learning
> > > and
> > > > > data
> > > > > > > > > mining
> > > > > > > > > > parts of Apache Mahout.
> > > > > > > > > >
> > > > > > > > > > I am familiar with Scala and Java, Python and C++.
> > > > > > > > > >
> > > > > > > > > > What can I contribute to?
> > > > > > > > > >
> > > > > > > > > > On Mon, Jun 15, 2015 at 10:24 AM, Dmitriy Lyubimov <
> > > > > > > [email protected]>
> > > > > > > > > > wrote:
> > > > > > > > > >
> > > > > > > > > > > Well we are predominantly Scala shop now. Being fluent
> in
> > > > Scala
> > > > > > > seems
> > > > > > > > > > like
> > > > > > > > > > > one prerequisite.
> > > > > > > > > > >
> > > > > > > > > > >
> > > > > > > > > > > On Sat, Jun 13, 2015 at 1:17 AM, Sreenivas Raghavan <
> > > > > > > > > > > [email protected]> wrote:
> > > > > > > > > > >
> > > > > > > > > > > > Hello everyone,
> > > > > > > > > > > >                   I am interested in contributing to
> > > mahout
> > > > > > > > project.
> > > > > > > > > I
> > > > > > > > > > am
> > > > > > > > > > > > interested in algorithms, machine learning and linear
> > > > > algebra.
> > > > > > > > Please
> > > > > > > > > > > give
> > > > > > > > > > > > me some idea as where to start and how to start. I
> know
> > > > > python
> > > > > > > and
> > > > > > > > > some
> > > > > > > > > > > > parts of Java, so please tell me is this knowledge of
> > > > > languages
> > > > > > > > > enough
> > > > > > > > > > > for
> > > > > > > > > > > > writing and optimizing codes
> > > > > > > > > > > > --
> > > > > > > > > > > >
> > > > > > > > > > > > *With Regards,*
> > > > > > > > > > > > *K.S.Sreenivasa Raghavan*
> > > > > > > > > > > >
> > > > > > > > > > >
> > > > > > > > > >
> > > > > > > > >
> > > > > > > >
> > > > > > >
> > > > > >
> > > > >
> > > >
> > >
> >
> >
> >
> > --
> >
> > *With Regards,*
> > *K.S.Sreenivasa Raghavan*
> >
>

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