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Chris Harvey commented on SPARK-7210: ------------------------------------- Thanks Joseph. R as a standard to compare against sounds good. I will get working on this soon and put all findings in a gist. > Test matrix decompositions for speed vs. numerical stability for Gaussians > -------------------------------------------------------------------------- > > Key: SPARK-7210 > URL: https://issues.apache.org/jira/browse/SPARK-7210 > Project: Spark > Issue Type: Improvement > Components: MLlib > Reporter: Joseph K. Bradley > Priority: Minor > > We currently use SVD for inverting the Gaussian's covariance matrix and > computing the determinant. SVD is numerically stable but slow. We could > experiment with Cholesky, etc. to figure out a better option, or a better > option for certain settings. -- This message was sent by Atlassian JIRA (v6.3.4#6332) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org