[ https://issues.apache.org/jira/browse/SPARK-7210?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Joseph K. Bradley updated SPARK-7210: ------------------------------------- Assignee: Feynman Liang > 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 > Assignee: Feynman Liang > 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