[GitHub] [spark] zhengruifeng edited a comment on pull request #27473: [SPARK-30699][ML][PYSPARK] GMM blockify input vectors

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zhengruifeng edited a comment on pull request #27473:
URL: https://github.com/apache/spark/pull/27473#issuecomment-624531334


   test on the first 1M rows in HIGGS:
   
   test code:
   ```scala
   
   import org.apache.spark.ml.clustering._
   import org.apache.spark.storage.StorageLevel
   import org.apache.spark.ml.linalg._
   
   val df = 
spark.read.format("libsvm").load("/data1/Datasets/higgs/HIGGS.1m").repartition(1)
   df.persist(StorageLevel.MEMORY_AND_DISK)
   df.count
   
   
   val gmm = new 
GaussianMixture().setSeed(0).setK(4).setMaxIter(2).setBlockSize(64)
   gmm.fit(df)
   
   
   val results = Seq(1, 4, 16, 64, 256, 1024, 4096).map { size => val start = 
System.currentTimeMillis; val model = 
gmm.setK(4).setMaxIter(20).setBlockSize(size).fit(df); val end = 
System.currentTimeMillis; (size, model, end - start) }
   
   results.map(_._2.summary.numIter)
   results.map(_._2.summary.logLikelihood)
   results.map(_._3)
   ```
   
   Results **WITHOUT** native BLAS:
   ```
   scala> results.map(_._2.summary.numIter)
   res3: Seq[Int] = List(20, 20, 20, 20, 20, 20, 20)
   
   scala> results.map(_._2.summary.logLikelihood)
   res4: Seq[Double] = List(-2.3353357834421366E7, -2.3353357834421184E7, 
-2.3353357834421184E7, -2.3353357834421184E7, -2.3353357834421184E7, 
-2.3353357834421184E7, -2.3353357834421184E7)
   
   scala> results.map(_._3)
   res5: Seq[Long] = List(105777, 113261, 110608, 106573, 108141, 109825, 
113094)
   ```
   
   It is surprising that there is a small performance regression on dense 
input: 105777 -> 106573
   
   **blockSize==1**
   
![gmm_1](https://user-images.githubusercontent.com/7322292/81160260-6affe400-8fbc-11ea-82d0-dc63a901a584.png)
   
   **blockSize==1024**
   
![gmm_1024](https://user-images.githubusercontent.com/7322292/81160291-76eba600-8fbc-11ea-9009-9322884a3ac5.png)
   
   
-------------------------------------------------------------------------------------------
   Results **WITH** native BLAS (OPENBLAS_NUM_THREADS=1):
   ```
   scala> results.map(_._2.summary.numIter)
   res3: Seq[Int] = List(20, 20, 20, 20, 20, 20, 20)
   
   scala> results.map(_._2.summary.logLikelihood)
   res4: Seq[Double] = List(-2.3353357834421374E7, -2.3353357834422573E7, 
-2.3353357834422797E7, -2.335335783442225E7, -2.3353357834422205E7, 
-2.3353357834422156E7, -2.335335783442218E7)
   
   scala> results.map(_._3)
   res5: Seq[Long] = List(108005, 54975, 39802, 35807, 35027, 36369, 38717)
   ```
   
   When OpenBLAS is used, it obtain about 3x speedup.
   
   **blockSize==1** with OpenBLAS
   
![gmm_openBlas_1](https://user-images.githubusercontent.com/7322292/81160345-866aef00-8fbc-11ea-9a73-8b740ade880f.png)
   
   **blockSize==1024** with OpenBLAS
   
![gmm_openBlas_1024](https://user-images.githubusercontent.com/7322292/81160352-88cd4900-8fbc-11ea-9f02-be8ceb75f9d2.png)
   
   
   
   
-------------------------------------------------------------------------------------------
   Comparsion to Master (**WITHOUT** native BLAS):
   ```
   scala> val start = System.currentTimeMillis; val model = 
gmm.setK(4).setMaxIter(20).fit(df); val end = System.currentTimeMillis; end - 
start
   start: Long = 1587976220511                                                  
   
   model: org.apache.spark.ml.clustering.GaussianMixtureModel = 
GaussianMixtureModel: uid=GaussianMixture_753da885644b, k=4, numFeatures=28
   end: Long = 1587976324361
   res4: Long = 103850
   ```
   
   This PR keeps original behavior and performance if `BlockSize==1`
   
   
   


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