Re: ALS solve.solvePositive

2014-03-19 Thread Xiangrui Meng
Another question: do you have negative or out-of-range user or product ids or? -Xiangrui On Tue, Mar 11, 2014 at 8:00 PM, Debasish Das debasish.da...@gmail.com wrote: Nope..I did not test implicit feedback yet...will get into more detailed debug and generate the testcase hopefully next week...

Re: ALS solve.solvePositive

2014-03-19 Thread Debasish Das
Nope...with the cleaner dataset I am not noticing issues with the dposv and this dataset is even bigger...20 M users and 1 M products...I don't think other than cholesky anything else will get us the efficiency we need... For my usecase we also need to see the effectiveness of positive factors

Re: ALS solve.solvePositive

2014-03-19 Thread Xiangrui Meng
They have been merged into the master branch. However, the improvements are for implicit ALS computation. I don't think they can speed up normal ALS computation. Could you share more details about the variable projection? JIRAs: https://spark-project.atlassian.net/browse/SPARK-1266

Re: ALS solve.solvePositive

2014-03-11 Thread Xiangrui Meng
Hi Deb, did you use ALS with implicit feedback? -Xiangrui On Mon, Mar 10, 2014 at 1:17 PM, Xiangrui Meng men...@gmail.com wrote: Choosing lambda = 0.1 shouldn't lead to the error you got. This is probably a bug. Do you mind sharing a small amount of data that can re-produce the error?

Re: ALS solve.solvePositive

2014-03-10 Thread Xiangrui Meng
Choosing lambda = 0.1 shouldn't lead to the error you got. This is probably a bug. Do you mind sharing a small amount of data that can re-produce the error? -Xiangrui On Fri, Mar 7, 2014 at 8:24 AM, Debasish Das debasish.da...@gmail.com wrote: Hi Xiangrui, I used lambda = 0.1...It is possible

Re: ALS solve.solvePositive

2014-03-07 Thread Debasish Das
Hi Xiangrui, I used lambda = 0.1...It is possible that 2 users ranked in movies in a very similar way... I agree that increasing lambda will solve the problem but you agree this is not a solution...lambda should be tuned based on sparsity / other criteria and not to make a linearly dependent

ALS solve.solvePositive

2014-03-06 Thread Debasish Das
Hi, I am running ALS on a sparse problem (10M x 1M) and I am getting the following error: org.jblas.exceptions.LapackArgumentException: LAPACK DPOSV: Leading minor of order i of A is not positive definite. at org.jblas.SimpleBlas.posv(SimpleBlas.java:373) at

Re: ALS solve.solvePositive

2014-03-06 Thread Sebastian Schelter
I'm not sure about the mathematical details, but I found in some experiments with Mahout that the matrix there was also not positive definite. Therefore, we chose QR decomposition to solve the linear system. --sebastian On 03/06/2014 03:44 PM, Debasish Das wrote: Hi, I am running ALS on a

Re: ALS solve.solvePositive

2014-03-06 Thread Xiangrui Meng
If the matrix is very ill-conditioned, then A^T A becomes numerically rank deficient. However, if you use a reasonably large positive regularization constant (lambda), A^T A + lambda I should be still positive definite. What was the regularization constant (lambda) you set? Could you test whether