Hi Aureliano, Will it be possible for you to give the test-case ? You can add it to JIRA as well as an attachment I guess...
I am preparing the PR for ADMM based QuadraticMinimizer...In my matlab experiments with scaling the rank to 1000 and beyond (which is too high for ALS but gives a good idea of solver scalability, ~400 is the max I have seen in the sparkler paper), I am noticing consistent results both in correctness and runtime with MOSEK... I will update more on the JIRA this week...got it cleared from our legal last week...Please stay tuned... https://issues.apache.org/jira/browse/SPARK-2426 Thanks. Deb On Sun, Jul 27, 2014 at 12:38 PM, DB Tsai <dbt...@dbtsai.com> wrote: > Could you help to provide a test case to verify this issue and open a JIRA > to track this? Also, are you interested in submit a PR to fix it? Thanks. > > Sent from my Google Nexus 5 > On Jul 27, 2014 11:07 AM, "Aureliano Buendia" <buendia...@gmail.com> > wrote: > >> Hi, >> >> The recently added NNLS implementation in MLlib returns wrong solutions. >> This is not data specific, just try any data in R's nnls, and then the same >> data in MLlib's NNLS. The results are very different. >> >> Also, the elected algorithm Polyak(1969) is not the best one around. The >> most popular one is Lawson-Hanson (1974): >> >> http://en.wikipedia.org/wiki/Non-negative_least_squares#Algorithms >> >> >>
