Do not use lambda=0.0. Use a small number instead. Cholesky
factorization doesn't work on semi-positive systems with 0
eigenvalues. -Xiangrui
On Wed, Oct 15, 2014 at 5:05 PM, Debasish Das <debasish.da...@gmail.com> wrote:
> But do you expect the mllib code to fail if I run with 0.0 regularization ?
>
> I think ||r - wi'hj||^{2} is positive definite...It can become positive
> semi definite only if there are dependent rows in the matrix...
>
> @sean is that right ? We had this discussion before as well...
>
>
> On Wed, Oct 15, 2014 at 5:01 PM, Liquan Pei <liquan...@gmail.com> wrote:
>
>> Hi Debaish,
>>
>> I think ||r - wi'hj||^{2} is semi-positive definite.
>>
>> Thanks,
>> Liquan
>>
>> On Wed, Oct 15, 2014 at 4:57 PM, Debasish Das <debasish.da...@gmail.com>
>> wrote:
>>
>>> Hi,
>>>
>>> If I take the Movielens data and run the default ALS with regularization
>>> as
>>> 0.0, I am hitting exception from LAPACK that the gram matrix is not
>>> positive definite. This is on the master branch.
>>>
>>> This is how I run it :
>>>
>>> ./bin/spark-submit --total-executor-cores 1 --master spark://
>>> tusca09lmlvt00c.uswin.ad.vzwcorp.com:7077 --jars
>>>
>>> /Users/v606014/.m2/repository/com/github/scopt/scopt_2.10/3.2.0/scopt_2.10-3.2.0.jar
>>> --class org.apache.spark.examples.mllib.MovieLensALS
>>> ./examples/target/spark-examples_2.10-1.1.0-SNAPSHOT.jar --rank 20
>>> --numIterations 20 --lambda 0.0 --kryo
>>> hdfs://localhost:8020/sandbox/movielens/
>>>
>>> Error from LAPACK:
>>>
>>> WARN TaskSetManager: Lost task 0.0 in stage 11.0 (TID 22,
>>> tusca09lmlvt00c.uswin.ad.vzwcorp.com):
>>> org.jblas.exceptions.LapackArgumentException: LAPACK DPOSV: Leading minor
>>> of order i of A is not positive definite.
>>>
>>> From the maths it's not expected right ?
>>>
>>> ||r - wi'hj||^{2} has to be positive definite...
>>>
>>> I think the tests are not running any 0.0 regularization tests otherwise
>>> we
>>> should have caught it as well...
>>>
>>> For the sparse coding NMF variant that I am running, I have to turn off L2
>>> regularization when I run a L1 on products to extract sparse topics...
>>>
>>> Thanks.
>>>
>>> Deb
>>>
>>
>>
>>
>> --
>> Liquan Pei
>> Department of Physics
>> University of Massachusetts Amherst
>>
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