Sparse SVD
# Singular Value Decomposition
Given an *m x n* matrix *A*, compute matrices *U, S, V* such that
*A = U * S * V^T*
There is no restriction on m, but we require n^2 doubles to fit in memory.
Further, n should be less than m.
The decomposition is computed by first computing *A^TA = V S^2 V^T*,
computing svd locally on that (since n x n is small),
from which we recover S and V.
Then we compute U via easy matrix multiplication
as *U = A * V * S^-1*
Only singular vectors associated with the largest k singular values
If there are k such values, then the dimensions of the return will be:
* *S* is *k x k* and diagonal, holding the singular values on diagonal.
* *U* is *m x k* and satisfies U^T*U = eye(k).
* *V* is *n x k* and satisfies V^TV = eye(k).
All input and output is expected in sparse matrix format, 0-indexed
as tuples of the form ((i,j),value) all in RDDs.
# Testing
Tests included. They test:
- Decomposition promise (A = USV^T)
- For small matrices, output is compared to that of jblas
- Rank 1 matrix test included
- Full Rank matrix test included
- Middle-rank matrix forced via k included
# Example Usage
import org.apache.spark.SparkContext
import org.apache.spark.mllib.linalg.SVD
import org.apache.spark.mllib.linalg.SparseMatrix
import org.apache.spark.mllib.linalg.MatrixyEntry
// Load and parse the data file
val data = sc.textFile("mllib/data/als/test.data").map { line =>
val parts = line.split(',')
MatrixEntry(parts(0).toInt, parts(1).toInt, parts(2).toDouble)
}
val m = 4
val n = 4
// recover top 1 singular vector
val decomposed = SVD.sparseSVD(SparseMatrix(data, m, n), 1)
println("singular values = " + decomposed.S.data.toArray.mkString)
# Documentation
Added to docs/mllib-guide.md
Moved DStream and PairDSream to org.apache.spark.streaming.dstream
Similar to the package location of `org.apache.spark.rdd.RDD`, `DStream` has been moved from `org.apache.spark.streaming.DStream` to `org.apache.spark.streaming.dstream.DStream`. I know that the package name is a little long, but I think its better to keep it consistent with Spark's structure.
Also fixed persistence of windowed DStream. The RDDs generated generated by windowed DStream are essentially unions of underlying RDDs, and persistent these union RDDs would store numerous copies of the underlying data. Instead setting the persistence level on the windowed DStream is made to set the persistence level of the underlying DStream.
Remove simple redundant return statements for Scala methods/functions
Remove simple redundant return statements for Scala methods/functions:
-) Only change simple return statements at the end of method
-) Ignore the complex if-else check
-) Ignore the ones inside synchronized
-) Add small changes to making var to val if possible and remove () for simple get
This hopefully makes the review simpler =)
Pass compile and tests.
`foreachRDD` makes it clear that the granularity of this operator is per-RDD.
As it stands, `foreach` is inconsistent with with `map`, `filter`, and the other
DStream operators which get pushed down to individual records within each RDD.
Set default logging to WARN for Spark streaming examples.
This programatically sets the log level to WARN by default for streaming
tests. If the user has already specified a log4j.properties file,
the user's file will take precedence over this default.
This programatically sets the log level to WARN by default for streaming
tests. If the user has already specified a log4j.properties file,
the user's file will take precedence over this default.
Refactored the streaming project to separate external libraries like Twitter, Kafka, Flume, etc.
At a high level, these are the following changes.
1. All the external code was put in `SPARK_HOME/external/` as separate SBT projects and Maven modules. Their artifact names are `spark-streaming-twitter`, `spark-streaming-kafka`, etc. Both SparkBuild.scala and pom.xml files have been updated. References to external libraries and repositories have been removed from the settings of root and streaming projects/modules.
2. To avail the external functionality (say, creating a Twitter stream), the developer has to `import org.apache.spark.streaming.twitter._` . For Scala API, the developer has to call `TwitterUtils.createStream(streamingContext, ...)`. For the Java API, the developer has to call `TwitterUtils.createStream(javaStreamingContext, ...)`.
3. Each external project has its own scala and java unit tests. Note the unit tests of each external library use classes of the streaming unit tests (`TestSuiteBase`, `LocalJavaStreamingContext`, etc.). To enable this code sharing among test classes, `dependsOn(streaming % "compile->compile,test->test")` was used in the SparkBuild.scala . In the streaming/pom.xml, an additional `maven-jar-plugin` was necessary to capture this dependency (see comment inside the pom.xml for more information).
4. Jars of the external projects have been added to examples project but not to the assembly project.
5. In some files, imports have been rearrange to conform to the Spark coding guidelines.
To make this work I had to rename the defaults file. Otherwise
maven's pattern matching rules included it when trying to match
other log4j.properties files.
I also fixed a bug in the existing maven build where two
<transformers> tags were present in assembly/pom.xml
such that one overwrote the other.
Suggested small changes to Java code for slightly more standard style, encapsulation and in some cases performance
Sorry if this is too abrupt or not a welcome set of changes, but thought I'd see if I could contribute a little. I'm a Java developer and just getting seriously into Spark. So I thought I'd suggest a number of small changes to the couple Java parts of the code to make it a little tighter, more standard and even a bit faster.
Feel free to take all, some or none of this. Happy to explain any of it.
