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From Debasish Das <debasish.da...@gmail.com>
Subject Re: apply simplex method to fix linear programming in spark
Date Tue, 03 Nov 2015 18:25:13 GMT
Spark has nnls in mllib optimization. I have refactored nnls to breeze as
well but we could not move out nnls from mllib due to some runtime issues
from breeze.

Issue in spark or breeze nnls is that it takes dense gram matrix which does
not scale if rank is high but it has been working fine for nnmf till 400
rank.

I agree with Sean that you need to see if really simplex is needed. Many
constraints can be formulated as proximal operator and then you can use
breeze nonlinearminimizer or spark-tfocs package if it is stable.
On Nov 2, 2015 10:13 AM, "Sean Owen" <sowen@cloudera.com> wrote:

> I might be steering this a bit off topic: does this need the simplex
> method? this is just an instance of nonnegative least squares. I don't
> think it relates to LDA either.
>
> Spark doesn't have any particular support for NNLS (right?) or simplex
> though.
>
> On Mon, Nov 2, 2015 at 6:03 PM, Debasish Das <debasish.das83@gmail.com>
> wrote:
> > Use breeze simplex which inturn uses apache maths simplex...if you want
> to
> > use interior point method you can use ecos
> > https://github.com/embotech/ecos-java-scala ...spark summit 2014 talk on
> > quadratic solver in matrix factorization will show you example
> integration
> > with spark. ecos runs as jni process in every executor.
> >
> > On Nov 1, 2015 9:52 AM, "Zhiliang Zhu" <zchl.jump@yahoo.com.invalid>
> wrote:
> >>
> >> Hi Ted Yu,
> >>
> >> Thanks very much for your kind reply.
> >> Do you just mean that in spark there is no specific package for simplex
> >> method?
> >>
> >> Then I may try to fix it by myself, do not decide whether it is
> convenient
> >> to finish by spark, before finally fix it.
> >>
> >> Thank you,
> >> Zhiliang
> >>
> >>
> >>
> >>
> >> On Monday, November 2, 2015 1:43 AM, Ted Yu <yuzhihong@gmail.com>
> wrote:
> >>
> >>
> >> A brief search in code base shows the following:
> >>
> >>     TODO: Add simplex constraints to allow alpha in (0,1).
> >> ./mllib/src/main/scala/org/apache/spark/mllib/clustering/LDA.scala
> >>
> >> I guess the answer to your question is no.
> >>
> >> FYI
> >>
> >> On Sun, Nov 1, 2015 at 9:37 AM, Zhiliang Zhu
> <zchl.jump@yahoo.com.invalid>
> >> wrote:
> >>
> >> Dear All,
> >>
> >> As I am facing some typical linear programming issue, and I know simplex
> >> method is specific in solving LP question,
> >> I am very sorry that whether there is already some mature package in
> spark
> >> about simplex method...
> >>
> >> Thank you very much~
> >> Best Wishes!
> >> Zhiliang
> >>
> >>
> >>
> >>
> >>
> >
>

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