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[SPARK-6685][MLLIB]Use DSYRK to compute AtA in ALS #13891

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[SPARK-6685][MLLIB]Use DSYRK to compute AtA in ALS #13891

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8fb4a82
add dsyrk to ALS
hqzizania Jun 24, 2016
7e3d238
implicitprefs ut fails fix
hqzizania Jun 24, 2016
3607bdc
use "while" loop instead of "for"
hqzizania Jun 28, 2016
56194eb
add unit test for dostack ALS
hqzizania Jun 29, 2016
dc4f4ba
reset threshold values for doStack and remove UT
hqzizania Oct 21, 2016
d29fd67
add threshold param to ALS
hqzizania Oct 24, 2016
294164d
nit fix
hqzizania Oct 24, 2016
513e791
nit
hqzizania Oct 24, 2016
f56b586
Merge remote-tracking branch 'origin/master' into ALSdsyrk
hqzizania Oct 24, 2016
1081e64
mima fix
hqzizania Oct 24, 2016
a6b5a16
oops
hqzizania Oct 24, 2016
2077457
solve mima failure
hqzizania Oct 25, 2016
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37 changes: 36 additions & 1 deletion mllib/src/main/scala/org/apache/spark/ml/recommendation/ALS.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -625,6 +625,7 @@ object ALS extends DefaultParamsReadable[ALS] with Logging {
val atb = new Array[Double](k)

private val da = new Array[Double](k)
private val ata2 = new Array[Double](k * k)
private val upper = "U"

private def copyToDouble(a: Array[Float]): Unit = {
Expand All @@ -635,6 +636,15 @@ object ALS extends DefaultParamsReadable[ALS] with Logging {
}
}

private def copyToTri(): Unit = {
var ii = 0
for(i <- 0 until k)
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I think this might fail the style check for missing space before the paren.
Also, I think the received wisdom is that for loops are slow in Scala? if this is performance-critical, you may convert to while loops. Also you can cache i*k from the outer loop below in the inner loop

for(j <- 0 to i) {
ata(ii) += ata2(i * k + j)
ii += 1
}
}

/** Adds an observation. */
def add(a: Array[Float], b: Double, c: Double = 1.0): this.type = {
require(c >= 0.0)
Expand All @@ -647,6 +657,15 @@ object ALS extends DefaultParamsReadable[ALS] with Logging {
this
}

/** Adds a stack of observations. */
def addStack(a: Array[Double], b: Array[Double], n: Int): this.type = {
require(a.length == n * k)
blas.dsyrk(upper, "N", k, n, 1.0, a, k, 1.0, ata2, k)
copyToTri()
blas.dgemv("N", k, n, 1.0, a, k, b, 1, 1.0, atb, 1)
this
}

/** Merges another normal equation object. */
def merge(other: NormalEquation): this.type = {
require(other.k == k)
Expand All @@ -658,6 +677,7 @@ object ALS extends DefaultParamsReadable[ALS] with Logging {
/** Resets everything to zero, which should be called after each solve. */
def reset(): Unit = {
ju.Arrays.fill(ata, 0.0)
ju.Arrays.fill(ata2, 0.0)
ju.Arrays.fill(atb, 0.0)
}
}
Expand Down Expand Up @@ -1296,6 +1316,9 @@ object ALS extends DefaultParamsReadable[ALS] with Logging {
}
var i = srcPtrs(j)
var numExplicits = 0
val doStack = if (srcPtrs(j + 1) - srcPtrs(j) > 10) true else false
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if (...) true else false is redundant

val srcFactorBuffer = mutable.ArrayBuilder.make[Double]
val bBuffer = mutable.ArrayBuilder.make[Double]
while (i < srcPtrs(j + 1)) {
val encoded = srcEncodedIndices(i)
val blockId = srcEncoder.blockId(encoded)
Expand All @@ -1313,11 +1336,23 @@ object ALS extends DefaultParamsReadable[ALS] with Logging {
ls.add(srcFactor, (c1 + 1.0) / c1, c1)
}
} else {
ls.add(srcFactor, rating)
numExplicits += 1
if (doStack) {
bBuffer += rating
var ii = 0
while(ii < srcFactor.length) {
srcFactorBuffer += srcFactor(ii)
ii += 1
}
} else {
ls.add(srcFactor, rating)
}
}
i += 1
}
if (!implicitPrefs && doStack) {
ls.addStack(srcFactorBuffer.result(), bBuffer.result(), numExplicits)
}
// Weight lambda by the number of explicit ratings based on the ALS-WR paper.
dstFactors(j) = solver.solve(ls, numExplicits * regParam)
j += 1
Expand Down