[MLLIB] [WIP] SPARK-2426: Quadratic Minimization for MLlib ALS

.gitattributes

@@ -0,0 +1,2 @@
+*.bat text eol=crlf
+*.cmd text eol=crlf

.rat-excludes

@@ -1,5 +1,6 @@
 target
 .gitignore
+.gitattributes
 .project
 .classpath
 .mima-excludes
@@ -48,6 +49,7 @@ sbt-launch-lib.bash
 plugins.sbt
 work
 .*\.q
+.*\.qv
 golden
 test.out/*
 .*iml

LICENSE

@@ -712,18 +712,6 @@ THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT (INCLUDING
 NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS SOFTWARE,
 EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
 
-========================================================================
-For colt:
-========================================================================
-
-Copyright (c) 1999 CERN - European Organization for Nuclear Research.
-Permission to use, copy, modify, distribute and sell this software and its documentation for any purpose is hereby granted without fee, provided that the above copyright notice appear in all copies and that both that copyright notice and this permission notice appear in supporting documentation. CERN makes no representations about the suitability of this software for any purpose. It is provided "as is" without expressed or implied warranty.
-
-Packages hep.aida.*
-
-Written by Pavel Binko, Dino Ferrero Merlino, Wolfgang Hoschek, Tony Johnson, Andreas Pfeiffer, and others. Check the FreeHEP home page for more info. Permission to use and/or redistribute this work is granted under the terms of the LGPL License, with the exception that any usage related to military applications is expressly forbidden. The software and documentation made available under the terms of this license are provided with no warranty.
-
-
 ========================================================================
 For SnapTree:
 ========================================================================
@@ -818,7 +806,32 @@ The following components are provided under a BSD-style license. See project lin
      (The New BSD License) Py4J (net.sf.py4j:py4j:0.8.2.1 - http://py4j.sourceforge.net/)
      (Two-clause BSD-style license) JUnit-Interface (com.novocode:junit-interface:0.10 - https://github.com/szeiger/junit-interface/)
      (ISC/BSD License) jbcrypt (org.mindrot:jbcrypt:0.3m - http://www.mindrot.org/)
-
+     (BSD License) Proximal algorithms (https://github.com/cvxgrp/proximal)
+       Copyright (c) 2013, Neal Parikh and Stephen Boyd (Stanford University)
+       All rights reserved.
+
+       Redistribution and use in source and binary forms, with or without
+       modification, are permitted provided that the following conditions are met:
+       * Redistributions of source code must retain the above copyright
+         notice, this list of conditions and the following disclaimer.
+       * Redistributions in binary form must reproduce the above copyright
+         notice, this list of conditions and the following disclaimer in the
+         documentation and/or other materials provided with the distribution.
+       * Neither the name of Stanford University nor the
+         names of its contributors may be used to endorse or promote products
+         derived from this software without specific prior written permission.
+
+       THIS SOFTWARE IS PROVIDED BY THE COPYRIGHT HOLDERS AND CONTRIBUTORS "AS IS" AND
+       ANY EXPRESS OR IMPLIED WARRANTIES, INCLUDING, BUT NOT LIMITED TO, THE IMPLIED
+       WARRANTIES OF MERCHANTABILITY AND FITNESS FOR A PARTICULAR PURPOSE ARE
+       DISCLAIMED. IN NO EVENT SHALL NEAL PARIKH OR STEPHEN BOYD BE LIABLE FOR ANY
+       DIRECT, INDIRECT, INCIDENTAL, SPECIAL, EXEMPLARY, OR CONSEQUENTIAL DAMAGES
+       (INCLUDING, BUT NOT LIMITED TO, PROCUREMENT OF SUBSTITUTE GOODS OR SERVICES;
+       LOSS OF USE, DATA, OR PROFITS; OR BUSINESS INTERRUPTION) HOWEVER CAUSED AND
+       ON ANY THEORY OF LIABILITY, WHETHER IN CONTRACT, STRICT LIABILITY, OR TORT
+       (INCLUDING NEGLIGENCE OR OTHERWISE) ARISING IN ANY WAY OUT OF THE USE OF THIS
+       SOFTWARE, EVEN IF ADVISED OF THE POSSIBILITY OF SUCH DAMAGE.
+
 ========================================================================
 MIT licenses
 ========================================================================

NOTICE

@@ -373,6 +373,16 @@ source copyright:
 Copyright 2010-2012 CS Systèmes d'Information
 ===============================================================================
 
+Proximal algorithms outlined in Proximal.scala (package org.apache.spark.mllib.optimization)
+are based on https://github.com/cvxgrp/proximal (see LICENSE for details) and distributed with 
+Copyright (c) 2014 by Debasish Das (Verizon), all rights reserved.
+===============================================================================
+
+QuadaraticMinimizer class in package org.apache.spark.mllib.optimization and it’s applications to ALS class
+in package org.apache.spark.mllib.recommendation is distributed with Copyright (c) 2014, Debasish Das (Verizon), 
+all rights reserved.
+===============================================================================
+
 The creation of the package "o.a.c.m.analysis.integration.gauss" was inspired
 by an original code donated by Sébastien Brisard.
 ===============================================================================

README.md

@@ -25,7 +25,7 @@ To build Spark and its example programs, run:
 
 (You do not need to do this if you downloaded a pre-built package.)
 More detailed documentation is available from the project site, at
-["Building Spark"](http://spark.apache.org/docs/latest/building-spark.html).
+["Building Spark with Maven"](http://spark.apache.org/docs/latest/building-with-maven.html).
 
 ## Interactive Scala Shell
 
@@ -84,7 +84,7 @@ storage systems. Because the protocols have changed in different versions of
 Hadoop, you must build Spark against the same version that your cluster runs.
 
 Please refer to the build documentation at
-["Specifying the Hadoop Version"](http://spark.apache.org/docs/latest/building-spark.html#specifying-the-hadoop-version)
+["Specifying the Hadoop Version"](http://spark.apache.org/docs/latest/building-with-maven.html#specifying-the-hadoop-version)
 for detailed guidance on building for a particular distribution of Hadoop, including
 building for particular Hive and Hive Thriftserver distributions. See also
 ["Third Party Hadoop Distributions"](http://spark.apache.org/docs/latest/hadoop-third-party-distributions.html)

assembly/pom.xml

@@ -146,6 +146,10 @@
                     <exclude>com/google/common/base/Present*</exclude>
                   </excludes>
                 </relocation>
+                <relocation>
+                  <pattern>org.apache.commons.math3</pattern>
+                  <shadedPattern>org.spark-project.commons.math3</shadedPattern>
+                </relocation>
               </relocations>
               <transformers>
                 <transformer implementation="org.apache.maven.plugins.shade.resource.ServicesResourceTransformer" />

bin/compute-classpath.cmd

@@ -1,117 +1,117 @@
-@echo off
-
-rem
-rem Licensed to the Apache Software Foundation (ASF) under one or more
-rem contributor license agreements.  See the NOTICE file distributed with
-rem this work for additional information regarding copyright ownership.
-rem The ASF licenses this file to You under the Apache License, Version 2.0
-rem (the "License"); you may not use this file except in compliance with
-rem the License.  You may obtain a copy of the License at
-rem
-rem    http://www.apache.org/licenses/LICENSE-2.0
-rem
-rem Unless required by applicable law or agreed to in writing, software
-rem distributed under the License is distributed on an "AS IS" BASIS,
-rem WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
-rem See the License for the specific language governing permissions and
-rem limitations under the License.
-rem
-
-rem This script computes Spark's classpath and prints it to stdout; it's used by both the "run"
-rem script and the ExecutorRunner in standalone cluster mode.
-
-rem If we're called from spark-class2.cmd, it already set enabledelayedexpansion and setting
-rem it here would stop us from affecting its copy of the CLASSPATH variable; otherwise we
-rem need to set it here because we use !datanucleus_jars! below.
-if "%DONT_PRINT_CLASSPATH%"=="1" goto skip_delayed_expansion
-setlocal enabledelayedexpansion
-:skip_delayed_expansion
-
-set SCALA_VERSION=2.10
-
-rem Figure out where the Spark framework is installed
-set FWDIR=%~dp0..\
-
-rem Load environment variables from conf\spark-env.cmd, if it exists
-if exist "%FWDIR%conf\spark-env.cmd" call "%FWDIR%conf\spark-env.cmd"
-
-rem Build up classpath
-set CLASSPATH=%SPARK_CLASSPATH%;%SPARK_SUBMIT_CLASSPATH%
-
-if not "x%SPARK_CONF_DIR%"=="x" (
-  set CLASSPATH=%CLASSPATH%;%SPARK_CONF_DIR%
-) else (
-  set CLASSPATH=%CLASSPATH%;%FWDIR%conf
-)
-
-if exist "%FWDIR%RELEASE" (
-  for %%d in ("%FWDIR%lib\spark-assembly*.jar") do (
-    set ASSEMBLY_JAR=%%d
-  )
-) else (
-  for %%d in ("%FWDIR%assembly\target\scala-%SCALA_VERSION%\spark-assembly*hadoop*.jar") do (
-    set ASSEMBLY_JAR=%%d
-  )
-)
-
-set CLASSPATH=%CLASSPATH%;%ASSEMBLY_JAR%
-
-rem When Hive support is needed, Datanucleus jars must be included on the classpath.
-rem Datanucleus jars do not work if only included in the uber jar as plugin.xml metadata is lost.
-rem Both sbt and maven will populate "lib_managed/jars/" with the datanucleus jars when Spark is
-rem built with Hive, so look for them there.
-if exist "%FWDIR%RELEASE" (
-  set datanucleus_dir=%FWDIR%lib
-) else (
-  set datanucleus_dir=%FWDIR%lib_managed\jars
-)
-set "datanucleus_jars="
-for %%d in ("%datanucleus_dir%\datanucleus-*.jar") do (
-  set datanucleus_jars=!datanucleus_jars!;%%d
-)
-set CLASSPATH=%CLASSPATH%;%datanucleus_jars%
-
-set SPARK_CLASSES=%FWDIR%core\target\scala-%SCALA_VERSION%\classes
-set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%repl\target\scala-%SCALA_VERSION%\classes
-set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%mllib\target\scala-%SCALA_VERSION%\classes
-set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%bagel\target\scala-%SCALA_VERSION%\classes
-set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%graphx\target\scala-%SCALA_VERSION%\classes
-set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%streaming\target\scala-%SCALA_VERSION%\classes
-set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%tools\target\scala-%SCALA_VERSION%\classes
-set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%sql\catalyst\target\scala-%SCALA_VERSION%\classes
-set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%sql\core\target\scala-%SCALA_VERSION%\classes
-set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%sql\hive\target\scala-%SCALA_VERSION%\classes
-
-set SPARK_TEST_CLASSES=%FWDIR%core\target\scala-%SCALA_VERSION%\test-classes
-set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%repl\target\scala-%SCALA_VERSION%\test-classes
-set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%mllib\target\scala-%SCALA_VERSION%\test-classes
-set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%bagel\target\scala-%SCALA_VERSION%\test-classes
-set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%graphx\target\scala-%SCALA_VERSION%\test-classes
-set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%streaming\target\scala-%SCALA_VERSION%\test-classes
-set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%sql\catalyst\target\scala-%SCALA_VERSION%\test-classes
-set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%sql\core\target\scala-%SCALA_VERSION%\test-classes
-set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%sql\hive\target\scala-%SCALA_VERSION%\test-classes
-
-if "x%SPARK_TESTING%"=="x1" (
-  rem Add test clases to path - note, add SPARK_CLASSES and SPARK_TEST_CLASSES before CLASSPATH
-  rem so that local compilation takes precedence over assembled jar
-  set CLASSPATH=%SPARK_CLASSES%;%SPARK_TEST_CLASSES%;%CLASSPATH%
-)
-
-rem Add hadoop conf dir - else FileSystem.*, etc fail
-rem Note, this assumes that there is either a HADOOP_CONF_DIR or YARN_CONF_DIR which hosts
-rem the configurtion files.
-if "x%HADOOP_CONF_DIR%"=="x" goto no_hadoop_conf_dir
-  set CLASSPATH=%CLASSPATH%;%HADOOP_CONF_DIR%
-:no_hadoop_conf_dir
-
-if "x%YARN_CONF_DIR%"=="x" goto no_yarn_conf_dir
-  set CLASSPATH=%CLASSPATH%;%YARN_CONF_DIR%
-:no_yarn_conf_dir
-
-rem A bit of a hack to allow calling this script within run2.cmd without seeing output
-if "%DONT_PRINT_CLASSPATH%"=="1" goto exit
-
-echo %CLASSPATH%
-
-:exit
+@echo off
+
+rem
+rem Licensed to the Apache Software Foundation (ASF) under one or more
+rem contributor license agreements.  See the NOTICE file distributed with
+rem this work for additional information regarding copyright ownership.
+rem The ASF licenses this file to You under the Apache License, Version 2.0
+rem (the "License"); you may not use this file except in compliance with
+rem the License.  You may obtain a copy of the License at
+rem
+rem    http://www.apache.org/licenses/LICENSE-2.0
+rem
+rem Unless required by applicable law or agreed to in writing, software
+rem distributed under the License is distributed on an "AS IS" BASIS,
+rem WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+rem See the License for the specific language governing permissions and
+rem limitations under the License.
+rem
+
+rem This script computes Spark's classpath and prints it to stdout; it's used by both the "run"
+rem script and the ExecutorRunner in standalone cluster mode.
+
+rem If we're called from spark-class2.cmd, it already set enabledelayedexpansion and setting
+rem it here would stop us from affecting its copy of the CLASSPATH variable; otherwise we
+rem need to set it here because we use !datanucleus_jars! below.
+if "%DONT_PRINT_CLASSPATH%"=="1" goto skip_delayed_expansion
+setlocal enabledelayedexpansion
+:skip_delayed_expansion
+
+set SCALA_VERSION=2.10
+
+rem Figure out where the Spark framework is installed
+set FWDIR=%~dp0..\
+
+rem Load environment variables from conf\spark-env.cmd, if it exists
+if exist "%FWDIR%conf\spark-env.cmd" call "%FWDIR%conf\spark-env.cmd"
+
+rem Build up classpath
+set CLASSPATH=%SPARK_CLASSPATH%;%SPARK_SUBMIT_CLASSPATH%
+
+if not "x%SPARK_CONF_DIR%"=="x" (
+  set CLASSPATH=%CLASSPATH%;%SPARK_CONF_DIR%
+) else (
+  set CLASSPATH=%CLASSPATH%;%FWDIR%conf
+)
+
+if exist "%FWDIR%RELEASE" (
+  for %%d in ("%FWDIR%lib\spark-assembly*.jar") do (
+    set ASSEMBLY_JAR=%%d
+  )
+) else (
+  for %%d in ("%FWDIR%assembly\target\scala-%SCALA_VERSION%\spark-assembly*hadoop*.jar") do (
+    set ASSEMBLY_JAR=%%d
+  )
+)
+
+set CLASSPATH=%CLASSPATH%;%ASSEMBLY_JAR%
+
+rem When Hive support is needed, Datanucleus jars must be included on the classpath.
+rem Datanucleus jars do not work if only included in the uber jar as plugin.xml metadata is lost.
+rem Both sbt and maven will populate "lib_managed/jars/" with the datanucleus jars when Spark is
+rem built with Hive, so look for them there.
+if exist "%FWDIR%RELEASE" (
+  set datanucleus_dir=%FWDIR%lib
+) else (
+  set datanucleus_dir=%FWDIR%lib_managed\jars
+)
+set "datanucleus_jars="
+for %%d in ("%datanucleus_dir%\datanucleus-*.jar") do (
+  set datanucleus_jars=!datanucleus_jars!;%%d
+)
+set CLASSPATH=%CLASSPATH%;%datanucleus_jars%
+
+set SPARK_CLASSES=%FWDIR%core\target\scala-%SCALA_VERSION%\classes
+set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%repl\target\scala-%SCALA_VERSION%\classes
+set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%mllib\target\scala-%SCALA_VERSION%\classes
+set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%bagel\target\scala-%SCALA_VERSION%\classes
+set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%graphx\target\scala-%SCALA_VERSION%\classes
+set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%streaming\target\scala-%SCALA_VERSION%\classes
+set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%tools\target\scala-%SCALA_VERSION%\classes
+set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%sql\catalyst\target\scala-%SCALA_VERSION%\classes
+set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%sql\core\target\scala-%SCALA_VERSION%\classes
+set SPARK_CLASSES=%SPARK_CLASSES%;%FWDIR%sql\hive\target\scala-%SCALA_VERSION%\classes
+
+set SPARK_TEST_CLASSES=%FWDIR%core\target\scala-%SCALA_VERSION%\test-classes
+set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%repl\target\scala-%SCALA_VERSION%\test-classes
+set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%mllib\target\scala-%SCALA_VERSION%\test-classes
+set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%bagel\target\scala-%SCALA_VERSION%\test-classes
+set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%graphx\target\scala-%SCALA_VERSION%\test-classes
+set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%streaming\target\scala-%SCALA_VERSION%\test-classes
+set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%sql\catalyst\target\scala-%SCALA_VERSION%\test-classes
+set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%sql\core\target\scala-%SCALA_VERSION%\test-classes
+set SPARK_TEST_CLASSES=%SPARK_TEST_CLASSES%;%FWDIR%sql\hive\target\scala-%SCALA_VERSION%\test-classes
+
+if "x%SPARK_TESTING%"=="x1" (
+  rem Add test clases to path - note, add SPARK_CLASSES and SPARK_TEST_CLASSES before CLASSPATH
+  rem so that local compilation takes precedence over assembled jar
+  set CLASSPATH=%SPARK_CLASSES%;%SPARK_TEST_CLASSES%;%CLASSPATH%
+)
+
+rem Add hadoop conf dir - else FileSystem.*, etc fail
+rem Note, this assumes that there is either a HADOOP_CONF_DIR or YARN_CONF_DIR which hosts
+rem the configurtion files.
+if "x%HADOOP_CONF_DIR%"=="x" goto no_hadoop_conf_dir
+  set CLASSPATH=%CLASSPATH%;%HADOOP_CONF_DIR%
+:no_hadoop_conf_dir
+
+if "x%YARN_CONF_DIR%"=="x" goto no_yarn_conf_dir
+  set CLASSPATH=%CLASSPATH%;%YARN_CONF_DIR%
+:no_yarn_conf_dir
+
+rem A bit of a hack to allow calling this script within run2.cmd without seeing output
+if "%DONT_PRINT_CLASSPATH%"=="1" goto exit
+
+echo %CLASSPATH%
+
+:exit