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Commit 33ef3aa7 authored by Narine Kokhlikyan's avatar Narine Kokhlikyan Committed by Xiangrui Meng
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[SPARK-13295][ ML, MLLIB ] AFTSurvivalRegression.AFTAggregator improvements -...

[SPARK-13295][ ML, MLLIB ] AFTSurvivalRegression.AFTAggregator improvements - avoid creating new instances of arrays/vectors for each record

As also mentioned/marked by TODO in AFTAggregator.AFTAggregator.add(data: AFTPoint) method a new array is being created for intercept value and it is being concatenated
with another array which contains the betas, the resulted Array is being converted into a Dense vector which in its turn is being converted into breeze vector.
This is expensive and not necessarily beautiful.

I've tried to solve above mentioned problem by simple algebraic decompositions - keeping and treating intercept independently.

Please let me know what do you think and if you have any questions.

Thanks,
Narine

Author: Narine Kokhlikyan <narine.kokhlikyan@gmail.com>

Closes #11179 from NarineK/survivaloptim.
parent 02b1feff
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