apache/incubator-spark — pull request #460 by srowen (2014-01-18 16:01:35+00:00)
Title: Choose initial user/item vectors uniformly on the unit sphere

...rather than within the unit square to possibly avoid bias in the initial state and improve convergence.

The current implementation picks the N vector elements uniformly at random from [0,1). This means they all point into one quadrant of the vector space. As N gets just a little large, the vector tend strongly to point into the "corner", towards (1,1,1...,1). The vectors are not unit vectors either.

I suggest choosing the elements as Gaussian ~ N(0,1) and normalizing. This gets you uniform random choices on the unit sphere which is more what's of interest here. It has worked a little better for me in the past.

This is pretty minor but wanted to warm up suggesting a few tweaks to ALS.
Please excuse my Scala, pretty new to it.