[jira] [Created] (SPARK-17146) Add RandomizedSearch to the CrossValidator API

["Manoj Kumar (JIRA)" <ji...@apache.org>]

Manoj Kumar created SPARK-17146:
-----------------------------------

             Summary: Add RandomizedSearch to the CrossValidator API
                 Key: SPARK-17146
                 URL: https://issues.apache.org/jira/browse/SPARK-17146
             Project: Spark
          Issue Type: Improvement
            Reporter: Manoj Kumar


Hi, I would like to add randomized search support for the Cross-Validator API. It should be quite straightforward to add with the present abstractions.

Here is the proposed API:
(Names are up for debate)

Proposed Classes:
"ParamSamplerBuilder" or a "ParamRandomizedBuilder" that returns an
Array of ParamMaps

Proposed Methods:
"addBounds"
"addSampler"
"setNumIter"

Code example:
{code}
def sampler(): Double = {
    Math.pow(10.0, -5 + Random.nextFloat * (5 - (-5))
}
val paramGrid = new ParamRandomizedBuilder()
  .addSampler(lr.regParam, sampler)
  .addBounds(lr.elasticNetParam, 0.0, 1.0)
  .setNumIter(10)
  .build()
{code}

Let me know your thoughts!



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