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Posted to issues@spark.apache.org by "Joseph K. Bradley (JIRA)" <ji...@apache.org> on 2015/10/08 20:29:26 UTC
[jira] [Updated] (SPARK-7770) Change GBT validationTol to be
relative tolerance?
[ https://issues.apache.org/jira/browse/SPARK-7770?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Joseph K. Bradley updated SPARK-7770:
-------------------------------------
Summary: Change GBT validationTol to be relative tolerance? (was: Should GBT validationTol be relative tolerance?)
> Change GBT validationTol to be relative tolerance?
> --------------------------------------------------
>
> Key: SPARK-7770
> URL: https://issues.apache.org/jira/browse/SPARK-7770
> Project: Spark
> Issue Type: Improvement
> Components: ML, MLlib
> Reporter: Joseph K. Bradley
> Assignee: Yanbo Liang
> Priority: Minor
> Fix For: 1.6.0
>
>
> In spark.mllib, GBT validationTol uses absolute tolerance. Relative tolerance is arguably easier to set in a meaningful way. Questions:
> * Should we change spark.mllib's validationTol meaning?
> * Should we use relative tolerance in spark.ml's GBT (once we add validation support)?
> I would vote for changing both to relative tolerance, where the tolerance is relative to the current loss on the training set.
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