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Posted to issues@spark.apache.org by "Xiangrui Meng (JIRA)" <ji...@apache.org> on 2015/06/19 19:29:00 UTC

[jira] [Created] (SPARK-8484) Add TrainValidationSplit to ml.tuning

Xiangrui Meng created SPARK-8484:
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             Summary: Add TrainValidationSplit to ml.tuning
                 Key: SPARK-8484
                 URL: https://issues.apache.org/jira/browse/SPARK-8484
             Project: Spark
          Issue Type: New Feature
          Components: ML
            Reporter: Xiangrui Meng
            Assignee: Xiangrui Meng


Add TrainValidationSplit for hyper-parameter tuning. It randomly splits the input dataset into train and validation and use evaluation metric on the validation set to select the best model. It should be similar to CrossValidator, but simpler and less expensive.



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