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Posted to reviews@spark.apache.org by tengpeng <gi...@git.apache.org> on 2017/11/05 22:49:18 UTC

[GitHub] spark pull request #19660: [SPARK-18755][WIP][ML] Add Randomized Grid Search...

GitHub user tengpeng opened a pull request:

    https://github.com/apache/spark/pull/19660

    [SPARK-18755][WIP][ML] Add Randomized Grid Search to Spark ML

    ## What changes were proposed in this pull request?
    
    Python sklearn has a randomized grid search for reducing the time for parameter tuning: 
    1. If the candidate parameter values are all discrete, sampling with replacement.
    2. If at least one candidate parameter is continuous, sampling without replacement.
    
    This patch mimic the behavior of case 1 only. If we want to do 2, we need significant changes in `ParamGridBuilder` and other cross validation components. This requires more discussions. Thoughts?
    
    Reference: http://scikit-learn.org/stable/modules/generated/sklearn.model_selection.RandomizedSearchCV.html
    
    ## How was this patch tested?
    Existing test + a new unit test.

You can merge this pull request into a Git repository by running:

    $ git pull https://github.com/tengpeng/spark CV

Alternatively you can review and apply these changes as the patch at:

    https://github.com/apache/spark/pull/19660.patch

To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:

    This closes #19660
    
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commit 46086202f14185b18351f50c9c09f0641af4bb4f
Author: test <jo...@quetica.com>
Date:   2017-11-05T22:40:51Z

    Initial commit for searchRatio

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[GitHub] spark pull request #19660: [SPARK-18755][WIP][ML] Add Randomized Grid Search...

Posted by tengpeng <gi...@git.apache.org>.
Github user tengpeng closed the pull request at:

    https://github.com/apache/spark/pull/19660


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[GitHub] spark issue #19660: [SPARK-18755][WIP][ML] Add Randomized Grid Search to Spa...

Posted by srowen <gi...@git.apache.org>.
Github user srowen commented on the issue:

    https://github.com/apache/spark/pull/19660
  
    I am not sure this approach adds much. Just lets you shuffle and sample the existing grid. Random hyperparam search is really about sampling a distribution for each hyperparam.


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[GitHub] spark issue #19660: [SPARK-18755][WIP][ML] Add Randomized Grid Search to Spa...

Posted by AmplabJenkins <gi...@git.apache.org>.
Github user AmplabJenkins commented on the issue:

    https://github.com/apache/spark/pull/19660
  
    Can one of the admins verify this patch?


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[GitHub] spark issue #19660: [SPARK-18755][WIP][ML] Add Randomized Grid Search to Spa...

Posted by tengpeng <gi...@git.apache.org>.
Github user tengpeng commented on the issue:

    https://github.com/apache/spark/pull/19660
  
    @srowen You are absolutely right. That's the what 2 aims to accomplish. I believe implementing 1 & 2 is the goal, like what they did in sklearn. Need some discussions on design.


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