[jira] [Resolved] (SPARK-8971) Support balanced class labels when splitting train/cross validation sets

["Hyukjin Kwon (JIRA)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/SPARK-8971?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Hyukjin Kwon resolved SPARK-8971.
---------------------------------
    Resolution: Incomplete

> Support balanced class labels when splitting train/cross validation sets
> ------------------------------------------------------------------------
>
>                 Key: SPARK-8971
>                 URL: https://issues.apache.org/jira/browse/SPARK-8971
>             Project: Spark
>          Issue Type: New Feature
>          Components: ML
>            Reporter: Feynman Liang
>            Assignee: Seth Hendrickson
>            Priority: Major
>              Labels: bulk-closed
>
> {{CrossValidator}} and the proposed {{TrainValidatorSplit}} (SPARK-8484) are Spark classes which partition data into training and evaluation sets for performing hyperparameter selection via cross validation.
> Both methods currently perform the split by randomly sampling the datasets. However, when class probabilities are highly imbalanced (e.g. detection of extremely low-frequency events), random sampling may result in cross validation sets not representative of actual out-of-training performance (e.g. no positive training examples could be included).
> Mainstream R packages like already [caret|http://topepo.github.io/caret/splitting.html] support splitting the data based upon the class labels.



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