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Posted to issues@spark.apache.org by "Joseph K. Bradley (JIRA)" <ji...@apache.org> on 2015/03/21 01:18:38 UTC
[jira] [Updated] (SPARK-6025) Helper method for
GradientBoostedTrees to compute validation error
[ https://issues.apache.org/jira/browse/SPARK-6025?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Joseph K. Bradley updated SPARK-6025:
-------------------------------------
Assignee: Manoj Kumar
> Helper method for GradientBoostedTrees to compute validation error
> ------------------------------------------------------------------
>
> Key: SPARK-6025
> URL: https://issues.apache.org/jira/browse/SPARK-6025
> Project: Spark
> Issue Type: New Feature
> Components: MLlib
> Affects Versions: 1.3.0
> Reporter: Joseph K. Bradley
> Assignee: Manoj Kumar
> Priority: Minor
> Fix For: 1.4.0
>
>
> Create a helper method for computing the error at each iteration of boosting. This should be used post-hoc to compute the error efficiently on a new dataset.
> E.g.:
> {code}
> def evaluateEachIteration(data: RDD[LabeledPoint], evaluator): Array[Double]
> {code}
> Notes:
> * It should run in the same big-O time as predict() by keeping a running total (residual).
> * A different method name could be good.
> * It could take an evaluator and/or could evaluate using the training metric by default.
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