[jira] [Created] (SPARK-14450) Python OneVsRest should train multiple models at once

["Joseph K. Bradley (JIRA)" <ji...@apache.org>]

Joseph K. Bradley created SPARK-14450:
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             Summary: Python OneVsRest should train multiple models at once
                 Key: SPARK-14450
                 URL: https://issues.apache.org/jira/browse/SPARK-14450
             Project: Spark
          Issue Type: Improvement
          Components: ML, PySpark
            Reporter: Joseph K. Bradley


[SPARK-7861] adds a Python wrapper for OneVsRest.  Because of possible issues related to using existing libraries like {{multiprocessing}}, we are not training multiple models in parallel initially.

This issue is for prototyping, testing, and implementing a way to train multiple models at once.  Speaking with [~joshrosen], a good option might be the concurrent.futures package:
* Python 3.x: [https://docs.python.org/3/library/concurrent.futures.html#module-concurrent.futures]
* Python 2.x: [https://pypi.python.org/pypi/futures]

We will *not* add this for Spark 2.0, but it will be good to investigate for 2.1.



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