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Posted to issues@spark.apache.org by "Joseph K. Bradley (JIRA)" <ji...@apache.org> on 2015/02/26 03:54:04 UTC

[jira] [Created] (SPARK-6025) Helper method for GradientBoostedTrees to compute validation error

Joseph K. Bradley created SPARK-6025:
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             Summary: 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
            Priority: Minor


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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