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Posted to issues@spark.apache.org by "Austin Jordan (Jira)" <ji...@apache.org> on 2020/07/10 09:35:00 UTC
[jira] [Updated] (SPARK-32271) Update CrossValidator to parallelize
fit method across folds
[ https://issues.apache.org/jira/browse/SPARK-32271?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Austin Jordan updated SPARK-32271:
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Description:
Currently, fitting a CrossValidator is only parallelized across models. This means that a CrossValidator will only fit as quickly as the slowest-to-train model would fit by itself.
If a 2x2x3 parameter grid is provided for 10-fold cross validation, all 12 models will begin training on the first fold. However, if 6 of these models will train for 1 hour/fold and the other 6 will train for 3 hours/fold (e.g. when tuning number of early stopping rounds in XGBoost), the first 6 models will not move on to the second fold until the last 6 are finished.
If fitting was parallelized across folds, the first 6 models would finish after 10 hours, freeing up cluster resources to run multiple folds for the last 6 models in parallel.
was:
Currently, fitting a CrossValidator is only parallelized across models. This means that a CrossValidator will only fit as quickly as the slowest-to-train model would fit by itself.
If a 2x2x3 parameter grid is provided for 10-fold cross validation, all 12 models will begin training on the first fold. However, if 6 of these models will train for 1 hour/fold and the other 6 will train for 3 hours/fold (e.g. tuning number of early stopping rounds in XGBoost), the first 6 models will not move on to the second fold until the last 6 are finished.
If fitting was parallelized across folds, the first 6 models would finish after 10 hours, freeing up cluster resources to run multiple folds for the last 6 models in parallel.
> Update CrossValidator to parallelize fit method across folds
> ------------------------------------------------------------
>
> Key: SPARK-32271
> URL: https://issues.apache.org/jira/browse/SPARK-32271
> Project: Spark
> Issue Type: Improvement
> Components: ML
> Affects Versions: 3.1.0
> Reporter: Austin Jordan
> Priority: Minor
>
> Currently, fitting a CrossValidator is only parallelized across models. This means that a CrossValidator will only fit as quickly as the slowest-to-train model would fit by itself.
> If a 2x2x3 parameter grid is provided for 10-fold cross validation, all 12 models will begin training on the first fold. However, if 6 of these models will train for 1 hour/fold and the other 6 will train for 3 hours/fold (e.g. when tuning number of early stopping rounds in XGBoost), the first 6 models will not move on to the second fold until the last 6 are finished.
> If fitting was parallelized across folds, the first 6 models would finish after 10 hours, freeing up cluster resources to run multiple folds for the last 6 models in parallel.
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