[jira] [Created] (SPARK-3147) Implement A/B testing

["Xiangrui Meng (JIRA)" <ji...@apache.org>]

Xiangrui Meng created SPARK-3147:
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             Summary: Implement A/B testing
                 Key: SPARK-3147
                 URL: https://issues.apache.org/jira/browse/SPARK-3147
             Project: Spark
          Issue Type: New Feature
          Components: MLlib, Streaming
            Reporter: Xiangrui Meng


A/B testing is widely used to compare online models. We can implement A/B testing in MLlib and integrate it with Spark Streaming. For example, we have a PairDStream[String, Double], whose keys are model ids and values are observations (click or not, or revenue associated with the event). With A/B testing, we can tell whether one model is significantly better than another at a certain time. There are some caveats. For example, we should avoid multiple testing and support A/A testing as a sanity check.  



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