[GitHub] [spark] zhengruifeng opened a new pull request #24648: [SPARK-27777][ML] Eliminate uncessary sliding job in AreaUnderCurve

[GitBox <gi...@apache.org>]

zhengruifeng opened a new pull request #24648: [SPARK-27777][ML] Eliminate uncessary sliding job in AreaUnderCurve
URL: https://github.com/apache/spark/pull/24648
 
 
   ## What changes were proposed in this pull request?
   compute AUC on one pass
   
   ## How was this patch tested?
   existing tests
   
   performance tests:
   ```
   import org.apache.spark.mllib.evaluation._
   val scoreAndLabels = sc.parallelize(Array.range(0, 100000).map{ i => (i.toDouble / 100000, (i % 2).toDouble) }, 4)
   scoreAndLabels.persist()
   scoreAndLabels.count()
   val tic = System.currentTimeMillis
   (0 until 100).foreach{i => val metrics = new BinaryClassificationMetrics(scoreAndLabels, 0); val auc = metrics.areaUnderROC; metrics.unpersist}
   val toc = System.currentTimeMillis
   toc - tic
   ```
   
   |New| Existing|
   |------|----------|
   |87532|103644|
   
   One-pass AUC saves about 16% computation time.
   

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