I'd be interested in helping to test your code as soon as its available. The version I wrote used a paired RDD and combined by key, it worked best if it used a custom partitioner that put all the samples in the same area. Running things in batched matrices would probably speed things up greatly. You probably won't need my training code, but I did write some stuff related to calculating Binary classifications metric ( https://github.com/apache/spark/pull/1292/files#diff-6) and AUC ( https://github.com/apache/spark/pull/1292/files#diff-5) for multiple models that you might be able to use.
Kyle On Tue, Sep 16, 2014 at 4:09 PM, Burak Yavuz <bya...@stanford.edu> wrote: > Hi Kyle, > > I'm actively working on it now. It's pretty close to completion, I'm just > trying to figure out bottlenecks and optimize as much as possible. > As Phase 1, I implemented multi model training on Gradient Descent. > Instead of performing Vector-Vector operations on rows (examples) and > weights, > I've batched them into matrices so that we can use Level 3 BLAS to speed > things up. I've also added support for Sparse Matrices ( > https://github.com/apache/spark/pull/2294) as making use of sparsity will > allow you to train more models at once. > > Best, > Burak > > ----- Original Message ----- > From: "Kyle Ellrott" <kellr...@soe.ucsc.edu> > To: dev@spark.apache.org > Sent: Tuesday, September 16, 2014 3:21:53 PM > Subject: [mllib] State of Multi-Model training > > I'm curious about the state of development Multi-Model learning in MLlib > (training sets of models during the same training session, rather then one > at a time). The JIRA lists it as in progress targeting Spark 1.2.0 ( > https://issues.apache.org/jira/browse/SPARK-1486 ). But there hasn't been > any notes on it in over a month. > I submitted a pull request for a possible method to do this work a little > over two months ago (https://github.com/apache/spark/pull/1292), but > haven't yet received any feedback on the patch yet. > Is anybody else working on multi-model training? > > Kyle > >