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https://issues.apache.org/jira/browse/MADLIB-1169?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Frank McQuillan resolved MADLIB-1169.
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Resolution: Fixed
> Change how cross validation stats are reported and improve user docs
> ---------------------------------------------------------------------
>
> Key: MADLIB-1169
> URL: https://issues.apache.org/jira/browse/MADLIB-1169
> Project: Apache MADlib
> Issue Type: Improvement
> Components: Module: Regularized Regression
> Reporter: Frank McQuillan
> Priority: Minor
> Fix For: v1.13
>
>
> Context
> Currently in cross validation, e.g.. for elastic net
> http://madlib.apache.org/docs/latest/group__grp__elasticnet.html
> CV stats are reported like:
> alpha | lambda_value | mean | std
> ------+--------------+---------------------+--------------------
> 0 | 100000 | -1.41777698585e+110 | 1.80536123195e+110
> 0.1 | 100000 | -1.19953054719e+107 | 1.72846143163e+107
> 1 | 100000 | -4175743937.91 | 2485189261.38
> etc.
> Here the "mean" col is the negative of the loss, which is a sort of accuracy,
> so the col header is not explanatory.
> Story
> As a MADlib developer, I want to make it clear what CV reported stats are, so
> that users are not confused as to what they mean.
> Acceptance
> 1) Change the calculation to report rmse from mse so that it is a smaller
> number that relates to the magnitude of the data. We can still report as
> negative, but just use rmse.
> 2) Rename the columns as "mean_neg_loss: and "std_neg_loss"
> 3) Improve the user docs to explain the col means for regression and
> classification.
> 4) Update any IC or functional/Tinc tests that are affected.
> 5) Update the example in
> http://madlib.apache.org/docs/latest/group__grp__elasticnet.html
> and also find any other modules where that need to be updated (SVM?)
> 6) Check the log_likelihood value reported in EN. Is it really a log
> likelihood and is it reported correctly?
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