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https://issues.apache.org/jira/browse/SPARK-19357?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16179435#comment-16179435
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Joseph K. Bradley commented on SPARK-19357:
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For memory problems, I agree that either (a) we'd have to do something clever 
to handle a sequence of models, such as making each model materialized lazily 
(if we're returning a Seq) or using callbacks, or (b) we'd have to accept 
tradeoffs such as using N times more memory (or spend time dumping models to 
disk to avoid memory costs) to get N times the speedup.

For duplicated implementations of parallelization, it's a good point that we'd 
have to push the parallelization down into Estimators.  The best option I have 
thought of is:
* We could have a default implementation of fit() which implements parallelism. 
 Any Estimator without model-specific optimizations for multi-model training 
could use this default.
* Estimators with model-specific optimizations could call into a shared 
implementation of parallel fitting, with some implementation overhead from 
needing to group subsets of ParamMaps to pass to it.


> Parallel Model Evaluation for ML Tuning: Scala
> ----------------------------------------------
>
>                 Key: SPARK-19357
>                 URL: https://issues.apache.org/jira/browse/SPARK-19357
>             Project: Spark
>          Issue Type: Sub-task
>          Components: ML
>            Reporter: Bryan Cutler
>            Assignee: Bryan Cutler
>             Fix For: 2.3.0
>
>         Attachments: parallelism-verification-test.pdf
>
>
> This is a first step of the parent task of Optimizations for ML Pipeline 
> Tuning to perform model evaluation in parallel.  A simple approach is to 
> naively evaluate with a possible parameter to control the level of 
> parallelism.  There are some concerns with this:
> * excessive caching of datasets
> * what to set as the default value for level of parallelism.  1 will evaluate 
> all models in serial, as is done currently. Higher values could lead to 
> excessive caching.



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