Jeremy Freeman created SPARK-4980:
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Summary: Add decay factors to streaming linear methods
Key: SPARK-4980
URL: https://issues.apache.org/jira/browse/SPARK-4980
Project: Spark
Issue Type: New Feature
Components: MLlib, Streaming
Reporter: Jeremy Freeman
Priority: Minor
Our implementation of streaming k-means uses an decay factor that allows users
to control how quickly the model adjusts to new data: whether it treats all
data equally, or only bases its estimate on the most recent batch. It is
intuitively parameterized, and can be specified in units of either batches or
points. We should add a similar decay factor to the streaming linear methods
using SGD, including streaming linear regression (currently implemented) and
streaming logistic regression (in development).
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