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https://issues.apache.org/jira/browse/SPARK-4500?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Hyukjin Kwon resolved SPARK-4500.
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Resolution: Incomplete
> Improve exact stratified sampling implementation
> ------------------------------------------------
>
> Key: SPARK-4500
> URL: https://issues.apache.org/jira/browse/SPARK-4500
> Project: Spark
> Issue Type: Improvement
> Components: MLlib
> Affects Versions: 1.2.0
> Reporter: Joseph K. Bradley
> Priority: Major
> Labels: bulk-closed
>
> The current implementation for exact stratified sampling (sampleByKeyExact)
> could be more efficient. Proposed algorithm sketch:
> * Sampling is done separately for each stratum. Here, all counts are w.r.t.
> a fixed stratum.
> * Let n_partition = number of elements in a given partition
> * This method uses 2-tiered sampling:
> ** Tier 1 (on driver): Select the sample sizes {n_partition} for each
> partition.
> *** Without replacement, this uses a multivariate hypergeometric distribution.
> *** With replacement, this should use a multinomial distribution.
> ** Tier 2 (in parallel): Select a sample of size n_partition.
> If anyone is interested in implementing this, I have a rough draft which
> works without replacement, but it needs to be cleaned up and augmented to do
> sampling with replacement too.
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