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https://issues.apache.org/jira/browse/SPARK-32271?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Apache Spark reassigned SPARK-32271:
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Assignee: Apache Spark
> Update CrossValidator to parallelize fit method across folds
> ------------------------------------------------------------
>
> Key: SPARK-32271
> URL: https://issues.apache.org/jira/browse/SPARK-32271
> Project: Spark
> Issue Type: Improvement
> Components: ML
> Affects Versions: 3.1.0
> Reporter: Austin Jordan
> Assignee: Apache Spark
> Priority: Minor
>
> Currently, fitting a CrossValidator is only parallelized across models. This
> means that a CrossValidator will only fit as quickly as the slowest-to-train
> model would fit by itself.
> If a 2x2x3 parameter grid is provided for 10-fold cross validation, all 12
> models will begin training on the first fold. However, if 6 of these models
> will train for 1 hour/fold and the other 6 will train for 3 hours/fold (e.g.
> when tuning number of early stopping rounds in XGBoost), the first 6 models
> will not move on to the second fold until the last 6 are finished.
> If fitting was parallelized across folds, the first 6 models would finish
> after 10 hours, freeing up cluster resources to run multiple folds for the
> last 6 models in parallel.
> Changes to be made:
> * Instead of splitting data into multiple training and validation sets,
> split into the folds.
> * Cache each of the folds (so each fold only ends up getting cached once,
> instead of 10 times how it is now).
> * For each fold index, form the training and validation sets by selecting
> the current fold as the validation set and unioning the rest into the
> training set.
> * Make associated changes to calculate fold metrics, now that folds are
> being parallelized as well.
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