Joseph K. Bradley created SPARK-8534:
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Summary: Gini for regression metrics and evaluator
Key: SPARK-8534
URL: https://issues.apache.org/jira/browse/SPARK-8534
Project: Spark
Issue Type: New Feature
Components: ML, MLlib
Reporter: Joseph K. Bradley
Priority: Minor
One common metric we do not have in RegressionMetrics or RegressionEvaluator is
Gini: [https://www.kaggle.com/wiki/Gini]
Implementing (normalized) Gini would be nice. However, it might be expensive;
I believe it would require sorting the labels.
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