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https://issues.apache.org/jira/browse/SPARK-10409?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14726435#comment-14726435
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Alexander Ulanov commented on SPARK-10409:
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Basic implementation with the current ML api can be found here:
https://github.com/avulanov/spark/blob/a2261330c227be8ef26172dbe355a617d653553a/mllib/src/main/scala/org/apache/spark/ml/regression/MultilayerPerceptronRegressor.scala
> Multilayer perceptron regression
> --------------------------------
>
> Key: SPARK-10409
> URL: https://issues.apache.org/jira/browse/SPARK-10409
> Project: Spark
> Issue Type: Improvement
> Components: ML
> Affects Versions: 1.5.0
> Reporter: Alexander Ulanov
> Priority: Minor
>
> Implement regression based on multilayer perceptron (MLP). It should support
> different kinds of outputs: binary, real in [0;1) and real in [-inf; +inf].
> The implementation might take advantage of autoencoder. Time-series
> forecasting for financial data might be one of the use cases, see
> http://dl.acm.org/citation.cfm?id=561452. So there is the need for more
> specific requirements from this (or other) area.
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