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Niketan Pansare updated SYSTEMML-1962: -------------------------------------- Description: The end goal of this JIRA is to support model selection facility similar to [http://scikit-learn.org/stable/modules/classes.html#module-sklearn.model_selection]. Currently, we support model selection using MLPipeline's cross-validator. For example: please replace `from pyspark.ml.classification import LogisticRegression` with `from systemml.mllearn import LogisticRegression` in the example http://spark.apache.org/docs/2.1.1/ml-tuning.html#example-model-selection-via-cross-validation. However, this invokes k-seperate and independent mlcontext calls. This PR proposes to add a new class `GridSearchCV`, `RandomizedSearchCV` and possibly bayesian optimization which like mllearn has methods `fit` and `predict`. These methods internally generate a script that wraps the external script with a `parfor` when the fit method is called. For example: {code} from sklearn import datasets from systemml.mllearn import GridSearchCV, SVM iris = datasets.load_iris() parameters = {'C':[1, 10]} svm = SVM() clf = GridSearchCV(svm, parameters) clf.fit(iris.data, iris.target) {code} would execute the script: {code} CVals = matrix("1; 10", rows=2, cols=1) parfor(i in seq(1, nrow(CVals))) { C = CVals[i, 1] # SVM script } {code} was:The end goal of this JIRA is to support model selection facility similar to [http://scikit-learn.org/stable/modules/classes.html#module-sklearn.model_selection]. > Support model-selection via mllearn APIs > ---------------------------------------- > > Key: SYSTEMML-1962 > URL: https://issues.apache.org/jira/browse/SYSTEMML-1962 > Project: SystemML > Issue Type: New Feature > Reporter: Niketan Pansare > > The end goal of this JIRA is to support model selection facility similar to > [http://scikit-learn.org/stable/modules/classes.html#module-sklearn.model_selection]. > Currently, we support model selection using MLPipeline's cross-validator. For > example: please replace `from pyspark.ml.classification import > LogisticRegression` with `from systemml.mllearn import LogisticRegression` in > the example > http://spark.apache.org/docs/2.1.1/ml-tuning.html#example-model-selection-via-cross-validation. > > However, this invokes k-seperate and independent mlcontext calls. This PR > proposes to add a new class `GridSearchCV`, `RandomizedSearchCV` and possibly > bayesian optimization which like mllearn has methods `fit` and `predict`. > These methods internally generate a script that wraps the external script > with a `parfor` when the fit method is called. For example: > {code} > from sklearn import datasets > from systemml.mllearn import GridSearchCV, SVM > iris = datasets.load_iris() > parameters = {'C':[1, 10]} > svm = SVM() > clf = GridSearchCV(svm, parameters) > clf.fit(iris.data, iris.target) > {code} > would execute the script: > {code} > CVals = matrix("1; 10", rows=2, cols=1) > parfor(i in seq(1, nrow(CVals))) { > C = CVals[i, 1] > # SVM script > } > {code} -- This message was sent by Atlassian JIRA (v6.4.14#64029)