GitHub user viirya opened a pull request:
https://github.com/apache/spark/pull/4763
[SPARK-6004][MLlib] Pick the best model when training GradientBoostedTrees
with validation
Since the validation error does not change monotonically, in practice, it
should be proper to pick the best model when training GradientBoostedTrees with
validation instead of stopping it early.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/viirya/spark-1 gbt_record_model
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/4763.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #4763
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commit ea2fae2039179b215f1e1859c0f6c1023179b587
Author: Liang-Chi Hsieh <[email protected]>
Date: 2015-02-25T10:40:00Z
Pick the best model when training GradientBoostedTrees with validation.
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