GitHub user zapletal-martin opened a pull request:
https://github.com/apache/spark/pull/6996
[SPARK-8484] [ML]. Added TrainValidationSplit for hyper-parameter tuning.
- [X] Added TrainValidationSplit for hyper-parameter tuning. It randomly
splits the input dataset into train and validation and use evaluation metric on
the validation set to select the best model. It should be similar to
CrossValidator, but simpler and less expensive.
- [X] Refactored CrossValidator to have both validators share code
- [X] External API of CrossValidator should stay unchanged
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/zapletal-martin/spark SPARK-8484_
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/6996.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 #6996
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commit 1161a2e2678daea4dba7a56b6413541f23317eae
Author: martinzapletal <[email protected]>
Date: 2015-06-24T20:36:14Z
SPARK-8484. Added TrainValidationSplit for hyper-parameter tuning. It
randomly splits the input dataset into train and validation and use evaluation
metric on the validation set to select the best model.
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