Github user jkbradley commented on a diff in the pull request:
https://github.com/apache/spark/pull/8377#discussion_r37937327
--- Diff: docs/ml-guide.md ---
@@ -801,6 +801,173 @@ jsc.stop();
</div>
+## Example: Model Selection via Train Validation Split
+In addition to `CrossValidator` Spark also offers
+[`TrainValidationSplit`](api/scala/index.html#org.apache.spark.ml.tuning.TrainValidationSplit)
for hyper-parameter tuning.
+It randomly splits the input dataset into train and validation sets based
on ratio passed as parameter
+and use evaluation metric on the validation set to select the best model.
+The use is similar to `CrossValidator`, but simpler and less
computationally expensive.
+
+`TrainValidationSplit` takes an `Estimator`, a set of `ParamMap`s, and an
+[`Evaluator`](api/scala/index.html#org.apache.spark.ml.Evaluator).
+It begins by splitting the dataset into two parts using *trainRatio*
parameter
+which are used as separate training and test datasets. For example with
`$trainRatio=0.75$` (default),
+`TrainValidationSplit` will generate training and test dataset pair where
75% of the data is used for training and 25% for validation.
+Similarly to `CrossValidator`, `TrainValidationSplit` also iterates
through the set of `ParamMap`s.
+For each combination of parameters, it trains the given `Estimator` and
evaluates it using the given `Evaluator`.
+The `ParamMap` which produces the best evaluation metric is selected as
the best option.
+`TrainValidationSplit` finally fits the `Estimator` using the best
`ParamMap` and the entire dataset.
+
+`TrainValidationSplit` only evaluates each combination of parameters once
as opposed to k times in
+ case of `CrossValidator`. It is therefore less expensive, but will not
produce as reliable results.
+
+<div class="codetabs">
+
+<div data-lang="scala">
--- End diff --
Use this instead:
```
<div data-lang="scala" markdown="1">
```
That helps when, e.g., you put links inside the code tabs (which will
likely be done in the future as docs expand).
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