Github user mengxr commented on a diff in the pull request:
https://github.com/apache/spark/pull/8377#discussion_r38157890
--- Diff: docs/ml-guide.md ---
@@ -868,6 +868,132 @@ 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.
+`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.
--- End diff --
I would change `reliable results` to `reliable results when the training
dataset is not sufficiently large`.
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