Github user feynmanliang commented on a diff in the pull request:
https://github.com/apache/spark/pull/6757#discussion_r38369961
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/tuning/SlidingWindowCrossValidator.scala
---
@@ -0,0 +1,261 @@
+/*
+ * Licensed to the Apache Software Foundation (ASF) under one or more
+ * contributor license agreements. See the NOTICE file distributed with
+ * this work for additional information regarding copyright ownership.
+ * The ASF licenses this file to You under the Apache License, Version 2.0
+ * (the "License"); you may not use this file except in compliance with
+ * the License. You may obtain a copy of the License at
+ *
+ * http://www.apache.org/licenses/LICENSE-2.0
+ *
+ * Unless required by applicable law or agreed to in writing, software
+ * distributed under the License is distributed on an "AS IS" BASIS,
+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
+ * See the License for the specific language governing permissions and
+ * limitations under the License.
+ */
+
+package org.apache.spark.ml.tuning
+
+import com.github.fommil.netlib.F2jBLAS
+
+import org.apache.spark.Logging
+import org.apache.spark.annotation.Experimental
+import org.apache.spark.ml._
+import org.apache.spark.ml.evaluation.Evaluator
+import org.apache.spark.ml.param._
+import org.apache.spark.ml.util.Identifiable
+import org.apache.spark.mllib.util.MLUtils
+import org.apache.spark.sql.DataFrame
+import org.apache.spark.sql.types.StructType
+
+/**
+ * Params for [[SlidingWindowCrossValidator]] and
[[SlidingWindowCrossValidatorModel]].
+ */
+private[ml] trait SlidingWindowCrossValidatorParams extends Params {
+
+ /**
+ * param for the estimator to be cross-validated
+ * @group param
+ */
+ val estimator: Param[Estimator[_]] = new Param(this, "estimator",
"estimator for selection")
+
+ /** @group getParam */
+ def getEstimator: Estimator[_] = $(estimator)
+
+ /**
+ * param for estimator param maps
+ * @group param
+ */
+ val estimatorParamMaps: Param[Array[ParamMap]] =
+ new Param(this, "estimatorParamMaps", "param maps for the estimator")
+
+ /** @group getParam */
+ def getEstimatorParamMaps: Array[ParamMap] = $(estimatorParamMaps)
+
+ /**
+ * param for the evaluator used to select hyper-parameters that maximize
the cross-validated
+ * metric
+ * @group param
+ */
+ val evaluator: Param[Evaluator] = new Param(this, "evaluator",
+ "evaluator used to select hyper-parameters that maximize the
cross-validated metric")
+
+ /** @group getParam */
+ def getEvaluator: Evaluator = $(evaluator)
+
+ /**
+ * Param for number of folds for cross validation. Must be >= 2.
+ * Default: 3
+ * @group param
+ */
+ val numFolds: IntParam = new IntParam(this, "numFolds",
+ "number of folds for cross validation (>= 2)", ParamValidators.gtEq(2))
+
+ /** @group getParam */
+ def getNumFolds: Int = $(numFolds)
+
+ setDefault(numFolds -> 3)
+
+ /**
+ * Param for the cutoff index (exclusive) for the first training data.
Must be > 0.
+ * Default: 1
+ * @group param
+ */
+ val firstCutoffIndex: LongParam = new LongParam(this, "firstCutoffIndex",
+ "cutoff index (exclusive) for the first training data",
ParamValidators.gt(0))
+
+ setDefault(firstCutoffIndex -> 1L)
+
+ /** @group getParam */
+ def getFirstCutoffIndex: Long = $(firstCutoffIndex)
+
+ /**
+ * Param for the size of the validation data window. Must be > 0.
+ * Default: 1
+ * @group param
+ */
+ val windowSize: LongParam = new LongParam(this, "windowSize",
+ "size of the validation data window", ParamValidators.gt(0))
+
+ setDefault(windowSize -> 1L)
+
+ /** @group getParam */
+ def getWindowSize: Long = $(windowSize)
+
+ /**
+ * Param for index column name.
+ * Default: "index"
+ * @group param
+ */
+ val indexCol: Param[String] = new Param[String](this, "indexCol", "index
column name")
+
+ setDefault(indexCol, "index")
+
+ /** @group getParam */
+ def getIndexCol: String = $(indexCol)
+}
+
+private [tuning] object SlidingWindowCrossValidator {
+ def split(dataset: DataFrame, firstCutoffIndex: Long, windowSize: Long,
numFolds: Int,
+ indexCol: String): Array[(DataFrame, DataFrame)] = {
--- End diff --
4 indent break in parameter list
---
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