GitHub user jkbradley opened a pull request:
https://github.com/apache/spark/pull/3439
[SPARK-4583] [mllib] LogLoss for GradientBoostedTrees fix + doc updates
Currently, the LogLoss used by GradientBoostedTrees has 2 issues:
* the gradient (and therefore loss) does not match that used by Friedman
(1999)
* the error computation uses 0/1 accuracy, not log loss
This PR updates LogLoss.
It also adds some doc for boosting and forests.
I tested it on sample data and made sure the log loss is monotonically
decreasing with each boosting iteration.
CC: @mengxr @manishamde
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/jkbradley/spark gbt-loss-fix
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/3439.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 #3439
----
commit 7c38962ac25894f0e8855fdc46ec57d1e08cf2ee
Author: Joseph K. Bradley <[email protected]>
Date: 2014-11-25T02:08:39Z
Fixed LogLoss for GradientBoostedTrees, and updated doc for losses,
forests, and boosting
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