Alexander Ulanov created SPARK-10409:
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Summary: Multilayer perceptron regression
Key: SPARK-10409
URL: https://issues.apache.org/jira/browse/SPARK-10409
Project: Spark
Issue Type: Improvement
Components: ML
Affects Versions: 1.5.0
Reporter: Alexander Ulanov
Priority: Minor
Implement regression based on multilayer perceptron (MLP). It should support
different kinds of outputs: binary, real in [0;1) and real in [-inf; +inf]. The
implementation might take advantage of autoencoder. Time-series forecasting for
financial data might be one of the use cases, see
http://dl.acm.org/citation.cfm?id=561452. So there is the need for more
specific requirements from this (or other) area.
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