Fangzhou Yang created SPARK-22871:
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Summary: Add GBT+LR Algorithm in MLlib
Key: SPARK-22871
URL: https://issues.apache.org/jira/browse/SPARK-22871
Project: Spark
Issue Type: New Feature
Components: MLlib
Affects Versions: 2.2.1
Reporter: Fangzhou Yang
GBTLRClassifier is a hybrid model of Gradient Boosting Trees and Logistic
Regression.
It is quite practical and popular in many data mining competitions. In this
hybrid model, input features are transformed by means of boosted decision
trees. The output of each individual tree is treated as a categorical input
feature to a sparse linear classifer. Boosted decision trees prove to be very
powerful feature transforms.
Model details about GBTLR can be found in the following paper:
<a href="https://dl.acm.org/citation.cfm?id=2648589";>Practical Lessons from
Predicting Clicks on Ads at Facebook</a>
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