Joseph K. Bradley created SPARK-7770:
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Summary: Should GBT validationTol be relative tolerance?
Key: SPARK-7770
URL: https://issues.apache.org/jira/browse/SPARK-7770
Project: Spark
Issue Type: Improvement
Components: ML, MLlib
Reporter: Joseph K. Bradley
Priority: Minor
In spark.mllib, GBT validationTol uses absolute tolerance. Relative tolerance
is arguably easier to set in a meaningful way. Questions:
* Should we change spark.mllib's validationTol meaning?
* Should we use relative tolerance in spark.ml's GBT (once we add validation
support)?
I would vote for changing both to relative tolerance, where the tolerance is
relative to the current loss on the training set.
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