On Mon, Jul 19, 2010 at 1:29 AM, ihadanny <[email protected]> wrote:
> > I've been trying out mahout-228: Sequential LR (using SGD). > Thanks! > Few things I haven't been able to figure out: > > 1. Is there a parallel version? Can it integrate with hadoop and do each > pass in parallel? > Not really. This is a difficulty with these fast sequential algorithms. My current goal for the next few weeks is to tune up Mahout-228 to where it can process a billion training examples in a few hours. At that kind of speed, who needs parallel? > 2. Weighting - is there support for weighted samples? E.g. I have 50 > doughnuts with the same predictors and the same target color, must I feed > 50 > rows to OnlineLogisticRegression, isn't there a way to feed one line with a > weight of 50? > Currently, weighting is not supported. Easy to add, however, since it just adjusts the learning rate. > > 3. Is it possible to define a stop condition instead of explicitly setting > the number of passes. E.g. stop when the Fisher test reaches a certain > value? > It is possible. Since you control the training, you can do this easily. My next few iterations will help address this as well by allowing on-the-fly use of held-out data and on-line adaptation of hyper-parameters. > > Thanks, and my apologies if these are really obvious > They aren't!
