Manoj Kumar created SPARK-17146:
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Summary: Add RandomizedSearch to the CrossValidator API
Key: SPARK-17146
URL: https://issues.apache.org/jira/browse/SPARK-17146
Project: Spark
Issue Type: Improvement
Reporter: Manoj Kumar
Hi, I would like to add randomized search support for the Cross-Validator API.
It should be quite straightforward to add with the present abstractions.
Here is the proposed API:
(Names are up for debate)
Proposed Classes:
"ParamSamplerBuilder" or a "ParamRandomizedBuilder" that returns an
Array of ParamMaps
Proposed Methods:
"addBounds"
"addSampler"
"setNumIter"
Code example:
{code}
def sampler(): Double = {
Math.pow(10.0, -5 + Random.nextFloat * (5 - (-5))
}
val paramGrid = new ParamRandomizedBuilder()
.addSampler(lr.regParam, sampler)
.addBounds(lr.elasticNetParam, 0.0, 1.0)
.setNumIter(10)
.build()
{code}
Let me know your thoughts!
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