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https://issues.apache.org/jira/browse/SPARK-18678?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Sean Owen updated SPARK-18678:
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Summary: Skewed reservoir sampling in SamplingUtils (was: Skewed feature
subsampling in Random forest)
> Skewed reservoir sampling in SamplingUtils
> ------------------------------------------
>
> Key: SPARK-18678
> URL: https://issues.apache.org/jira/browse/SPARK-18678
> Project: Spark
> Issue Type: Bug
> Components: ML
> Affects Versions: 2.0.2
> Reporter: Bjoern Toldbod
>
> The feature subsampling performed in the RandomForest-implementation from
> org.apache.spark.ml.tree.impl.RandomForest
> is performed using SamplingUtils.reservoirSampleAndCount
> The implementation of the sampling skews feature selection in favor of
> features with a higher index.
> The skewness is smaller for a large number of features, but completely
> dominates the feature selection for a small number of features. The extreme
> case is when the number of features is 2 and number of features to select is
> 1.
> In this case the feature sampling will always pick feature 1 and ignore
> feature 0.
> Of course this produces low quality models for few features when using
> subsampling.
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