Joseph K. Bradley created SPARK-5436:
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             Summary: Validate GradientBoostedTrees during training
                 Key: SPARK-5436
                 URL: https://issues.apache.org/jira/browse/SPARK-5436
             Project: Spark
          Issue Type: Improvement
          Components: MLlib
    Affects Versions: 1.3.0
            Reporter: Joseph K. Bradley


For Gradient Boosting, it would be valuable to compute test error on a separate 
validation set during training.  That way, training could stop early based on 
the test error (or some other metric specified by the user).



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