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https://issues.apache.org/jira/browse/SPARK-5436?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14318021#comment-14318021
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Manoj Kumar commented on SPARK-5436:
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Hi, I would like to give this a go. [~ChrisT] are you still working on this? 
Otherwise I would love to carry this forward.

> 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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