Rakesh Chalasani created SPARK-6867:
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             Summary: Dropout regularization
                 Key: SPARK-6867
                 URL: https://issues.apache.org/jira/browse/SPARK-6867
             Project: Spark
          Issue Type: New Feature
          Components: MLlib
            Reporter: Rakesh Chalasani
            Priority: Minor


Linear models is MLLIB so far support no regularization, L1 and L2. Another 
more recently popularized method for regularization is dropout 
[http://www.cs.toronto.edu/~rsalakhu/papers/srivastava14a.pdf]. The dropout 
regularization basically randomly omit some of the input features at each 
iteration. 

Though this approach is particularly used in training deep networks, they could 
also be very useful on a linear models as if promotes adaptive regularization. 
This approach is particularly useful in NLP 
[http://papers.nips.cc/paper/4882-dropout-training-as-adaptive-regularization.pdf]
 and, because of its simplicity can be easily adopted for streaming linear 
models as well.




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