[GitHub] spark pull request #19660: [SPARK-18755][WIP][ML] Add Randomized Grid Search...

[tengpeng]

Github user tengpeng closed the pull request at:

https://github.com/apache/spark/pull/19660


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[GitHub] spark pull request #19660: [SPARK-18755][WIP][ML] Add Randomized Grid Search...

[tengpeng]

GitHub user tengpeng opened a pull request:

https://github.com/apache/spark/pull/19660

[SPARK-18755][WIP][ML] Add Randomized Grid Search to Spark ML

## What changes were proposed in this pull request?

Python sklearn has a randomized grid search for reducing the time for 
parameter tuning: 
1. If the candidate parameter values are all discrete, sampling with 
replacement.
2. If at least one candidate parameter is continuous, sampling without 
replacement.

This patch mimic the behavior of case 1 only. If we want to do 2, we need 
significant changes in `ParamGridBuilder` and other cross validation 
components. This requires more discussions. Thoughts?

Reference: 
http://scikit-learn.org/stable/modules/generated/sklearn.model_selection.RandomizedSearchCV.html

## How was this patch tested?
Existing test + a new unit test.

You can merge this pull request into a Git repository by running:

$ git pull https://github.com/tengpeng/spark CV

Alternatively you can review and apply these changes as the patch at:

https://github.com/apache/spark/pull/19660.patch

To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:

This closes #19660


commit 46086202f14185b18351f50c9c09f0641af4bb4f
Author: test 
Date:   2017-11-05T22:40:51Z

Initial commit for searchRatio




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