yuhao yang created SPARK-18755: ---------------------------------- Summary: Add Randomized Grid Search to Spark ML Key: SPARK-18755 URL: https://issues.apache.org/jira/browse/SPARK-18755 Project: Spark Issue Type: Improvement Components: ML Reporter: yuhao yang
Randomized Grid Search implements a randomized search over parameters, where each setting is sampled from a distribution over possible parameter values. This has two main benefits over an exhaustive search: 1. A budget can be chosen independent of the number of parameters and possible values. 2. Adding parameters that do not influence the performance does not decrease efficiency. Randomized Grid search usually gives similar result as exhaustive search, while the run time for randomized search is drastically lower. For more background, please refer to: sklearn: http://scikit-learn.org/stable/modules/grid_search.html http://blog.kaggle.com/2015/07/16/scikit-learn-video-8-efficiently-searching-for-optimal-tuning-parameters/ http://www.jmlr.org/papers/volume13/bergstra12a/bergstra12a.pdf https://www.r-bloggers.com/hyperparameter-optimization-in-h2o-grid-search-random-search-and-the-future/. There're two ways to implement this in Spark as I see: 1. Add searchRatio to ParamGridBuilder and conduct sampling directly during build. 2. Add trait RadomizedSearch and create new class RandomizedCrossValidator and RandomizedTrainValiationSplit. I'd prefer option 1 as it's much simpler and straightforward. -- This message was sent by Atlassian JIRA (v6.3.4#6332) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org