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From "Xiangrui Meng (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (SPARK-7770) Should GBT validationTol be relative tolerance?
Date Fri, 11 Sep 2015 03:36:46 GMT

     [ https://issues.apache.org/jira/browse/SPARK-7770?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Xiangrui Meng updated SPARK-7770:
---------------------------------
    Target Version/s: 1.6.0

> Should GBT validationTol be relative tolerance?
> -----------------------------------------------
>
>                 Key: SPARK-7770
>                 URL: https://issues.apache.org/jira/browse/SPARK-7770
>             Project: Spark
>          Issue Type: Improvement
>          Components: ML, MLlib
>            Reporter: Joseph K. Bradley
>            Assignee: Yanbo Liang
>            Priority: Minor
>
> In spark.mllib, GBT validationTol uses absolute tolerance.  Relative tolerance is arguably
easier to set in a meaningful way.  Questions:
> * Should we change spark.mllib's validationTol meaning?
> * Should we use relative tolerance in spark.ml's GBT (once we add validation support)?
> I would vote for changing both to relative tolerance, where the tolerance is relative
to the current loss on the training set.



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