Description
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.
Attachments
Issue Links
- is related to
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SPARK-5436 Validate GradientBoostedTrees during training
- Resolved
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SPARK-7132 Add fit with validation set to spark.ml GBT
- Resolved
- links to