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[SPARK-9911] Update Userguide for Evaluator
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MechCoder committed Aug 19, 2015
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Expand Up @@ -645,6 +645,13 @@ An important task in ML is *model selection*, or using data to find the best mod
Currently, `spark.ml` supports model selection using the [`CrossValidator`](api/scala/index.html#org.apache.spark.ml.tuning.CrossValidator) class, which takes an `Estimator`, a set of `ParamMap`s, and an [`Evaluator`](api/scala/index.html#org.apache.spark.ml.Evaluator).
`CrossValidator` begins by splitting the dataset into a set of *folds* which are used as separate training and test datasets; e.g., with `$k=3$` folds, `CrossValidator` will generate 3 (training, test) dataset pairs, each of which uses 2/3 of the data for training and 1/3 for testing.
`CrossValidator` iterates through the set of `ParamMap`s. For each `ParamMap`, it trains the given `Estimator` and evaluates it using the given `Evaluator`.

The `Evaluator` can be a [`RegressionEvaluator`](api/scala/index.html#org.apache.spark.ml.RegressionEvaluator)
for regression problems, a [`BinaryClassificationEvaluator`](api/scala/index.html#org.apache.spark.ml.BinaryClassificationEvaluator)
for binary data or a [`MultiClassClassificationEvaluator`](api/scala/index.html#org.apache.spark.ml.MultiClassClassificationEvaluator)
for multiclass problems. The default metric used to choose the best `ParamMap` can be overriden by the setMetric
method in each of these evaluators.

The `ParamMap` which produces the best evaluation metric (averaged over the `$k$` folds) is selected as the best model.
`CrossValidator` finally fits the `Estimator` using the best `ParamMap` and the entire dataset.

Expand Down Expand Up @@ -710,9 +717,12 @@ val pipeline = new Pipeline()
// We now treat the Pipeline as an Estimator, wrapping it in a CrossValidator instance.
// This will allow us to jointly choose parameters for all Pipeline stages.
// A CrossValidator requires an Estimator, a set of Estimator ParamMaps, and an Evaluator.
// Note that the evaluator here is a BinaryClassificationEvaluator and the default metric
// used is areaUnderROC.
val crossval = new CrossValidator()
.setEstimator(pipeline)
.setEvaluator(new BinaryClassificationEvaluator)

// We use a ParamGridBuilder to construct a grid of parameters to search over.
// With 3 values for hashingTF.numFeatures and 2 values for lr.regParam,
// this grid will have 3 x 2 = 6 parameter settings for CrossValidator to choose from.
Expand Down Expand Up @@ -832,9 +842,12 @@ Pipeline pipeline = new Pipeline()
// We now treat the Pipeline as an Estimator, wrapping it in a CrossValidator instance.
// This will allow us to jointly choose parameters for all Pipeline stages.
// A CrossValidator requires an Estimator, a set of Estimator ParamMaps, and an Evaluator.
// Note that the evaluator here is a BinaryClassificationEvaluator and the default metric
// used is areaUnderROC.
CrossValidator crossval = new CrossValidator()
.setEstimator(pipeline)
.setEvaluator(new BinaryClassificationEvaluator());

// We use a ParamGridBuilder to construct a grid of parameters to search over.
// With 3 values for hashingTF.numFeatures and 2 values for lr.regParam,
// this grid will have 3 x 2 = 6 parameter settings for CrossValidator to choose from.
Expand Down

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