[SPARK-17146] Add RandomizedSearch to the CrossValidator API

• Type: Improvement
• Status: Resolved
• Priority: Minor
• Resolution: Incomplete
• Labels: bulk-closed
• Assignee: Unassigned
• Reporter: Manoj Kumar
• Created: 19/Aug/16 00:18
• Updated: 21/May/19 04:35
• Resolved: 21/May/19 04:35

Description

Hi, I would like to add randomized search support for the Cross-Validator API. It should be quite straightforward to add with the present abstractions.

Here is the proposed API:
(Names are up for debate)

Proposed Classes:
"ParamSamplerBuilder" or a "ParamRandomizedBuilder" that returns an
Array of ParamMaps

Proposed Methods:
"addBounds"
"addSampler"
"setNumIter"

Code example:

def sampler(): Double = {
    Math.pow(10.0, -5 + Random.nextFloat * (5 - (-5))
}
val paramGrid = new ParamRandomizedBuilder()
  .addSampler(lr.regParam, sampler)
  .addBounds(lr.elasticNetParam, 0.0, 1.0)
  .setNumIter(10)
  .build()

Let me know your thoughts!