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From Patrick <>
Subject Re: Have Friedman's glmnet algo running in Spark
Date Tue, 04 Aug 2015 07:50:13 GMT
I have a follow up on this: 
I see on JIRA that the idea of having a GLMNET implementation was more or
less abandoned, since a OWLQN implementation was chosen to construct a model
using L1/L2 regularization.   

However, GLMNET has the property of "returning a multitide of models
(corresponding to different vales of penalty parameters [for the
regularization])". I think this is not the case in the OWLQN implementation. 
However, this would be really helpful to compare the accuracy of models with
different regParam values. 
As far as I understood, this would avoid to have a costly cross-validation
step over a possibly large set of regParam values. 

Joseph Bradley wrote
> Some of this discussion seems valuable enough to preserve on the JIRA; can
> we move it there (and copy any relevant discussions from previous emails
> as
> needed)?
> On Wed, Feb 25, 2015 at 10:35 AM, &lt;

> mike@

> &gt; wrote:

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