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From Sameer Tilak <ssti...@live.com>
Subject RE: Model characterization
Date Tue, 04 Nov 2014 15:53:59 GMT
Excellent,  many thanks.  Really appreciate your help.


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<div>-------- Original message --------</div><div>From: Xiangrui Meng <mengxr@gmail.com>
</div><div>Date:11/03/2014  9:04 PM  (GMT-08:00) </div><div>To: Sameer
Tilak <sstilak@live.com> </div><div>Cc: user@spark.apache.org </div><div>Subject:
Re: Model characterization </div><div>
</div>
We recently added metrics for regression:
https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/mllib/evaluation/RegressionMetrics.scala
and you can use
https://github.com/apache/spark/blob/master/mllib/src/main/scala/org/apache/spark/mllib/evaluation/BinaryClassificationMetrics.scala
for ROC if it is a binary classification problem.

 -Xiangrui

On Mon, Nov 3, 2014 at 12:52 PM, Sameer Tilak <sstilak@live.com> wrote:
> Hi All,
>
> I have been using LinearRegression model of MLLib and very pleased with its
> scalability and robustness. Right now, we are just calculating MSE of our
> model. We would like to characterize the performance of our model. I was
> wondering adding support for computing things such as Confidence Interval
> etc. are  they something that are on the roadmap? Graphical things such as
> ROC curves etc. will that be supported by MLLib/other parts of the
> ecosystem? or is this something for which other statistical packages are
> recommended?

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