[SYSTEMDS-118] New generic gridSearch builtin function

This patch adds a new generic grid search function for hyper-parameter
optimization of arbitrary ML algorithms and parameter combinations. This
function takes train and eval functions by name as well as lists of
parameter names and vectors of their values, and returns the parameter
combination and model that gave the best results.

So far hyper-parameter optimization is working, but the core
training/scoring part needs additional features on list data types
(e.g., list-list append, and eval fcalls with lists of unnamed and named
parameters). Also, before it can be applied in practice it needs an
integration with cross validation.
5 files changed
tree: fddac9c65f58dd1b4f4ff61eb9a74d2f91e7af95
  1. .github/
  2. bin/
  3. conf/
  4. dev/
  5. docker/
  6. docs/
  7. scripts/
  8. src/
  9. .gitattributes
  10. .gitignore
  11. CONTRIBUTING.md
  12. LICENSE
  13. NOTICE
  14. pom.xml
  15. README.md
README.md

SystemDS

Overview: SystemDS is a versatile system for the end-to-end data science lifecycle from data integration, cleaning, and feature engineering, over efficient, local and distributed ML model training, to deployment and serving. To this end, we aim to provide a stack of declarative languages with R-like syntax for (1) the different tasks of the data-science lifecycle, and (2) users with different expertise. These high-level scripts are compiled into hybrid execution plans of local, in-memory CPU and GPU operations, as well as distributed operations on Apache Spark. In contrast to existing systems - that either provide homogeneous tensors or 2D Datasets - and in order to serve the entire data science lifecycle, the underlying data model are DataTensors, i.e., tensors (multi-dimensional arrays) whose first dimension may have a heterogeneous and nested schema.

Documentation: SystemDS Documentation

Status and Build: SystemDS is still in pre-alpha status. The original code base was forked from Apache SystemML 1.2 in September 2018. We will continue to support linear algebra programs over matrices, while replacing the underlying data model and compiler, as well as substantially extending the supported functionalities. Until the first release, you can build your own snapshot via Apache Maven: mvn -DskipTests clean package.

Status

License Build Documentation Component Test Application Test Function Test Python Test