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diff --git a/docs/mllib-ensembles.md b/docs/mllib-ensembles.md index fb90b70399..00040e6073 100644 --- a/docs/mllib-ensembles.md +++ b/docs/mllib-ensembles.md @@ -427,6 +427,17 @@ We omit some decision tree parameters since those are covered in the [decision t * **`algo`**: The algorithm or task (classification vs. regression) is set using the tree [Strategy] parameter. +#### Validation while training + +Gradient boosting can overfit when trained with more trees. In order to prevent overfitting, it is useful to validate while +training. The method runWithValidation has been provided to make use of this option. It takes a pair of RDD's as arguments, the +first one being the training dataset and the second being the validation dataset. + +The training is stopped when the improvement in the validation error is not more than a certain tolerance +(supplied by the `validationTol` argument in `BoostingStrategy`). In practice, the validation error +decreases initially and later increases. There might be cases in which the validation error does not change monotonically, +and the user is advised to set a large enough negative tolerance and examine the validation curve to to tune the number of +iterations. ### Examples |