Limitations of Spark MLlib linear algebra module

Christos - Iraklis Tsatsoulis Spark 1 Comment

A couple of days ago I stumbled upon some unexpected behavior of Spark MLlib (v. 1.5.2), while trying some ultra-simple operations on vectors. Consider the following Pyspark snippet: Clearly, what happens is that the unary operator – (minus) for vectors fails, giving errors for expressions like -x and -y+x, although x-y behaves as expected. The result of the last operation, …

How NOT to perform feature selection!

Christos - Iraklis Tsatsoulis Data Science 4 Comments

Cross-validation (CV) is nowadays being widely used for model assessment in predictive analytics tasks; nevertheless, cases where it is incorrectly applied are not uncommon, especially when the predictive model building includes a feature selection stage. I was reminded of such a situation while reading this recent Revolution Analytics blog post, where CV is used to assess both the feature selection …