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[ML] More efficient predictions and fix flaky test #2296
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tveasey
merged 7 commits into
elastic:feature/incremental-learning
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tveasey:fix-test
Jun 7, 2022
Merged
[ML] More efficient predictions and fix flaky test #2296
tveasey
merged 7 commits into
elastic:feature/incremental-learning
from
tveasey:fix-test
Jun 7, 2022
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valeriy42
approved these changes
Jun 7, 2022
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LGTM. Good catch in the unit test!
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// We fix the tree topology penalty because its initialization is | ||
// affected by the maxNumNewTrees. Changing the parameter ranges for | ||
// trainIncremental means we can no longer be sure that the hold out | ||
// loss is no larger when we _optionally_ allow adding extra trees. |
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Oh, that's a good catch 🚀
Co-authored-by: Valeriy Khakhutskyy <[email protected]>
Co-authored-by: Valeriy Khakhutskyy <[email protected]>
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This changes the way we set up the data frame for prediction since it doesn't need to cache loss derivatives. It also reworks the test for adding trees in incremental training. In particular, it switches measuring the accuracy on the hold out set to use the corrected loss. This is used for selecting the best model. It also prepares the hold data set more carefully to mix in out of domain data.
Closes #2271.