reconciling the rare events problem

jackdreilly / SparkADMM

ADMM implementation on Spark Cluster

7 stars 2 forks source link

Open jackdreilly opened 12 years ago

jackdreilly commented 12 years ago

currently we have an alpha hack. what is the proper way to actually solve this?

jackdreilly commented 12 years ago

ideas:

reusing rare events

use cross-validation (k fold)