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Machine Learning with Spark - Second Edition by Nick Pentreath, Manpreet Singh Ghotra, Rajdeep Dua

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Online model evaluation

Combining machine learning with Spark Streaming has many potential applications and use cases, including keeping a model or set of models up to date on new training data as it arrives, thus enabling them to adapt quickly to changing situations or contexts.

Another useful application is to track and compare the performance of multiple models in an online manner and, possibly, also perform model selection in real time so that the best performing model is always used to generate predictions on live data.

This can be used to do real-time "A/B testing" of models, or combined with more advanced online selection and learning techniques, such as Bayesian update approaches and bandit algorithms. It can also be used simply to ...

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