Large datasets typically live in a cluster, so any operations will have some
level of parallelism. Separate models fit on separate nodes that contain
different subsets of the initial data.
• Even if you can use the entire initial dataset to fit a single model, it turns
out that ensemble methods, where you fit multiple smaller models by using
subsets of data, generally outperform single models. Indeed, fitting a single
model with 100M data points can perform worse than fitting just a few
models with 10M data points each (so smaller total data outperforms larger
total data).
Sampling with replacement is the most popular method for sampling from the
initial dataset for producing a collection of samples for model fitting. This method
is equivalent to sampling from a multinomial distribution, where the probability of
selecting any individual input data point is uniform over the entire dataset.ts:
Large datasets typically live in a cluster, so any operations will have some
level of parallelism. Separate models fit on separate nodes that contain
different subsets of the initial data.
• Even if you can use the entire initial dataset to fit a single model, it turns
out that ensemble methods, where you fit multiple smaller models by using
subsets of data, generally outperform single models. Indeed, fitting a single
model with 100M data points can perform worse than fitting just a few
models with 10M data points each (so smaller total data outperforms larger
total data).
Sampling with replacement is the most popular method for sampling from the
initial dataset for producing a collection of samples for model fitting. This method
is equivalent to sampling from a multinomial distribution, where the probability of
selecting any individual input data point is uniform over the entire dataset.ts:
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