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Posted to issues@spark.apache.org by "Xiangrui Meng (JIRA)" <ji...@apache.org> on 2016/01/12 21:43:39 UTC
[jira] [Updated] (SPARK-9835) Iteratively reweighted least squares
solver for GLMs
[ https://issues.apache.org/jira/browse/SPARK-9835?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Xiangrui Meng updated SPARK-9835:
---------------------------------
Assignee: Yanbo Liang (was: Xiangrui Meng)
> Iteratively reweighted least squares solver for GLMs
> ----------------------------------------------------
>
> Key: SPARK-9835
> URL: https://issues.apache.org/jira/browse/SPARK-9835
> Project: Spark
> Issue Type: New Feature
> Components: ML, MLlib
> Reporter: Xiangrui Meng
> Assignee: Yanbo Liang
> Priority: Critical
>
> After SPARK-9834, we can implement iteratively reweighted least squares (IRLS) solver for GLMs with other families and link functions. It could provide R-like summary statistics after training, but the number of features cannot be very large, e.g. more than 4096.
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