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Posted to issues@spark.apache.org by "Yanbo Liang (JIRA)" <ji...@apache.org> on 2016/12/14 14:47:58 UTC
[jira] [Commented] (SPARK-18710) Add offset to
GeneralizedLinearRegression models
[ https://issues.apache.org/jira/browse/SPARK-18710?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15748523#comment-15748523 ]
Yanbo Liang commented on SPARK-18710:
-------------------------------------
[~actuaryzhang] This proposal makes sense, please feel free to start the work, I assigned this task to you. BTW, please don't set {{Fix version}} when you open JIRA ticket, it should be set after the task was resolved. Thanks.
> Add offset to GeneralizedLinearRegression models
> ------------------------------------------------
>
> Key: SPARK-18710
> URL: https://issues.apache.org/jira/browse/SPARK-18710
> Project: Spark
> Issue Type: New Feature
> Components: ML
> Affects Versions: 2.0.2
> Reporter: Wayne Zhang
> Labels: features
> Fix For: 2.2.0
>
> Original Estimate: 10h
> Remaining Estimate: 10h
>
> The current GeneralizedLinearRegression model does not support offset. The offset can be useful to take into account exposure, or for testing incremental effect of new variables. It is possible to use weights in current environment to achieve the same effect of specifying offset for certain models, e.g., Poisson & Binomial with log offset, it is desirable to have the offset option to work with more general cases, e.g., negative offset or offset that is hard to specify using weights (e.g., offset to the probability rather than odds in logistic regression).
> Effort would involve:
> * update regression class to support offsetCol
> * update IWLS to take into account of offset
> * add test case for offset
> I can start working on this if the community approves this feature.
>
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