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Posted to issues@spark.apache.org by "Wayne Zhang (JIRA)" <ji...@apache.org> on 2016/12/05 02:05:58 UTC

[jira] [Created] (SPARK-18710) Add offset to GeneralizedLinearRegression models

Wayne Zhang created SPARK-18710:
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             Summary: 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
             Fix For: 2.2.0


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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