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Posted to issues@spark.apache.org by "Eliano Marques (JIRA)" <ji...@apache.org> on 2016/07/26 20:01:20 UTC

[jira] [Commented] (SPARK-8518) Log-linear models for survival analysis

    [ https://issues.apache.org/jira/browse/SPARK-8518?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15394450#comment-15394450 ] 

Eliano Marques commented on SPARK-8518:
---------------------------------------

Would it be possible to add some information about the coefficients standard deviation? 

According to the information https://spark.apache.org/docs/latest/ml-classification-regression.html#survival-regression, it would be possible to bring to the model outputs the second derivate of the gradient function for beta and log teta? 

Bringing this information to the model outputs would enable us to perform the standard statistical tests on the parameters, similar to what is done in the glm. 

Thanks

> Log-linear models for survival analysis
> ---------------------------------------
>
>                 Key: SPARK-8518
>                 URL: https://issues.apache.org/jira/browse/SPARK-8518
>             Project: Spark
>          Issue Type: New Feature
>          Components: ML
>            Reporter: Xiangrui Meng
>            Assignee: Yanbo Liang
>            Priority: Critical
>             Fix For: 1.6.0
>
>   Original Estimate: 168h
>  Remaining Estimate: 168h
>
> We want to add basic log-linear models for survival analysis. The implementation should match the result from R's survival package (http://cran.r-project.org/web/packages/survival/index.html).
> Design doc from [~yanboliang]: https://docs.google.com/document/d/1fLtB0sqg2HlfqdrJlNHPhpfXO0Zb2_avZrxiVoPEs0E/pub



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