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Posted to issues@spark.apache.org by "Apache Spark (JIRA)" <ji...@apache.org> on 2016/02/09 16:43:18 UTC

[jira] [Assigned] (SPARK-12811) Estimator interface for generalized linear models (GLMs)

     [ https://issues.apache.org/jira/browse/SPARK-12811?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Apache Spark reassigned SPARK-12811:
------------------------------------

    Assignee: Yanbo Liang  (was: Apache Spark)

> Estimator interface for generalized linear models (GLMs)
> --------------------------------------------------------
>
>                 Key: SPARK-12811
>                 URL: https://issues.apache.org/jira/browse/SPARK-12811
>             Project: Spark
>          Issue Type: New Feature
>          Components: ML
>    Affects Versions: 2.0.0
>            Reporter: Xiangrui Meng
>            Assignee: Yanbo Liang
>            Priority: Critical
>
> In Spark 1.6, MLlib provides logistic regression and linear regression with L1/L2/elastic-net regularization. We want to expand the support of generalized linear models (GLMs) in 2.0, e.g., Poisson/Gamma families and more link functions. SPARK-9835 implements a GLM solver for the case when the number of features is small. We also need to design an interface for GLMs.
> In SparkR, we can simply follow glm or glmnet. On the Python/Scala/Java side, the interface should be consistent with LinearRegression and LogisticRegression, e.g.,
> {code}
> val glm = new GeneralizedLinearModel()
>   .setFamily("poisson")
>   .setSolver("irls")
> {code}
> It would be great if LinearRegression and LogisticRegression can reuse code from GeneralizedLinearModel.



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