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Posted to issues@spark.apache.org by "Seth Hendrickson (JIRA)" <ji...@apache.org> on 2017/07/13 17:45:00 UTC

[jira] [Created] (SPARK-21406) Add logLikelihood to GLR families

Seth Hendrickson created SPARK-21406:
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             Summary: Add logLikelihood to GLR families
                 Key: SPARK-21406
                 URL: https://issues.apache.org/jira/browse/SPARK-21406
             Project: Spark
          Issue Type: Sub-task
          Components: ML
    Affects Versions: 2.3.0
            Reporter: Seth Hendrickson
            Priority: Minor


To be able to implement the typical gradient based aggregator for GLR, we'd need to add a {{logLikelihood(y: Double, mu: Double, weight: Double)}} method to GLR {{Family}} class. 

One possible hiccup - Tweedie family log likelihood is not computationally feasible [link| http://support.sas.com/documentation/cdl/en/stathpug/67524/HTML/default/viewer.htm#stathpug_hpgenselect_details16.htm]. H2O gets around this by using the deviance instead. We could leave it unimplemented initially.



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