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Posted to issues@spark.apache.org by "Yanbo Liang (JIRA)" <ji...@apache.org> on 2016/01/04 02:58:39 UTC

[jira] [Commented] (SPARK-9835) Iteratively reweighted least squares solver for GLMs

    [ https://issues.apache.org/jira/browse/SPARK-9835?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15080618#comment-15080618 ] 

Yanbo Liang commented on SPARK-9835:
------------------------------------

[~mengxr] Are you working on this issue? If you are not working on it, I can send a PR in a few days.

> Iteratively reweighted least squares solver for GLMs
> ----------------------------------------------------
>
>                 Key: SPARK-9835
>                 URL: https://issues.apache.org/jira/browse/SPARK-9835
>             Project: Spark
>          Issue Type: New Feature
>          Components: ML, MLlib
>            Reporter: Xiangrui Meng
>            Assignee: Xiangrui Meng
>            Priority: Critical
>
> After SPARK-9834, we can implement iteratively reweighted least squares (IRLS) solver for GLMs with other families and link functions. It could provide R-like summary statistics after training, but the number of features cannot be very large, e.g. more than 4096.



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