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

["Hyukjin Kwon (Jira)" <ji...@apache.org>]

     [ https://issues.apache.org/jira/browse/SPARK-21406?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]

Hyukjin Kwon resolved SPARK-21406.
----------------------------------
    Resolution: Incomplete

> 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
>              Labels: bulk-closed
>
> 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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