[jira] [Commented] (SPARK-9834) Normal equation solver for ordinary least squares

["Apache Spark (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/SPARK-9834?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14729388#comment-14729388 ] 

Apache Spark commented on SPARK-9834:
-------------------------------------

User 'mengxr' has created a pull request for this issue:
https://github.com/apache/spark/pull/8588

> Normal equation solver for ordinary least squares
> -------------------------------------------------
>
>                 Key: SPARK-9834
>                 URL: https://issues.apache.org/jira/browse/SPARK-9834
>             Project: Spark
>          Issue Type: New Feature
>          Components: ML
>            Reporter: Xiangrui Meng
>            Assignee: Xiangrui Meng
>
> Add normal equation solver for ordinary least squares with not many features. The approach requires one pass to collect AtA and Atb, then solve the problem on driver. It works well when the problem is not very ill-conditioned and not having many columns. It also provides R-like summary statistics.
> We can hide this implementation under LinearRegression. It is triggered when there are no more than, e.g., 4096 features.



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