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https://issues.apache.org/jira/browse/SPARK-25781?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16782537#comment-16782537
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Sean Owen commented on SPARK-25781:
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PS are you referring to Shapley values?
> relative importance of linear regression
> ----------------------------------------
>
> Key: SPARK-25781
> URL: https://issues.apache.org/jira/browse/SPARK-25781
> Project: Spark
> Issue Type: New Feature
> Components: MLlib
> Affects Versions: 2.3.2
> Reporter: ruxi zhang
> Priority: Minor
> Labels: features
> Attachments: v17i01.pdf
>
>
> There is an R package relaimpo that generates relative importance for linear
> regression features. This method utilizes sharply value regression, which
> will take a long time to run on big datasets. This method is quite useful
> for many use cases such as attribution model in marketing. It will be great
> if it is written in Spark with paralleled computing, which would be producing
> result within a much short time.
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