Wayne Zhang created SPARK-18710:
-----------------------------------
Summary: Add offset to GeneralizedLinearRegression models
Key: SPARK-18710
URL: https://issues.apache.org/jira/browse/SPARK-18710
Project: Spark
Issue Type: New Feature
Components: ML
Affects Versions: 2.0.2
Reporter: Wayne Zhang
Fix For: 2.2.0
The current GeneralizedLinearRegression model does not support offset. The
offset can be useful to take into account exposure, or for testing incremental
effect of new variables. It is possible to use weights in current environment
to achieve the same effect of specifying offset for certain models, e.g.,
Poisson & Binomial with log offset, it is desirable to have the offset option
to work with more general cases, e.g., negative offset or offset that is hard
to specify using weights (e.g., offset to the probability rather than odds in
logistic regression).
Effort would involve:
* update regression class to support offsetCol
* update IWLS to take into account of offset
* add test case for offset
I can start working on this if the community approves this feature.
--
This message was sent by Atlassian JIRA
(v6.3.4#6332)
---------------------------------------------------------------------
To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org
For additional commands, e-mail: issues-h...@spark.apache.org
