GitHub user actuaryzhang opened a pull request:
https://github.com/apache/spark/pull/16699
[SPARK-18710] Add offset in GLM
## What changes were proposed in this pull request?
Add support for offset in GLM. This is useful for at least two reasons:
1. Account for exposure: e.g., when modeling the number of accidents, we
may need to use miles driven as an offset to access factors on frequency.
2. Test incremental effects of new variables: we can use predictions from
the existing model as offset and run a much smaller model on only new
variables. This avoids re-estimating the large model with all variables (old +
new) and can be very important for efficient large-scaled analysis.
## How was this patch tested?
New test.
@yanboliang @srowen @felixcheung @sethah
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/actuaryzhang/spark offset
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/16699.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #16699
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commit 3bf2718c1a1e68273508e63499bb5d1cc8230155
Author: actuaryzhang <actuaryzhan...@gmail.com>
Date: 2017-01-24T23:46:16Z
add trait offset
commit 0e240eb313aa91cb645fb3ab8d70e51b6c65b3c7
Author: actuaryzhang <actuaryzhan...@gmail.com>
Date: 2017-01-24T23:48:03Z
add offset setter
commit 9c41453a19c0f9c31403fafaf1995c642c37c70d
Author: actuaryzhang <actuaryzhan...@gmail.com>
Date: 2017-01-25T05:15:50Z
implement offset in GLM
commit 7823f8af8b0926790816c9e79e9425e503e494ad
Author: actuaryzhang <actuaryzhan...@gmail.com>
Date: 2017-01-25T06:55:56Z
add test for glm with offset
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