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https://issues.apache.org/jira/browse/MAHOUT-1929?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15906388#comment-15906388
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Saikat Kanjilal commented on MAHOUT-1929:
-----------------------------------------
Ok more progress, I decided to take the strategy that scalation is taking in
implementing GLM
(https://github.com/scalation/scalation/blob/master/src/main/scala/scalation/analytics/par/GLM.scala),
I have:
1) Added a set of apply functions that reuse our existing infrastructure to
compute the models that already exist, namely for Linear Regression and
Ordinary Least Squares
2) I have placed this code inside GLMModel for now
Code is here:
https://github.com/skanjila/mahout/blob/mahout-1929/math-scala/src/main/scala/org/apache/mahout/math/algorithms/regression/GlmModel.scala
Would really appreciate a looksy from all interested parties identified in the
above comments before I get too much farther :), next steps include:
1) unit tests for the apply functions
2) figure out a creative way to tie in the other functions into the apply API
infrastructure:
def fit(drmX: DrmLike[K],
drmTarget: DrmLike[K],
hyperparameters: (Symbol, Any)*): GlmModel[K]
def setStandardHyperparameters(hyperparameters: Map[Symbol, Any] = Map('foo
-> None)): Unit
def calculateStandardError[M[K] <: GlmModel[K]](X: DrmLike[K],
drmTarget: DrmLike[K],
drmXtXinv: Matrix,
model: M[K]): M[K]
def modelPostprocessing[M[K] <: GlmModel[K]](model: M[K],
X: DrmLike[K],
drmTarget: DrmLike[K],
drmXtXinv: Matrix): M[K]
Here are my thoughts on the above, my philosophy is that we keep around as much
of the existing infrastructure that [~rawkintrevo] has put in place and
therefore these may need to just be implemented inside each of the derived
classes, I would like to see the apply function eventually do the following: 1)
compute the model 2) train the model 3) do the prediction 4) build quality
measures around each of the models
Thoughts ?
> Add Generalized Linear Models
> -----------------------------
>
> Key: MAHOUT-1929
> URL: https://issues.apache.org/jira/browse/MAHOUT-1929
> Project: Mahout
> Issue Type: Wish
> Components: Algorithms
> Affects Versions: 0.13.1
> Reporter: Trevor Grant
>
> Implement generalize Linear Models (GLM)
> https://en.wikipedia.org/wiki/Generalized_linear_model
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