Hi, As far as I know, there is no function to generate the log likelihood from a GeneralizedLinearRegression model. Are there any plans to implement one?
I've coded my own in PySpark and in testing it agrees with the values we get from the Python library StatsModels to one part in a million. It's kinda yucky code as it relies on some inefficient UDFs but I could port it to Scala. Would anybody be interested in me raising a PR and coding an efficient Scala implementation that can be called from PySpark? Regards, Phillip
