Fan Jiang created SPARK-3189: -------------------------------- Summary: Add Robust Regression Algorithm with Turkey bisquare weight function (Biweight Estimates) Key: SPARK-3189 URL: https://issues.apache.org/jira/browse/SPARK-3189 Project: Spark Issue Type: New Feature Components: MLlib Affects Versions: 1.0.2 Reporter: Fan Jiang Priority: Critical Fix For: 1.1.1, 1.2.0
Linear least square estimates assume the error has normal distribution and can behave badly when the errors are heavy-tailed. In practical we get various types of data. We need to include Robust Regression to employ a fitting criterion that is not as vulnerable as least square. The Turkey bisquare weight function, also referred to as the biweight function, produces and M-estimator that is more resistant to regression outliers than the Huber M-estimator ()Andersen 2008: 19). -- This message was sent by Atlassian JIRA (v6.2#6252) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org