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https://issues.apache.org/jira/browse/SPARK-18710?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15767276#comment-15767276
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Yanbo Liang edited comment on SPARK-18710 at 12/21/16 3:13 PM:
---------------------------------------------------------------
{{IterativelyReweightedLeastSquares}} is {{private[ml]}}, we can change
{{val reweightFunc: (Instance, WeightedLeastSquaresModel) => (Double, Double)}}
to
{{val reweightFunc: (GLMInstance, WeightedLeastSquaresModel) => (Double,
Double)}}.
What you should do is to add corresponding docs to explain the meaning of
{{offset}}. Thanks.
was (Author: yanboliang):
{{IterativelyReweightedLeastSquares}} is {{private[ml]}}, we can change
{{val reweightFunc: (Instance, WeightedLeastSquaresModel) => (Double, Double)}}
to
{{val reweightFunc: (GLMInstance, WeightedLeastSquaresModel) => (Double,
Double)}}. What you should do is to add corresponding docs to explain the
meaning of {{offset}}. Thanks.
> 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
> Assignee: Wayne Zhang
> Labels: features
> Original Estimate: 10h
> Remaining Estimate: 10h
>
> 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.
>
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