[ https://issues.apache.org/jira/browse/SPARK-18929?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel ]
Wayne Zhang reopened SPARK-18929: --------------------------------- > Add Tweedie distribution in GLM > ------------------------------- > > Key: SPARK-18929 > URL: https://issues.apache.org/jira/browse/SPARK-18929 > Project: Spark > Issue Type: New Feature > Components: ML > Reporter: Wayne Zhang > Assignee: Wayne Zhang > Labels: features > Original Estimate: 72h > Remaining Estimate: 72h > > I propose to add the full Tweedie family into the GeneralizedLinearRegression > model. The Tweedie family is characterized by a power variance function. > Currently supported distributions such as Gaussian, Poisson and Gamma > families are a special case of the > [Tweedie|https://en.wikipedia.org/wiki/Tweedie_distribution]. > I propose to add support for the other distributions: > * compound Poisson: 1 < variancePower < 2. This one is widely used to model > zero-inflated continuous distributions. > * positive stable: variancePower > 2 and variancePower != 3. Used to model > extreme values. > * inverse Gaussian: variancePower = 3. > The Tweedie family is supported in most statistical packages such as R > (statmod), SAS, h2o etc. -- This message was sent by Atlassian JIRA (v6.3.4#6332) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org