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Nick Pentreath commented on SPARK-3181: --------------------------------------- So the Breeze bug is fixed now right? Will this be revived? > Add Robust Regression Algorithm with Huber Estimator > ---------------------------------------------------- > > Key: SPARK-3181 > URL: https://issues.apache.org/jira/browse/SPARK-3181 > Project: Spark > Issue Type: New Feature > Components: ML > Reporter: Fan Jiang > Assignee: Yanbo Liang > Labels: features > Original Estimate: 0h > Remaining Estimate: 0h > > 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. > In 1973, Huber introduced M-estimation for regression which stands for > "maximum likelihood type". The method is resistant to outliers in the > response variable and has been widely used. > The new feature for MLlib will contain 3 new files > /main/scala/org/apache/spark/mllib/regression/RobustRegression.scala > /test/scala/org/apache/spark/mllib/regression/RobustRegressionSuite.scala > /main/scala/org/apache/spark/examples/mllib/HuberRobustRegression.scala > and one new class HuberRobustGradient in > /main/scala/org/apache/spark/mllib/optimization/Gradient.scala -- This message was sent by Atlassian JIRA (v6.3.15#6346) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org