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https://issues.apache.org/jira/browse/SPARK-21406?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Hyukjin Kwon resolved SPARK-21406.
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Resolution: Incomplete
> Add logLikelihood to GLR families
> ---------------------------------
>
> Key: SPARK-21406
> URL: https://issues.apache.org/jira/browse/SPARK-21406
> Project: Spark
> Issue Type: Sub-task
> Components: ML
> Affects Versions: 2.3.0
> Reporter: Seth Hendrickson
> Priority: Minor
> Labels: bulk-closed
>
> To be able to implement the typical gradient based aggregator for GLR, we'd
> need to add a {{logLikelihood(y: Double, mu: Double, weight: Double)}} method
> to GLR {{Family}} class.
> One possible hiccup - Tweedie family log likelihood is not computationally
> feasible [link|
> http://support.sas.com/documentation/cdl/en/stathpug/67524/HTML/default/viewer.htm#stathpug_hpgenselect_details16.htm].
> H2O gets around this by using the deviance instead. We could leave it
> unimplemented initially.
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