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https://issues.apache.org/jira/browse/SPARK-9836?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14983272#comment-14983272
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Xiangrui Meng commented on SPARK-9836:
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Yes, this JIRA is only for the normal equation solver and linear regression. We
don't need to add all statistics in a single PR. Let's add statistics that can
be easily derived from `diag(A^T W A)`.
> Provide R-like summary statistics for ordinary least squares via normal
> equation solver
> ---------------------------------------------------------------------------------------
>
> Key: SPARK-9836
> URL: https://issues.apache.org/jira/browse/SPARK-9836
> Project: Spark
> Issue Type: Sub-task
> Components: ML
> Reporter: Xiangrui Meng
> Assignee: Yanbo Liang
>
> In R, model fitting comes with summary statistics. We can provide most of
> those via normal equation solver (SPARK-9834). If some statistics requires
> additional passes to the dataset, we can expose an option to let users select
> desired statistics before model fitting.
> {code}
> > summary(model)
> Call:
> glm(formula = Sepal.Length ~ Sepal.Width + Species, data = iris)
> Deviance Residuals:
> Min 1Q Median 3Q Max
> -1.30711 -0.25713 -0.05325 0.19542 1.41253
> Coefficients:
> Estimate Std. Error t value Pr(>|t|)
> (Intercept) 2.2514 0.3698 6.089 9.57e-09 ***
> Sepal.Width 0.8036 0.1063 7.557 4.19e-12 ***
> Speciesversicolor 1.4587 0.1121 13.012 < 2e-16 ***
> Speciesvirginica 1.9468 0.1000 19.465 < 2e-16 ***
> ---
> Signif. codes:
> 0 ‘***’ 0.001 ‘**’ 0.01 ‘*’ 0.05 ‘.’ 0.1 ‘ ’ 1
> (Dispersion parameter for gaussian family taken to be 0.1918059)
> Null deviance: 102.168 on 149 degrees of freedom
> Residual deviance: 28.004 on 146 degrees of freedom
> AIC: 183.94
> Number of Fisher Scoring iterations: 2
> {code}
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