Github user dbtsai commented on a diff in the pull request: https://github.com/apache/spark/pull/8631#discussion_r39812144 --- Diff: mllib/src/main/scala/org/apache/spark/ml/regression/LinearRegression.scala --- @@ -123,30 +132,41 @@ class LinearRegression(override val uid: String) def setTol(value: Double): this.type = set(tol, value) setDefault(tol -> 1E-6) + /** + * Whether to over-/under-sample training instances according to the given weights in weightCol. + * If empty, all instances are treated equally (weight 1.0). + * Default is empty, so all instances have weight one. + * @group setParam + */ + def setWeightCol(value: String): this.type = set(weightCol, value) + setDefault(weightCol -> "") + override protected def train(dataset: DataFrame): LinearRegressionModel = { // Extract columns from data. If dataset is persisted, do not persist instances. - val instances = extractLabeledPoints(dataset).map { - case LabeledPoint(label: Double, features: Vector) => (label, features) + val w = if ($(weightCol).isEmpty) lit(1.0) else col($(weightCol)) + val instances: RDD[Instance] = dataset.select(col($(labelCol)), w, col($(featuresCol))).map { + case Row(label: Double, weight: Double, features: Vector) => + Instance(label, weight, features) } + val handlePersistence = dataset.rdd.getStorageLevel == StorageLevel.NONE if (handlePersistence) instances.persist(StorageLevel.MEMORY_AND_DISK) - val (summarizer, statCounter) = instances.treeAggregate( - (new MultivariateOnlineSummarizer, new StatCounter))( - seqOp = (c, v) => (c, v) match { - case ((summarizer: MultivariateOnlineSummarizer, statCounter: StatCounter), - (label: Double, features: Vector)) => - (summarizer.add(features), statCounter.merge(label)) - }, - combOp = (c1, c2) => (c1, c2) match { - case ((summarizer1: MultivariateOnlineSummarizer, statCounter1: StatCounter), - (summarizer2: MultivariateOnlineSummarizer, statCounter2: StatCounter)) => - (summarizer1.merge(summarizer2), statCounter1.merge(statCounter2)) - }) - - val numFeatures = summarizer.mean.size - val yMean = statCounter.mean - val yStd = math.sqrt(statCounter.variance) + val (featuresSummarizer, ySummarizer) = { + val seqOp = (c: (MultivariateOnlineSummarizer, MultivariateOnlineSummarizer), + instance: Instance) => --- End diff -- indentation. see LoR for example.
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