Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/11136#discussion_r53722399
  
    --- Diff: 
mllib/src/main/scala/org/apache/spark/ml/regression/GeneralizedLinearRegression.scala
 ---
    @@ -0,0 +1,547 @@
    +/*
    + * Licensed to the Apache Software Foundation (ASF) under one or more
    + * contributor license agreements.  See the NOTICE file distributed with
    + * this work for additional information regarding copyright ownership.
    + * The ASF licenses this file to You under the Apache License, Version 2.0
    + * (the "License"); you may not use this file except in compliance with
    + * the License.  You may obtain a copy of the License at
    + *
    + *    http://www.apache.org/licenses/LICENSE-2.0
    + *
    + * Unless required by applicable law or agreed to in writing, software
    + * distributed under the License is distributed on an "AS IS" BASIS,
    + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    + * See the License for the specific language governing permissions and
    + * limitations under the License.
    + */
    +
    +package org.apache.spark.ml.regression
    +
    +import breeze.stats.distributions.{Gaussian => GD}
    +
    +import org.apache.spark.{Logging, SparkException}
    +import org.apache.spark.annotation.{Experimental, Since}
    +import org.apache.spark.ml.PredictorParams
    +import org.apache.spark.ml.feature.Instance
    +import org.apache.spark.ml.optim._
    +import org.apache.spark.ml.param._
    +import org.apache.spark.ml.param.shared._
    +import org.apache.spark.ml.util.Identifiable
    +import org.apache.spark.mllib.linalg.{BLAS, Vector}
    +import org.apache.spark.rdd.RDD
    +import org.apache.spark.sql.{DataFrame, Row}
    +import org.apache.spark.sql.functions._
    +
    +/**
    + * Params for Generalized Linear Regression.
    + */
    +private[regression] trait GeneralizedLinearRegressionParams extends 
PredictorParams
    +  with HasFitIntercept with HasMaxIter with HasTol with HasRegParam with 
HasWeightCol
    +  with HasSolver with Logging {
    +
    +  /**
    +   * Param for the name of family which is a description of the error 
distribution
    +   * to be used in the model.
    +   * Supported options: "gaussian", "binomial", "poisson" and "gamma".
    +   * @group param
    +   */
    +  @Since("2.0.0")
    +  final val family: Param[String] = new Param(this, "family",
    +    "the name of family which is a description of the error distribution 
to be used in the model",
    +    
ParamValidators.inArray[String](GeneralizedLinearRegression.supportedFamilies.toArray))
    +
    +  /** @group getParam */
    +  @Since("2.0.0")
    +  def getFamily: String = $(family)
    +
    +  /**
    +   * Param for the name of the model link function.
    +   * Supported options: "identity", "log", "inverse", "logit", "probit", 
"cloglog" and "sqrt".
    +   * @group param
    +   */
    +  @Since("2.0.0")
    +  final val link: Param[String] = new Param(this, "link", "the name of the 
model link function",
    +    
ParamValidators.inArray[String](GeneralizedLinearRegression.supportedLinks.toArray))
    +
    +  /** @group getParam */
    +  @Since("2.0.0")
    +  def getLink: String = $(link)
    +
    +  @Since("2.0.0")
    +  override def validateParams(): Unit = {
    +    if (isDefined(link)) {
    +      
require(GeneralizedLinearRegression.supportedFamilyLinkPairs.contains($(family) 
-> $(link)),
    +        s"Generalized Linear Regression with ${$(family)} family does not 
support ${$(link)} " +
    +          s"link function.")
    +    }
    +  }
    +}
    +
    +/**
    + * :: Experimental ::
    + *
    + * Fit a Generalized Linear Model 
([[https://en.wikipedia.org/wiki/Generalized_linear_model]])
    + * specified by giving a symbolic description of the linear predictor and
    + * a description of the error distribution.
    + */
    +@Experimental
    +@Since("2.0.0")
    +class GeneralizedLinearRegression @Since("2.0.0") (@Since("2.0.0") 
override val uid: String)
    +  extends Regressor[Vector, GeneralizedLinearRegression, 
GeneralizedLinearRegressionModel]
    +  with GeneralizedLinearRegressionParams with Logging {
    +
    +  @Since("2.0.0")
    +  def this() = this(Identifiable.randomUID("genLinReg"))
    +
    +  /**
    +   * Set the name of family which is a description of the error 
distribution
    --- End diff --
    
    * `Set` -> `Sets`
    * I don't think it is necessary to repeat the param doc. Maybe we can 
simply say `Sets the value of param [[family]].`


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