Github user felixcheung commented on a diff in the pull request:
https://github.com/apache/spark/pull/15930#discussion_r88808737
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala
---
@@ -1046,6 +1046,21 @@ class GeneralizedLinearRegressionSuite
assert(summary.solver === "irls")
}
+ test("glm handle collinear features") {
+ val collinearInstances = Seq(
+ Instance(1.0, 1.0, Vectors.dense(1.0, 2.0)),
+ Instance(2.0, 1.0, Vectors.dense(2.0, 4.0)),
+ Instance(3.0, 1.0, Vectors.dense(3.0, 6.0)),
+ Instance(4.0, 1.0, Vectors.dense(4.0, 8.0))
+ ).toDF()
+ val trainer = new GeneralizedLinearRegression()
+ val model = trainer.fit(collinearInstances)
+ // to make it clear that underlying WLS did not solve analytically
+ intercept[UnsupportedOperationException] {
+ model.summary.coefficientStandardErrors
+ }
--- End diff --
perhaps add tValues, pValues to this test too?
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