Github user srowen commented on a diff in the pull request:
https://github.com/apache/spark/pull/16344#discussion_r93215641
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/GeneralizedLinearRegression.scala
---
@@ -592,6 +629,59 @@ object GeneralizedLinearRegression extends
DefaultParamsReadable[GeneralizedLine
}
/**
+ * Tweedie exponential family distribution.
+ * The default link for the Tweedie family is the log link.
+ */
+ private[regression] object Tweedie extends Family("tweedie") {
+
+ val defaultLink: Link = Log
+
+ var variancePower: Double = 1.5
+
+ override def initialize(y: Double, weight: Double): Double = {
+ if (variancePower > 1.0 && variancePower < 2.0) {
+ require(y >= 0.0, "The response variable of the specified Tweedie
distribution " +
+ s"should be non-negative, but got $y")
+ math.max(y, 0.1)
--- End diff --
If we're going to use this magic 0.1 constant in many places, factor out a
constant? 0.1 seems quite large as an 'epsilon' but I guess that's what R's
implementation uses for whatever reason?
---
If your project is set up for it, you can reply to this email and have your
reply appear on GitHub as well. If your project does not have this feature
enabled and wishes so, or if the feature is enabled but not working, please
contact infrastructure at infrastruct...@apache.org or file a JIRA ticket
with INFRA.
---
---------------------------------------------------------------------
To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org
For additional commands, e-mail: reviews-h...@spark.apache.org
