Github user actuaryzhang commented on a diff in the pull request: https://github.com/apache/spark/pull/16699#discussion_r100974891 --- Diff: mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala --- @@ -798,77 +798,160 @@ class GeneralizedLinearRegressionSuite } } - test("glm summary: gaussian family with weight") { + test("generalized linear regression with offset") { /* - R code: + R code: + library(statmod) - A <- matrix(c(0, 1, 2, 3, 5, 7, 11, 13), 4, 2) - b <- c(17, 19, 23, 29) - w <- c(1, 2, 3, 4) - df <- as.data.frame(cbind(A, b)) - */ - val datasetWithWeight = Seq( - Instance(17.0, 1.0, Vectors.dense(0.0, 5.0).toSparse), - Instance(19.0, 2.0, Vectors.dense(1.0, 7.0)), - Instance(23.0, 3.0, Vectors.dense(2.0, 11.0)), - Instance(29.0, 4.0, Vectors.dense(3.0, 13.0)) + df <- as.data.frame(matrix(c( + 0.2, 1.0, 2.0, 0.0, 5.0, + 0.5, 2.1, 0.5, 1.0, 2.0, + 0.9, 0.4, 1.0, 2.0, 1.0, + 0.7, 0.7, 0.0, 3.0, 3.0), 4, 5, byrow = TRUE)) + families <- list(gaussian, binomial, poisson, Gamma, tweedie(1.5)) + f1 <- V1 ~ -1 + V4 + V5 + f2 <- V1 ~ V4 + V5 + for (f in c(f1, f2)) { + for (fam in families) { + model <- glm(f, df, family = fam, weights = V2, offset = V3) + print(as.vector(coef(model))) + } + } + [1] 0.5169222 -0.3344444 + [1] 0.9419107 -0.6864404 + [1] 0.1812436 -0.6568422 + [1] -0.2869094 0.7857710 + [1] 0.1055254 0.2979113 + [1] -0.05990345 0.53188982 -0.32118415 + [1] -0.2147117 0.9911750 -0.6356096 + [1] -1.5616130 0.6646470 -0.3192581 + [1] 0.3390397 -0.3406099 0.6870259 + [1] 0.3665034 0.1039416 0.1484616 + */ + val dataset = Seq( + OffsetInstance(0.2, 1.0, 2.0, Vectors.dense(0.0, 5.0)), + OffsetInstance(0.5, 2.1, 0.5, Vectors.dense(1.0, 2.0)), + OffsetInstance(0.9, 0.4, 1.0, Vectors.dense(2.0, 1.0)), + OffsetInstance(0.7, 0.7, 0.0, Vectors.dense(3.0, 3.0)) ).toDF() + + val expected = Seq( + Vectors.dense(0, 0.5169222, -0.3344444), + Vectors.dense(0, 0.9419107, -0.6864404), + Vectors.dense(0, 0.1812436, -0.6568422), + Vectors.dense(0, -0.2869094, 0.785771), + Vectors.dense(0, 0.1055254, 0.2979113), + Vectors.dense(-0.05990345, 0.53188982, -0.32118415), + Vectors.dense(-0.2147117, 0.991175, -0.6356096), + Vectors.dense(-1.561613, 0.664647, -0.3192581), + Vectors.dense(0.3390397, -0.3406099, 0.6870259), + Vectors.dense(0.3665034, 0.1039416, 0.1484616)) + + import GeneralizedLinearRegression._ + + var idx = 0 + + for (fitIntercept <- Seq(false, true)) { + for (family <- Seq("gaussian", "binomial", "poisson", "gamma", "tweedie")) { --- End diff -- I did implement this, but it seems that the order of the values in `GeneralizedLinearRegression.supportedFamilyNames` changes from test to test... I'm not sure why this happened but since it's a minor issues, I just reverted it back.
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