Github user imatiach-msft commented on a diff in the pull request:
https://github.com/apache/spark/pull/16630#discussion_r101356475
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/GeneralizedLinearRegression.scala
---
@@ -1152,4 +1173,33 @@ class GeneralizedLinearRegressionTrainingSummary
private[regression] (
"No p-value available for this GeneralizedLinearRegressionModel")
}
}
+
+ /**
+ * Summary table with feature name, coefficient, standard error,
+ * tValue and pValue.
+ */
+ @Since("2.2.0")
+ lazy val summaryTable: DataFrame = {
+ if (isNormalSolver) {
+ var featureNamesLocal = featureNames
+ var coefficients = model.coefficients.toArray
+ var idx = Array.range(0, coefficients.length)
+ if (model.getFitIntercept) {
+ featureNamesLocal = featureNamesLocal :+ Intercept
+ coefficients = coefficients :+ model.intercept
+ // Reorder so that intercept comes first
+ idx = (coefficients.length - 1) +: idx
+ }
+ val result = for (i <- idx.toSeq) yield
+ (featureNamesLocal(i), coefficients(i),
coefficientStandardErrors(i),
+ tValues(i), pValues(i))
+
+ val spark = SparkSession.builder().getOrCreate()
+ import spark.implicits._
+ result.toDF("Feature", "Coefficient", "StdError", "TValue",
"PValue").repartition(1)
--- End diff --
Sorry, I didn't realize that R uses Estimate instead of coefficient - if
you feel strongly about using Estimate here instead you can change this back.
Up to you.
---
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
