Github user yanboliang commented on a diff in the pull request:
https://github.com/apache/spark/pull/16699#discussion_r124268761
--- 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 --
+1 @sethah We can leave it as a follow-up work.
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