[jira] [Assigned] (SPARK-18929) Add Tweedie distribution in GLM

2017-01-10 Thread Apache Spark (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-18929?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Apache Spark reassigned SPARK-18929:


Assignee: Wayne Zhang  (was: Apache Spark)

> Add Tweedie distribution in GLM
> ---
>
> Key: SPARK-18929
> URL: https://issues.apache.org/jira/browse/SPARK-18929
> Project: Spark
>  Issue Type: New Feature
>  Components: ML
>Reporter: Wayne Zhang
>Assignee: Wayne Zhang
>  Labels: features
>   Original Estimate: 72h
>  Remaining Estimate: 72h
>
> I propose to add the full Tweedie family into the GeneralizedLinearRegression 
> model. The Tweedie family is characterized by a power variance function. 
> Currently supported distributions such as Gaussian,  Poisson and Gamma 
> families are a special case of the 
> [Tweedie|https://en.wikipedia.org/wiki/Tweedie_distribution]. 
> I propose to add support for the other distributions:
> * compound Poisson: 1 < variancePower < 2. This one is widely used to model 
> zero-inflated continuous distributions. 
> * positive stable: variancePower > 2 and variancePower != 3. Used to model 
> extreme values.
> * inverse Gaussian: variancePower = 3.
>  The Tweedie family is supported in most statistical packages such as R 
> (statmod), SAS, h2o etc. 



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[jira] [Assigned] (SPARK-18929) Add Tweedie distribution in GLM

2017-01-10 Thread Apache Spark (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-18929?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Apache Spark reassigned SPARK-18929:


Assignee: Apache Spark  (was: Wayne Zhang)

> Add Tweedie distribution in GLM
> ---
>
> Key: SPARK-18929
> URL: https://issues.apache.org/jira/browse/SPARK-18929
> Project: Spark
>  Issue Type: New Feature
>  Components: ML
>Reporter: Wayne Zhang
>Assignee: Apache Spark
>  Labels: features
>   Original Estimate: 72h
>  Remaining Estimate: 72h
>
> I propose to add the full Tweedie family into the GeneralizedLinearRegression 
> model. The Tweedie family is characterized by a power variance function. 
> Currently supported distributions such as Gaussian,  Poisson and Gamma 
> families are a special case of the 
> [Tweedie|https://en.wikipedia.org/wiki/Tweedie_distribution]. 
> I propose to add support for the other distributions:
> * compound Poisson: 1 < variancePower < 2. This one is widely used to model 
> zero-inflated continuous distributions. 
> * positive stable: variancePower > 2 and variancePower != 3. Used to model 
> extreme values.
> * inverse Gaussian: variancePower = 3.
>  The Tweedie family is supported in most statistical packages such as R 
> (statmod), SAS, h2o etc. 



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[jira] [Assigned] (SPARK-18929) Add Tweedie distribution in GLM

2016-12-19 Thread Apache Spark (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-18929?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Apache Spark reassigned SPARK-18929:


Assignee: (was: Apache Spark)

> Add Tweedie distribution in GLM
> ---
>
> Key: SPARK-18929
> URL: https://issues.apache.org/jira/browse/SPARK-18929
> Project: Spark
>  Issue Type: New Feature
>  Components: ML
>Affects Versions: 2.0.2
>Reporter: Wayne Zhang
>  Labels: features
>   Original Estimate: 72h
>  Remaining Estimate: 72h
>
> I propose to add the full Tweedie family into the GeneralizedLinearRegression 
> model. The Tweedie family is characterized by a power variance function. 
> Currently supported distributions such as Gaussian,  Poisson and Gamma 
> families are a special case of the 
> [Tweedie|https://en.wikipedia.org/wiki/Tweedie_distribution]. 
> I propose to add support for the other distributions:
> * compound Poisson: 1 < variancePower < 2. This one is widely used to model 
> zero-inflated continuous distributions. 
> * positive stable: variancePower > 2 and variancePower != 3. Used to model 
> extreme values.
> * inverse Gaussian: variancePower = 3.
>  The Tweedie family is supported in most statistical packages such as R 
> (statmod), SAS, h2o etc. 



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[jira] [Assigned] (SPARK-18929) Add Tweedie distribution in GLM

2016-12-19 Thread Apache Spark (JIRA)

 [ 
https://issues.apache.org/jira/browse/SPARK-18929?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
 ]

Apache Spark reassigned SPARK-18929:


Assignee: Apache Spark

> Add Tweedie distribution in GLM
> ---
>
> Key: SPARK-18929
> URL: https://issues.apache.org/jira/browse/SPARK-18929
> Project: Spark
>  Issue Type: New Feature
>  Components: ML
>Affects Versions: 2.0.2
>Reporter: Wayne Zhang
>Assignee: Apache Spark
>  Labels: features
>   Original Estimate: 72h
>  Remaining Estimate: 72h
>
> I propose to add the full Tweedie family into the GeneralizedLinearRegression 
> model. The Tweedie family is characterized by a power variance function. 
> Currently supported distributions such as Gaussian,  Poisson and Gamma 
> families are a special case of the 
> [Tweedie|https://en.wikipedia.org/wiki/Tweedie_distribution]. 
> I propose to add support for the other distributions:
> * compound Poisson: 1 < variancePower < 2. This one is widely used to model 
> zero-inflated continuous distributions. 
> * positive stable: variancePower > 2 and variancePower != 3. Used to model 
> extreme values.
> * inverse Gaussian: variancePower = 3.
>  The Tweedie family is supported in most statistical packages such as R 
> (statmod), SAS, h2o etc. 



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