Wayne Zhang created SPARK-18929: ----------------------------------- Summary: 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
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. -- This message was sent by Atlassian JIRA (v6.3.4#6332) --------------------------------------------------------------------- To unsubscribe, e-mail: issues-unsubscr...@spark.apache.org For additional commands, e-mail: issues-h...@spark.apache.org