Re: Log likelhood in GeneralizedLinearRegression

2022-01-22 Thread Sean Owen
This exists in the evaluator MulticlassClassificationEvaluator instead (which can be used for binary), does that work? On Sat, Jan 22, 2022 at 4:36 AM Phillip Henry wrote: > Hi, > > As far as I know, there is no function to generate the log likelihood from > a GeneralizedLinearRegression model.

Log likelhood in GeneralizedLinearRegression

2022-01-22 Thread Phillip Henry
Hi, As far as I know, there is no function to generate the log likelihood from a GeneralizedLinearRegression model. Are there any plans to implement one? I've coded my own in PySpark and in testing it agrees with the values we get from the Python library StatsModels to one part in a million.