GitHub user imatiach-msft opened a pull request:
https://github.com/apache/spark/pull/17085
[SPARK-18693][ML][MLLIB] ML Evaluators should use weight column - added
weight column for regression evaluator
## What changes were proposed in this pull request?
The evaluators BinaryClassificationEvaluator, RegressionEvaluator, and
MulticlassClassificationEvaluator and the corresponding metrics classes
BinaryClassificationMetrics, RegressionMetrics and MulticlassMetrics should use
sample weight data.
I've closed the PR: https://github.com/apache/spark/pull/16557
as recommended in favor of creating three pull requests, one for each of
the evaluators (binary/regression/multiclass) to make it easier to
review/update.
The updates to the regression metrics were based on (and updated with new
changes based on comments):
https://issues.apache.org/jira/browse/SPARK-11520
("RegressionMetrics should support instance weights")
but the pull request was closed as the changes were never checked in.
## How was this patch tested?
I added tests to the metrics class.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/imatiach-msft/spark ilmat/regression-evaluate
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/17085.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #17085
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commit 48800eb91b27a713232ab27f05bb8cef92129852
Author: Ilya Matiach <il...@microsoft.com>
Date: 2017-02-27T18:20:44Z
Added weight column for regression evaluator
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