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[SPARK-9837] [ML] R-like summary statistics for GLMs via iteratively reweighted least squares #11694

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[SPARK-9837] [ML] R-like summary statistics for GLMs via iteratively reweighted least squares #11694

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35063ab
Initial version of GeneralizedLinearRegressionSummary
yanboliang Mar 10, 2016
6bb7cbe
add test cases & update API doc
yanboliang Mar 11, 2016
5d4c87b
update AIC calculation
yanboliang Mar 14, 2016
fba1112
fix typos
yanboliang Mar 14, 2016
fd55fd2
Address comments
yanboliang Mar 15, 2016
49fcb71
update docs
yanboliang Mar 16, 2016
f89cdf0
add Since
yanboliang Mar 16, 2016
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9 changes: 7 additions & 2 deletions mllib/src/main/scala/org/apache/spark/ml/optim/IterativelyReweightedLeastSquares.scala
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Original file line number Diff line number Diff line change
Expand Up @@ -26,10 +26,14 @@ import org.apache.spark.rdd.RDD
* Model fitted by [[IterativelyReweightedLeastSquares]].
* @param coefficients model coefficients
* @param intercept model intercept
* @param diagInvAtWA diagonal of matrix (A^T * W * A)^-1 in the last iteration
* @param numIterations number of iterations
*/
private[ml] class IterativelyReweightedLeastSquaresModel(
val coefficients: DenseVector,
val intercept: Double) extends Serializable
val intercept: Double,
val diagInvAtWA: DenseVector,
val numIterations: Int) extends Serializable

/**
* Implements the method of iteratively reweighted least squares (IRLS) which is used to solve
Expand Down Expand Up @@ -103,6 +107,7 @@ private[ml] class IterativelyReweightedLeastSquares(

}

new IterativelyReweightedLeastSquaresModel(model.coefficients, model.intercept)
new IterativelyReweightedLeastSquaresModel(
model.coefficients, model.intercept, model.diagInvAtWA, iter)
}
}
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