Re: Issue with using Generalized Linear Regression for Logistic Regression modeling

2018-04-03 Thread FireFly
It turns out that the weight was too large (with mean around 5000 and the standard deviation around 8000) and caused overflow. After scaling down the weight to, for example, numbers between 0 and 1, the code converged nicely. Spark did not report the overflow issue. We actually found it out by

Issue with using Generalized Linear Regression for Logistic Regression modeling

2018-03-09 Thread FireFly
The Logistic Regression (LR) offered by Spark has rather limited model statistics output. I would like to have access to q-value, AIC, standard error etc. Generalized Linear Regression (GLR) does offer these statistics in the model output, and can be used as as LR if one specifies