[
https://issues.apache.org/jira/browse/SPARK-3189?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]
Fan Jiang updated SPARK-3189:
-----------------------------
Issue Type: Sub-task (was: New Feature)
Parent: SPARK-3188
> Add Robust Regression Algorithm with Turkey bisquare weight function
> (Biweight Estimates)
> -------------------------------------------------------------------------------------------
>
> Key: SPARK-3189
> URL: https://issues.apache.org/jira/browse/SPARK-3189
> Project: Spark
> Issue Type: Sub-task
> Components: MLlib
> Affects Versions: 1.0.2
> Reporter: Fan Jiang
> Priority: Critical
> Labels: features
> Fix For: 1.1.1, 1.2.0
>
> Original Estimate: 0h
> Remaining Estimate: 0h
>
> Linear least square estimates assume the error has normal distribution and
> can behave badly when the errors are heavy-tailed. In practical we get
> various types of data. We need to include Robust Regression to employ a
> fitting criterion that is not as vulnerable as least square.
> The Turkey bisquare weight function, also referred to as the biweight
> function, produces and M-estimator that is more resistant to regression
> outliers than the Huber M-estimator ()Andersen 2008: 19).
--
This message was sent by Atlassian JIRA
(v6.2#6252)
---------------------------------------------------------------------
To unsubscribe, e-mail: [email protected]
For additional commands, e-mail: [email protected]
