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https://issues.apache.org/jira/browse/SPARK-18929?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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Apache Spark reassigned SPARK-18929:
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Assignee: Apache Spark
> Add Tweedie distribution in GLM
> -------------------------------
>
> Key: SPARK-18929
> URL: https://issues.apache.org/jira/browse/SPARK-18929
> Project: Spark
> Issue Type: New Feature
> Components: ML
> Affects Versions: 2.0.2
> Reporter: Wayne Zhang
> Assignee: Apache Spark
> Labels: features
> Original Estimate: 72h
> Remaining Estimate: 72h
>
> I propose to add the full Tweedie family into the GeneralizedLinearRegression
> model. The Tweedie family is characterized by a power variance function.
> Currently supported distributions such as Gaussian, Poisson and Gamma
> families are a special case of the
> [Tweedie|https://en.wikipedia.org/wiki/Tweedie_distribution].
> I propose to add support for the other distributions:
> * compound Poisson: 1 < variancePower < 2. This one is widely used to model
> zero-inflated continuous distributions.
> * positive stable: variancePower > 2 and variancePower != 3. Used to model
> extreme values.
> * inverse Gaussian: variancePower = 3.
> The Tweedie family is supported in most statistical packages such as R
> (statmod), SAS, h2o etc.
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