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https://issues.apache.org/jira/browse/SPARK-18710?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15765733#comment-15765733
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Wayne Zhang commented on SPARK-18710:
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[~yanboliang] Thanks for the suggestion. I think the issue is a bit different
in this case. The IRWLS relies on the _reweightFunc_, which is hard-coded to
take an _Instance_ class:
{code}
val reweightFunc: (Instance, WeightedLeastSquaresModel) => (Double, Double)
{code}
I need to pass the offset column to this reweight function. Creating another
GLRInstance won't solve the problem, will it?
> Add offset to GeneralizedLinearRegression models
> ------------------------------------------------
>
> Key: SPARK-18710
> URL: https://issues.apache.org/jira/browse/SPARK-18710
> Project: Spark
> Issue Type: New Feature
> Components: ML
> Affects Versions: 2.0.2
> Reporter: Wayne Zhang
> Assignee: Wayne Zhang
> Labels: features
> Original Estimate: 10h
> Remaining Estimate: 10h
>
> The current GeneralizedLinearRegression model does not support offset. The
> offset can be useful to take into account exposure, or for testing
> incremental effect of new variables. It is possible to use weights in current
> environment to achieve the same effect of specifying offset for certain
> models, e.g., Poisson & Binomial with log offset, it is desirable to have the
> offset option to work with more general cases, e.g., negative offset or
> offset that is hard to specify using weights (e.g., offset to the probability
> rather than odds in logistic regression).
> Effort would involve:
> * update regression class to support offsetCol
> * update IWLS to take into account of offset
> * add test case for offset
> I can start working on this if the community approves this feature.
>
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