Seth Hendrickson created SPARK-21406:
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Summary: Add logLikelihood to GLR families
Key: SPARK-21406
URL: https://issues.apache.org/jira/browse/SPARK-21406
Project: Spark
Issue Type: Sub-task
Components: ML
Affects Versions: 2.3.0
Reporter: Seth Hendrickson
Priority: Minor
To be able to implement the typical gradient based aggregator for GLR, we'd
need to add a {{logLikelihood(y: Double, mu: Double, weight: Double)}} method
to GLR {{Family}} class.
One possible hiccup - Tweedie family log likelihood is not computationally
feasible [link|
http://support.sas.com/documentation/cdl/en/stathpug/67524/HTML/default/viewer.htm#stathpug_hpgenselect_details16.htm].
H2O gets around this by using the deviance instead. We could leave it
unimplemented initially.
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