ruxi zhang created SPARK-25781:
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Summary: relative importance of linear regression
Key: SPARK-25781
URL: https://issues.apache.org/jira/browse/SPARK-25781
Project: Spark
Issue Type: New Feature
Components: MLlib
Affects Versions: 2.3.2
Reporter: ruxi zhang
There is an R package relaimpo that generate relative importance for linear
regression features. This method utilizes sharply value regression, which will
take a long time to run on big datasets. This method is quite useful for many
use cases such as attribution model in marketing. It will be great if it is
written in Spark with paralleled computing, which would be producing result
within a much short time.
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