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https://issues.apache.org/jira/browse/SPARK-11520?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15012964#comment-15012964
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Kai Sasaki commented on SPARK-11520:
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[~josephkb] The metrics of {{RegressionMetrics}} seems to be based on
{{MultivariateStatisticalSummary}}. And current {{RegressionMetrics}} does not
support weighted samples as argument. So we can pass the weighted samples to
MultivariateStatisticalSummary ({{MultivariateOnlineSummarizer}}) and calculate
metrics for regression metrics.
Is this assumption correct? Can I work on this JIRA, if possible?
> RegressionMetrics should support instance weights
> -------------------------------------------------
>
> Key: SPARK-11520
> URL: https://issues.apache.org/jira/browse/SPARK-11520
> Project: Spark
> Issue Type: Improvement
> Components: ML
> Reporter: Joseph K. Bradley
>
> This will be important to improve LinearRegressionSummary, which currently
> has a mix of weighted and unweighted metrics.
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