GitHub user badriub opened a pull request:
https://github.com/apache/spark/pull/7652
Added predictive probability to OneVsRestModel and LogisticRegressionModel
1. I've declared a new method predictPointWithProbability in
GeneralizedLinearModel and implemented the method only for
LogisticRegressionModel.
2. I calculate the probability using the odds ratio.
3. For the other implementations of GeneralizedLinearModel, I have added an
"not implemented exception". I can look into how to calculate probability if
needed.
WRT OVR,
I've extracted the rawProbability as the maxProbability of all classes and
added a new column in the returned dataframe.
I've fixed the test to include the new column "rawProbability"
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/badriub/spark master
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/7652.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #7652
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commit f4e2089a0ac4a25d0690bef627dd1e00e0bcb959
Author: [email protected] <[email protected]>
Date: 2015-07-24T20:39:00Z
Added predictive probability to OneVsRestModel and LogisticRegressionModel
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