Github user yanboliang commented on the pull request:
https://github.com/apache/spark/pull/9413#issuecomment-153031344
In the current implementation we provide ```Std. Error``` for
```coefficients``` excepts ```intercept```, because that we use optimized
method to calculate ```intercept```. If we want to calculate ```Std. Error```
for ```intercept```, we need to concat ```aBar``` array with ```aaBar.values```
like
```scala
val newAtA = Array.concat(aaBar.values, summary.aBar.toArray, Array(1.0))
val newAtB = Array.concat(abBar.values, Array(bBar))
val xWithIntercept = CholeskyDecomposition.solve(newAtA, newAtB)
val newAtAi = CholeskyDecomposition.inverse(newAtA, summary.k)
```
I'm afraid that it will cause performance degradation, so I propose output
```Std. Error``` only for ```coefficients``. May be here we should discuss, or
figure out better way to output ```Std. Error``` for ```intercept``. @mengxr
---
If your project is set up for it, you can reply to this email and have your
reply appear on GitHub as well. If your project does not have this feature
enabled and wishes so, or if the feature is enabled but not working, please
contact infrastructure at infrastruct...@apache.org or file a JIRA ticket
with INFRA.
---
---------------------------------------------------------------------
To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org
For additional commands, e-mail: reviews-h...@spark.apache.org
