GitHub user falaki opened a pull request:
https://github.com/apache/spark/pull/1560
[WIP] [MLLIB] Ordinary least square implementation
__This is work in progress__
Along with other statistical summaries we are interested in getting summary
statistics for a linear regression model:
* Standard deviation of estimated parameters
* t-statistic and p-value for testing if estimated parameters may be equal
to zero
* R-squared and Adjusted R-squared
Also possibly:
* AIC
* Leverage
We will be using SVD to solve the OLS and estimate above statistics.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/falaki/spark LLS
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/1560.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 #1560
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commit 2715c40769604d2327d4845044b5b3a15b7a7acb
Author: Hossein <[email protected]>
Date: 2014-07-23T22:20:15Z
First pass of OLS solution using SVD
commit f3454f9af9e881bd1d78f83797127ae3bcffa540
Author: Hossein <[email protected]>
Date: 2014-07-24T02:09:25Z
Added TODO
commit eb3995d05d860d601aa2c2502b4f1a7a5d119818
Author: Hossein <[email protected]>
Date: 2014-07-24T02:09:48Z
Fixed tests
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