Github user actuaryzhang commented on a diff in the pull request: https://github.com/apache/spark/pull/16344#discussion_r93289668 --- Diff: mllib/src/main/scala/org/apache/spark/ml/regression/GeneralizedLinearRegression.scala --- @@ -592,6 +629,59 @@ object GeneralizedLinearRegression extends DefaultParamsReadable[GeneralizedLine } /** + * Tweedie exponential family distribution. + * The default link for the Tweedie family is the log link. + */ + private[regression] object Tweedie extends Family("tweedie") { + + val defaultLink: Link = Log + + var variancePower: Double = 1.5 --- End diff -- Would you please suggest a better way to set the variancePower? I want to be consistent with the existing code to have the `Family` objects, but I need to also pass on the input `variancePower` to the `Tweedie` object which is used to compute the variance function. Any suggestion will be highly appreciated. @srowen @yanboliang
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