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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