Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @srowen Thanks for the comments. Really helpful. I have made a new commit that addresses the issues you raised: - I think the use of a global family object does not work well for the tweedie case, since we have to set the variance power. I now define a tweedie class and create the tweedie object within the `train` method of `GeneralizedLinearRegression` where the variance power is set. Does this make sense? - I created a constant `delta = 0.1` in the `Family` class which is used to shift `mu (or y) = 0` to avoid numerical issues. - I now change `variancePower` to `varPower` to save typing (and consistent with R and H2o). - The `project` method you asked about is copied from the other families, which I suppose is to bound the mean to stabilize estimation. - I now throw `UnsupportedOperationException` for tweedie AIC. Let me know if there is any other issues. Copying others for reviewing. @yanboliang @sethah
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