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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