Github user actuaryzhang commented on a diff in the pull request:
https://github.com/apache/spark/pull/16344#discussion_r96061873
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/GeneralizedLinearRegression.scala
---
@@ -613,25 +758,67 @@ object GeneralizedLinearRegression extends
DefaultParamsReadable[GeneralizedLine
private[regression] object Link {
/**
- * Gets the [[Link]] object from its name.
+ * Gets the [[Link]] object based on link and linkPower.
+ * 1) if family is "tweedie", retrieve object using linkPower
+ * 2) otherwise, retrieve object based on link name
*
- * @param name link name: "identity", "logit", "log",
- * "inverse", "probit", "cloglog" or "sqrt".
+ * @param params the parameter map containing link and link power
*/
- def fromName(name: String): Link = {
- name match {
- case Identity.name => Identity
- case Logit.name => Logit
- case Log.name => Log
- case Inverse.name => Inverse
- case Probit.name => Probit
- case CLogLog.name => CLogLog
- case Sqrt.name => Sqrt
+ def fromParams(params: GeneralizedLinearRegressionBase): Link = {
+ if (params.getFamily == "tweedie") {
+ params.getLinkPower match {
+ case 0.0 => Log
+ case 1.0 => Identity
+ case -1.0 => Inverse
+ case 0.5 => Sqrt
+ case others => new PowerLink(others)
+ }
--- End diff --
The last version of the code only allows setting `linkPower` for tweedie,
or `link` for non-tweedie. But now since we only give warnings, I need to add
the logic for checking the correct specification. In the `FamilyAndLink`
companion object, I use the following logic. When family is not tweedie and
link is set, or when family is tweedie and linkPower is set, I will use
`Link.fromParams` to construct the Link object. Otherwise, use the default link
from the corresponding family.
So, if the user does not specify `linkPower`, the link object will be the
default `new Power(1 - variancePower)` set in the `Tweedie` class. The test for
`tweedie family against glm (default power link)` covers this. The reason for
not setting a default linkPower in the param map is to mimic the existing
behavior: for tweedie with variancePower = 0, this will be the Gaussian with
the identity link; for tweedie with variancePower = 1, this will be the
Poisson with the log link; etc.
```
val linkObj = if ((params.getFamily != "tweedie" &&
params.isDefined(params.link)) ||
(params.getFamily == "tweedie" &&
params.isDefined(params.linkPower))) {
Link.fromParams(params)
} else {
familyObj.defaultLink
}
```
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