Github user imatiach-msft commented on a diff in the pull request:
https://github.com/apache/spark/pull/16699#discussion_r97872960
--- Diff:
mllib/src/main/scala/org/apache/spark/ml/regression/GeneralizedLinearRegression.scala
---
@@ -358,13 +384,13 @@ object GeneralizedLinearRegression extends
DefaultParamsReadable[GeneralizedLine
* The reweight function used to update offsets and weights
* at each iteration of [[IterativelyReweightedLeastSquares]].
*/
- val reweightFunc: (Instance, WeightedLeastSquaresModel) => (Double,
Double) = {
- (instance: Instance, model: WeightedLeastSquaresModel) => {
- val eta = model.predict(instance.features)
+ val reweightFunc: (GLRInstance, WeightedLeastSquaresModel) => (Double,
Double) = {
+ (instance: GLRInstance, model: WeightedLeastSquaresModel) => {
+ val eta = model.predict(instance.features) + instance.offset
--- End diff --
minor suggestion - instead of doing:
eta = prediction + offset
mu = fitted(eta)
newLabel = eta - offset + stuff
maybe do:
eta = prediction
mu = fitted(eta + offset)
newLabel = eta + stuff
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