Github user imatiach-msft commented on a diff in the pull request:
https://github.com/apache/spark/pull/16699#discussion_r100934554
--- Diff:
mllib/src/test/scala/org/apache/spark/ml/regression/GeneralizedLinearRegressionSuite.scala
---
@@ -798,77 +798,160 @@ class GeneralizedLinearRegressionSuite
}
}
- test("glm summary: gaussian family with weight") {
+ test("generalized linear regression with offset") {
/*
- R code:
+ R code:
+ library(statmod)
- A <- matrix(c(0, 1, 2, 3, 5, 7, 11, 13), 4, 2)
- b <- c(17, 19, 23, 29)
- w <- c(1, 2, 3, 4)
- df <- as.data.frame(cbind(A, b))
- */
- val datasetWithWeight = Seq(
- Instance(17.0, 1.0, Vectors.dense(0.0, 5.0).toSparse),
- Instance(19.0, 2.0, Vectors.dense(1.0, 7.0)),
- Instance(23.0, 3.0, Vectors.dense(2.0, 11.0)),
- Instance(29.0, 4.0, Vectors.dense(3.0, 13.0))
+ df <- as.data.frame(matrix(c(
+ 0.2, 1.0, 2.0, 0.0, 5.0,
+ 0.5, 2.1, 0.5, 1.0, 2.0,
+ 0.9, 0.4, 1.0, 2.0, 1.0,
+ 0.7, 0.7, 0.0, 3.0, 3.0), 4, 5, byrow = TRUE))
+ families <- list(gaussian, binomial, poisson, Gamma, tweedie(1.5))
+ f1 <- V1 ~ -1 + V4 + V5
+ f2 <- V1 ~ V4 + V5
+ for (f in c(f1, f2)) {
+ for (fam in families) {
+ model <- glm(f, df, family = fam, weights = V2, offset = V3)
+ print(as.vector(coef(model)))
+ }
+ }
+ [1] 0.5169222 -0.3344444
+ [1] 0.9419107 -0.6864404
+ [1] 0.1812436 -0.6568422
+ [1] -0.2869094 0.7857710
+ [1] 0.1055254 0.2979113
+ [1] -0.05990345 0.53188982 -0.32118415
+ [1] -0.2147117 0.9911750 -0.6356096
+ [1] -1.5616130 0.6646470 -0.3192581
+ [1] 0.3390397 -0.3406099 0.6870259
+ [1] 0.3665034 0.1039416 0.1484616
+ */
+ val dataset = Seq(
+ OffsetInstance(0.2, 1.0, 2.0, Vectors.dense(0.0, 5.0)),
+ OffsetInstance(0.5, 2.1, 0.5, Vectors.dense(1.0, 2.0)),
+ OffsetInstance(0.9, 0.4, 1.0, Vectors.dense(2.0, 1.0)),
+ OffsetInstance(0.7, 0.7, 0.0, Vectors.dense(3.0, 3.0))
).toDF()
+
+ val expected = Seq(
+ Vectors.dense(0, 0.5169222, -0.3344444),
+ Vectors.dense(0, 0.9419107, -0.6864404),
+ Vectors.dense(0, 0.1812436, -0.6568422),
+ Vectors.dense(0, -0.2869094, 0.785771),
+ Vectors.dense(0, 0.1055254, 0.2979113),
+ Vectors.dense(-0.05990345, 0.53188982, -0.32118415),
+ Vectors.dense(-0.2147117, 0.991175, -0.6356096),
+ Vectors.dense(-1.561613, 0.664647, -0.3192581),
+ Vectors.dense(0.3390397, -0.3406099, 0.6870259),
+ Vectors.dense(0.3665034, 0.1039416, 0.1484616))
+
+ import GeneralizedLinearRegression._
+
+ var idx = 0
+
+ for (fitIntercept <- Seq(false, true)) {
+ for (family <- Seq("gaussian", "binomial", "poisson", "gamma",
"tweedie")) {
--- End diff --
+1 this is a great idea
---
If your project is set up for it, you can reply to this email and have your
reply appear on GitHub as well. If your project does not have this feature
enabled and wishes so, or if the feature is enabled but not working, please
contact infrastructure at [email protected] or file a JIRA ticket
with INFRA.
---
---------------------------------------------------------------------
To unsubscribe, e-mail: [email protected]
For additional commands, e-mail: [email protected]
