Github user actuaryzhang commented on the issue:
https://github.com/apache/spark/pull/16630
@imatiach-msft I'm not sure the R^2s are used much in the GLM context. The
deviance, loglikelihood and AIC/BICs are most often used for ANOVA and model
comparison. The GLM
[book](https://www.amazon.com/Generalized-Chapman-Monographs-Statistics-Probability/dp/0412317605)
is a good reference.
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