GitHub user yanboliang opened a pull request:
https://github.com/apache/spark/pull/19020
[SPARK-3181] [ML] Implement huber loss for LinearRegression.
## What changes were proposed in this pull request?
The current implementation is a straight forward porting for Python
scikit-learn HuberRegressor, so it produces the same result with that.
Objective function:
## How was this patch tested?
Unit tests.
You can merge this pull request into a Git repository by running:
$ git pull https://github.com/yanboliang/spark spark-3181
Alternatively you can review and apply these changes as the patch at:
https://github.com/apache/spark/pull/19020.patch
To close this pull request, make a commit to your master/trunk branch
with (at least) the following in the commit message:
This closes #19020
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commit 2ee705d350fed8927c7fa65f9f6e8b44223071ac
Author: Yanbo Liang <[email protected]>
Date: 2017-08-20T05:45:36Z
Implement HuberAggregator and add tests.
commit 630f8b65ffa1b30c1dcb20122e0f2609b90284a5
Author: Yanbo Liang <[email protected]>
Date: 2017-08-21T13:43:28Z
Implement huber loss for LinearRegression.
commit 50eaee26712b05f321cae0777b2f3a12c4f1f4c0
Author: Yanbo Liang <[email protected]>
Date: 2017-08-22T03:21:42Z
Update HuberAggregator and tests.
commit 2891f9938fd8d32b55a6ac9a5848f9c594597c65
Author: Yanbo Liang <[email protected]>
Date: 2017-08-22T04:34:02Z
Update params doc and check for illegal params.
commit 91424712ecffca00abb6172de555d76c94a26400
Author: Yanbo Liang <[email protected]>
Date: 2017-08-22T07:25:27Z
Update LinearRegression test suites.
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