[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 Merged into master. If there are comments from others, we can address them in follow-up work. Thanks. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 This looks good to me. cc @jkbradley @srowen @sethah for another pass if you have time. Thanks. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user SparkQA commented on the issue: https://github.com/apache/spark/pull/16344 **[Test build #71823 has finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/71823/testReport)** for PR 16344 at commit [`54da2cb`](https://github.com/apache/spark/commit/54da2cbbb53ddde3a91ef6d0d98128d8c7f3deb8). * This patch passes all tests. * This patch merges cleanly. * This patch adds no public classes. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @yanboliang Thanks so much for your detailed review. Your suggestions make lots of sense and I have included all of them in the new commit. Let me know if there is any other change needed. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user SparkQA commented on the issue: https://github.com/apache/spark/pull/16344 **[Test build #71817 has finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/71817/testReport)** for PR 16344 at commit [`995e88f`](https://github.com/apache/spark/commit/995e88ffcc5584e468fd7fb356bb3aab31ec0217). * This patch passes all tests. * This patch merges cleanly. * This patch adds no public classes. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user SparkQA commented on the issue: https://github.com/apache/spark/pull/16344 **[Test build #71686 has finished](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/71686/testReport)** for PR 16344 at commit [`83deee3`](https://github.com/apache/spark/commit/83deee352c46ec113554fccee4bdc14ead56072e). * This patch passes all tests. * This patch merges cleanly. * This patch adds no public classes. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 @actuaryzhang This test failure is caused by Jenkins was not stable, you just need to retest if you encounter similar issue. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user SparkQA commented on the issue: https://github.com/apache/spark/pull/16344 **[Test build #71686 has started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/71686/testReport)** for PR 16344 at commit [`83deee3`](https://github.com/apache/spark/commit/83deee352c46ec113554fccee4bdc14ead56072e). --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, retest this please. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 Could anybody help me understand what's causing this test to fail? I see several other ML PR failing as well, with the same error message like below: > Error instrumenting class:org.apache.spark.deploy.mesos.ui.MesosClusterUI Error instrumenting class:org.apache.spark.mllib.regression.IsotonicRegressionModel$SaveLoadV1_0$ > Was this related to the recent commit on instrumentation #15671? How do I fix this? Thanks! @zhengruifeng @yanboliang --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user AmplabJenkins commented on the issue: https://github.com/apache/spark/pull/16344 Test FAILed. Refer to this link for build results (access rights to CI server needed): https://amplab.cs.berkeley.edu/jenkins//job/SparkPullRequestBuilder/71643/ Test FAILed. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user SparkQA commented on the issue: https://github.com/apache/spark/pull/16344 **[Test build #71643 has started](https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/71643/testReport)** for PR 16344 at commit [`83deee3`](https://github.com/apache/spark/commit/83deee352c46ec113554fccee4bdc14ead56072e). --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user MLnick commented on the issue: https://github.com/apache/spark/pull/16344 jenkins test this please --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user MLnick commented on the issue: https://github.com/apache/spark/pull/16344 jenkins add to whitelist --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @srowen @yanboliang @felixcheung @jkbradley Could you help kick off the new test please? Thanks. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @srowen @yanboliang @felixcheung Could you help kick off the new test please? Seems to be hanging for a day now. Thanks much. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @yanboliang Finally, the test is done. Is there anything else needed for this PR? --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, retest this please --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user SparkQA commented on the issue: https://github.com/apache/spark/pull/16344 **[Test build #3536 has finished](https://amplab.cs.berkeley.edu/jenkins/job/NewSparkPullRequestBuilder/3536/testReport)** for PR 16344 at commit [`5a40073`](https://github.com/apache/spark/commit/5a4007330c4c8187a00d6d31a9d8a3dcb1798fc9). * This patch passes all tests. * This patch merges cleanly. * This patch adds no public classes. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 Still not testing... Been in the status "Asked to test" for a few days now. How can we resolve this? Please help kick off the test. Thanks! @yanboliang @felixcheung @srowen @rxin @jkbradley --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user SparkQA commented on the issue: https://github.com/apache/spark/pull/16344 **[Test build #3536 has started](https://amplab.cs.berkeley.edu/jenkins/job/NewSparkPullRequestBuilder/3536/testReport)** for PR 16344 at commit [`5a40073`](https://github.com/apache/spark/commit/5a4007330c4c8187a00d6d31a9d8a3dcb1798fc9). --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 I can't figure out why I couldn't add you to whitelist and trigger this job. Ping @rxin @srowen Could you help to add @actuaryzhang to whitelist to trigger this job? Thanks. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user felixcheung commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, retest this please --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 It's weird that I can't trigger this job as well. Ping @srowen @jkbradley @MLnick, could you add @actuaryzhang to whitelist to trigger this job. Thanks. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, test this please. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, test this please. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 add to whitelist. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 ok to test. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, retest this please --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, test this please. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @yanboliang Thanks for the review and comments. I have made a new commit that addressed all your comments. The main change is the new companion object `FamilyAndLink` and factory methods to construct desired `FamilyAndLink` objects from input param map. Please see my inline responses for details. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, test this please. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 @actuaryzhang The overall architecture looks good now and I left some comments. I did not review the tests carefully, since I think we should trigger Jenkins to run the tests firstly. Thanks. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @yanboliang Thanks. Look forward to your feedback. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 @actuaryzhang Thanks the update, I will have a look before this weekend. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue:
https://github.com/apache/spark/pull/16344
Sorry about closing this prematurely. I'm giving it another shot and I
think I have an elegant solution to include `linkPower`. The new commit adds
the following:
1. It implements the broad family of power link function, specified through
`linkPower`. There is now a `PowerLink` class for the power link function. It
has subclasses `Identity`, `Log`, `Inverse` and `Sqrt`. With this, the GLM now
supports all distributions characterized by power variance function and power
link function. For now, I restrict the `linkPower` to be in `[-10, 10]` for
numerical stability, but can change that.
2. The key to avoid all the messy coding is to use **only** `link` for
non-tweedie family, and **only** `lnkPower` for tweedie family, as @yanboliang
suggested. I have added validation for this, and also the `fromParams` method
in `Link` to get the correct Link object based on `link` and `linkPower`.
3. I added new tests to test tweedie with default link. For example, this
reproduces the Gaussian GLM estimate when `variancePower = 0` (default link
would be identity). Similarly, this addresses @yanboliang example where the
result from `val trainer = new
GeneralizedLinearRegression().setFamily("tweedie").setVariancePower(1.5)`
produces the same estimate as in R `glm(formula = "b ~ .", family =
tweedie(var.power=1.5), data = df)`.
@yanboliang @srowen Would you please take another look and let me know if
there is additional changes needed? Thanks.
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, test this please --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @srowen @yanboliang I'm closing this PR since it does not seem to be very clean to integrate into the current GLM setup. I appreciate all the comments and discussions. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @yanboliang Thanks for the feedback. However, I'm not sure why we need to be consistent with R on this one. The usage of 'tweedie' glm almost always uses `link.power = 0, 1, -1`. There is barely any use case for the default `1-variancePower` link. I think a better design is to set the default to the one that is used more often, and make it clear that `we only support identity, log, inverse and sqrt link functions`. On the other hand, even if we want to be consistent with R, I actually wrote the R package `cplm` which fits the tweedie [glm](http://finzi.psych.upenn.edu/library/cplm/html/cpglm.html) as well as [mixed effect model](https://www.rdocumentation.org/packages/cplm/versions/0.7-4/topics/cpglmm). In that package I set the default to the `log` link and never had an issue. I don't think I will implement `linkPower`, but I'm fine if you want to do it. However, if the lack of `linkPower` means this PR won't get merged, please let me know and we can close this and move on. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue:
https://github.com/apache/spark/pull/16344
@actuaryzhang I totally agree that other link functions are rarely used for
```tweedie``` family, but it should be supported correctly for all possible
input. I list the reasons why we should expose ```linkPower``` param:
*
```
val trainer = new
GeneralizedLinearRegression().setFamily("tweedie").setVariancePower(1.5)
```
should produce the same output compared with
```
glm(formula = "b ~ .", family = tweedie(var.power=1.5), data = df)
```
unfortunately they are different in the current implementation, since the
default link function for ```tweedie``` family with ```variancePower=1.5``` is
```log``` in your code, which is incorrect, it should be ```mu^-0.5```.
* I think the driving force of this PR is to support other distributions
and links except the existing ones. If users want to use Gaussian, Poisson and
Gamma families, they are likely to specify corresponding names directly rather
than using ```tweedie``` family with ```variancePower = 0, 1, 2```. So if users
specify family with ```tweedie```, they are likely to use other distributions
and link functions which we should support correctly.
* To your second point, if we allow an additional ```linkPower```
parameter, we can add documents to ```link``` to clarify it only applicable
when family is not ```tweddie```. If family was set as ```tweddie```, we use
```linkPower``` to choose the link function.
Please feel free to let me know your thoughts, thanks.
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @yanboliang Thanks for the detailed review. I have made all changes you suggested except for the part on the new power link function. Yes, the canonical link in the Tweedie in general is `1.0 - variancePower`. But other than the special cases of 'identity', 'log', 'inverse', it is rarely used. The implementation of the generic power link function is unnecessary in my opinion for the following reasons: 1. The default link in the Tweedie is overridden in Gaussian, Poisson and Gamma to the respective canonical link. So when one specifies tweedie with variancePower = 0, 1, 2, they will have the correct canonical link. I now allow Tweedie to take link function 'identity', 'log', 'inverse', 'sqrt', which cover almost all possible links that will be used in practice. 2. If we allow an additional 'linkPower" parameter, we will have two ways to specify the link: one through 'link' and one through 'linkPower'. This will be confusing. 3. The implementation of the 'linkPower' is messy with almost no additional gain. Have to write new powerLink class, fromParams method which determines the link function based on 'link', 'linkPower' as well as 'family', and also various checks (consistency between link and linkPower, supported Family and link, etc). I tried it, and it's very ugly. If we really want a power link function, can I suggest that we implement it in a separate PR since it is really not specific to the 'tweedie' family? It can also be used together with other distributions. @srowen --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 @actuaryzhang I just came back from vacation, and will take a look in two days. Thanks. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @yanboliang Did you get a chance to take another look at this? Thanks. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 @actuaryzhang I'm on travel these days, and will make another pass in a few days. Thanks. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @srowen Made a new commit according to your suggestion. Everything looking good now? @yanboliang --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @srowen @yanboliang Any additional issues regarding this PR? --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @yanboliang Thanks much for the detailed comments. I have addressed all of them in the new commits. Please take another look. @srowen --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @srowen Thanks for the comments. Makes lots of sense to move the switch to subclass. I did not know one could override a `val`. In the new commit, I have moved the `defaultLink` and `aic` to subclasses. I also added back `name` in the constructor. The other methods `initialize`, `variance`, `deviance` and `project` are common and thus implemented in the `TweedieFamily` parent class. Hope this makes sense. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @srowen @yanboliang Thanks much for the feedback. I now have a better understanding of the code and the issue. I have made new commits reflecting your suggestions. The major changes are summarized below: - Create new method `fromModel` in the `Family` object to get the desired family object by accessing the `GeneralizedLinearRegressionBase` object directly. This solves the main challenge of setting the variancePower of the Tweedie family. The old `fromName` method is deleted since we now need both `name` and `variancePower`. - Create `TweedieFamily` as new subclass of `family`. This class encompasses the special cases of Gaussian, Poisson and Gamma, which can be handled together using the general formula based on variancePower. Please let me know if there are any other issues. Thanks. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 @srowen Thanks for the comments. Really helpful. I have made a new commit that addresses the issues you raised: - I think the use of a global family object does not work well for the tweedie case, since we have to set the variance power. I now define a tweedie class and create the tweedie object within the `train` method of `GeneralizedLinearRegression` where the variance power is set. Does this make sense? - I created a constant `delta = 0.1` in the `Family` class which is used to shift `mu (or y) = 0` to avoid numerical issues. - I now change `variancePower` to `varPower` to save typing (and consistent with R and H2o). - The `project` method you asked about is copied from the other families, which I suppose is to bound the mean to stabilize estimation. - I now throw `UnsupportedOperationException` for tweedie AIC. Let me know if there is any other issues. Copying others for reviewing. @yanboliang @sethah --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, test this please. --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user yanboliang commented on the issue: https://github.com/apache/spark/pull/16344 ok to test --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
Github user actuaryzhang commented on the issue: https://github.com/apache/spark/pull/16344 Jenkins, add to whitelist --- 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 infrastruct...@apache.org or file a JIRA ticket with INFRA. --- - To unsubscribe, e-mail: reviews-unsubscr...@spark.apache.org For additional commands, e-mail: reviews-h...@spark.apache.org
[GitHub] spark issue #16344: [SPARK-18929][ML] Add Tweedie distribution in GLM
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