df78a934a0
Implement ```IterativelyReweightedLeastSquares``` solver for GLM. I consider it as a solver rather than estimator, it only used internal so I keep it ```private[ml]```. There are two limitations in the current implementation compared with R: * It can not support ```Tuple``` as response for ```Binomial``` family, such as the following code: ``` glm( cbind(using, notUsing) ~ age + education + wantsMore , family = binomial) ``` * It does not support ```offset```. Because I considered that ```RFormula``` did not support ```Tuple``` as label and ```offset``` keyword, so I simplified the implementation. But to add support for these two functions is not very hard, I can do it in follow-up PR if it is necessary. Meanwhile, we can also add R-like statistic summary for IRLS. The implementation refers R, [statsmodels](https://github.com/statsmodels/statsmodels) and [sparkGLM](https://github.com/AlteryxLabs/sparkGLM). Please focus on the main structure and overpass minor issues/docs that I will update later. Any comments and opinions will be appreciated. cc mengxr jkbradley Author: Yanbo Liang <ybliang8@gmail.com> Closes #10639 from yanboliang/spark-9835. |
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