spark-instrumented-optimizer/mllib
Xiangrui Meng 52fe32f6ac [SPARK-9834] [MLLIB] implement weighted least squares via normal equation
The goal of this PR is to have a weighted least squares implementation that takes the normal equation approach, and hence to be able to provide R-like summary statistics and support IRLS (used by GLMs). The tests match R's lm and glmnet.

There are couple TODOs that can be addressed in future PRs:
* consolidate summary statistics aggregators
* move `dspr` to `BLAS`
* etc

It would be nice to have this merged first because it blocks couple other features.

dbtsai

Author: Xiangrui Meng <meng@databricks.com>

Closes #8588 from mengxr/SPARK-9834.
2015-09-08 20:51:20 -07:00
..
src [SPARK-9834] [MLLIB] implement weighted least squares via normal equation 2015-09-08 20:51:20 -07:00
pom.xml [SPARK-8683] [BUILD] Depend on mockito-core instead of mockito-all 2015-06-27 23:27:52 -07:00