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[MLLIB] SPARK-2303: Poisson regression model for count data #1243

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[MLLIB] SPARK-2303: Poisson regression model for count data #1243

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BaiGang
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@BaiGang BaiGang commented Jun 27, 2014

This pull request includes the implementations of Poisson regression in mllib.regression for modeling count data. In detail, it includes:

  1. The gradient of the negative log-likelihood of Poisson regression model.
  2. The implementations of PoissonRegressionModel, the generalized linear algorithm classes which use L-BFGS and SGD for parameter estimation respectively, and the companion objects with ``train'' interfaces.
  3. The test suites
    • the gradient/loss computation
    • the regression method using LBFGS optimization on generated data set
    • the regression method using LBFGS optimization on real-world data set
    • the regression method using SGD optimization on generated data set
    • the regression method using SGD optimization on real-world data set
  4. a Poisson regression data generator in mllib/util for generating the test data.

JIRA: https://issues.apache.org/jira/browse/SPARK-2303

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Refer to this link for build results: https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/16201/

…cludes 1)the gradient of the negative log-likelihood, 2)the implementation of PoissonRegressionModel, the generalized linear algorithm class which uses L-BFGS and SGD for parameter estimation respectively, 3) the test suites for the gradient/loss computation, the regression method on generated and real-world data set, and 4) a Poisson regression data generator in mllib/util for producing the test data.
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BaiGang commented Jun 27, 2014

Fixed scalastyle.

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Merged build finished. All automated tests passed.

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All automated tests passed.
Refer to this link for build results: https://amplab.cs.berkeley.edu/jenkins/job/SparkPullRequestBuilder/16202/

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BaiGang commented Jul 8, 2014

The implementations are merged into PR #1237, which is a combined effort for Poisson and Gamma regression. So I will close this.

@BaiGang BaiGang closed this Jul 8, 2014
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