{"action":"created","comment":{"url":"https://api.github.com/repos/apache/spark/pulls/comments/52611593","id":52611593,"diff_hunk":"@@ -0,0 +1,472 @@\n+/*\n+ * Licensed to the Apache Software Foundation (ASF) under one or more\n+ * contributor license agreements.  See the NOTICE file distributed with\n+ * this work for additional information regarding copyright ownership.\n+ * The ASF licenses this file to You under the Apache License, Version 2.0\n+ * (the \"License\"); you may not use this file except in compliance with\n+ * the License.  You may obtain a copy of the License at\n+ *\n+ *    http://www.apache.org/licenses/LICENSE-2.0\n+ *\n+ * Unless required by applicable law or agreed to in writing, software\n+ * distributed under the License is distributed on an \"AS IS\" BASIS,\n+ * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.\n+ * See the License for the specific language governing permissions and\n+ * limitations under the License.\n+ */\n+\n+package org.apache.spark.ml.regression\n+\n+import breeze.stats.distributions.{Gaussian => GD}\n+\n+import org.apache.spark.Logging\n+import org.apache.spark.annotation.{Experimental, Since}\n+import org.apache.spark.ml.PredictorParams\n+import org.apache.spark.ml.feature.Instance\n+import org.apache.spark.ml.optim._\n+import org.apache.spark.ml.param._\n+import org.apache.spark.ml.param.shared._\n+import org.apache.spark.ml.util.Identifiable\n+import org.apache.spark.mllib.linalg.{BLAS, Vector}\n+import org.apache.spark.rdd.RDD\n+import org.apache.spark.sql.{DataFrame, Row}\n+import org.apache.spark.sql.functions._\n+\n+/**\n+ * Params for Generalized Linear Regression.\n+ */\n+private[regression] trait GeneralizedLinearRegressionParams extends PredictorParams\n+  with HasFitIntercept with HasMaxIter with HasTol with HasRegParam with HasWeightCol\n+  with HasSolver with Logging {\n+\n+  /**\n+   * Param for the name of family which is a description of the error distribution\n+   * to be used in the model.\n+   * Supported options: \"gaussian\", \"binomial\", \"poisson\" and \"gamma\".\n+   * @group param\n+   */\n+  @Since(\"2.0.0\")\n+  final val family: Param[String] = new Param(this, \"family\",\n+    \"the name of family which is a description of the error distribution to be used in the model\",\n+    ParamValidators.inArray[String](GeneralizedLinearRegression.supportedFamilies.toArray))\n+\n+  /** @group getParam */\n+  @Since(\"2.0.0\")\n+  def getFamily: String = $(family)\n+\n+  /**\n+   * Param for the name of the model link function.\n+   * Supported options: \"identity\", \"log\", \"inverse\", \"logit\", \"probit\", \"cloglog\" and \"sqrt\".\n+   * @group param\n+   */\n+  @Since(\"2.0.0\")\n+  final val link: Param[String] = new Param(this, \"link\", \"the name of the model link function\",\n+    ParamValidators.inArray[String](GeneralizedLinearRegression.supportedLinks.toArray))\n+\n+  /** @group getParam */\n+  @Since(\"2.0.0\")\n+  def getLink: String = $(link)\n+\n+  @Since(\"2.0.0\")\n+  override def validateParams(): Unit = {\n+    require(GeneralizedLinearRegression.supportedFamilyLinkPairs.contains($(family) -> $(link)),","path":"mllib/src/main/scala/org/apache/spark/ml/regression/GeneralizedLinearRegression.scala","position":null,"original_position":72,"commit_id":"97c3f6a2b94d6705606dd020f61c5c604b562b4c","original_commit_id":"3082686d61a851c240f16a9cd7aafc97fa6e3296","user":{"login":"yanboliang","id":1962026,"avatar_url":"https://avatars.githubusercontent.com/u/1962026?v=3","gravatar_id":"","url":"https://api.github.com/users/yanboliang","html_url":"https://github.com/yanboliang","followers_url":"https://api.github.com/users/yanboliang/followers","following_url":"https://api.github.com/users/yanboliang/following{/other_user}","gists_url":"https://api.github.com/users/yanboliang/gists{/gist_id}","starred_url":"https://api.github.com/users/yanboliang/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/yanboliang/subscriptions","organizations_url":"https://api.github.com/users/yanboliang/orgs","repos_url":"https://api.github.com/users/yanboliang/repos","events_url":"https://api.github.com/users/yanboliang/events{/privacy}","received_events_url":"https://api.github.com/users/yanboliang/received_events","type":"User","site_admin":false},"body":"Good point! But we can not check ```isSet(link)``` in the setter for family, because users may set family before set link and it will produce mistake. We can check ```isSet(link)``` at the start of train.","created_at":"2016-02-11T14:58:53Z","updated_at":"2016-02-11T14:58:53Z","html_url":"https://github.com/apache/spark/pull/11136#discussion_r52611593","pull_request_url":"https://api.github.com/repos/apache/spark/pulls/11136","_links":{"self":{"href":"https://api.github.com/repos/apache/spark/pulls/comments/52611593"},"html":{"href":"https://github.com/apache/spark/pull/11136#discussion_r52611593"},"pull_request":{"href":"https://api.github.com/repos/apache/spark/pulls/11136"}}},"pull_request":{"url":"https://api.github.com/repos/apache/spark/pulls/11136","id":58764607,"html_url":"https://github.com/apache/spark/pull/11136","diff_url":"https://github.com/apache/spark/pull/11136.diff","patch_url":"https://github.com/apache/spark/pull/11136.patch","issue_url":"https://api.github.com/repos/apache/spark/issues/11136","number":11136,"state":"open","locked":false,"title":"[SPARK-12811] [ML] Estimator for Generalized Linear Models(GLMs)","user":{"login":"yanboliang","id":1962026,"avatar_url":"https://avatars.githubusercontent.com/u/1962026?v=3","gravatar_id":"","url":"https://api.github.com/users/yanboliang","html_url":"https://github.com/yanboliang","followers_url":"https://api.github.com/users/yanboliang/followers","following_url":"https://api.github.com/users/yanboliang/following{/other_user}","gists_url":"https://api.github.com/users/yanboliang/gists{/gist_id}","starred_url":"https://api.github.com/users/yanboliang/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/yanboliang/subscriptions","organizations_url":"https://api.github.com/users/yanboliang/orgs","repos_url":"https://api.github.com/users/yanboliang/repos","events_url":"https://api.github.com/users/yanboliang/events{/privacy}","received_events_url":"https://api.github.com/users/yanboliang/received_events","type":"User","site_admin":false},"body":"Estimator for Generalized Linear Models(GLMs) which will be solved by IRLS.\r\n\r\nTodo:\r\nArithmetic overflow of Link function should be resolved. For example, computing ```math.exp(x)``` will lead to arithmetic overflow when ```x > 709.78```, and ```math.log(1.0 - x)``` will produce ```-Infinity``` when ```x == 1.0```. I'm working to find an efficient way to guarantee that the endogenous variable does not contain invalid values.\r\n\r\ncc @mengxr ","created_at":"2016-02-09T15:42:47Z","updated_at":"2016-02-11T14:58:53Z","closed_at":null,"merged_at":null,"merge_commit_sha":"44cc81ef5a8dd0cea36dcbc8b646f4762ef505bd","assignee":null,"milestone":null,"commits_url":"https://api.github.com/repos/apache/spark/pulls/11136/commits","review_comments_url":"https://api.github.com/repos/apache/spark/pulls/11136/comments","review_comment_url":"https://api.github.com/repos/apache/spark/pulls/comments{/number}","comments_url":"https://api.github.com/repos/apache/spark/issues/11136/comments","statuses_url":"https://api.github.com/repos/apache/spark/statuses/97c3f6a2b94d6705606dd020f61c5c604b562b4c","head":{"label":"yanboliang:spark-12811","ref":"spark-12811","sha":"97c3f6a2b94d6705606dd020f61c5c604b562b4c","user":{"login":"yanboliang","id":1962026,"avatar_url":"https://avatars.githubusercontent.com/u/1962026?v=3","gravatar_id":"","url":"https://api.github.com/users/yanboliang","html_url":"https://github.com/yanboliang","followers_url":"https://api.github.com/users/yanboliang/followers","following_url":"https://api.github.com/users/yanboliang/following{/other_user}","gists_url":"https://api.github.com/users/yanboliang/gists{/gist_id}","starred_url":"https://api.github.com/users/yanboliang/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/yanboliang/subscriptions","organizations_url":"https://api.github.com/users/yanboliang/orgs","repos_url":"https://api.github.com/users/yanboliang/repos","events_url":"https://api.github.com/users/yanboliang/events{/privacy}","received_events_url":"https://api.github.com/users/yanboliang/received_events","type":"User","site_admin":false},"repo":{"id":21890948,"name":"spark","full_name":"yanboliang/spark","owner":{"login":"yanboliang","id":1962026,"avatar_url":"https://avatars.githubusercontent.com/u/1962026?v=3","gravatar_id":"","url":"https://api.github.com/users/yanboliang","html_url":"https://github.com/yanboliang","followers_url":"https://api.github.com/users/yanboliang/followers","following_url":"https://api.github.com/users/yanboliang/following{/other_user}","gists_url":"https://api.github.com/users/yanboliang/gists{/gist_id}","starred_url":"https://api.github.com/users/yanboliang/starred{/owner}{/repo}","subscriptions_url":"https://api.github.com/users/yanboliang/subscriptions","organizations_url":"https://api.github.com/users/yanboliang/orgs","repos_url":"https://api.github.com/users/yanboliang/repos","events_url":"https://api.github.com/users/yanboliang/events{/privacy}","received_events_url":"https://api.github.com/users/yanboliang/received_events","type":"User","site_admin":false},"private":false,"html_url":"https://github.com/yanboliang/spark","description":"Mirror 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