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From Trevor Grant <trevor.d.gr...@gmail.com>
Subject Re: [jira] [Commented] (MAHOUT-1929) Add Generalized Linear Models
Date Sun, 05 Mar 2017 02:12:06 GMT
Nice- in the middle of some other stuff, but on first glance I'd recommend
extending LinearRegressorModel, (instead of RegressorModel) (sames goes for
fitters) you'll get a lot of the calculateStandardError type of stuff for
free.



Trevor Grant
Data Scientist
https://github.com/rawkintrevo
http://stackexchange.com/users/3002022/rawkintrevo
http://trevorgrant.org

*"Fortunate is he, who is able to know the causes of things."  -Virgil*


On Sat, Mar 4, 2017 at 5:11 PM, Saikat Kanjilal (JIRA) <jira@apache.org>
wrote:

>
>     [ https://issues.apache.org/jira/browse/MAHOUT-1929?page=
> com.atlassian.jira.plugin.system.issuetabpanels:comment-
> tabpanel&focusedCommentId=15895934#comment-15895934 ]
>
> Saikat Kanjilal commented on MAHOUT-1929:
> -----------------------------------------
>
> Ok time to get down to business, [~jimjag] and Aditya I've started the
> implementation here:
>
> https://github.com/skanjila/mahout/blob/mahout-1929/math-
> scala/src/main/scala/org/apache/mahout/math/algorithms/
> regression/GlmModel.scala
>
>
> I've brought over the GLM implementation from https://github.com/BIDData/
> BIDMach/blob/master/src/main/scala/BIDMach/models/GLM.scala and I've
> merged that with implementing the methods for the traits RegressorModel and
> RegressorFitter.
>
>
> Next steps:
> 1) Take a look at the methods that I've commented out and come up with a
> way to incorporate them into the object model established by [~rawkintrevo]
> 2) Propose some ideas on the devlist or JIRA or all the different types of
> regression we want to support, to get this off the ground I would propose
> we just stick to linear and logistic regression
> 3) Start stubbing out unit tests and check that into my branch so that we
> can collaborate
>
> [~andrew.musselman][~rawkintrevo] would love some feedback on the general
> approach as well.
> Thanks
>
> > Add Generalized Linear Models
> > -----------------------------
> >
> >                 Key: MAHOUT-1929
> >                 URL: https://issues.apache.org/jira/browse/MAHOUT-1929
> >             Project: Mahout
> >          Issue Type: Wish
> >          Components: Algorithms
> >    Affects Versions: 0.13.1
> >            Reporter: Trevor Grant
> >
> > Implement generalize Linear Models (GLM)
> > https://en.wikipedia.org/wiki/Generalized_linear_model
>
>
>
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