spark-issues mailing list archives

Site index · List index
Message view « Date » · « Thread »
Top « Date » · « Thread »
From "Patrick Wendell (JIRA)" <j...@apache.org>
Subject [jira] [Commented] (SPARK-3181) Add Robust Regression Algorithm with Huber Estimator
Date Thu, 04 Sep 2014 00:11:51 GMT

    [ https://issues.apache.org/jira/browse/SPARK-3181?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=14120735#comment-14120735
] 

Patrick Wendell commented on SPARK-3181:
----------------------------------------

Hey [~fjiang6] please don't set the fix version on an issue until it is actually merged. Also,
in general this field set by the committers and not contributors.

> Add Robust Regression Algorithm with Huber Estimator
> ----------------------------------------------------
>
>                 Key: SPARK-3181
>                 URL: https://issues.apache.org/jira/browse/SPARK-3181
>             Project: Spark
>          Issue Type: New Feature
>          Components: MLlib
>    Affects Versions: 1.0.2
>            Reporter: Fan Jiang
>            Priority: Critical
>              Labels: features
>   Original Estimate: 0h
>  Remaining Estimate: 0h
>
> Linear least square estimates assume the error has normal distribution and can behave
badly when the errors are heavy-tailed. In practical we get various types of data. We need
to include Robust Regression  to employ a fitting criterion that is not as vulnerable as least
square.
> In 1973, Huber introduced M-estimation for regression which stands for "maximum likelihood
type". The method is resistant to outliers in the response variable and has been widely used.
> The new feature for MLlib will contain 3 new files
> /main/scala/org/apache/spark/mllib/regression/RobustRegression.scala
> /test/scala/org/apache/spark/mllib/regression/RobustRegressionSuite.scala
> /main/scala/org/apache/spark/examples/mllib/HuberRobustRegression.scala
> and one new class HuberRobustGradient in 
> /main/scala/org/apache/spark/mllib/optimization/Gradient.scala



--
This message was sent by Atlassian JIRA
(v6.3.4#6332)

---------------------------------------------------------------------
To unsubscribe, e-mail: issues-unsubscribe@spark.apache.org
For additional commands, e-mail: issues-help@spark.apache.org


Mime
View raw message