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From "Xiangrui Meng (JIRA)" <j...@apache.org>
Subject [jira] [Updated] (SPARK-9834) Normal equation solver for ordinary least squares
Date Thu, 03 Sep 2015 04:39:46 GMT

     [ https://issues.apache.org/jira/browse/SPARK-9834?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
]

Xiangrui Meng updated SPARK-9834:
---------------------------------
    Summary: Normal equation solver for ordinary least squares  (was: Normal equation solver
and summary statistics for ordinary least squares)

> Normal equation solver for ordinary least squares
> -------------------------------------------------
>
>                 Key: SPARK-9834
>                 URL: https://issues.apache.org/jira/browse/SPARK-9834
>             Project: Spark
>          Issue Type: New Feature
>          Components: ML
>            Reporter: Xiangrui Meng
>            Assignee: Xiangrui Meng
>
> Add normal equation solver for ordinary least squares with not many features. The approach
requires one pass to collect AtA and Atb, then solve the problem on driver. It works well
when the problem is not very ill-conditioned and not having many columns. It also provides
R-like summary statistics.
> We can hide this implementation under LinearRegression. It is triggered when there are
no more than, e.g., 4096 features.



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