[SPARK-16710][SPARKR][ML] spark.glm should support weightCol

## What changes were proposed in this pull request?
Training GLMs on weighted dataset is very important use cases, but it is not supported by SparkR currently. Users can pass argument ```weights``` to specify the weights vector in native R. For ```spark.glm```, we can pass in the ```weightCol``` which is consistent with MLlib.

## How was this patch tested?
Unit test.

Author: Yanbo Liang <ybliang8@gmail.com>

Closes #14346 from yanboliang/spark-16710.

1 files changed, 22 insertions, 0 deletions

diff --git a/R/pkg/inst/tests/testthat/test_mllib.R b/R/pkg/inst/tests/testthat/test_mllib.R
index ab390a86d1..bc18224680 100644
--- a/R/pkg/inst/tests/testthat/test_mllib.R
+++ b/R/pkg/inst/tests/testthat/test_mllib.R
@@ -118,6 +118,28 @@ test_that("spark.glm summary", {
   expect_equal(stats$df.residual, rStats$df.residual)
   expect_equal(stats$aic, rStats$aic)
 
+  # Test spark.glm works with weighted dataset
+  a1 <- c(0, 1, 2, 3)
+  a2 <- c(5, 2, 1, 3)
+  w <- c(1, 2, 3, 4)
+  b <- c(1, 0, 1, 0)
+  data <- as.data.frame(cbind(a1, a2, w, b))
+  df <- suppressWarnings(createDataFrame(data))
+
+  stats <- summary(spark.glm(df, b ~ a1 + a2, family = "binomial", weightCol = "w"))
+  rStats <- summary(glm(b ~ a1 + a2, family = "binomial", data = data, weights = w))
+
+  coefs <- unlist(stats$coefficients)
+  rCoefs <- unlist(rStats$coefficients)
+  expect_true(all(abs(rCoefs - coefs) < 1e-3))
+  expect_true(all(rownames(stats$coefficients) == c("(Intercept)", "a1", "a2")))
+  expect_equal(stats$dispersion, rStats$dispersion)
+  expect_equal(stats$null.deviance, rStats$null.deviance)
+  expect_equal(stats$deviance, rStats$deviance)
+  expect_equal(stats$df.null, rStats$df.null)
+  expect_equal(stats$df.residual, rStats$df.residual)
+  expect_equal(stats$aic, rStats$aic)
+
   # Test summary works on base GLM models
   baseModel <- stats::glm(Sepal.Width ~ Sepal.Length + Species, data = iris)
   baseSummary <- summary(baseModel)