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| author | Yanbo Liang <ybliang8@gmail.com> | 2015-11-05 09:56:18 -0800 |
|---|---|---|
| committer | Xiangrui Meng <meng@databricks.com> | 2015-11-05 09:56:18 -0800 |
| commit | 9da7ceed81b0afce7deb8f39f3a6d565d401a391 (patch) | |
| tree | e6c70d2cc92cfdfd48ee366ad6230f9b87795230 /mllib/src/test/scala/org | |
| parent | b072ff4d1d05fc212cd7036d1897a032a395f0b3 (diff) | |
| download | spark-9da7ceed81b0afce7deb8f39f3a6d565d401a391.tar.gz spark-9da7ceed81b0afce7deb8f39f3a6d565d401a391.tar.bz2 spark-9da7ceed81b0afce7deb8f39f3a6d565d401a391.zip | |
[SPARK-11473][ML] R-like summary statistics with intercept for OLS via normal equation solver
Follow up [SPARK-9836](https://issues.apache.org/jira/browse/SPARK-9836), we should also support summary statistics for ```intercept```.
Author: Yanbo Liang <ybliang8@gmail.com>
Closes #9485 from yanboliang/spark-11473.
Diffstat (limited to 'mllib/src/test/scala/org')
| -rw-r--r-- | mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala | 16 |
1 files changed, 8 insertions, 8 deletions
diff --git a/mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala b/mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala index fbf83e8922..a1d86fe8fe 100644 --- a/mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala +++ b/mllib/src/test/scala/org/apache/spark/ml/regression/LinearRegressionSuite.scala @@ -621,13 +621,13 @@ class LinearRegressionSuite extends SparkFunSuite with MLlibTestSparkContext { assert(model.summary.objectiveHistory.length == 1) assert(model.summary.objectiveHistory(0) == 0.0) val devianceResidualsR = Array(-0.35566, 0.34504) - val seCoefR = Array(0.0011756, 0.0009032) - val tValsR = Array(3998, 7971) - val pValsR = Array(0, 0) + val seCoefR = Array(0.0011756, 0.0009032, 0.0018489) + val tValsR = Array(3998, 7971, 3407) + val pValsR = Array(0, 0, 0) model.summary.devianceResiduals.zip(devianceResidualsR).foreach { x => - assert(x._1 ~== x._2 absTol 1E-3) } + assert(x._1 ~== x._2 absTol 1E-5) } model.summary.coefficientStandardErrors.zip(seCoefR).foreach{ x => - assert(x._1 ~== x._2 absTol 1E-3) } + assert(x._1 ~== x._2 absTol 1E-5) } model.summary.tValues.map(_.round).zip(tValsR).foreach{ x => assert(x._1 === x._2) } model.summary.pValues.map(_.round).zip(pValsR).foreach{ x => assert(x._1 === x._2) } } @@ -789,9 +789,9 @@ class LinearRegressionSuite extends SparkFunSuite with MLlibTestSparkContext { val coefficientsR = Vectors.dense(Array(6.080, -0.600)) val interceptR = 18.080 val devianceResidualsR = Array(-1.358, 1.920) - val seCoefR = Array(5.556, 1.960) - val tValsR = Array(1.094, -0.306) - val pValsR = Array(0.471, 0.811) + val seCoefR = Array(5.556, 1.960, 9.608) + val tValsR = Array(1.094, -0.306, 1.882) + val pValsR = Array(0.471, 0.811, 0.311) assert(model.coefficients ~== coefficientsR absTol 1E-3) assert(model.intercept ~== interceptR absTol 1E-3) |