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  1. Spark
  2. SPARK-9834

Normal equation solver for ordinary least squares

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    • New Feature
    • Status: Resolved
    • Major
    • Resolution: Fixed
    • None
    • 1.6.0
    • ML
    • None

    Description

      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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              mengxr Xiangrui Meng
              mengxr Xiangrui Meng
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                Updated:
                Resolved: