Spark ML -- Linear Regression

Usage

ml_linear_regression(x, response, features, intercept = TRUE, alpha = 0, lambda = 0, iter.max = 100L, ml.options = ml_options(), ...)

Arguments

x
An object coercable to a Spark DataFrame (typically, a tbl_spark).
response
The name of the response vector (as a length-one character vector), or a formula, giving a symbolic description of the model to be fitted. When response is a formula, it is used in preference to other parameters to set the response, features, and intercept parameters (if available). Currently, only simple linear combinations of existing parameters is supposed; e.g. response ~ feature1 + feature2 + .... The intercept term can be omitted by using - 1 in the model fit.
features
The name of features (terms) to use for the model fit.
intercept
Boolean; should the model be fit with an intercept term?
alpha, lambda
Parameters controlling loss function penalization (for e.g. lasso, elastic net, and ridge regression). See Details for more information.
iter.max
The maximum number of iterations to use.
ml.options
Optional arguments, used to affect the model generated. See ml_options for more details.
...
Optional arguments; currently unused.

Description

Perform linear regression on a Spark DataFrame.

Details

Spark implements for both $L1$ and $L2$ regularization in linear regression models. See the preamble in the Spark Classification and Regression documentation for more details on how the loss function is parameterized.

In particular, with alpha set to 1, the parameterization is equivalent to a lasso model; if alpha is set to 0, the parameterization is equivalent to a ridge regression model.