Generalized Linear Models in Spark MLlib and SparkR

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Generalized linear models (GLMs) unify various statistical models such as linear regression and logistic regression through the specification of a model family and link function. They are widely used in modeling, inference, and prediction with applications in numerous fields. In this talk, we will summarize recent community efforts in supporting GLMs in Spark MLlib and SparkR. We will review supported model families, link functions, and regularization types, as well as their use cases, e.g., logistic regression for classification and log-linear model for survival analysis. Then we discuss the choices of solvers and their pros and cons given training datasets of different sizes, and implementation details in order to match R’s model output and summary statistics. We will also demonstrate the APIs in MLlib and SparkR, including R model formula support, which make building linear models a simple task in Spark. This is a joint work with Eric Liang, Yanbo Liang, and some other Spark contributors.

Additional Reading:

  • Generalized Linear Models in SparkR and R Formula Support in MLlib

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  • About Xiangrui Meng

    Xiangrui Meng is an Apache Spark PMC member and a software engineer at Databricks. His main interests center around developing and implementing scalable algorithms for scientific applications. He has been actively involved in the development and maintenance of Spark MLlib since he joined Databricks. Before Databricks, he worked as an applied research engineer at LinkedIn, where he was the main developer of an offline machine learning framework in Hadoop MapReduce. His Ph.D. work at Stanford is on randomized algorithms for large-scale linear regression problems.