sparklyr::ml_linear_regression() uses regularized least squares to fit
models with numeric outcomes.
Details
For this engine, there is a single mode: regression
Tuning Parameters
This model has 2 tuning parameters:
penalty: Amount of Regularization (type: double, default: 0.0)mixture: Proportion of Lasso Penalty (type: double, default: 0.0)
For penalty, the amount of regularization includes both the L1 penalty
(i.e., lasso) and the L2 penalty (i.e., ridge or weight decay). As for
mixture:
mixture = 1specifies a pure lasso model,mixture = 0specifies a ridge regression model, and0 < mixture < 1specifies an elastic net model, interpolating lasso and ridge.
Translation from parsnip to the original package
linear_reg(penalty = double(1), mixture = double(1)) %>%
set_engine("spark") %>%
translate()## Linear Regression Model Specification (regression)
##
## Main Arguments:
## penalty = double(1)
## mixture = double(1)
##
## Computational engine: spark
##
## Model fit template:
## sparklyr::ml_linear_regression(x = missing_arg(), formula = missing_arg(),
## weights = missing_arg(), reg_param = double(1), elastic_net_param = double(1))Preprocessing requirements
Factor/categorical predictors need to be converted to numeric values
(e.g., dummy or indicator variables) for this engine. When using the
formula method via fit(), parsnip will
convert factor columns to indicators.
Predictors should have the same scale. One way to achieve this is to center and scale each so that each predictor has mean zero and a variance of one.
By default, ml_linear_regression() uses the argument
standardization = TRUE to center and scale the data.
Case weights
This model can utilize case weights during model fitting. To use them,
see the documentation in case_weights and the examples
on tidymodels.org.
The fit() and fit_xy() arguments have arguments called
case_weights that expect vectors of case weights.
Note that, for spark engines, the case_weight argument value should be
a character string to specify the column with the numeric case weights.
Other details
For models created using the "spark" engine, there are several things
to consider.
Only the formula interface to via
fit()is available; usingfit_xy()will generate an error.The predictions will always be in a Spark table format. The names will be the same as documented but without the dots.
There is no equivalent to factor columns in Spark tables so class predictions are returned as character columns.
To retain the model object for a new R session (via
save()), themodel$fitelement of the parsnip object should be serialized viaml_save(object$fit)and separately saved to disk. In a new session, the object can be reloaded and reattached to the parsnip object.