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Theodore Vasiloudis commented on FLINK-2013:
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I've started working on this, based off Till's branch for chainable Estimators and Predictors.
You can take a look [here|https://github.com/thvasilo/flink/tree/glm]. The GLM code is in the experimental package.
> Create generalized linear model framework
> -----------------------------------------
>
> Key: FLINK-2013
> URL: https://issues.apache.org/jira/browse/FLINK-2013
> Project: Flink
> Issue Type: New Feature
> Components: Machine Learning Library
> Reporter: Theodore Vasiloudis
> Assignee: Theodore Vasiloudis
> Labels: ML
>
> [Generalized linear models|http://en.wikipedia.org/wiki/Generalized_linear_model] (GLMs) provide an abstraction for many learning models that can be used for regression and classification tasks.
> Some example GLMs are linear regression, logistic regression, LASSO and ridge regression.
> The goal for this JIRA is to provide interfaces for the set of common properties and functions these models share.
> In order to achieve that, a design pattern similar to the one that [sklearn|http://scikit-learn.org/stable/modules/linear_model.html] and [MLlib|http://spark.apache.org/docs/1.3.0/mllib-linear-methods.html] employ will be used.
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