LinearRegressionSummary#

class pyspark.ml.regression.LinearRegressionSummary(java_obj=None)[source]#

Linear regression results evaluated on a dataset.

Added in version 2.0.0.

Attributes

`coefficientStandardErrors`	Standard error of estimated coefficients and intercept.
`degreesOfFreedom`	Degrees of freedom.
`devianceResiduals`	The weighted residuals, the usual residuals rescaled by the square root of the instance weights.
`explainedVariance`	Returns the explained variance regression score.
`featuresCol`	Field in "predictions" which gives the features of each instance as a vector.
`labelCol`	Field in "predictions" which gives the true label of each instance.
`meanAbsoluteError`	Returns the mean absolute error, which is a risk function corresponding to the expected value of the absolute error loss or l1-norm loss.
`meanSquaredError`	Returns the mean squared error, which is a risk function corresponding to the expected value of the squared error loss or quadratic loss.
`numInstances`	Number of instances in DataFrame predictions
`pValues`	Two-sided p-value of estimated coefficients and intercept.
`predictionCol`	Field in "predictions" which gives the predicted value of the label at each instance.
`predictions`	Dataframe outputted by the model's transform method.
`r2`	Returns R^2, the coefficient of determination.
`r2adj`	Returns Adjusted R^2, the adjusted coefficient of determination.
`residuals`	Residuals (label - predicted value)
`rootMeanSquaredError`	Returns the root mean squared error, which is defined as the square root of the mean squared error.
`tValues`	T-statistic of estimated coefficients and intercept.

Attributes Documentation

coefficientStandardErrors#

Standard error of estimated coefficients and intercept. This value is only available when using the “normal” solver.

If LinearRegression.fitIntercept is set to True, then the last element returned corresponds to the intercept.

Added in version 2.0.0.

See also

LinearRegression.solver

degreesOfFreedom#: Degrees of freedom.

Added in version 2.2.0.

devianceResiduals#: The weighted residuals, the usual residuals rescaled by the square root of the instance weights.

Added in version 2.0.0.

explainedVariance#

Returns the explained variance regression score. explainedVariance = \(1 - \frac{variance(y - \hat{y})}{variance(y)}\)

Notes

This ignores instance weights (setting all to 1.0) from LinearRegression.weightCol. This will change in later Spark versions.

For additional information see Explained variation on Wikipedia

Added in version 2.0.0.

featuresCol#: Field in “predictions” which gives the features of each instance as a vector.

Added in version 2.0.0.

labelCol#: Field in “predictions” which gives the true label of each instance.

Added in version 2.0.0.

meanAbsoluteError#

Returns the mean absolute error, which is a risk function corresponding to the expected value of the absolute error loss or l1-norm loss.

Notes

This ignores instance weights (setting all to 1.0) from LinearRegression.weightCol. This will change in later Spark versions.

Added in version 2.0.0.

meanSquaredError#

Returns the mean squared error, which is a risk function corresponding to the expected value of the squared error loss or quadratic loss.

Notes

This ignores instance weights (setting all to 1.0) from LinearRegression.weightCol. This will change in later Spark versions.

Added in version 2.0.0.

numInstances#: Number of instances in DataFrame predictions

Added in version 2.0.0.

pValues#

Two-sided p-value of estimated coefficients and intercept. This value is only available when using the “normal” solver.

If LinearRegression.fitIntercept is set to True, then the last element returned corresponds to the intercept.

Added in version 2.0.0.

See also

LinearRegression.solver

predictionCol#: Field in “predictions” which gives the predicted value of the label at each instance.

Added in version 2.0.0.

predictions#: Dataframe outputted by the model’s transform method.

Added in version 2.0.0.

r2#

Returns R^2, the coefficient of determination.

Notes

This ignores instance weights (setting all to 1.0) from LinearRegression.weightCol. This will change in later Spark versions.

See also Wikipedia coefficient of determination

Added in version 2.0.0.

r2adj#

Returns Adjusted R^2, the adjusted coefficient of determination.

Notes

This ignores instance weights (setting all to 1.0) from LinearRegression.weightCol. This will change in later Spark versions.

Wikipedia coefficient of determination, Adjusted R^2

Added in version 2.4.0.

residuals#: Residuals (label - predicted value)

Added in version 2.0.0.

rootMeanSquaredError#

Returns the root mean squared error, which is defined as the square root of the mean squared error.

Notes

This ignores instance weights (setting all to 1.0) from LinearRegression.weightCol. This will change in later Spark versions.

Added in version 2.0.0.

tValues#

T-statistic of estimated coefficients and intercept. This value is only available when using the “normal” solver.

If LinearRegression.fitIntercept is set to True, then the last element returned corresponds to the intercept.

Added in version 2.0.0.

See also

LinearRegression.solver