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GH-8487: implement HGLM gaussian

Open wendycwong opened this issue 1 year ago • 0 comments

This PR fixes this issue: https://github.com/h2oai/h2o-3/issues/8487

I have separated HGLM from GLM as its own toolbox. The only family that is supported now is Gaussian. I still need to do the following:

  1. client tests (java, python/R) to make sure model metrics are passed;
  2. client tests to make sure model summary, scoring history and coefficient tables are passed;
  3. check and make sure we use the correct formula to estimate the residual noise variance, refer to the doc.
  4. check and make sure we choose one of the likelihood methods. I implemented two. Refer to the doc. HGLM_H2O_Implementation.pdf

wendycwong avatar Sep 30 '24 22:09 wendycwong