Add BIC to GLM/GAM - Githubissues

h2oai / h2o-3

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Add BIC to GLM/GAM #6614

Open exalate-issue-sync[bot] opened 1 year ago

exalate-issue-sync[bot] commented 1 year ago

Verify and extract the 2*log_likelihood calculation from [computeAIC|https://github.com/h2oai/h2o-3/blob/687e42a9840f9320a48ab684036d3247d21f7ea5/h2o-algos/src/main/java/hex/glm/GLMMetricBuilder.java#L185-L210] and use it for BIC calculation. Do not use [likelihood() method|https://github.com/h2oai/h2o-3/blob/9aeea9f0a66188fabb6ba17bf972e5f5abbe4f36/h2o-algos/src/main/java/hex/glm/GLMModel.java#L600-L608] which contains only parts of the likelihood that are relevant for optimization (i.e. terms that are constant with respect to a change in $\beta$ are removed).

exalate-issue-sync[bot] commented 1 year ago

Wendy Wong commented: Use the formula from TomasF

!image-20220825-171506.png|width=852,height=65!

h2o-ops commented 1 year ago

JIRA Issue Details

Jira Issue: PUBDEV-8812 Assignee: Yuliia Syzon Reporter: Wendy Wong State: Open Fix Version: N/A Attachments: Available (Count: 1) Development PRs: N/A

h2o-ops commented 1 year ago

Attachments From Jira

Attachment Name: image-20220825-171506.png Attached By: Wendy Wong File Link:https://h2o-3-jira-github-migration.s3.amazonaws.com/PUBDEV-8812/image-20220825-171506.png