GLM fix: fixed issue with constant offset column (was incorrectly bei…

…ng ignored) and added test for it.

smalldata/glm_test/abcd.csv

@@ -0,0 +1,5 @@
+A B C D E
+1 0 0 0 1
+0 1 0 0 1
+0 0 1 0 1
+1 1 0 1 1

src/main/java/hex/glm/GLM2.java

@@ -469,22 +469,30 @@ private double computeIntercept(DataInfo dinfo, double ymu, Vec offset, Vec resp
           //pass
       }
       toEnum = family == Family.binomial && (!response.isEnum() && (response.min() < 0 || response.max() > 1));
+      String offsetName = "";
+      int offsetId = -1;
+      if(offset != null) {
+        offsetId = source2.find(offset);
+        offsetName = source2.names()[offsetId];
+        source2.remove(offsetId);
+      }
+
       Frame fr = DataInfo.prepareFrame(source2, response, ignored_cols, toEnum, true, true);
       if(offset != null){ // now put the offset just before response
-        int id = fr.find(offset);
-        String offsetName = fr.names()[id];
         String responseName = fr.names()[fr.numCols()-1];
         Vec responseVec = fr.remove(fr.numCols()-1);
-        fr.add(offsetName, fr.remove(id));
+        fr.add(offsetName, offset);
         fr.add(responseName,responseVec);
       }
       TransformType dt = TransformType.NONE;
       if (standardize)
         dt = intercept ? TransformType.STANDARDIZE : TransformType.DESCALE;
       _srcDinfo = new DataInfo(fr, 1, intercept, use_all_factor_levels || lambda_search, dt, DataInfo.TransformType.NONE);
       if(offset != null && dt != TransformType.NONE) { // do not standardize offset
-        _srcDinfo._normMul[_srcDinfo._normMul.length-1] = 1;
-        _srcDinfo._normSub[_srcDinfo._normSub.length-1] = 0;
+        if(_srcDinfo._normMul != null)
+          _srcDinfo._normMul[_srcDinfo._normMul.length-1] = 1;
+        if(_srcDinfo._normSub != null)
+          _srcDinfo._normSub[_srcDinfo._normSub.length-1] = 0;
       }
       if (!intercept && _srcDinfo._cats > 0)
         throw new IllegalArgumentException("Models with no intercept are only supported with all-numeric predictors.");
@@ -563,6 +571,7 @@ else if(_bgs != null)
             _lbs[i] = 0;
       }
     } catch(RuntimeException e) {
+      e.printStackTrace();
       cleanup();
       throw e;
     }

src/main/java/hex/glm/GLMValidation.java

@@ -111,6 +111,7 @@ public void add(GLMValidation v){
     else for(int i = 0; i < _cms.length; ++i)_cms[i].add(v._cms[i]);
   }
   public final double residualDeviance(){return residual_deviance;}
+  public final double nullDeviance(){return null_deviance;}
   public final long resDOF(){return nobs - _rank -1;}
   public double auc(){return auc;}
   public double aic(){return aic;}

src/test/java/hex/GLMTest2.java

@@ -192,6 +192,13 @@ final static public void testHTML(GLMModel m) {
       assertEquals(2015, model.null_validation.residualDeviance(),1e-1);
       assertEquals(1516, val.residualDeviance(),1e-1);
       assertEquals(1532, val.aic(),1e-1);
+      // test constant offset (had issues with constant-column filtering)
+      fr = getFrameForFile(parsed, "smalldata/glm_test/abcd.csv", new String[0], "D");
+      new GLM2("GLM testing constant offset on a toy dataset.",Key.make(),modelKey,new GLM2.Source(fr,fr.vec("D"),false,false,fr.vec("E")),Family.gaussian).setRegularization(new double []{0},new double[]{0}).doInit().fork().get();
+      // just test it does not blow up and the model is sane
+      model = DKV.get(modelKey).get();
+      assertEquals(model.coefficients().get("E"),1,0); // should be exactly 1
+      assertTrue(model.validation().residualDeviance() <= model.validation().nullDeviance());
     } finally {
       fr.delete();
       if(model != null)model.delete();
@@ -390,7 +397,6 @@ final static public void testHTML(GLMModel m) {
     fr = DKV.get(k).get();
     fr.remove("ID");
     Key betaConsKey = Key.make("beta_constraints");
-
     //String[] cfs1 = new String[]{"RACE", "AGE", "DPROS", "DCAPS", "PSA", "VOL", "GLEASON","Intercept"};
     //double[] vals = new double[]{0, 0, 0.54788332,0.53816534, 0.02380097, 0, 0.98115670,-8.945984};
     // [AGE, RACE, DPROS, DCAPS, PSA, VOL, GLEASON, Intercept]