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GH-16583: Access GLM Variance-Covariance Matrix with vcov #16586

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@manh4wk manh4wk commented Mar 6, 2025

Made the variance-covariance matrix for GLMs part of the model_output results so they're accessible by Python and R. The matrix is rearranged in h2o-algos/src/main/java/hex/schemas/GLMModelV3.java so that the Intercept is both the first row and the first column, similar to how it's done for the GLM coefficient results in the same area of the code.

This matrix is now accessible with the glm_model_object.vcov() function in Python and with h2o.vcov(glm_model_object) in R.

This change fixes #16583

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manh4wk commented Mar 18, 2025

@tomasfryda Do you know if there's anything else I can do right now to see if this passes all the tests, etc.? I saw you mentioned in another thread the team is pretty busy at the moment.

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@manh4wk I don't think so but I'm no longer active in h2o-3 development so it'd be better to ask @valenad1 or @maurever . Personally, I would like to thank you for taking time and contributing to open-source but I have no idea when or if it will get merged.

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Expose GLM Variance-Covariance Matrix
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