Closed
Description
This was reported by an MLJ user here and after some digging it seems that an issue is to do with how a vector y is passed to GLM's glm method; GLM will crash if y is a view. Here's a reproducing example by @olivierlabayle; note that the use of MLJ is just for the sake of getting the same data, everything else is GLM
julia> using Distributions, GLM, MLJ
julia> X, y = @load_boston;
julia> Xmatrix = MLJ.matrix(X);
julia> typeof(X)
NamedTuple{(:Crim, :Zn, :Indus, :NOx, :Rm, :Age, :Dis, :Rad, :Tax, :PTRatio, :Black, :LStat), NTuple{12, SubArray{Float64, 1, Matrix{Float64}, Tuple{Base.Slice{Base.OneTo{Int64}}, Int64}, true}}}
julia> typeof(y)
SubArray{Float64, 1, Matrix{Float64}, Tuple{Base.Slice{Base.OneTo{Int64}}, Int64}, true}
julia> typeof(Xmatrix)
Matrix{Float64} (alias for Array{Float64, 2})and now this is fine (note the convert)
julia> GLM.glm(Xmatrix, convert(Vector, y), Distributions.Normal(), GLM.IdentityLink())
GeneralizedLinearModel{GLM.GlmResp{Vector{Float64}, Normal{Float64}, IdentityLink}, GLM.DensePredChol{Float64, LinearAlgebra.Cholesky{Float64, Matrix{Float64}}}}:
Coefficients:
──────────────────────────────────────────────────────────────────────
Coef. Std. Error z Pr(>|z|) Lower 95% Upper 95%
──────────────────────────────────────────────────────────────────────
x1 -0.0981569 0.0346913 -2.83 0.0047 -0.166151 -0.0301631
x2 0.0494157 0.0145318 3.40 0.0007 0.020934 0.0778975
x3 0.0166277 0.064685 0.26 0.7971 -0.110153 0.143408
x4 -2.25577 3.38342 -0.67 0.5050 -8.88717 4.37562
x5 5.99805 0.311101 19.28 <1e-82 5.3883 6.60779
x6 -0.00514634 0.0139229 -0.37 0.7117 -0.0324346 0.022142
x7 -0.972546 0.197394 -4.93 <1e-06 -1.35943 -0.585661
x8 0.193115 0.0669889 2.88 0.0039 0.0618192 0.324411
x9 -0.01087 0.00393042 -2.77 0.0057 -0.0185735 -0.00316651
x10 -0.425742 0.110342 -3.86 0.0001 -0.642009 -0.209475
x11 0.015433 0.00271568 5.68 <1e-07 0.0101104 0.0207556
x12 -0.424929 0.051171 -8.30 <1e-15 -0.525222 -0.324635
──────────────────────────────────────────────────────────────────────but this isn't:
julia> GLM.glm(Xmatrix, y, Distributions.Normal(), GLM.IdentityLink())
ERROR: StackOverflowError:
Stacktrace:
[1] GLM.GlmResp(y::SubArray{Float64, 1, Matrix{Float64}, Tuple{Base.Slice{Base.OneTo{Int64}}, Int64}, true}, d::Normal{Float64}, l::IdentityLink, off::Vector{Float64}, wts::Vector{Float64}) (repeats 79984 times)
@ GLM ~/.julia/packages/GLM/5CcRd/src/glmfit.jl:63The culprit is GlmResp that doesn't seem to dispatch properly and loops to infinity.
(bug) pkg> status
Status `~/Desktop/jsbx/bug/Project.toml`
[31c24e10] Distributions v0.25.11
[38e38edf] GLM v1.5.1
[add582a8] MLJ v0.16.7Metadata
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