2017-03-28 22:19:16 -04:00
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#
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# Licensed to the Apache Software Foundation (ASF) under one or more
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# contributor license agreements. See the NOTICE file distributed with
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# this work for additional information regarding copyright ownership.
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# The ASF licenses this file to You under the Apache License, Version 2.0
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# (the "License"); you may not use this file except in compliance with
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# the License. You may obtain a copy of the License at
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#
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# http://www.apache.org/licenses/LICENSE-2.0
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#
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# Unless required by applicable law or agreed to in writing, software
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# distributed under the License is distributed on an "AS IS" BASIS,
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# WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
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# See the License for the specific language governing permissions and
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# limitations under the License.
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#
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2018-03-08 06:38:34 -05:00
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import sys
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2017-03-28 22:19:16 -04:00
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from pyspark import since, SparkContext
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from pyspark.ml.common import _java2py, _py2java
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2018-04-17 13:11:08 -04:00
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from pyspark.ml.wrapper import JavaWrapper, _jvm
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from pyspark.sql.column import Column, _to_seq
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from pyspark.sql.functions import lit
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2017-03-28 22:19:16 -04:00
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class ChiSquareTest(object):
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"""
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.. note:: Experimental
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Conduct Pearson's independence test for every feature against the label. For each feature,
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the (feature, label) pairs are converted into a contingency matrix for which the Chi-squared
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statistic is computed. All label and feature values must be categorical.
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The null hypothesis is that the occurrence of the outcomes is statistically independent.
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.. versionadded:: 2.2.0
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"""
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@staticmethod
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@since("2.2.0")
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def test(dataset, featuresCol, labelCol):
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"""
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Perform a Pearson's independence test using dataset.
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2018-04-10 14:18:14 -04:00
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:param dataset:
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DataFrame of categorical labels and categorical features.
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Real-valued features will be treated as categorical for each distinct value.
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:param featuresCol:
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Name of features column in dataset, of type `Vector` (`VectorUDT`).
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:param labelCol:
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Name of label column in dataset, of any numerical type.
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:return:
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DataFrame containing the test result for every feature against the label.
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This DataFrame will contain a single Row with the following fields:
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- `pValues: Vector`
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- `degreesOfFreedom: Array[Int]`
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- `statistics: Vector`
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Each of these fields has one value per feature.
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>>> from pyspark.ml.linalg import Vectors
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>>> from pyspark.ml.stat import ChiSquareTest
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>>> dataset = [[0, Vectors.dense([0, 0, 1])],
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... [0, Vectors.dense([1, 0, 1])],
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... [1, Vectors.dense([2, 1, 1])],
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... [1, Vectors.dense([3, 1, 1])]]
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>>> dataset = spark.createDataFrame(dataset, ["label", "features"])
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>>> chiSqResult = ChiSquareTest.test(dataset, 'features', 'label')
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>>> chiSqResult.select("degreesOfFreedom").collect()[0]
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Row(degreesOfFreedom=[3, 1, 0])
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2017-03-28 22:19:16 -04:00
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"""
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sc = SparkContext._active_spark_context
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javaTestObj = _jvm().org.apache.spark.ml.stat.ChiSquareTest
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args = [_py2java(sc, arg) for arg in (dataset, featuresCol, labelCol)]
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return _java2py(sc, javaTestObj.test(*args))
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2017-04-07 05:00:10 -04:00
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class Correlation(object):
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"""
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.. note:: Experimental
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Compute the correlation matrix for the input dataset of Vectors using the specified method.
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Methods currently supported: `pearson` (default), `spearman`.
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.. note:: For Spearman, a rank correlation, we need to create an RDD[Double] for each column
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and sort it in order to retrieve the ranks and then join the columns back into an RDD[Vector],
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which is fairly costly. Cache the input Dataset before calling corr with `method = 'spearman'`
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to avoid recomputing the common lineage.
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.. versionadded:: 2.2.0
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"""
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@staticmethod
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@since("2.2.0")
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def corr(dataset, column, method="pearson"):
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"""
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Compute the correlation matrix with specified method using dataset.
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:param dataset:
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A Dataset or a DataFrame.
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:param column:
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The name of the column of vectors for which the correlation coefficient needs
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to be computed. This must be a column of the dataset, and it must contain
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Vector objects.
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:param method:
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String specifying the method to use for computing correlation.
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Supported: `pearson` (default), `spearman`.
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:return:
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A DataFrame that contains the correlation matrix of the column of vectors. This
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DataFrame contains a single row and a single column of name
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'$METHODNAME($COLUMN)'.
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>>> from pyspark.ml.linalg import Vectors
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>>> from pyspark.ml.stat import Correlation
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>>> dataset = [[Vectors.dense([1, 0, 0, -2])],
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... [Vectors.dense([4, 5, 0, 3])],
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... [Vectors.dense([6, 7, 0, 8])],
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... [Vectors.dense([9, 0, 0, 1])]]
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>>> dataset = spark.createDataFrame(dataset, ['features'])
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>>> pearsonCorr = Correlation.corr(dataset, 'features', 'pearson').collect()[0][0]
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>>> print(str(pearsonCorr).replace('nan', 'NaN'))
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DenseMatrix([[ 1. , 0.0556..., NaN, 0.4004...],
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[ 0.0556..., 1. , NaN, 0.9135...],
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[ NaN, NaN, 1. , NaN],
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[ 0.4004..., 0.9135..., NaN, 1. ]])
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>>> spearmanCorr = Correlation.corr(dataset, 'features', method='spearman').collect()[0][0]
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>>> print(str(spearmanCorr).replace('nan', 'NaN'))
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DenseMatrix([[ 1. , 0.1054..., NaN, 0.4 ],
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[ 0.1054..., 1. , NaN, 0.9486... ],
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[ NaN, NaN, 1. , NaN],
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[ 0.4 , 0.9486... , NaN, 1. ]])
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2017-04-07 05:00:10 -04:00
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"""
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sc = SparkContext._active_spark_context
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javaCorrObj = _jvm().org.apache.spark.ml.stat.Correlation
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args = [_py2java(sc, arg) for arg in (dataset, column, method)]
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return _java2py(sc, javaCorrObj.corr(*args))
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2018-04-10 14:18:14 -04:00
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class KolmogorovSmirnovTest(object):
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"""
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.. note:: Experimental
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Conduct the two-sided Kolmogorov Smirnov (KS) test for data sampled from a continuous
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distribution.
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By comparing the largest difference between the empirical cumulative
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distribution of the sample data and the theoretical distribution we can provide a test for the
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the null hypothesis that the sample data comes from that theoretical distribution.
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.. versionadded:: 2.4.0
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"""
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@staticmethod
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@since("2.4.0")
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def test(dataset, sampleCol, distName, *params):
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"""
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Conduct a one-sample, two-sided Kolmogorov-Smirnov test for probability distribution
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equality. Currently supports the normal distribution, taking as parameters the mean and
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standard deviation.
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:param dataset:
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a Dataset or a DataFrame containing the sample of data to test.
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:param sampleCol:
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Name of sample column in dataset, of any numerical type.
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:param distName:
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a `string` name for a theoretical distribution, currently only support "norm".
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:param params:
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a list of `Double` values specifying the parameters to be used for the theoretical
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distribution. For "norm" distribution, the parameters includes mean and variance.
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:return:
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A DataFrame that contains the Kolmogorov-Smirnov test result for the input sampled data.
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This DataFrame will contain a single Row with the following fields:
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- `pValue: Double`
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- `statistic: Double`
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>>> from pyspark.ml.stat import KolmogorovSmirnovTest
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>>> dataset = [[-1.0], [0.0], [1.0]]
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>>> dataset = spark.createDataFrame(dataset, ['sample'])
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>>> ksResult = KolmogorovSmirnovTest.test(dataset, 'sample', 'norm', 0.0, 1.0).first()
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>>> round(ksResult.pValue, 3)
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1.0
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>>> round(ksResult.statistic, 3)
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0.175
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>>> dataset = [[2.0], [3.0], [4.0]]
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>>> dataset = spark.createDataFrame(dataset, ['sample'])
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>>> ksResult = KolmogorovSmirnovTest.test(dataset, 'sample', 'norm', 3.0, 1.0).first()
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>>> round(ksResult.pValue, 3)
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1.0
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>>> round(ksResult.statistic, 3)
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0.175
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"""
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sc = SparkContext._active_spark_context
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javaTestObj = _jvm().org.apache.spark.ml.stat.KolmogorovSmirnovTest
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dataset = _py2java(sc, dataset)
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params = [float(param) for param in params]
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return _java2py(sc, javaTestObj.test(dataset, sampleCol, distName,
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_jvm().PythonUtils.toSeq(params)))
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2018-04-17 13:11:08 -04:00
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class Summarizer(object):
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"""
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.. note:: Experimental
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Tools for vectorized statistics on MLlib Vectors.
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The methods in this package provide various statistics for Vectors contained inside DataFrames.
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This class lets users pick the statistics they would like to extract for a given column.
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>>> from pyspark.ml.stat import Summarizer
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>>> from pyspark.sql import Row
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>>> from pyspark.ml.linalg import Vectors
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>>> summarizer = Summarizer.metrics("mean", "count")
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>>> df = sc.parallelize([Row(weight=1.0, features=Vectors.dense(1.0, 1.0, 1.0)),
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... Row(weight=0.0, features=Vectors.dense(1.0, 2.0, 3.0))]).toDF()
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>>> df.select(summarizer.summary(df.features, df.weight)).show(truncate=False)
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+-----------------------------------+
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|aggregate_metrics(features, weight)|
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+-----------------------------------+
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|[[1.0,1.0,1.0], 1] |
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+-----------------------------------+
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<BLANKLINE>
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>>> df.select(summarizer.summary(df.features)).show(truncate=False)
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+--------------------------------+
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|aggregate_metrics(features, 1.0)|
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+--------------------------------+
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|[[1.0,1.5,2.0], 2] |
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+--------------------------------+
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<BLANKLINE>
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>>> df.select(Summarizer.mean(df.features, df.weight)).show(truncate=False)
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+--------------+
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|mean(features)|
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+--------------+
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|[1.0,1.0,1.0] |
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+--------------+
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<BLANKLINE>
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>>> df.select(Summarizer.mean(df.features)).show(truncate=False)
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+--------------+
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|mean(features)|
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+--------------+
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|[1.0,1.5,2.0] |
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+--------------+
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<BLANKLINE>
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.. versionadded:: 2.4.0
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"""
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@staticmethod
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@since("2.4.0")
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def mean(col, weightCol=None):
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"""
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return a column of mean summary
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"""
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return Summarizer._get_single_metric(col, weightCol, "mean")
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@staticmethod
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@since("2.4.0")
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def variance(col, weightCol=None):
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"""
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return a column of variance summary
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"""
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return Summarizer._get_single_metric(col, weightCol, "variance")
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@staticmethod
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@since("2.4.0")
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def count(col, weightCol=None):
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"""
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return a column of count summary
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"""
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return Summarizer._get_single_metric(col, weightCol, "count")
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@staticmethod
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@since("2.4.0")
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def numNonZeros(col, weightCol=None):
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"""
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return a column of numNonZero summary
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"""
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return Summarizer._get_single_metric(col, weightCol, "numNonZeros")
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@staticmethod
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@since("2.4.0")
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def max(col, weightCol=None):
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"""
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return a column of max summary
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"""
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return Summarizer._get_single_metric(col, weightCol, "max")
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@staticmethod
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@since("2.4.0")
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def min(col, weightCol=None):
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"""
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return a column of min summary
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"""
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return Summarizer._get_single_metric(col, weightCol, "min")
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@staticmethod
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@since("2.4.0")
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def normL1(col, weightCol=None):
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"""
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return a column of normL1 summary
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"""
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return Summarizer._get_single_metric(col, weightCol, "normL1")
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@staticmethod
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@since("2.4.0")
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def normL2(col, weightCol=None):
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"""
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return a column of normL2 summary
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"""
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return Summarizer._get_single_metric(col, weightCol, "normL2")
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@staticmethod
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def _check_param(featuresCol, weightCol):
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if weightCol is None:
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weightCol = lit(1.0)
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if not isinstance(featuresCol, Column) or not isinstance(weightCol, Column):
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raise TypeError("featureCol and weightCol should be a Column")
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return featuresCol, weightCol
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@staticmethod
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def _get_single_metric(col, weightCol, metric):
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col, weightCol = Summarizer._check_param(col, weightCol)
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return Column(JavaWrapper._new_java_obj("org.apache.spark.ml.stat.Summarizer." + metric,
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col._jc, weightCol._jc))
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@staticmethod
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@since("2.4.0")
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def metrics(*metrics):
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"""
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Given a list of metrics, provides a builder that it turns computes metrics from a column.
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See the documentation of [[Summarizer]] for an example.
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The following metrics are accepted (case sensitive):
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- mean: a vector that contains the coefficient-wise mean.
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- variance: a vector tha contains the coefficient-wise variance.
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- count: the count of all vectors seen.
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- numNonzeros: a vector with the number of non-zeros for each coefficients
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- max: the maximum for each coefficient.
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- min: the minimum for each coefficient.
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- normL2: the Euclidian norm for each coefficient.
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- normL1: the L1 norm of each coefficient (sum of the absolute values).
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:param metrics:
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metrics that can be provided.
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:return:
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an object of :py:class:`pyspark.ml.stat.SummaryBuilder`
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Note: Currently, the performance of this interface is about 2x~3x slower then using the RDD
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interface.
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"""
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sc = SparkContext._active_spark_context
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js = JavaWrapper._new_java_obj("org.apache.spark.ml.stat.Summarizer.metrics",
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_to_seq(sc, metrics))
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return SummaryBuilder(js)
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class SummaryBuilder(JavaWrapper):
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"""
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|
.. note:: Experimental
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A builder object that provides summary statistics about a given column.
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|
|
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|
Users should not directly create such builders, but instead use one of the methods in
|
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|
:py:class:`pyspark.ml.stat.Summarizer`
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|
.. versionadded:: 2.4.0
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|
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|
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|
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|
"""
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|
def __init__(self, jSummaryBuilder):
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|
super(SummaryBuilder, self).__init__(jSummaryBuilder)
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|
@since("2.4.0")
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|
def summary(self, featuresCol, weightCol=None):
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|
"""
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|
Returns an aggregate object that contains the summary of the column with the requested
|
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|
metrics.
|
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|
|
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|
|
:param featuresCol:
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|
|
a column that contains features Vector object.
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|
|
:param weightCol:
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|
|
a column that contains weight value. Default weight is 1.0.
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|
|
:return:
|
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|
|
an aggregate column that contains the statistics. The exact content of this
|
|
|
|
structure is determined during the creation of the builder.
|
|
|
|
"""
|
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|
|
featuresCol, weightCol = Summarizer._check_param(featuresCol, weightCol)
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|
return Column(self._java_obj.summary(featuresCol._jc, weightCol._jc))
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|
2017-03-28 22:19:16 -04:00
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|
if __name__ == "__main__":
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|
|
import doctest
|
|
|
|
import pyspark.ml.stat
|
|
|
|
from pyspark.sql import SparkSession
|
|
|
|
|
|
|
|
globs = pyspark.ml.stat.__dict__.copy()
|
|
|
|
# The small batch size here ensures that we see multiple batches,
|
|
|
|
# even in these small test examples:
|
|
|
|
spark = SparkSession.builder \
|
|
|
|
.master("local[2]") \
|
|
|
|
.appName("ml.stat tests") \
|
|
|
|
.getOrCreate()
|
|
|
|
sc = spark.sparkContext
|
|
|
|
globs['sc'] = sc
|
|
|
|
globs['spark'] = spark
|
|
|
|
|
|
|
|
failure_count, test_count = doctest.testmod(globs=globs, optionflags=doctest.ELLIPSIS)
|
|
|
|
spark.stop()
|
|
|
|
if failure_count:
|
2018-03-08 06:38:34 -05:00
|
|
|
sys.exit(-1)
|