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[SPARK-7390] [SQL] Only merge other CovarianceCounter when its count is greater than zero

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JIRA: https://issues.apache.org/jira/browse/SPARK-7390

Also fix a minor typo.

Author: Liang-Chi Hsieh <viirya@gmail.com>

Closes #5931 from viirya/fix_covariancecounter and squashes the following commits:

352eda6 [Liang-Chi Hsieh] Only merge other CovarianceCounter when its count is greater than zero.

(cherry picked from commit 90527f5604)
Signed-off-by: Xiangrui Meng <meng@databricks.com>
This commit is contained in:
Liang-Chi Hsieh 2015-05-08 14:41:16 -07:00 committed by Xiangrui Meng
parent 3024f6b01d
commit 5205eb4c29
1 changed files with 12 additions and 10 deletions
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22
sql/core/src/main/scala/org/apache/spark/sql/execution/stat/StatFunctions.scala
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@ -38,7 +38,7 @@ private[sql] object StatFunctions extends Logging {
var yAvg = 0.0 // the mean of all examples seen so far in col2
var Ck = 0.0 // the co-moment after k examples
var MkX = 0.0 // sum of squares of differences from the (current) mean for col1
var MkY = 0.0 // sum of squares of differences from the (current) mean for col1
var MkY = 0.0 // sum of squares of differences from the (current) mean for col2
var count = 0L // count of observed examples
// add an example to the calculation
def add(x: Double, y: Double): this.type = {
@ -55,15 +55,17 @@ private[sql] object StatFunctions extends Logging {
// merge counters from other partitions. Formula can be found at:
// http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
def merge(other: CovarianceCounter): this.type = {
val totalCount = count + other.count
val deltaX = xAvg - other.xAvg
val deltaY = yAvg - other.yAvg
Ck += other.Ck + deltaX * deltaY * count / totalCount * other.count
xAvg = (xAvg * count + other.xAvg * other.count) / totalCount
yAvg = (yAvg * count + other.yAvg * other.count) / totalCount
MkX += other.MkX + deltaX * deltaX * count / totalCount * other.count
MkY += other.MkY + deltaY * deltaY * count / totalCount * other.count
count = totalCount
if (other.count > 0) {
val totalCount = count + other.count
val deltaX = xAvg - other.xAvg
val deltaY = yAvg - other.yAvg
Ck += other.Ck + deltaX * deltaY * count / totalCount * other.count
xAvg = (xAvg * count + other.xAvg * other.count) / totalCount
yAvg = (yAvg * count + other.yAvg * other.count) / totalCount
MkX += other.MkX + deltaX * deltaX * count / totalCount * other.count
MkY += other.MkY + deltaY * deltaY * count / totalCount * other.count
count = totalCount
}
this
}
// return the sample covariance for the observed examples