spark-instrumented-optimizer/docs/ml-statistics.md
zhengruifeng 03ac1b799c [SPARK-29959][ML][PYSPARK] Summarizer support more metrics
### What changes were proposed in this pull request?
Summarizer support more metrics: sum, std

### Why are the changes needed?
Those metrics are widely used, it will be convenient to directly obtain them other than a conversion.
in `NaiveBayes`: we want the sum of vectors,  mean & weightSum need to computed then multiplied
in `StandardScaler`,`AFTSurvivalRegression`,`LinearRegression`,`LinearSVC`,`LogisticRegression`: we need to obtain `variance` and then sqrt it to get std

### Does this PR introduce any user-facing change?
yes, new metrics are exposed to end users

### How was this patch tested?
added testsuites

Closes #26596 from zhengruifeng/summarizer_add_metrics.

Authored-by: zhengruifeng <ruifengz@foxmail.com>
Signed-off-by: zhengruifeng <ruifengz@foxmail.com>
2019-12-02 14:44:31 +08:00

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---
layout: global
title: Basic Statistics
displayTitle: Basic Statistics
license: |
Licensed to the Apache Software Foundation (ASF) under one or more
contributor license agreements. See the NOTICE file distributed with
this work for additional information regarding copyright ownership.
The ASF licenses this file to You under the Apache License, Version 2.0
(the "License"); you may not use this file except in compliance with
the License. You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.
---
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**Table of Contents**
* This will become a table of contents (this text will be scraped).
{:toc}
## Correlation
Calculating the correlation between two series of data is a common operation in Statistics. In `spark.ml`
we provide the flexibility to calculate pairwise correlations among many series. The supported
correlation methods are currently Pearson's and Spearman's correlation.
<div class="codetabs">
<div data-lang="scala" markdown="1">
[`Correlation`](api/scala/index.html#org.apache.spark.ml.stat.Correlation$)
computes the correlation matrix for the input Dataset of Vectors using the specified method.
The output will be a DataFrame that contains the correlation matrix of the column of vectors.
{% include_example scala/org/apache/spark/examples/ml/CorrelationExample.scala %}
</div>
<div data-lang="java" markdown="1">
[`Correlation`](api/java/org/apache/spark/ml/stat/Correlation.html)
computes the correlation matrix for the input Dataset of Vectors using the specified method.
The output will be a DataFrame that contains the correlation matrix of the column of vectors.
{% include_example java/org/apache/spark/examples/ml/JavaCorrelationExample.java %}
</div>
<div data-lang="python" markdown="1">
[`Correlation`](api/python/pyspark.ml.html#pyspark.ml.stat.Correlation$)
computes the correlation matrix for the input Dataset of Vectors using the specified method.
The output will be a DataFrame that contains the correlation matrix of the column of vectors.
{% include_example python/ml/correlation_example.py %}
</div>
</div>
## Hypothesis testing
Hypothesis testing is a powerful tool in statistics to determine whether a result is statistically
significant, whether this result occurred by chance or not. `spark.ml` currently supports Pearson's
Chi-squared ( $\chi^2$) tests for independence.
`ChiSquareTest` conducts Pearson's independence test for every feature against the label.
For each feature, the (feature, label) pairs are converted into a contingency matrix for which
the Chi-squared statistic is computed. All label and feature values must be categorical.
<div class="codetabs">
<div data-lang="scala" markdown="1">
Refer to the [`ChiSquareTest` Scala docs](api/scala/index.html#org.apache.spark.ml.stat.ChiSquareTest$) for details on the API.
{% include_example scala/org/apache/spark/examples/ml/ChiSquareTestExample.scala %}
</div>
<div data-lang="java" markdown="1">
Refer to the [`ChiSquareTest` Java docs](api/java/org/apache/spark/ml/stat/ChiSquareTest.html) for details on the API.
{% include_example java/org/apache/spark/examples/ml/JavaChiSquareTestExample.java %}
</div>
<div data-lang="python" markdown="1">
Refer to the [`ChiSquareTest` Python docs](api/python/index.html#pyspark.ml.stat.ChiSquareTest$) for details on the API.
{% include_example python/ml/chi_square_test_example.py %}
</div>
</div>
## Summarizer
We provide vector column summary statistics for `Dataframe` through `Summarizer`.
Available metrics are the column-wise max, min, mean, sum, variance, std, and number of nonzeros,
as well as the total count.
<div class="codetabs">
<div data-lang="scala" markdown="1">
The following example demonstrates using [`Summarizer`](api/scala/index.html#org.apache.spark.ml.stat.Summarizer$)
to compute the mean and variance for a vector column of the input dataframe, with and without a weight column.
{% include_example scala/org/apache/spark/examples/ml/SummarizerExample.scala %}
</div>
<div data-lang="java" markdown="1">
The following example demonstrates using [`Summarizer`](api/java/org/apache/spark/ml/stat/Summarizer.html)
to compute the mean and variance for a vector column of the input dataframe, with and without a weight column.
{% include_example java/org/apache/spark/examples/ml/JavaSummarizerExample.java %}
</div>
<div data-lang="python" markdown="1">
Refer to the [`Summarizer` Python docs](api/python/index.html#pyspark.ml.stat.Summarizer$) for details on the API.
{% include_example python/ml/summarizer_example.py %}
</div>
</div>