697a5e5517
## What changes were proposed in this pull request? Add docs and examples for ```ml.stat.Correlation``` and ```ml.stat.ChiSquareTest```. ## How was this patch tested? Generate docs and run examples manually, successfully. Author: Yanbo Liang <ybliang8@gmail.com> Closes #17994 from yanboliang/spark-20505.
92 lines
3.3 KiB
Markdown
92 lines
3.3 KiB
Markdown
---
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layout: global
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title: Basic Statistics
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displayTitle: Basic Statistics
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---
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`\[
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\newcommand{\R}{\mathbb{R}}
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\newcommand{\E}{\mathbb{E}}
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\newcommand{\x}{\mathbf{x}}
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\newcommand{\y}{\mathbf{y}}
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\newcommand{\wv}{\mathbf{w}}
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\newcommand{\av}{\mathbf{\alpha}}
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\newcommand{\bv}{\mathbf{b}}
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\newcommand{\N}{\mathbb{N}}
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\newcommand{\id}{\mathbf{I}}
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\newcommand{\ind}{\mathbf{1}}
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\newcommand{\0}{\mathbf{0}}
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\newcommand{\unit}{\mathbf{e}}
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\newcommand{\one}{\mathbf{1}}
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\newcommand{\zero}{\mathbf{0}}
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\]`
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**Table of Contents**
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* This will become a table of contents (this text will be scraped).
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{:toc}
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## Correlation
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Calculating the correlation between two series of data is a common operation in Statistics. In `spark.ml`
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we provide the flexibility to calculate pairwise correlations among many series. The supported
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correlation methods are currently Pearson's and Spearman's correlation.
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<div class="codetabs">
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<div data-lang="scala" markdown="1">
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[`Correlation`](api/scala/index.html#org.apache.spark.ml.stat.Correlation$)
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computes the correlation matrix for the input Dataset of Vectors using the specified method.
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The output will be a DataFrame that contains the correlation matrix of the column of vectors.
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{% include_example scala/org/apache/spark/examples/ml/CorrelationExample.scala %}
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</div>
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<div data-lang="java" markdown="1">
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[`Correlation`](api/java/org/apache/spark/ml/stat/Correlation.html)
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computes the correlation matrix for the input Dataset of Vectors using the specified method.
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The output will be a DataFrame that contains the correlation matrix of the column of vectors.
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{% include_example java/org/apache/spark/examples/ml/JavaCorrelationExample.java %}
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</div>
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<div data-lang="python" markdown="1">
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[`Correlation`](api/python/pyspark.ml.html#pyspark.ml.stat.Correlation$)
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computes the correlation matrix for the input Dataset of Vectors using the specified method.
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The output will be a DataFrame that contains the correlation matrix of the column of vectors.
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{% include_example python/ml/correlation_example.py %}
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</div>
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</div>
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## Hypothesis testing
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Hypothesis testing is a powerful tool in statistics to determine whether a result is statistically
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significant, whether this result occurred by chance or not. `spark.ml` currently supports Pearson's
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Chi-squared ( $\chi^2$) tests for independence.
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`ChiSquareTest` conducts Pearson's independence test for every feature against the label.
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For each feature, the (feature, label) pairs are converted into a contingency matrix for which
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the Chi-squared statistic is computed. All label and feature values must be categorical.
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<div class="codetabs">
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<div data-lang="scala" markdown="1">
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Refer to the [`ChiSquareTest` Scala docs](api/scala/index.html#org.apache.spark.ml.stat.ChiSquareTest$) for details on the API.
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{% include_example scala/org/apache/spark/examples/ml/ChiSquareTestExample.scala %}
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</div>
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<div data-lang="java" markdown="1">
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Refer to the [`ChiSquareTest` Java docs](api/java/org/apache/spark/ml/stat/ChiSquareTest.html) for details on the API.
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{% include_example java/org/apache/spark/examples/ml/JavaChiSquareTestExample.java %}
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</div>
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<div data-lang="python" markdown="1">
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Refer to the [`ChiSquareTest` Python docs](api/python/index.html#pyspark.ml.stat.ChiSquareTest$) for details on the API.
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{% include_example python/ml/chi_square_test_example.py %}
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</div>
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</div> |