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Posted to issues@spark.apache.org by "DB Tsai (JIRA)" <ji...@apache.org> on 2015/09/14 22:15:45 UTC

[jira] [Created] (SPARK-10597) MultivariateOnlineSummarizer for weighted instances

DB Tsai created SPARK-10597:
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             Summary: MultivariateOnlineSummarizer for weighted instances
                 Key: SPARK-10597
                 URL: https://issues.apache.org/jira/browse/SPARK-10597
             Project: Spark
          Issue Type: New Feature
          Components: MLlib
    Affects Versions: 1.5.0
            Reporter: DB Tsai


MultivariateOnlineSummarizer for weighted instances is implemented as private API for #SPARK-7685.

In #SPARK-7685, the online numerical stable version of unbiased estimation of variance defined by the reliability weights: [[https://en.wikipedia.org/wiki/Weighted_arithmetic_mean#Reliability_weights]] is implemented, but we would like to make it as public api since there are different use-cases.

Currently, `count` will return the actual number of instances, and ignores instance weights, but `numNonzeros` will return the weighted # of nonzeros. 

We need to decide the behavior of them before making it public.



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