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

["DB Tsai (JIRA)" <ji...@apache.org>]

    [ https://issues.apache.org/jira/browse/SPARK-10597?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15361786#comment-15361786 ] 

DB Tsai commented on SPARK-10597:
---------------------------------

I don't have a plan to add it as part of built-in feature now, and feel free to submit an PR if you're interested in. Thanks.

> 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
>            Assignee: 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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