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Posted to dev@datafu.apache.org by "Josh Wills (JIRA)" <ji...@apache.org> on 2014/01/15 01:07:21 UTC

[jira] [Created] (DATAFU-3) Bootstrap sum UDF

Josh Wills created DATAFU-3:
-------------------------------

             Summary: Bootstrap sum UDF
                 Key: DATAFU-3
                 URL: https://issues.apache.org/jira/browse/DATAFU-3
             Project: DataFu
          Issue Type: Bug
            Reporter: Josh Wills


There was a Sawzall table called bootstrapsum that I used to find handy for some of the analysis work I did at teh goog:

http://szl.googlecode.com/svn/trunk/src/emitters/szlbootstrapsum.cc

It would be nice to have it back again in the Hadoop ecosystem. There was a good blog post about the utility of Poisson bootstraps for random forests here:

http://blog.cloudera.com/blog/2013/02/how-to-resample-from-a-large-data-set-in-parallel-with-r-on-hadoop/

...but it's useful in all sorts of nerdy stats contexts (e.g., computing confidence intervals for experiments.) I'm open to the particular structure of the function; it could either have:

1) A constructor that took in the number of bootstrap samples to create and then a call() method that took in a counting variable and a weighting variable, or
2) Three args to the call method (num samples, counting variable, and weighting variable, in some order.)

The return type would be a bag of tuples, (index: int, sum: T) where the type of the sum would depend on the input type of the counting variable. index = 0 would always be the actual sum computed, while the rest of the indices would be numbered 1..numSamples for each of the different bootstrap samples.



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