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From mengxr <...@git.apache.org>
Subject [GitHub] spark pull request: [SPARK-1969][MLlib] Public available online su...
Date Thu, 10 Jul 2014 04:35:07 GMT
Github user mengxr commented on a diff in the pull request:

    https://github.com/apache/spark/pull/955#discussion_r14749226
  
    --- Diff: mllib/src/main/scala/org/apache/spark/mllib/stat/OnlineSummarizer.scala ---
    @@ -0,0 +1,229 @@
    +/*
    + * 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.
    + */
    +
    +package org.apache.spark.mllib.stat
    +
    +import breeze.linalg.{DenseVector => BDV}
    +
    +import org.apache.spark.mllib.linalg.{Vectors, Vector}
    +import org.apache.spark.annotation.DeveloperApi
    +
    +/**
    + * :: DeveloperApi ::
    + * OnlineSummarizer implements [[MultivariateStatisticalSummary]] to compute the mean,
variance,
    + * minimum, maximum, counts, and non-zero counts for samples in sparse or dense vector
format in
    + * a streaming fashion.
    + *
    + * Two OnlineSummarizers can be merged together to have a statistical summary of a jointed
dataset.
    + *
    + * A numerically stable algorithm is implemented to compute sample mean and variance:
    + * Reference: [[http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance variance-wiki]]
    + * Zero elements (including explicit zero values) are skipped when calling add(),
    + * to have time complexity O(nnz) instead of O(n) for each column.
    + */
    +@DeveloperApi
    +class OnlineSummarizer extends MultivariateStatisticalSummary with Serializable {
    --- End diff --
    
    Shall we call it `MultivariateOnlineSummarizer`? The name is long but more accurate.


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