| |
| <!DOCTYPE html> |
| <!--[if lt IE 7]> <html class="no-js lt-ie9 lt-ie8 lt-ie7"> <![endif]--> |
| <!--[if IE 7]> <html class="no-js lt-ie9 lt-ie8"> <![endif]--> |
| <!--[if IE 8]> <html class="no-js lt-ie9"> <![endif]--> |
| <!--[if gt IE 8]><!--> <html class="no-js"> <!--<![endif]--> |
| <head> |
| <meta charset="utf-8"> |
| <meta http-equiv="X-UA-Compatible" content="IE=edge,chrome=1"> |
| <title>Basic Statistics - Spark 2.2.1 Documentation</title> |
| |
| |
| |
| |
| <link rel="stylesheet" href="css/bootstrap.min.css"> |
| <style> |
| body { |
| padding-top: 60px; |
| padding-bottom: 40px; |
| } |
| </style> |
| <meta name="viewport" content="width=device-width"> |
| <link rel="stylesheet" href="css/bootstrap-responsive.min.css"> |
| <link rel="stylesheet" href="css/main.css"> |
| |
| <script src="js/vendor/modernizr-2.6.1-respond-1.1.0.min.js"></script> |
| |
| <link rel="stylesheet" href="css/pygments-default.css"> |
| |
| |
| <!-- Google analytics script --> |
| <script type="text/javascript"> |
| var _gaq = _gaq || []; |
| _gaq.push(['_setAccount', 'UA-32518208-2']); |
| _gaq.push(['_trackPageview']); |
| |
| (function() { |
| var ga = document.createElement('script'); ga.type = 'text/javascript'; ga.async = true; |
| ga.src = ('https:' == document.location.protocol ? 'https://ssl' : 'http://www') + '.google-analytics.com/ga.js'; |
| var s = document.getElementsByTagName('script')[0]; s.parentNode.insertBefore(ga, s); |
| })(); |
| </script> |
| |
| |
| </head> |
| <body> |
| <!--[if lt IE 7]> |
| <p class="chromeframe">You are using an outdated browser. <a href="http://browsehappy.com/">Upgrade your browser today</a> or <a href="http://www.google.com/chromeframe/?redirect=true">install Google Chrome Frame</a> to better experience this site.</p> |
| <![endif]--> |
| |
| <!-- This code is taken from http://twitter.github.com/bootstrap/examples/hero.html --> |
| |
| <div class="navbar navbar-fixed-top" id="topbar"> |
| <div class="navbar-inner"> |
| <div class="container"> |
| <div class="brand"><a href="index.html"> |
| <img src="img/spark-logo-hd.png" style="height:50px;"/></a><span class="version">2.2.1</span> |
| </div> |
| <ul class="nav"> |
| <!--TODO(andyk): Add class="active" attribute to li some how.--> |
| <li><a href="index.html">Overview</a></li> |
| |
| <li class="dropdown"> |
| <a href="#" class="dropdown-toggle" data-toggle="dropdown">Programming Guides<b class="caret"></b></a> |
| <ul class="dropdown-menu"> |
| <li><a href="quick-start.html">Quick Start</a></li> |
| <li><a href="rdd-programming-guide.html">RDDs, Accumulators, Broadcasts Vars</a></li> |
| <li><a href="sql-programming-guide.html">SQL, DataFrames, and Datasets</a></li> |
| <li><a href="structured-streaming-programming-guide.html">Structured Streaming</a></li> |
| <li><a href="streaming-programming-guide.html">Spark Streaming (DStreams)</a></li> |
| <li><a href="ml-guide.html">MLlib (Machine Learning)</a></li> |
| <li><a href="graphx-programming-guide.html">GraphX (Graph Processing)</a></li> |
| <li><a href="sparkr.html">SparkR (R on Spark)</a></li> |
| </ul> |
| </li> |
| |
| <li class="dropdown"> |
| <a href="#" class="dropdown-toggle" data-toggle="dropdown">API Docs<b class="caret"></b></a> |
| <ul class="dropdown-menu"> |
| <li><a href="api/scala/index.html#org.apache.spark.package">Scala</a></li> |
| <li><a href="api/java/index.html">Java</a></li> |
| <li><a href="api/python/index.html">Python</a></li> |
| <li><a href="api/R/index.html">R</a></li> |
| </ul> |
| </li> |
| |
| <li class="dropdown"> |
| <a href="#" class="dropdown-toggle" data-toggle="dropdown">Deploying<b class="caret"></b></a> |
| <ul class="dropdown-menu"> |
| <li><a href="cluster-overview.html">Overview</a></li> |
| <li><a href="submitting-applications.html">Submitting Applications</a></li> |
| <li class="divider"></li> |
| <li><a href="spark-standalone.html">Spark Standalone</a></li> |
| <li><a href="running-on-mesos.html">Mesos</a></li> |
| <li><a href="running-on-yarn.html">YARN</a></li> |
| </ul> |
| </li> |
| |
| <li class="dropdown"> |
| <a href="api.html" class="dropdown-toggle" data-toggle="dropdown">More<b class="caret"></b></a> |
| <ul class="dropdown-menu"> |
| <li><a href="configuration.html">Configuration</a></li> |
| <li><a href="monitoring.html">Monitoring</a></li> |
| <li><a href="tuning.html">Tuning Guide</a></li> |
| <li><a href="job-scheduling.html">Job Scheduling</a></li> |
| <li><a href="security.html">Security</a></li> |
| <li><a href="hardware-provisioning.html">Hardware Provisioning</a></li> |
| <li class="divider"></li> |
| <li><a href="building-spark.html">Building Spark</a></li> |
| <li><a href="http://spark.apache.org/contributing.html">Contributing to Spark</a></li> |
| <li><a href="http://spark.apache.org/third-party-projects.html">Third Party Projects</a></li> |
| </ul> |
| </li> |
| </ul> |
| <!--<p class="navbar-text pull-right"><span class="version-text">v2.2.1</span></p>--> |
| </div> |
| </div> |
| </div> |
| |
| <div class="container-wrapper"> |
| |
| |
| <div class="left-menu-wrapper"> |
| <div class="left-menu"> |
| <h3><a href="ml-guide.html">MLlib: Main Guide</a></h3> |
| |
| <ul> |
| |
| <li> |
| <a href="ml-statistics.html"> |
| |
| <b>Basic statistics</b> |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="ml-pipeline.html"> |
| |
| Pipelines |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="ml-features.html"> |
| |
| Extracting, transforming and selecting features |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="ml-classification-regression.html"> |
| |
| Classification and Regression |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="ml-clustering.html"> |
| |
| Clustering |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="ml-collaborative-filtering.html"> |
| |
| Collaborative filtering |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="ml-frequent-pattern-mining.html"> |
| |
| Frequent Pattern Mining |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="ml-tuning.html"> |
| |
| Model selection and tuning |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="ml-advanced.html"> |
| |
| Advanced topics |
| |
| </a> |
| </li> |
| |
| |
| </ul> |
| |
| <h3><a href="mllib-guide.html">MLlib: RDD-based API Guide</a></h3> |
| |
| <ul> |
| |
| <li> |
| <a href="mllib-data-types.html"> |
| |
| Data types |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="mllib-statistics.html"> |
| |
| Basic statistics |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="mllib-classification-regression.html"> |
| |
| Classification and regression |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="mllib-collaborative-filtering.html"> |
| |
| Collaborative filtering |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="mllib-clustering.html"> |
| |
| Clustering |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="mllib-dimensionality-reduction.html"> |
| |
| Dimensionality reduction |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="mllib-feature-extraction.html"> |
| |
| Feature extraction and transformation |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="mllib-frequent-pattern-mining.html"> |
| |
| Frequent pattern mining |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="mllib-evaluation-metrics.html"> |
| |
| Evaluation metrics |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="mllib-pmml-model-export.html"> |
| |
| PMML model export |
| |
| </a> |
| </li> |
| |
| |
| <li> |
| <a href="mllib-optimization.html"> |
| |
| Optimization (developer) |
| |
| </a> |
| </li> |
| |
| |
| </ul> |
| |
| </div> |
| </div> |
| <input id="nav-trigger" class="nav-trigger" checked type="checkbox"> |
| <label for="nav-trigger"></label> |
| <div class="content-with-sidebar" id="content"> |
| |
| <h1 class="title">Basic Statistics</h1> |
| |
| |
| <p><code>\[ |
| \newcommand{\R}{\mathbb{R}} |
| \newcommand{\E}{\mathbb{E}} |
| \newcommand{\x}{\mathbf{x}} |
| \newcommand{\y}{\mathbf{y}} |
| \newcommand{\wv}{\mathbf{w}} |
| \newcommand{\av}{\mathbf{\alpha}} |
| \newcommand{\bv}{\mathbf{b}} |
| \newcommand{\N}{\mathbb{N}} |
| \newcommand{\id}{\mathbf{I}} |
| \newcommand{\ind}{\mathbf{1}} |
| \newcommand{\0}{\mathbf{0}} |
| \newcommand{\unit}{\mathbf{e}} |
| \newcommand{\one}{\mathbf{1}} |
| \newcommand{\zero}{\mathbf{0}} |
| \]</code></p> |
| |
| <p><strong>Table of Contents</strong></p> |
| |
| <ul id="markdown-toc"> |
| <li><a href="#correlation" id="markdown-toc-correlation">Correlation</a></li> |
| <li><a href="#hypothesis-testing" id="markdown-toc-hypothesis-testing">Hypothesis testing</a></li> |
| </ul> |
| |
| <h2 id="correlation">Correlation</h2> |
| |
| <p>Calculating the correlation between two series of data is a common operation in Statistics. In <code>spark.ml</code> |
| we provide the flexibility to calculate pairwise correlations among many series. The supported |
| correlation methods are currently Pearson’s and Spearman’s correlation.</p> |
| |
| <div class="codetabs"> |
| <div data-lang="scala"> |
| <p><a href="api/scala/index.html#org.apache.spark.ml.stat.Correlation$"><code>Correlation</code></a> |
| computes the correlation matrix for the input Dataset of Vectors using the specified method. |
| The output will be a DataFrame that contains the correlation matrix of the column of vectors.</p> |
| |
| <div class="highlight"><pre><span></span><span class="k">import</span> <span class="nn">org.apache.spark.ml.linalg.</span><span class="o">{</span><span class="nc">Matrix</span><span class="o">,</span> <span class="nc">Vectors</span><span class="o">}</span> |
| <span class="k">import</span> <span class="nn">org.apache.spark.ml.stat.Correlation</span> |
| <span class="k">import</span> <span class="nn">org.apache.spark.sql.Row</span> |
| |
| <span class="k">val</span> <span class="n">data</span> <span class="k">=</span> <span class="nc">Seq</span><span class="o">(</span> |
| <span class="nc">Vectors</span><span class="o">.</span><span class="n">sparse</span><span class="o">(</span><span class="mi">4</span><span class="o">,</span> <span class="nc">Seq</span><span class="o">((</span><span class="mi">0</span><span class="o">,</span> <span class="mf">1.0</span><span class="o">),</span> <span class="o">(</span><span class="mi">3</span><span class="o">,</span> <span class="o">-</span><span class="mf">2.0</span><span class="o">))),</span> |
| <span class="nc">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="o">(</span><span class="mf">4.0</span><span class="o">,</span> <span class="mf">5.0</span><span class="o">,</span> <span class="mf">0.0</span><span class="o">,</span> <span class="mf">3.0</span><span class="o">),</span> |
| <span class="nc">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="o">(</span><span class="mf">6.0</span><span class="o">,</span> <span class="mf">7.0</span><span class="o">,</span> <span class="mf">0.0</span><span class="o">,</span> <span class="mf">8.0</span><span class="o">),</span> |
| <span class="nc">Vectors</span><span class="o">.</span><span class="n">sparse</span><span class="o">(</span><span class="mi">4</span><span class="o">,</span> <span class="nc">Seq</span><span class="o">((</span><span class="mi">0</span><span class="o">,</span> <span class="mf">9.0</span><span class="o">),</span> <span class="o">(</span><span class="mi">3</span><span class="o">,</span> <span class="mf">1.0</span><span class="o">)))</span> |
| <span class="o">)</span> |
| |
| <span class="k">val</span> <span class="n">df</span> <span class="k">=</span> <span class="n">data</span><span class="o">.</span><span class="n">map</span><span class="o">(</span><span class="nc">Tuple1</span><span class="o">.</span><span class="n">apply</span><span class="o">).</span><span class="n">toDF</span><span class="o">(</span><span class="s">"features"</span><span class="o">)</span> |
| <span class="k">val</span> <span class="nc">Row</span><span class="o">(</span><span class="n">coeff1</span><span class="k">:</span> <span class="kt">Matrix</span><span class="o">)</span> <span class="k">=</span> <span class="nc">Correlation</span><span class="o">.</span><span class="n">corr</span><span class="o">(</span><span class="n">df</span><span class="o">,</span> <span class="s">"features"</span><span class="o">).</span><span class="n">head</span> |
| <span class="n">println</span><span class="o">(</span><span class="s">"Pearson correlation matrix:\n"</span> <span class="o">+</span> <span class="n">coeff1</span><span class="o">.</span><span class="n">toString</span><span class="o">)</span> |
| |
| <span class="k">val</span> <span class="nc">Row</span><span class="o">(</span><span class="n">coeff2</span><span class="k">:</span> <span class="kt">Matrix</span><span class="o">)</span> <span class="k">=</span> <span class="nc">Correlation</span><span class="o">.</span><span class="n">corr</span><span class="o">(</span><span class="n">df</span><span class="o">,</span> <span class="s">"features"</span><span class="o">,</span> <span class="s">"spearman"</span><span class="o">).</span><span class="n">head</span> |
| <span class="n">println</span><span class="o">(</span><span class="s">"Spearman correlation matrix:\n"</span> <span class="o">+</span> <span class="n">coeff2</span><span class="o">.</span><span class="n">toString</span><span class="o">)</span> |
| </pre></div> |
| <div><small>Find full example code at "examples/src/main/scala/org/apache/spark/examples/ml/CorrelationExample.scala" in the Spark repo.</small></div> |
| </div> |
| |
| <div data-lang="java"> |
| <p><a href="api/java/org/apache/spark/ml/stat/Correlation.html"><code>Correlation</code></a> |
| computes the correlation matrix for the input Dataset of Vectors using the specified method. |
| The output will be a DataFrame that contains the correlation matrix of the column of vectors.</p> |
| |
| <div class="highlight"><pre><span></span><span class="kn">import</span> <span class="nn">java.util.Arrays</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">java.util.List</span><span class="o">;</span> |
| |
| <span class="kn">import</span> <span class="nn">org.apache.spark.ml.linalg.Vectors</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.ml.linalg.VectorUDT</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.ml.stat.Correlation</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.sql.Dataset</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.sql.Row</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.sql.RowFactory</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.sql.types.*</span><span class="o">;</span> |
| |
| <span class="n">List</span><span class="o"><</span><span class="n">Row</span><span class="o">></span> <span class="n">data</span> <span class="o">=</span> <span class="n">Arrays</span><span class="o">.</span><span class="na">asList</span><span class="o">(</span> |
| <span class="n">RowFactory</span><span class="o">.</span><span class="na">create</span><span class="o">(</span><span class="n">Vectors</span><span class="o">.</span><span class="na">sparse</span><span class="o">(</span><span class="mi">4</span><span class="o">,</span> <span class="k">new</span> <span class="kt">int</span><span class="o">[]{</span><span class="mi">0</span><span class="o">,</span> <span class="mi">3</span><span class="o">},</span> <span class="k">new</span> <span class="kt">double</span><span class="o">[]{</span><span class="mf">1.0</span><span class="o">,</span> <span class="o">-</span><span class="mf">2.0</span><span class="o">})),</span> |
| <span class="n">RowFactory</span><span class="o">.</span><span class="na">create</span><span class="o">(</span><span class="n">Vectors</span><span class="o">.</span><span class="na">dense</span><span class="o">(</span><span class="mf">4.0</span><span class="o">,</span> <span class="mf">5.0</span><span class="o">,</span> <span class="mf">0.0</span><span class="o">,</span> <span class="mf">3.0</span><span class="o">)),</span> |
| <span class="n">RowFactory</span><span class="o">.</span><span class="na">create</span><span class="o">(</span><span class="n">Vectors</span><span class="o">.</span><span class="na">dense</span><span class="o">(</span><span class="mf">6.0</span><span class="o">,</span> <span class="mf">7.0</span><span class="o">,</span> <span class="mf">0.0</span><span class="o">,</span> <span class="mf">8.0</span><span class="o">)),</span> |
| <span class="n">RowFactory</span><span class="o">.</span><span class="na">create</span><span class="o">(</span><span class="n">Vectors</span><span class="o">.</span><span class="na">sparse</span><span class="o">(</span><span class="mi">4</span><span class="o">,</span> <span class="k">new</span> <span class="kt">int</span><span class="o">[]{</span><span class="mi">0</span><span class="o">,</span> <span class="mi">3</span><span class="o">},</span> <span class="k">new</span> <span class="kt">double</span><span class="o">[]{</span><span class="mf">9.0</span><span class="o">,</span> <span class="mf">1.0</span><span class="o">}))</span> |
| <span class="o">);</span> |
| |
| <span class="n">StructType</span> <span class="n">schema</span> <span class="o">=</span> <span class="k">new</span> <span class="n">StructType</span><span class="o">(</span><span class="k">new</span> <span class="n">StructField</span><span class="o">[]{</span> |
| <span class="k">new</span> <span class="n">StructField</span><span class="o">(</span><span class="s">"features"</span><span class="o">,</span> <span class="k">new</span> <span class="n">VectorUDT</span><span class="o">(),</span> <span class="kc">false</span><span class="o">,</span> <span class="n">Metadata</span><span class="o">.</span><span class="na">empty</span><span class="o">()),</span> |
| <span class="o">});</span> |
| |
| <span class="n">Dataset</span><span class="o"><</span><span class="n">Row</span><span class="o">></span> <span class="n">df</span> <span class="o">=</span> <span class="n">spark</span><span class="o">.</span><span class="na">createDataFrame</span><span class="o">(</span><span class="n">data</span><span class="o">,</span> <span class="n">schema</span><span class="o">);</span> |
| <span class="n">Row</span> <span class="n">r1</span> <span class="o">=</span> <span class="n">Correlation</span><span class="o">.</span><span class="na">corr</span><span class="o">(</span><span class="n">df</span><span class="o">,</span> <span class="s">"features"</span><span class="o">).</span><span class="na">head</span><span class="o">();</span> |
| <span class="n">System</span><span class="o">.</span><span class="na">out</span><span class="o">.</span><span class="na">println</span><span class="o">(</span><span class="s">"Pearson correlation matrix:\n"</span> <span class="o">+</span> <span class="n">r1</span><span class="o">.</span><span class="na">get</span><span class="o">(</span><span class="mi">0</span><span class="o">).</span><span class="na">toString</span><span class="o">());</span> |
| |
| <span class="n">Row</span> <span class="n">r2</span> <span class="o">=</span> <span class="n">Correlation</span><span class="o">.</span><span class="na">corr</span><span class="o">(</span><span class="n">df</span><span class="o">,</span> <span class="s">"features"</span><span class="o">,</span> <span class="s">"spearman"</span><span class="o">).</span><span class="na">head</span><span class="o">();</span> |
| <span class="n">System</span><span class="o">.</span><span class="na">out</span><span class="o">.</span><span class="na">println</span><span class="o">(</span><span class="s">"Spearman correlation matrix:\n"</span> <span class="o">+</span> <span class="n">r2</span><span class="o">.</span><span class="na">get</span><span class="o">(</span><span class="mi">0</span><span class="o">).</span><span class="na">toString</span><span class="o">());</span> |
| </pre></div> |
| <div><small>Find full example code at "examples/src/main/java/org/apache/spark/examples/ml/JavaCorrelationExample.java" in the Spark repo.</small></div> |
| </div> |
| |
| <div data-lang="python"> |
| <p><a href="api/python/pyspark.ml.html#pyspark.ml.stat.Correlation$"><code>Correlation</code></a> |
| computes the correlation matrix for the input Dataset of Vectors using the specified method. |
| The output will be a DataFrame that contains the correlation matrix of the column of vectors.</p> |
| |
| <div class="highlight"><pre><span></span><span class="kn">from</span> <span class="nn">pyspark.ml.linalg</span> <span class="kn">import</span> <span class="n">Vectors</span> |
| <span class="kn">from</span> <span class="nn">pyspark.ml.stat</span> <span class="kn">import</span> <span class="n">Correlation</span> |
| |
| <span class="n">data</span> <span class="o">=</span> <span class="p">[(</span><span class="n">Vectors</span><span class="o">.</span><span class="n">sparse</span><span class="p">(</span><span class="mi">4</span><span class="p">,</span> <span class="p">[(</span><span class="mi">0</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">),</span> <span class="p">(</span><span class="mi">3</span><span class="p">,</span> <span class="o">-</span><span class="mf">2.0</span><span class="p">)]),),</span> |
| <span class="p">(</span><span class="n">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="p">([</span><span class="mf">4.0</span><span class="p">,</span> <span class="mf">5.0</span><span class="p">,</span> <span class="mf">0.0</span><span class="p">,</span> <span class="mf">3.0</span><span class="p">]),),</span> |
| <span class="p">(</span><span class="n">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="p">([</span><span class="mf">6.0</span><span class="p">,</span> <span class="mf">7.0</span><span class="p">,</span> <span class="mf">0.0</span><span class="p">,</span> <span class="mf">8.0</span><span class="p">]),),</span> |
| <span class="p">(</span><span class="n">Vectors</span><span class="o">.</span><span class="n">sparse</span><span class="p">(</span><span class="mi">4</span><span class="p">,</span> <span class="p">[(</span><span class="mi">0</span><span class="p">,</span> <span class="mf">9.0</span><span class="p">),</span> <span class="p">(</span><span class="mi">3</span><span class="p">,</span> <span class="mf">1.0</span><span class="p">)]),)]</span> |
| <span class="n">df</span> <span class="o">=</span> <span class="n">spark</span><span class="o">.</span><span class="n">createDataFrame</span><span class="p">(</span><span class="n">data</span><span class="p">,</span> <span class="p">[</span><span class="s2">"features"</span><span class="p">])</span> |
| |
| <span class="n">r1</span> <span class="o">=</span> <span class="n">Correlation</span><span class="o">.</span><span class="n">corr</span><span class="p">(</span><span class="n">df</span><span class="p">,</span> <span class="s2">"features"</span><span class="p">)</span><span class="o">.</span><span class="n">head</span><span class="p">()</span> |
| <span class="k">print</span><span class="p">(</span><span class="s2">"Pearson correlation matrix:</span><span class="se">\n</span><span class="s2">"</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="n">r1</span><span class="p">[</span><span class="mi">0</span><span class="p">]))</span> |
| |
| <span class="n">r2</span> <span class="o">=</span> <span class="n">Correlation</span><span class="o">.</span><span class="n">corr</span><span class="p">(</span><span class="n">df</span><span class="p">,</span> <span class="s2">"features"</span><span class="p">,</span> <span class="s2">"spearman"</span><span class="p">)</span><span class="o">.</span><span class="n">head</span><span class="p">()</span> |
| <span class="k">print</span><span class="p">(</span><span class="s2">"Spearman correlation matrix:</span><span class="se">\n</span><span class="s2">"</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="n">r2</span><span class="p">[</span><span class="mi">0</span><span class="p">]))</span> |
| </pre></div> |
| <div><small>Find full example code at "examples/src/main/python/ml/correlation_example.py" in the Spark repo.</small></div> |
| </div> |
| |
| </div> |
| |
| <h2 id="hypothesis-testing">Hypothesis testing</h2> |
| |
| <p>Hypothesis testing is a powerful tool in statistics to determine whether a result is statistically |
| significant, whether this result occurred by chance or not. <code>spark.ml</code> currently supports Pearson’s |
| Chi-squared ( $\chi^2$) tests for independence.</p> |
| |
| <p><code>ChiSquareTest</code> conducts Pearson’s independence test for every feature against the label. |
| For each feature, the (feature, label) pairs are converted into a contingency matrix for which |
| the Chi-squared statistic is computed. All label and feature values must be categorical.</p> |
| |
| <div class="codetabs"> |
| <div data-lang="scala"> |
| <p>Refer to the <a href="api/scala/index.html#org.apache.spark.ml.stat.ChiSquareTest$"><code>ChiSquareTest</code> Scala docs</a> for details on the API.</p> |
| |
| <div class="highlight"><pre><span></span><span class="k">import</span> <span class="nn">org.apache.spark.ml.linalg.</span><span class="o">{</span><span class="nc">Vector</span><span class="o">,</span> <span class="nc">Vectors</span><span class="o">}</span> |
| <span class="k">import</span> <span class="nn">org.apache.spark.ml.stat.ChiSquareTest</span> |
| |
| <span class="k">val</span> <span class="n">data</span> <span class="k">=</span> <span class="nc">Seq</span><span class="o">(</span> |
| <span class="o">(</span><span class="mf">0.0</span><span class="o">,</span> <span class="nc">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="o">(</span><span class="mf">0.5</span><span class="o">,</span> <span class="mf">10.0</span><span class="o">)),</span> |
| <span class="o">(</span><span class="mf">0.0</span><span class="o">,</span> <span class="nc">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="o">(</span><span class="mf">1.5</span><span class="o">,</span> <span class="mf">20.0</span><span class="o">)),</span> |
| <span class="o">(</span><span class="mf">1.0</span><span class="o">,</span> <span class="nc">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="o">(</span><span class="mf">1.5</span><span class="o">,</span> <span class="mf">30.0</span><span class="o">)),</span> |
| <span class="o">(</span><span class="mf">0.0</span><span class="o">,</span> <span class="nc">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="o">(</span><span class="mf">3.5</span><span class="o">,</span> <span class="mf">30.0</span><span class="o">)),</span> |
| <span class="o">(</span><span class="mf">0.0</span><span class="o">,</span> <span class="nc">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="o">(</span><span class="mf">3.5</span><span class="o">,</span> <span class="mf">40.0</span><span class="o">)),</span> |
| <span class="o">(</span><span class="mf">1.0</span><span class="o">,</span> <span class="nc">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="o">(</span><span class="mf">3.5</span><span class="o">,</span> <span class="mf">40.0</span><span class="o">))</span> |
| <span class="o">)</span> |
| |
| <span class="k">val</span> <span class="n">df</span> <span class="k">=</span> <span class="n">data</span><span class="o">.</span><span class="n">toDF</span><span class="o">(</span><span class="s">"label"</span><span class="o">,</span> <span class="s">"features"</span><span class="o">)</span> |
| <span class="k">val</span> <span class="n">chi</span> <span class="k">=</span> <span class="nc">ChiSquareTest</span><span class="o">.</span><span class="n">test</span><span class="o">(</span><span class="n">df</span><span class="o">,</span> <span class="s">"features"</span><span class="o">,</span> <span class="s">"label"</span><span class="o">).</span><span class="n">head</span> |
| <span class="n">println</span><span class="o">(</span><span class="s">"pValues = "</span> <span class="o">+</span> <span class="n">chi</span><span class="o">.</span><span class="n">getAs</span><span class="o">[</span><span class="kt">Vector</span><span class="o">](</span><span class="mi">0</span><span class="o">))</span> |
| <span class="n">println</span><span class="o">(</span><span class="s">"degreesOfFreedom = "</span> <span class="o">+</span> <span class="n">chi</span><span class="o">.</span><span class="n">getSeq</span><span class="o">[</span><span class="kt">Int</span><span class="o">](</span><span class="mi">1</span><span class="o">).</span><span class="n">mkString</span><span class="o">(</span><span class="s">"["</span><span class="o">,</span> <span class="s">","</span><span class="o">,</span> <span class="s">"]"</span><span class="o">))</span> |
| <span class="n">println</span><span class="o">(</span><span class="s">"statistics = "</span> <span class="o">+</span> <span class="n">chi</span><span class="o">.</span><span class="n">getAs</span><span class="o">[</span><span class="kt">Vector</span><span class="o">](</span><span class="mi">2</span><span class="o">))</span> |
| </pre></div> |
| <div><small>Find full example code at "examples/src/main/scala/org/apache/spark/examples/ml/ChiSquareTestExample.scala" in the Spark repo.</small></div> |
| </div> |
| |
| <div data-lang="java"> |
| <p>Refer to the <a href="api/java/org/apache/spark/ml/stat/ChiSquareTest.html"><code>ChiSquareTest</code> Java docs</a> for details on the API.</p> |
| |
| <div class="highlight"><pre><span></span><span class="kn">import</span> <span class="nn">java.util.Arrays</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">java.util.List</span><span class="o">;</span> |
| |
| <span class="kn">import</span> <span class="nn">org.apache.spark.ml.linalg.Vectors</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.ml.linalg.VectorUDT</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.ml.stat.ChiSquareTest</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.sql.Dataset</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.sql.Row</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.sql.RowFactory</span><span class="o">;</span> |
| <span class="kn">import</span> <span class="nn">org.apache.spark.sql.types.*</span><span class="o">;</span> |
| |
| <span class="n">List</span><span class="o"><</span><span class="n">Row</span><span class="o">></span> <span class="n">data</span> <span class="o">=</span> <span class="n">Arrays</span><span class="o">.</span><span class="na">asList</span><span class="o">(</span> |
| <span class="n">RowFactory</span><span class="o">.</span><span class="na">create</span><span class="o">(</span><span class="mf">0.0</span><span class="o">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="na">dense</span><span class="o">(</span><span class="mf">0.5</span><span class="o">,</span> <span class="mf">10.0</span><span class="o">)),</span> |
| <span class="n">RowFactory</span><span class="o">.</span><span class="na">create</span><span class="o">(</span><span class="mf">0.0</span><span class="o">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="na">dense</span><span class="o">(</span><span class="mf">1.5</span><span class="o">,</span> <span class="mf">20.0</span><span class="o">)),</span> |
| <span class="n">RowFactory</span><span class="o">.</span><span class="na">create</span><span class="o">(</span><span class="mf">1.0</span><span class="o">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="na">dense</span><span class="o">(</span><span class="mf">1.5</span><span class="o">,</span> <span class="mf">30.0</span><span class="o">)),</span> |
| <span class="n">RowFactory</span><span class="o">.</span><span class="na">create</span><span class="o">(</span><span class="mf">0.0</span><span class="o">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="na">dense</span><span class="o">(</span><span class="mf">3.5</span><span class="o">,</span> <span class="mf">30.0</span><span class="o">)),</span> |
| <span class="n">RowFactory</span><span class="o">.</span><span class="na">create</span><span class="o">(</span><span class="mf">0.0</span><span class="o">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="na">dense</span><span class="o">(</span><span class="mf">3.5</span><span class="o">,</span> <span class="mf">40.0</span><span class="o">)),</span> |
| <span class="n">RowFactory</span><span class="o">.</span><span class="na">create</span><span class="o">(</span><span class="mf">1.0</span><span class="o">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="na">dense</span><span class="o">(</span><span class="mf">3.5</span><span class="o">,</span> <span class="mf">40.0</span><span class="o">))</span> |
| <span class="o">);</span> |
| |
| <span class="n">StructType</span> <span class="n">schema</span> <span class="o">=</span> <span class="k">new</span> <span class="n">StructType</span><span class="o">(</span><span class="k">new</span> <span class="n">StructField</span><span class="o">[]{</span> |
| <span class="k">new</span> <span class="n">StructField</span><span class="o">(</span><span class="s">"label"</span><span class="o">,</span> <span class="n">DataTypes</span><span class="o">.</span><span class="na">DoubleType</span><span class="o">,</span> <span class="kc">false</span><span class="o">,</span> <span class="n">Metadata</span><span class="o">.</span><span class="na">empty</span><span class="o">()),</span> |
| <span class="k">new</span> <span class="n">StructField</span><span class="o">(</span><span class="s">"features"</span><span class="o">,</span> <span class="k">new</span> <span class="n">VectorUDT</span><span class="o">(),</span> <span class="kc">false</span><span class="o">,</span> <span class="n">Metadata</span><span class="o">.</span><span class="na">empty</span><span class="o">()),</span> |
| <span class="o">});</span> |
| |
| <span class="n">Dataset</span><span class="o"><</span><span class="n">Row</span><span class="o">></span> <span class="n">df</span> <span class="o">=</span> <span class="n">spark</span><span class="o">.</span><span class="na">createDataFrame</span><span class="o">(</span><span class="n">data</span><span class="o">,</span> <span class="n">schema</span><span class="o">);</span> |
| <span class="n">Row</span> <span class="n">r</span> <span class="o">=</span> <span class="n">ChiSquareTest</span><span class="o">.</span><span class="na">test</span><span class="o">(</span><span class="n">df</span><span class="o">,</span> <span class="s">"features"</span><span class="o">,</span> <span class="s">"label"</span><span class="o">).</span><span class="na">head</span><span class="o">();</span> |
| <span class="n">System</span><span class="o">.</span><span class="na">out</span><span class="o">.</span><span class="na">println</span><span class="o">(</span><span class="s">"pValues: "</span> <span class="o">+</span> <span class="n">r</span><span class="o">.</span><span class="na">get</span><span class="o">(</span><span class="mi">0</span><span class="o">).</span><span class="na">toString</span><span class="o">());</span> |
| <span class="n">System</span><span class="o">.</span><span class="na">out</span><span class="o">.</span><span class="na">println</span><span class="o">(</span><span class="s">"degreesOfFreedom: "</span> <span class="o">+</span> <span class="n">r</span><span class="o">.</span><span class="na">getList</span><span class="o">(</span><span class="mi">1</span><span class="o">).</span><span class="na">toString</span><span class="o">());</span> |
| <span class="n">System</span><span class="o">.</span><span class="na">out</span><span class="o">.</span><span class="na">println</span><span class="o">(</span><span class="s">"statistics: "</span> <span class="o">+</span> <span class="n">r</span><span class="o">.</span><span class="na">get</span><span class="o">(</span><span class="mi">2</span><span class="o">).</span><span class="na">toString</span><span class="o">());</span> |
| </pre></div> |
| <div><small>Find full example code at "examples/src/main/java/org/apache/spark/examples/ml/JavaChiSquareTestExample.java" in the Spark repo.</small></div> |
| </div> |
| |
| <div data-lang="python"> |
| <p>Refer to the <a href="api/python/index.html#pyspark.ml.stat.ChiSquareTest$"><code>ChiSquareTest</code> Python docs</a> for details on the API.</p> |
| |
| <div class="highlight"><pre><span></span><span class="kn">from</span> <span class="nn">pyspark.ml.linalg</span> <span class="kn">import</span> <span class="n">Vectors</span> |
| <span class="kn">from</span> <span class="nn">pyspark.ml.stat</span> <span class="kn">import</span> <span class="n">ChiSquareTest</span> |
| |
| <span class="n">data</span> <span class="o">=</span> <span class="p">[(</span><span class="mf">0.0</span><span class="p">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="p">(</span><span class="mf">0.5</span><span class="p">,</span> <span class="mf">10.0</span><span class="p">)),</span> |
| <span class="p">(</span><span class="mf">0.0</span><span class="p">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="p">(</span><span class="mf">1.5</span><span class="p">,</span> <span class="mf">20.0</span><span class="p">)),</span> |
| <span class="p">(</span><span class="mf">1.0</span><span class="p">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="p">(</span><span class="mf">1.5</span><span class="p">,</span> <span class="mf">30.0</span><span class="p">)),</span> |
| <span class="p">(</span><span class="mf">0.0</span><span class="p">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="p">(</span><span class="mf">3.5</span><span class="p">,</span> <span class="mf">30.0</span><span class="p">)),</span> |
| <span class="p">(</span><span class="mf">0.0</span><span class="p">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="p">(</span><span class="mf">3.5</span><span class="p">,</span> <span class="mf">40.0</span><span class="p">)),</span> |
| <span class="p">(</span><span class="mf">1.0</span><span class="p">,</span> <span class="n">Vectors</span><span class="o">.</span><span class="n">dense</span><span class="p">(</span><span class="mf">3.5</span><span class="p">,</span> <span class="mf">40.0</span><span class="p">))]</span> |
| <span class="n">df</span> <span class="o">=</span> <span class="n">spark</span><span class="o">.</span><span class="n">createDataFrame</span><span class="p">(</span><span class="n">data</span><span class="p">,</span> <span class="p">[</span><span class="s2">"label"</span><span class="p">,</span> <span class="s2">"features"</span><span class="p">])</span> |
| |
| <span class="n">r</span> <span class="o">=</span> <span class="n">ChiSquareTest</span><span class="o">.</span><span class="n">test</span><span class="p">(</span><span class="n">df</span><span class="p">,</span> <span class="s2">"features"</span><span class="p">,</span> <span class="s2">"label"</span><span class="p">)</span><span class="o">.</span><span class="n">head</span><span class="p">()</span> |
| <span class="k">print</span><span class="p">(</span><span class="s2">"pValues: "</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="n">r</span><span class="o">.</span><span class="n">pValues</span><span class="p">))</span> |
| <span class="k">print</span><span class="p">(</span><span class="s2">"degreesOfFreedom: "</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="n">r</span><span class="o">.</span><span class="n">degreesOfFreedom</span><span class="p">))</span> |
| <span class="k">print</span><span class="p">(</span><span class="s2">"statistics: "</span> <span class="o">+</span> <span class="nb">str</span><span class="p">(</span><span class="n">r</span><span class="o">.</span><span class="n">statistics</span><span class="p">))</span> |
| </pre></div> |
| <div><small>Find full example code at "examples/src/main/python/ml/chi_square_test_example.py" in the Spark repo.</small></div> |
| </div> |
| |
| </div> |
| |
| |
| </div> |
| |
| <!-- /container --> |
| </div> |
| |
| <script src="js/vendor/jquery-1.8.0.min.js"></script> |
| <script src="js/vendor/bootstrap.min.js"></script> |
| <script src="js/vendor/anchor.min.js"></script> |
| <script src="js/main.js"></script> |
| |
| <!-- MathJax Section --> |
| <script type="text/x-mathjax-config"> |
| MathJax.Hub.Config({ |
| TeX: { equationNumbers: { autoNumber: "AMS" } } |
| }); |
| </script> |
| <script> |
| // Note that we load MathJax this way to work with local file (file://), HTTP and HTTPS. |
| // We could use "//cdn.mathjax...", but that won't support "file://". |
| (function(d, script) { |
| script = d.createElement('script'); |
| script.type = 'text/javascript'; |
| script.async = true; |
| script.onload = function(){ |
| MathJax.Hub.Config({ |
| tex2jax: { |
| inlineMath: [ ["$", "$"], ["\\\\(","\\\\)"] ], |
| displayMath: [ ["$$","$$"], ["\\[", "\\]"] ], |
| processEscapes: true, |
| skipTags: ['script', 'noscript', 'style', 'textarea', 'pre'] |
| } |
| }); |
| }; |
| script.src = ('https:' == document.location.protocol ? 'https://' : 'http://') + |
| 'cdn.mathjax.org/mathjax/latest/MathJax.js?config=TeX-AMS-MML_HTMLorMML'; |
| d.getElementsByTagName('head')[0].appendChild(script); |
| }(document)); |
| </script> |
| </body> |
| </html> |