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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