Github user chiwanpark commented on a diff in the pull request: https://github.com/apache/flink/pull/861#discussion_r37138063 --- Diff: docs/libs/ml/statistics.md --- @@ -0,0 +1,108 @@ +--- +mathjax: include +htmlTitle: FlinkML - Statistics +title: <a href="../ml">FlinkML</a> - Statistics +--- +<!-- +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. +--> + +* This will be replaced by the TOC +{:toc} + +## Description + + The statistics utility provides features such as building histograms over data, determining + mean, variance, gini impurity, entropy etc. of data. + +## Methods + + The Statistics utility provides two major functions: `createHistogram` and `dataStats`. + +### Creating a histogram + + There are two types of histograms: + <ul> + <li> + <strong>Continuous Histograms</strong>: These histograms are formed on a data set `X: DataSet[Double]` + when the values in `X` are from a continuous range. These histograms support + `quantile` and `sum` operations. Here `quantile(q)` refers to a value $x_q$ such that $|x: x + \leq x_q| = q * |X|$. Further, `sum(s)` refers to the number of elements $x \leq s$, which can + be construed as a cumulative probability value at $s$[Of course, <i>scaled</i> probability]. + <br> + A continuous histogram can be formed by calling `X.createHistogram(b)` where `b` is the + number of bins. + </li> + <li> + <strong>Categorical Histograms</strong>: These histograms are formed on a data set `X:DataSet[Double]` + when the values in `X` are from a discrete distribution. These histograms + support `count(c)` operation which returns the number of elements associated with cateogry `c`. + <br> + A categorical histogram can be formed by calling `X.createHistogram(0)`. + </li> + </ul> + +### Data Statistics + + The `dataStats` function operates on a data set `X: DataSet[Vector]` and returns column-wise + statistics for `X`. Every field of `X` is allowed to be defined as either <i>discrete</i> or + <i>continuous</i>. + <br> + Statistics can be evaluated by calling `DataStats.dataStats(X)` or + `DataStats.dataStats(X, discreteFields`). The latter is used when some fields are needed to be + declared discrete-valued, and is provided as an array of indices of fields which are discrete. + <br> + The following information is available as part of `DataStats`: + <ul> + <li>Number of elements in `X`</li> + <li>Dimension of `X`</li> + <li>Column-wise statistics where for discrete fields, we report counts for each category, and + the Gini impurity and Entropy of the field, while for continuous fields, we report the + minimum, maximum, mean and variance. + </li> + </ul> + +## Examples + +{% highlight scala %} + +import org.apache.flink.ml.statistics._ +import org.apache.flink.ml._ + +val X: DataSet[Double] = ... +// Create continuous histogram +val histogram = X.createHistogram(5) // creates a histogram with five bins +histogram.quantile(0.3) // returns the 30th quantile +histogram.sum(4) // returns number of elements less than 4 + +// Create categorical histogram +val histogram = X.createHistogram(0) // creates a categorical histogram +histogram.count(3) // number of elements with cateogory value 3 --- End diff -- cateogory -> category
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