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https://issues.apache.org/jira/browse/SPARK-10597?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=15351316#comment-15351316
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Martin Mauch commented on SPARK-10597:
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Is there any news on this or another way to calculate weighted statistics for
RDDs or DataFrames?
I've found https://github.com/mraad/spark-stat but it would be great to have an
in-built solution, especially since the difference between non-weighted and
weighted is usually just replacing counts by sums of weights.
> 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
> Assignee: 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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