Github user feynmanliang commented on a diff in the pull request:
https://github.com/apache/spark/pull/4716#discussion_r39897325
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/stat/test/StreamingTestMethod.scala
---
@@ -0,0 +1,165 @@
+/*
+ * 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.test
+
+import java.io.Serializable
+
+import scala.language.implicitConversions
+import scala.math.pow
+
+import com.twitter.chill.MeatLocker
+import org.apache.commons.math3.stat.descriptive.StatisticalSummaryValues
+import org.apache.commons.math3.stat.inference.TTest
+
+import org.apache.spark.Logging
+import org.apache.spark.streaming.dstream.DStream
+import org.apache.spark.util.StatCounter
+
+/**
+ * Significance testing methods for [[StreamingTest]]. New 2-sample
statistical significance tests
+ * should extend [[StreamingTestMethod]] and introduce a new entry in
+ * [[StreamingTestMethod.TEST_NAME_TO_OBJECT]]
+ */
+private[stat] sealed trait StreamingTestMethod extends Serializable {
+
+ val MethodName: String
+ val NullHypothesis: String
+
+ protected type SummaryPairStream =
+ DStream[(StatCounter, StatCounter)]
+
+ /**
+ * Perform streaming 2-sample statistical significance testing.
+ *
+ * @param sampleSummaries stream pairs of summary statistics for the 2
samples
+ * @return stream of rest results
+ */
+ def doTest(sampleSummaries: SummaryPairStream):
DStream[StreamingTestResult]
+
+ /**
+ * Implicit adapter to convert between streaming summary statistics type
and the type required by
+ * the t-testing libraries.
+ */
+ protected implicit def toApacheCommonsStats(
+ summaryStats: StatCounter): StatisticalSummaryValues = {
+ new StatisticalSummaryValues(
+ summaryStats.mean,
+ summaryStats.variance,
+ summaryStats.count,
+ summaryStats.max,
+ summaryStats.min,
+ summaryStats.mean * summaryStats.count
+ )
+ }
+}
+
+/**
+ * Performs Welch's 2-sample t-test. The null hypothesis is that the two
data sets have equal mean.
+ * This test does not assume equal variance between the two samples and
does not assume equal
+ * sample size.
+ *
+ * More information: http://en.wikipedia.org/wiki/Welch%27s_t_test
+ */
+private[stat] object WelchTTest extends StreamingTestMethod with Logging {
+
+ final val MethodName = "Welch's 2-sample T-test"
+ final val NullHypothesis = "Both groups have same mean"
+
+ private final val TTester = MeatLocker(new TTest())
+
+ def doTest(data: SummaryPairStream): DStream[StreamingTestResult] =
+ data.map[StreamingTestResult]((test _).tupled)
+
+ private def test(
+ statsA: StatCounter,
+ statsB: StatCounter): StreamingTestResult = {
+ def welchDF(sample1: StatisticalSummaryValues, sample2:
StatisticalSummaryValues): Double = {
+ val s1 = sample1.getVariance
+ val n1 = sample1.getN
+ val s2 = sample2.getVariance
+ val n2 = sample2.getN
+
+ val a = pow(s1, 2) / n1
+ val b = pow(s2, 2) / n2
+
+ pow(a + b, 2) / ((pow(a, 2) / (n1 - 1)) + (pow(b, 2) / (n2 - 1)))
+ }
+
+ new StreamingTestResult(
+ TTester.get.tTest(statsA, statsB),
+ welchDF(statsA, statsB),
+ TTester.get.t(statsA, statsB),
+ MethodName,
+ NullHypothesis
+ )
+ }
+}
+
+/**
+ * Performs Students's 2-sample t-test. The null hypothesis is that the
two data sets have equal
+ * mean. This test assumes equal variance between the two samples and does
not assume equal sample
+ * size. For unequal variances, Welch's t-test should be used instead.
+ *
+ * More information: http://en.wikipedia.org/wiki/Student%27s_t-test
+ */
+private[stat] object StudentTTest extends StreamingTestMethod with Logging
{
+
+ final val MethodName = "Student's 2-sample T-test"
--- End diff --
OK
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