Github user dbtsai commented on a diff in the pull request: https://github.com/apache/spark/pull/955#discussion_r14796461 --- Diff: mllib/src/main/scala/org/apache/spark/mllib/stat/OnlineSummarizer.scala --- @@ -0,0 +1,229 @@ +/* + * 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 + +import breeze.linalg.{DenseVector => BDV} + +import org.apache.spark.mllib.linalg.{Vectors, Vector} +import org.apache.spark.annotation.DeveloperApi + +/** + * :: DeveloperApi :: + * OnlineSummarizer implements [[MultivariateStatisticalSummary]] to compute the mean, variance, + * minimum, maximum, counts, and non-zero counts for samples in sparse or dense vector format in + * a streaming fashion. + * + * Two OnlineSummarizers can be merged together to have a statistical summary of a jointed dataset. + * + * A numerically stable algorithm is implemented to compute sample mean and variance: + * Reference: [[http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance variance-wiki]] + * Zero elements (including explicit zero values) are skipped when calling add(), + * to have time complexity O(nnz) instead of O(n) for each column. + */ +@DeveloperApi +class OnlineSummarizer extends MultivariateStatisticalSummary with Serializable { --- End diff -- I actually want to change MultivariateStatisticalSummary to StatisticalSummary since it's too verbose. But for consistency, I will change it to MultivariateOnlineSummarizer.
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