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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