Github user mengxr commented on a diff in the pull request: https://github.com/apache/spark/pull/1778#discussion_r17579687 --- Diff: mllib/src/main/scala/org/apache/spark/mllib/stat/MultivariateStatisticalSummary.scala --- @@ -53,4 +53,14 @@ trait MultivariateStatisticalSummary { * Minimum value of each column. */ def min: Vector + + /** + * Euclidean magnitude of each column + */ + def normL2: Vector + + /** + * L1 norm of each column + */ + def normL1: Vector --- End diff -- `mean`, `stddev`, and `variance` are summary statistics of the random variable. The 1-norm of a random variable should be `E[|X|]` instead of `\sum_i |x_i|`. See http://www.math.uah.edu/stat/expect/Spaces.html . I suggest changing the method names to `norm1` and `norm2` and outputs the average instead.
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