Github user MLnick commented on a diff in the pull request:

    https://github.com/apache/spark/pull/17494#discussion_r110097152
  
    --- Diff: python/pyspark/ml/stat.py ---
    @@ -71,6 +71,67 @@ def test(dataset, featuresCol, labelCol):
             return _java2py(sc, javaTestObj.test(*args))
     
     
    +class Correlation(object):
    +    """
    +    .. note:: Experimental
    +
    +    Compute the correlation matrix for the input dataset of Vectors using 
the specified method.
    +    Methods currently supported: `pearson` (default), `spearman`.
    +
    +    @note For Spearman, a rank correlation, we need to create an 
RDD[Double] for each column
    --- End diff --
    
    I don't think `@note` will work for PyDoc? 


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