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https://issues.apache.org/jira/browse/SPARK-10597?page=com.atlassian.jira.plugin.system.issuetabpanels:all-tabpanel
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DB Tsai updated SPARK-10597:
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Assignee: DB Tsai
> MultivariateOnlineSummarizer for weighted instances
> ---------------------------------------------------
>
> Key: SPARK-10597
> URL: https://issues.apache.org/jira/browse/SPARK-10597
> Project: Spark
> Issue Type: New Feature
> Components: MLlib
> Affects Versions: 1.5.0
> Reporter: DB Tsai
> Assignee: DB Tsai
>
> MultivariateOnlineSummarizer for weighted instances is implemented as private
> API for SPARK-7685.
> In SPARK-7685, the online numerical stable version of unbiased estimation of
> variance defined by the reliability weights:
> [[https://en.wikipedia.org/wiki/Weighted_arithmetic_mean#Reliability_weights]]
> is implemented, but we would like to make it as public api since there are
> different use-cases.
> Currently, `count` will return the actual number of instances, and ignores
> instance weights, but `numNonzeros` will return the weighted # of nonzeros.
> We need to decide the behavior of them before making it public.
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