zhengruifeng opened a new pull request, #37845:
URL: https://github.com/apache/spark/pull/37845
### What changes were proposed in this pull request?
refactor `pearson` correlation in `DataFrame.corr` to:
1, support missing values;
2, add parameter `min_periods`;
3, enable arrow execution since no longer depend on `VectorUDT`
before
```
In [1]: import pyspark.pandas as ps
In [2]: df = ps.DataFrame([[1,2], [3,None]])
In [3]: df
0 1
0 1 2.0
1 3 NaN
In [4]: df.corr()
22/09/09 16:53:18 ERROR Executor: Exception in task 9.0 in stage 5.0 (TID 24)
org.apache.spark.SparkException: [FAILED_EXECUTE_UDF] Failed to execute user
defined function (VectorAssembler$$Lambda$2660/0x0000000801215840:
(struct<0_double_VectorAssembler_0915f96ec689:double,1:double>) =>
struct<type:tinyint,size:int,indices:array<int>,values:array<double>>)
```
after
```
In [1]: import pyspark.pandas as ps
In [2]: df = ps.DataFrame([[1,2], [3,None]])
In [3]: df.corr()
0 1
0 1.0 NaN
1 NaN NaN
In [4]: df.to_pandas().corr()
/Users/ruifeng.zheng/Dev/spark/python/pyspark/pandas/utils.py:976:
PandasAPIOnSparkAdviceWarning: `to_pandas` loads all data into the driver's
memory. It should only be used if the resulting pandas DataFrame is expected to
be small.
warnings.warn(message, PandasAPIOnSparkAdviceWarning)
Out[4]:
0 1
0 1.0 NaN
1 NaN NaN
```
### Why are the changes needed?
for API coverage and support common cases containing missing values
### Does this PR introduce _any_ user-facing change?
new API
### How was this patch tested?
added UT
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