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

    https://github.com/apache/spark/pull/11601#discussion_r80644112
  
    --- Diff: mllib/src/main/scala/org/apache/spark/ml/feature/Imputer.scala ---
    @@ -0,0 +1,219 @@
    +/*
    + * 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.ml.feature
    +
    +import org.apache.hadoop.fs.Path
    +
    +import org.apache.spark.annotation.{Experimental, Since}
    +import org.apache.spark.ml.{Estimator, Model}
    +import org.apache.spark.ml.param._
    +import org.apache.spark.ml.param.shared.{HasInputCol, HasOutputCol}
    +import org.apache.spark.ml.util._
    +import org.apache.spark.sql.{DataFrame, Dataset, Row}
    +import org.apache.spark.sql.functions._
    +import org.apache.spark.sql.types._
    +
    +/**
    + * Params for [[Imputer]] and [[ImputerModel]].
    + */
    +private[feature] trait ImputerParams extends Params with HasInputCol with 
HasOutputCol {
    +
    +  /**
    +   * The imputation strategy.
    +   * If "mean", then replace missing values using the mean value of the 
feature.
    +   * If "median", then replace missing values using the approximate median 
value of the feature.
    +   * Default: mean
    +   *
    +   * @group param
    +   */
    +  final val strategy: Param[String] = new Param(this, "strategy", 
"strategy for imputation. " +
    +    "If mean, then replace missing values using the mean value of the 
feature. " +
    +    "If median, then replace missing values using the median value of the 
feature.",
    +    
ParamValidators.inArray[String](Imputer.supportedStrategyNames.toArray))
    +
    +  /** @group getParam */
    +  def getStrategy: String = $(strategy)
    +
    +  /**
    +   * The placeholder for the missing values. All occurrences of 
missingValue will be imputed.
    +   * Default: Double.NaN
    +   *
    +   * @group param
    +   */
    +  final val missingValue: DoubleParam = new DoubleParam(this, 
"missingValue",
    +    "The placeholder for the missing values. All occurrences of 
missingValue will be imputed")
    +
    +  /** @group getParam */
    +  def getMissingValue: Double = $(missingValue)
    +
    +  /** Validates and transforms the input schema. */
    +  protected def validateAndTransformSchema(schema: StructType): StructType 
= {
    +    val inputType = schema($(inputCol)).dataType
    +    SchemaUtils.checkColumnTypes(schema, $(inputCol), Seq(DoubleType, 
FloatType))
    +    require(!schema.fieldNames.contains($(outputCol)),
    +      s"Output column ${$(outputCol)} already exists.")
    +    SchemaUtils.appendColumn(schema, $(outputCol), inputType)
    +  }
    +}
    +
    +/**
    + * :: Experimental ::
    + * Imputation estimator for completing missing values, either using the 
mean or the median
    + * of the column in which the missing values are located. The input column 
should be of
    + * DoubleType or FloatType.
    + *
    + * Note that the mean/median value is computed after filtering out missing 
values.
    + * All Null values in the input column are treated as missing, and so are 
also imputed.
    + */
    +@Experimental
    +class Imputer @Since("2.1.0")(override val uid: String)
    +  extends Estimator[ImputerModel] with ImputerParams with 
DefaultParamsWritable {
    +
    +  @Since("2.1.0")
    +  def this() = this(Identifiable.randomUID("imputer"))
    +
    +  /** @group setParam */
    +  def setInputCol(value: String): this.type = set(inputCol, value)
    +
    +  /** @group setParam */
    +  def setOutputCol(value: String): this.type = set(outputCol, value)
    +
    +  /**
    +   * Imputation strategy. Available options are ["mean", "median"].
    +   * @group setParam
    +   */
    +  def setStrategy(value: String): this.type = set(strategy, value)
    +
    +  /** @group setParam */
    +  def setMissingValue(value: Double): this.type = set(missingValue, value)
    +
    +  setDefault(strategy -> "mean", missingValue -> Double.NaN)
    +
    +  override def fit(dataset: Dataset[_]): ImputerModel = {
    +    transformSchema(dataset.schema, logging = true)
    +    val ic = col($(inputCol))
    +    val filtered = dataset.select(ic.cast(DoubleType))
    +      .filter(ic.isNotNull && ic =!= $(missingValue))
    +    val surrogate = $(strategy) match {
    +      case "mean" => 
filtered.filter(!ic.isNaN).select(avg($(inputCol))).first().getDouble(0)
    +      case "median" => filtered.stat.approxQuantile($(inputCol), 
Array(0.5), 0.001)(0)
    +    }
    +    copyValues(new ImputerModel(uid, surrogate).setParent(this))
    +  }
    +
    +  override def transformSchema(schema: StructType): StructType = {
    +    validateAndTransformSchema(schema)
    +  }
    +
    +  override def copy(extra: ParamMap): Imputer = {
    +    val copied = new Imputer(uid)
    +    copyValues(copied, extra)
    +  }
    +}
    +
    +@Since("2.1.0")
    +object Imputer extends DefaultParamsReadable[Imputer] {
    +
    +  /** Set of strategy names that Imputer currently supports. */
    +  private[ml] val supportedStrategyNames = Set("mean", "median")
    +
    +  @Since("2.1.0")
    +  override def load(path: String): Imputer = super.load(path)
    +}
    +
    +/**
    + * :: Experimental ::
    + * Model fitted by [[Imputer]].
    + *
    + * @param surrogate Value by which missing values in the input column will 
be replaced.
    + */
    +@Experimental
    +class ImputerModel private[ml](
    +    override val uid: String,
    +    val surrogate: Double)
    +  extends Model[ImputerModel] with ImputerParams with MLWritable {
    +
    +  import ImputerModel._
    +
    +  /** @group setParam */
    +  def setInputCol(value: String): this.type = set(inputCol, value)
    +
    +  /** @group setParam */
    +  def setOutputCol(value: String): this.type = set(outputCol, value)
    +
    +  override def transform(dataset: Dataset[_]): DataFrame = {
    +    transformSchema(dataset.schema, logging = true)
    +    val inputType = dataset.select($(inputCol)).schema.fields(0).dataType
    +    val ic = col($(inputCol))
    +    dataset.withColumn($(outputCol), when(ic.isNull, surrogate)
    +      .when(ic === $(missingValue), surrogate)
    +      .otherwise(ic)
    +      .cast(inputType))
    +  }
    +
    +  override def transformSchema(schema: StructType): StructType = {
    +    validateAndTransformSchema(schema)
    +  }
    +
    +  override def copy(extra: ParamMap): ImputerModel = {
    +    val copied = new ImputerModel(uid, surrogate)
    +    copyValues(copied, extra).setParent(parent)
    +  }
    +
    +  @Since("2.1.0")
    +  override def write: MLWriter = new ImputerModelWriter(this)
    +}
    +
    +
    +@Since("2.1.0")
    +object ImputerModel extends MLReadable[ImputerModel] {
    +
    +  private[ImputerModel] class ImputerModelWriter(instance: ImputerModel) 
extends MLWriter {
    +
    +    private case class Data(surrogate: Double)
    --- End diff --
    
    I would think that if we support multiple columns, we need to match up the 
column name to the surrogate, correct? So I'd think we would want to save a DF 
with the same columns as `inputCol(s)` and then yes either double or vector 
type. Is this what you mean here?


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