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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