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

    https://github.com/apache/spark/pull/11601#discussion_r104404523
  
    --- Diff: mllib/src/main/scala/org/apache/spark/ml/feature/Imputer.scala ---
    @@ -0,0 +1,260 @@
    +/*
    + * 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.SparkException
    +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.HasInputCols
    +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 HasInputCols {
    +
    +  /**
    +   * 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 (relative error less than 0.001).
    +   * Default: mean
    +   *
    +   * @group param
    +   */
    +  final val strategy: Param[String] = new Param(this, "strategy", 
s"strategy for imputation. " +
    +    s"If ${Imputer.mean}, then replace missing values using the mean value 
of the feature. " +
    +    s"If ${Imputer.median}, then replace missing values using the median 
value of the feature.",
    +    ParamValidators.inArray[String](Array(Imputer.mean, Imputer.median)))
    +
    +  /** @group getParam */
    +  def getStrategy: String = $(strategy)
    +
    +  /**
    +   * The placeholder for the missing values. All occurrences of 
missingValue will be imputed.
    +   * Note that null values are always treated as missing.
    +   * 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)
    +
    +  /**
    +   * Param for output column names.
    +   * @group param
    +   */
    +  final val outputCols: StringArrayParam = new StringArrayParam(this, 
"outputCols",
    +    "output column names")
    +
    +  /** @group getParam */
    +  final def getOutputCols: Array[String] = $(outputCols)
    +
    +  /** Validates and transforms the input schema. */
    +  protected def validateAndTransformSchema(schema: StructType): StructType 
= {
    +    require($(inputCols).length == $(inputCols).distinct.length, 
s"inputCols duplicates:" +
    +      s" (${$(inputCols).mkString(", ")})")
    +    require($(outputCols).length == $(outputCols).distinct.length, 
s"outputCols duplicates:" +
    +      s" (${$(outputCols).mkString(", ")})")
    +    require($(inputCols).length == $(outputCols).length, 
s"inputCols(${$(inputCols).length})" +
    +      s" and outputCols(${$(outputCols).length}) should have the same 
length")
    +    val outputFields = $(inputCols).zip($(outputCols)).map { case 
(inputCol, outputCol) =>
    +      val inputField = schema(inputCol)
    +      SchemaUtils.checkColumnTypes(schema, inputCol, Seq(DoubleType, 
FloatType))
    +      StructField(outputCol, inputField.dataType, inputField.nullable)
    +    }
    +    StructType(schema ++ outputFields)
    +  }
    +}
    +
    +/**
    + * :: 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. Currently Imputer does not support categorical 
features yet
    + * (SPARK-15041) and possibly creates incorrect values for a categorical 
feature.
    + *
    + * 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("2.2.0")(override val uid: String)
    +  extends Estimator[ImputerModel] with ImputerParams with 
DefaultParamsWritable {
    +
    +  @Since("2.2.0")
    +  def this() = this(Identifiable.randomUID("imputer"))
    +
    +  /** @group setParam */
    +  @Since("2.2.0")
    +  def setInputCols(value: Array[String]): this.type = set(inputCols, value)
    +
    +  /** @group setParam */
    +  @Since("2.2.0")
    +  def setOutputCols(value: Array[String]): this.type = set(outputCols, 
value)
    +
    +  /**
    +   * Imputation strategy. Available options are ["mean", "median"].
    +   * @group setParam
    +   */
    +  @Since("2.2.0")
    +  def setStrategy(value: String): this.type = set(strategy, value)
    +
    +  /** @group setParam */
    +  @Since("2.2.0")
    +  def setMissingValue(value: Double): this.type = set(missingValue, value)
    +
    +  import org.apache.spark.ml.feature.Imputer._
    +  setDefault(strategy -> mean, missingValue -> Double.NaN)
    +
    +  override def fit(dataset: Dataset[_]): ImputerModel = {
    +    transformSchema(dataset.schema, logging = true)
    +    val spark = dataset.sparkSession
    +    import spark.implicits._
    +    val surrogates = $(inputCols).map { inputCol =>
    +      val ic = col(inputCol)
    +      val filtered = dataset.select(ic.cast(DoubleType))
    +        .filter(ic.isNotNull && ic =!= $(missingValue) && !ic.isNaN)
    +      if(filtered.rdd.isEmpty()) {
    +        throw new SparkException(s"surrogate cannot be computed. " +
    +          s"All the values in $inputCol are Null, Nan or missingValue 
($missingValue)")
    +      }
    +      val surrogate = $(strategy) match {
    +        case Imputer.mean => 
filtered.select(avg(inputCol)).as[Double].first()
    +        case Imputer.median => filtered.stat.approxQuantile(inputCol, 
Array(0.5), 0.001).head
    --- End diff --
    
    Not really sure about the relative error here - perhaps `0.01` is 
sufficient?


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