Github user MLnick commented on a diff in the pull request:
https://github.com/apache/spark/pull/17494#discussion_r109492883
--- Diff: python/pyspark/ml/stat.py ---
@@ -71,6 +71,62 @@ def test(dataset, featuresCol, labelCol):
return _java2py(sc, javaTestObj.test(*args))
+class Correlation(object):
+ """
+ .. note:: Experimental
+
+ Compute the correlation matrix for the input dataset of Vectors using
the specified method.
+ Methods currently supported: `pearson` (default), `spearman`.
+
+ :param dataset:
+ A dataset or a dataframe.
+ :param column:
+ The name of the column of vectors for which the correlation
coefficient needs
+ to be computed. This must be a column of the dataset, and it must
contain
+ Vector objects.
+ :param method:
+ String specifying the method to use for computing correlation.
+ Supported: `pearson` (default), `spearman`.
+ :return:
+ A dataframe that contains the correlation matrix of the column of
vectors. This
+ dataframe contains a single row and a single column of name
+ '$METHODNAME($COLUMN)'.
+
+ >>> from pyspark.ml.linalg import Vectors
+ >>> from pyspark.ml.stat import Correlation
+ >>> dataset = [[Vectors.dense([1, 0, 0, -2])],
+ ... [Vectors.dense([4, 5, 0, 3])],
+ ... [Vectors.dense([6, 7, 0, 8])],
+ ... [Vectors.dense([9, 0, 0, 1])]]
+ >>> dataset = spark.createDataFrame(dataset, ["features"])
+ >>> pearsonCorr = Correlation.corr(dataset, 'features',
'pearson').collect()[0][0]
+ >>> print(str(pearsonCorr).replace('nan', 'NaN'))
+ DenseMatrix([[ 1. , 0.05564149, NaN, 0.40047142],
+ [ 0.05564149, 1. , NaN, 0.91359586],
+ [ NaN, NaN, 1. , NaN],
+ [ 0.40047142, 0.91359586, NaN, 1. ]])
+ >>> spearmanCorr = Correlation.corr(dataset, 'features',
method="spearman").collect()[0][0]
--- End diff --
Super minor nit - but let's use single `'` everywhere here rather than have
a mix of single & double.
---
If your project is set up for it, you can reply to this email and have your
reply appear on GitHub as well. If your project does not have this feature
enabled and wishes so, or if the feature is enabled but not working, please
contact infrastructure at [email protected] or file a JIRA ticket
with INFRA.
---
---------------------------------------------------------------------
To unsubscribe, e-mail: [email protected]
For additional commands, e-mail: [email protected]
