Github user MLnick commented on a diff in the pull request:
https://github.com/apache/spark/pull/17494#discussion_r110105943
--- Diff: python/pyspark/ml/stat.py ---
@@ -71,6 +71,67 @@ 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`.
+
+ .. note:: For Spearman, a rank correlation, we need to create an
RDD[Double] for each column
--- End diff --
Sorry, I picked up that the doc gen will fail here - there needs to be 2
spaces before the start of each subsequent line, like this:
```
.. note:: For Spearman, a rank correlation, we need to create an
RDD[Double] for each column
and sort it in order to retrieve the ranks and then join the columns back
into an RDD[Vector],
which is fairly costly. Cache the input Dataset before calling corr with
`method = 'spearman'`
to avoid recomputing the common lineage.
```
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