Github user dbtsai commented on a diff in the pull request:
https://github.com/apache/spark/pull/3220#discussion_r20207949
--- Diff:
mllib/src/main/scala/org/apache/spark/mllib/stat/MultivariateOnlineSummarizer.scala
---
@@ -124,37 +128,28 @@ class MultivariateOnlineSummarizer extends
MultivariateStatisticalSummary with S
require(n == other.n, s"Dimensions mismatch when merging with
another summarizer. " +
s"Expecting $n but got ${other.n}.")
totalCnt += other.totalCnt
- val deltaMean: BDV[Double] = currMean - other.currMean
var i = 0
while (i < n) {
- // merge mean together
- if (other.currMean(i) != 0.0) {
- currMean(i) = (currMean(i) * nnz(i) + other.currMean(i) *
other.nnz(i)) /
- (nnz(i) + other.nnz(i))
- }
- // merge m2n together
- if (nnz(i) + other.nnz(i) != 0.0) {
- currM2n(i) += other.currM2n(i) + deltaMean(i) * deltaMean(i) *
nnz(i) * other.nnz(i) /
- (nnz(i) + other.nnz(i))
- }
- // merge m2 together
- if (nnz(i) + other.nnz(i) != 0.0) {
+ val thisNnz = nnz(i)
+ val otherNnz = other.nnz(i)
+ val totalNnz = thisNnz + otherNnz
+ if (totalNnz != 0.0) {
+ val deltaMean = other.currMean(i) - currMean(i)
+ // merge mean together
+ currMean(i) += deltaMean * otherNnz / totalNnz
--- End diff --
This looks good. More consistent with the previous notation when we add
single sample.
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