Coverage for pyspark/ml/stat.py : 88%
Hot-keys on this page
r m x p toggle line displays
j k next/prev highlighted chunk
0 (zero) top of page
1 (one) first highlighted chunk
|
# # 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. #
""" Conduct Pearson's independence test for every feature against the label. For each feature, the (feature, label) pairs are converted into a contingency matrix for which the Chi-squared statistic is computed. All label and feature values must be categorical.
The null hypothesis is that the occurrence of the outcomes is statistically independent.
.. versionadded:: 2.2.0
""" """ Perform a Pearson's independence test using dataset.
.. versionadded:: 2.2.0 .. versionchanged:: 3.1.0 Added optional ``flatten`` argument.
Parameters ---------- dataset : :py:class:`pyspark.sql.DataFrame` DataFrame of categorical labels and categorical features. Real-valued features will be treated as categorical for each distinct value. featuresCol : str Name of features column in dataset, of type `Vector` (`VectorUDT`). labelCol : str Name of label column in dataset, of any numerical type. flatten : bool, optional if True, flattens the returned dataframe.
Returns ------- :py:class:`pyspark.sql.DataFrame` DataFrame containing the test result for every feature against the label. If flatten is True, this DataFrame will contain one row per feature with the following fields:
- `featureIndex: int` - `pValue: float` - `degreesOfFreedom: int` - `statistic: float`
If flatten is False, this DataFrame will contain a single Row with the following fields:
- `pValues: Vector` - `degreesOfFreedom: Array[int]` - `statistics: Vector`
Each of these fields has one value per feature.
Examples -------- >>> from pyspark.ml.linalg import Vectors >>> from pyspark.ml.stat import ChiSquareTest >>> dataset = [[0, Vectors.dense([0, 0, 1])], ... [0, Vectors.dense([1, 0, 1])], ... [1, Vectors.dense([2, 1, 1])], ... [1, Vectors.dense([3, 1, 1])]] >>> dataset = spark.createDataFrame(dataset, ["label", "features"]) >>> chiSqResult = ChiSquareTest.test(dataset, 'features', 'label') >>> chiSqResult.select("degreesOfFreedom").collect()[0] Row(degreesOfFreedom=[3, 1, 0]) >>> chiSqResult = ChiSquareTest.test(dataset, 'features', 'label', True) >>> row = chiSqResult.orderBy("featureIndex").collect() >>> row[0].statistic 4.0 """
""" Compute the correlation matrix for the input dataset of Vectors using the specified method. Methods currently supported: `pearson` (default), `spearman`.
.. versionadded:: 2.2.0
Notes ----- 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. """ """ Compute the correlation matrix with specified method using dataset.
.. versionadded:: 2.2.0
Parameters ---------- dataset : :py:class:`pyspark.sql.DataFrame` A DataFrame. column : str 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. method : str, optional String specifying the method to use for computing correlation. Supported: `pearson` (default), `spearman`.
Returns ------- 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)`.
Examples -------- >>> from pyspark.ml.linalg import DenseMatrix, 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. , 0.0556..., NaN, 0.4004...], [ 0.0556..., 1. , NaN, 0.9135...], [ NaN, NaN, 1. , NaN], [ 0.4004..., 0.9135..., NaN, 1. ]]) >>> spearmanCorr = Correlation.corr(dataset, 'features', method='spearman').collect()[0][0] >>> print(str(spearmanCorr).replace('nan', 'NaN')) DenseMatrix([[ 1. , 0.1054..., NaN, 0.4 ], [ 0.1054..., 1. , NaN, 0.9486... ], [ NaN, NaN, 1. , NaN], [ 0.4 , 0.9486... , NaN, 1. ]]) """
""" Conduct the two-sided Kolmogorov Smirnov (KS) test for data sampled from a continuous distribution.
By comparing the largest difference between the empirical cumulative distribution of the sample data and the theoretical distribution we can provide a test for the the null hypothesis that the sample data comes from that theoretical distribution.
.. versionadded:: 2.4.0
""" def test(dataset, sampleCol, distName, *params): """ Conduct a one-sample, two-sided Kolmogorov-Smirnov test for probability distribution equality. Currently supports the normal distribution, taking as parameters the mean and standard deviation.
.. versionadded:: 2.4.0
Parameters ---------- dataset : :py:class:`pyspark.sql.DataFrame` a Dataset or a DataFrame containing the sample of data to test. sampleCol : str Name of sample column in dataset, of any numerical type. distName : str a `string` name for a theoretical distribution, currently only support "norm". params : float a list of `float` values specifying the parameters to be used for the theoretical distribution. For "norm" distribution, the parameters includes mean and variance.
Returns ------- A DataFrame that contains the Kolmogorov-Smirnov test result for the input sampled data. This DataFrame will contain a single Row with the following fields:
- `pValue: Double` - `statistic: Double`
Examples -------- >>> from pyspark.ml.stat import KolmogorovSmirnovTest >>> dataset = [[-1.0], [0.0], [1.0]] >>> dataset = spark.createDataFrame(dataset, ['sample']) >>> ksResult = KolmogorovSmirnovTest.test(dataset, 'sample', 'norm', 0.0, 1.0).first() >>> round(ksResult.pValue, 3) 1.0 >>> round(ksResult.statistic, 3) 0.175 >>> dataset = [[2.0], [3.0], [4.0]] >>> dataset = spark.createDataFrame(dataset, ['sample']) >>> ksResult = KolmogorovSmirnovTest.test(dataset, 'sample', 'norm', 3.0, 1.0).first() >>> round(ksResult.pValue, 3) 1.0 >>> round(ksResult.statistic, 3) 0.175 """ _jvm().PythonUtils.toSeq(params)))
""" Tools for vectorized statistics on MLlib Vectors. The methods in this package provide various statistics for Vectors contained inside DataFrames. This class lets users pick the statistics they would like to extract for a given column.
.. versionadded:: 2.4.0
Examples -------- >>> from pyspark.ml.stat import Summarizer >>> from pyspark.sql import Row >>> from pyspark.ml.linalg import Vectors >>> summarizer = Summarizer.metrics("mean", "count") >>> df = sc.parallelize([Row(weight=1.0, features=Vectors.dense(1.0, 1.0, 1.0)), ... Row(weight=0.0, features=Vectors.dense(1.0, 2.0, 3.0))]).toDF() >>> df.select(summarizer.summary(df.features, df.weight)).show(truncate=False) +-----------------------------------+ |aggregate_metrics(features, weight)| +-----------------------------------+ |{[1.0,1.0,1.0], 1} | +-----------------------------------+ <BLANKLINE> >>> df.select(summarizer.summary(df.features)).show(truncate=False) +--------------------------------+ |aggregate_metrics(features, 1.0)| +--------------------------------+ |{[1.0,1.5,2.0], 2} | +--------------------------------+ <BLANKLINE> >>> df.select(Summarizer.mean(df.features, df.weight)).show(truncate=False) +--------------+ |mean(features)| +--------------+ |[1.0,1.0,1.0] | +--------------+ <BLANKLINE> >>> df.select(Summarizer.mean(df.features)).show(truncate=False) +--------------+ |mean(features)| +--------------+ |[1.0,1.5,2.0] | +--------------+ <BLANKLINE> """ """ return a column of mean summary """
""" return a column of sum summary """ return Summarizer._get_single_metric(col, weightCol, "sum")
""" return a column of variance summary """ return Summarizer._get_single_metric(col, weightCol, "variance")
""" return a column of std summary """ return Summarizer._get_single_metric(col, weightCol, "std")
""" return a column of count summary """ return Summarizer._get_single_metric(col, weightCol, "count")
""" return a column of numNonZero summary """ return Summarizer._get_single_metric(col, weightCol, "numNonZeros")
""" return a column of max summary """ return Summarizer._get_single_metric(col, weightCol, "max")
""" return a column of min summary """ return Summarizer._get_single_metric(col, weightCol, "min")
""" return a column of normL1 summary """ return Summarizer._get_single_metric(col, weightCol, "normL1")
""" return a column of normL2 summary """ return Summarizer._get_single_metric(col, weightCol, "normL2")
def _check_param(featuresCol, weightCol): raise TypeError("featureCol and weightCol should be a Column")
def _get_single_metric(col, weightCol, metric): col._jc, weightCol._jc))
def metrics(*metrics): """ Given a list of metrics, provides a builder that it turns computes metrics from a column.
See the documentation of :py:class:`Summarizer` for an example.
The following metrics are accepted (case sensitive): - mean: a vector that contains the coefficient-wise mean. - sum: a vector that contains the coefficient-wise sum. - variance: a vector tha contains the coefficient-wise variance. - std: a vector tha contains the coefficient-wise standard deviation. - count: the count of all vectors seen. - numNonzeros: a vector with the number of non-zeros for each coefficients - max: the maximum for each coefficient. - min: the minimum for each coefficient. - normL2: the Euclidean norm for each coefficient. - normL1: the L1 norm of each coefficient (sum of the absolute values).
.. versionadded:: 2.4.0
Notes ----- Currently, the performance of this interface is about 2x~3x slower than using the RDD interface.
Examples -------- metrics : str metrics that can be provided.
Returns ------- :py:class:`pyspark.ml.stat.SummaryBuilder` """ _to_seq(sc, metrics))
""" A builder object that provides summary statistics about a given column.
Users should not directly create such builders, but instead use one of the methods in :py:class:`pyspark.ml.stat.Summarizer`
.. versionadded:: 2.4.0
"""
""" Returns an aggregate object that contains the summary of the column with the requested metrics.
.. versionadded:: 2.4.0
Parameters ---------- featuresCol : str a column that contains features Vector object. weightCol : str, optional a column that contains weight value. Default weight is 1.0.
Returns ------- :py:class:`pyspark.sql.Column` an aggregate column that contains the statistics. The exact content of this structure is determined during the creation of the builder. """
"""Represents a (mean, cov) tuple
.. versionadded:: 3.0.0
Examples -------- >>> from pyspark.ml.linalg import DenseMatrix, Vectors >>> m = MultivariateGaussian(Vectors.dense([11,12]), DenseMatrix(2, 2, (1.0, 3.0, 5.0, 2.0))) >>> (m.mean, m.cov.toArray()) (DenseVector([11.0, 12.0]), array([[ 1., 5.], [ 3., 2.]])) """
# Numpy 1.14+ changed it's string format. except TypeError: pass
# The small batch size here ensures that we see multiple batches, # even in these small test examples: .master("local[2]") \ .appName("ml.stat tests") \ .getOrCreate()
sys.exit(-1) |