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from pyspark import since, SparkContext
from import _java2py, _py2java
from import _jvm

[docs]class ChiSquareTest(object): """ .. note:: Experimental 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. :param dataset: DataFrame of categorical labels and categorical features. Real-valued features will be treated as categorical for each distinct value. :param featuresCol: Name of features column in dataset, of type `Vector` (`VectorUDT`). :param labelCol: Name of label column in dataset, of any numerical type. :return: DataFrame containing the test result for every feature against the label. 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. >>> from import Vectors >>> from 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') >>>"degreesOfFreedom").collect()[0] Row(degreesOfFreedom=[3, 1, 0]) .. versionadded:: 2.2.0 """
[docs] @staticmethod @since("2.2.0") def test(dataset, featuresCol, labelCol): """ Perform a Pearson's independence test using dataset. """ sc = SparkContext._active_spark_context javaTestObj = _jvm() args = [_py2java(sc, arg) for arg in (dataset, featuresCol, labelCol)] return _java2py(sc, javaTestObj.test(*args))
[docs]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 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. :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 import Vectors >>> from 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. ]]) .. versionadded:: 2.2.0 """
[docs] @staticmethod @since("2.2.0") def corr(dataset, column, method="pearson"): """ Compute the correlation matrix with specified method using dataset. """ sc = SparkContext._active_spark_context javaCorrObj = _jvm() args = [_py2java(sc, arg) for arg in (dataset, column, method)] return _java2py(sc, javaCorrObj.corr(*args))
if __name__ == "__main__": import doctest import from pyspark.sql import SparkSession globs = # The small batch size here ensures that we see multiple batches, # even in these small test examples: spark = SparkSession.builder \ .master("local[2]") \ .appName("ml.stat tests") \ .getOrCreate() sc = spark.sparkContext globs['sc'] = sc globs['spark'] = spark failure_count, test_count = doctest.testmod(globs=globs, optionflags=doctest.ELLIPSIS) spark.stop() if failure_count: exit(-1)