class MultivariateOnlineSummarizer extends MultivariateStatisticalSummary with Serializable
MultivariateOnlineSummarizer implements MultivariateStatisticalSummary to compute the mean, variance, minimum, maximum, counts, and nonzero counts for instances in sparse or dense vector format in an online fashion.
Two MultivariateOnlineSummarizer can be merged together to have a statistical summary of the corresponding joint dataset.
A numerically stable algorithm is implemented to compute the mean and variance of instances: Reference: variance-wiki Zero elements (including explicit zero values) are skipped when calling add(), to have time complexity O(nnz) instead of O(n) for each column.
For weighted instances, the unbiased estimation of variance is defined by the reliability weights: see Reliability weights (Wikipedia).
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- @Since("1.1.0")
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- MultivariateOnlineSummarizer.scala
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- MultivariateOnlineSummarizer
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- MultivariateStatisticalSummary
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- new MultivariateOnlineSummarizer()
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- def add(sample: Vector): MultivariateOnlineSummarizer.this.type
Add a new sample to this summarizer, and update the statistical summary.
Add a new sample to this summarizer, and update the statistical summary.
- sample
The sample in dense/sparse vector format to be added into this summarizer.
- returns
This MultivariateOnlineSummarizer object.
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- def count: Long
Sample size.
Sample size.
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- MultivariateOnlineSummarizer → MultivariateStatisticalSummary
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- def max: Vector
Maximum value of each dimension.
Maximum value of each dimension.
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- MultivariateOnlineSummarizer → MultivariateStatisticalSummary
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- @Since("1.1.0")
- def mean: Vector
Sample mean of each dimension.
Sample mean of each dimension.
- Definition Classes
- MultivariateOnlineSummarizer → MultivariateStatisticalSummary
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- @Since("1.1.0")
- def merge(other: MultivariateOnlineSummarizer): MultivariateOnlineSummarizer.this.type
Merge another MultivariateOnlineSummarizer, and update the statistical summary.
Merge another MultivariateOnlineSummarizer, and update the statistical summary. (Note that it's in place merging; as a result,
thisobject will be modified.)- other
The other MultivariateOnlineSummarizer to be merged.
- returns
This MultivariateOnlineSummarizer object.
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- @Since("1.1.0")
- def min: Vector
Minimum value of each dimension.
Minimum value of each dimension.
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- MultivariateOnlineSummarizer → MultivariateStatisticalSummary
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- @Since("1.1.0")
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- def normL1: Vector
L1 norm of each dimension.
L1 norm of each dimension.
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- MultivariateOnlineSummarizer → MultivariateStatisticalSummary
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- @Since("1.2.0")
- def normL2: Vector
L2 (Euclidean) norm of each dimension.
L2 (Euclidean) norm of each dimension.
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- MultivariateOnlineSummarizer → MultivariateStatisticalSummary
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- @Since("1.2.0")
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- def numNonzeros: Vector
Number of nonzero elements in each dimension.
Number of nonzero elements in each dimension.
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- MultivariateOnlineSummarizer → MultivariateStatisticalSummary
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- def toString(): String
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- def variance: Vector
Unbiased estimate of sample variance of each dimension.
Unbiased estimate of sample variance of each dimension.
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- MultivariateOnlineSummarizer → MultivariateStatisticalSummary
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- @Since("1.1.0")
- final def wait(arg0: Long, arg1: Int): Unit
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- def weightSum: Double
Sum of weights.
Sum of weights.
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- MultivariateOnlineSummarizer → MultivariateStatisticalSummary
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- Deprecated
(Since version 9)