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authorDavies Liu <davies@databricks.com>2014-11-04 21:35:52 -0800
committerXiangrui Meng <meng@databricks.com>2014-11-04 21:35:52 -0800
commitc8abddc5164d8cf11cdede6ab3d5d1ea08028708 (patch)
tree2ba4fc42b9c1b9cc6ca8fbd648d4cc30e9a484c8 /mllib
parent515abb9afa2d6b58947af6bb079a493b49d315ca (diff)
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[SPARK-3964] [MLlib] [PySpark] add Hypothesis test Python API
``` pyspark.mllib.stat.StatisticschiSqTest(observed, expected=None) :: Experimental :: If `observed` is Vector, conduct Pearson's chi-squared goodness of fit test of the observed data against the expected distribution, or againt the uniform distribution (by default), with each category having an expected frequency of `1 / len(observed)`. (Note: `observed` cannot contain negative values) If `observed` is matrix, conduct Pearson's independence test on the input contingency matrix, which cannot contain negative entries or columns or rows that sum up to 0. If `observed` is an RDD of LabeledPoint, conduct Pearson's independence test for every feature against the label across the input RDD. 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. :param observed: it could be a vector containing the observed categorical counts/relative frequencies, or the contingency matrix (containing either counts or relative frequencies), or an RDD of LabeledPoint containing the labeled dataset with categorical features. Real-valued features will be treated as categorical for each distinct value. :param expected: Vector containing the expected categorical counts/relative frequencies. `expected` is rescaled if the `expected` sum differs from the `observed` sum. :return: ChiSquaredTest object containing the test statistic, degrees of freedom, p-value, the method used, and the null hypothesis. ``` Author: Davies Liu <davies@databricks.com> Closes #3091 from davies/his and squashes the following commits: 145d16c [Davies Liu] address comments 0ab0764 [Davies Liu] fix float 5097d54 [Davies Liu] add Hypothesis test Python API
Diffstat (limited to 'mllib')
-rw-r--r--mllib/src/main/scala/org/apache/spark/mllib/api/python/PythonMLLibAPI.scala26
1 files changed, 26 insertions, 0 deletions
diff --git a/mllib/src/main/scala/org/apache/spark/mllib/api/python/PythonMLLibAPI.scala b/mllib/src/main/scala/org/apache/spark/mllib/api/python/PythonMLLibAPI.scala
index 65b98a8cee..d832ae34b5 100644
--- a/mllib/src/main/scala/org/apache/spark/mllib/api/python/PythonMLLibAPI.scala
+++ b/mllib/src/main/scala/org/apache/spark/mllib/api/python/PythonMLLibAPI.scala
@@ -43,6 +43,7 @@ import org.apache.spark.mllib.tree.impurity._
import org.apache.spark.mllib.tree.model.DecisionTreeModel
import org.apache.spark.mllib.stat.{MultivariateStatisticalSummary, Statistics}
import org.apache.spark.mllib.stat.correlation.CorrelationNames
+import org.apache.spark.mllib.stat.test.ChiSqTestResult
import org.apache.spark.mllib.util.MLUtils
import org.apache.spark.rdd.RDD
import org.apache.spark.storage.StorageLevel
@@ -454,6 +455,31 @@ class PythonMLLibAPI extends Serializable {
Statistics.corr(x.rdd, y.rdd, getCorrNameOrDefault(method))
}
+ /**
+ * Java stub for mllib Statistics.chiSqTest()
+ */
+ def chiSqTest(observed: Vector, expected: Vector): ChiSqTestResult = {
+ if (expected == null) {
+ Statistics.chiSqTest(observed)
+ } else {
+ Statistics.chiSqTest(observed, expected)
+ }
+ }
+
+ /**
+ * Java stub for mllib Statistics.chiSqTest(observed: Matrix)
+ */
+ def chiSqTest(observed: Matrix): ChiSqTestResult = {
+ Statistics.chiSqTest(observed)
+ }
+
+ /**
+ * Java stub for mllib Statistics.chiSqTest(RDD[LabelPoint])
+ */
+ def chiSqTest(data: JavaRDD[LabeledPoint]): Array[ChiSqTestResult] = {
+ Statistics.chiSqTest(data.rdd)
+ }
+
// used by the corr methods to retrieve the name of the correlation method passed in via pyspark
private def getCorrNameOrDefault(method: String) = {
if (method == null) CorrelationNames.defaultCorrName else method