ml-statistics.md

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title: Basic Statistics
displayTitle: Basic Statistics

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Table of Contents

• This will become a table of contents (this text will be scraped). {:toc}

Correlation

Calculating the correlation between two series of data is a common operation in Statistics. In spark.ml we provide the flexibility to calculate pairwise correlations among many series. The supported correlation methods are currently Pearson's and Spearman's correlation.

Correlation computes the correlation matrix for the input Dataset of Vectors using the specified method. The output will be a DataFrame that contains the correlation matrix of the column of vectors.

{% include_example scala/org/apache/spark/examples/ml/CorrelationExample.scala %}

Correlation computes the correlation matrix for the input Dataset of Vectors using the specified method. The output will be a DataFrame that contains the correlation matrix of the column of vectors.

{% include_example java/org/apache/spark/examples/ml/JavaCorrelationExample.java %}

Correlation computes the correlation matrix for the input Dataset of Vectors using the specified method. The output will be a DataFrame that contains the correlation matrix of the column of vectors.

{% include_example python/ml/correlation_example.py %}

Hypothesis testing

Hypothesis testing is a powerful tool in statistics to determine whether a result is statistically significant, whether this result occurred by chance or not. spark.ml currently supports Pearson's Chi-squared (

\chi^2

) tests for independence.

ChiSquareTest conducts 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.

Refer to the ChiSquareTest Scala docs for details on the API.

{% include_example scala/org/apache/spark/examples/ml/ChiSquareTestExample.scala %}

Refer to the ChiSquareTest Java docs for details on the API.

{% include_example java/org/apache/spark/examples/ml/JavaChiSquareTestExample.java %}

Refer to the ChiSquareTest Python docs for details on the API.

{% include_example python/ml/chi_square_test_example.py %}