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Commit bd2c9a6d authored by Joseph K. Bradley's avatar Joseph K. Bradley Committed by DB Tsai
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[SPARK-14732][ML] spark.ml GaussianMixture should use MultivariateGaussian in mllib-local

## What changes were proposed in this pull request?

Before, spark.ml GaussianMixtureModel used the spark.mllib MultivariateGaussian in its public API.  This was added after 1.6, so we can modify this API without breaking APIs.

This PR copies MultivariateGaussian to mllib-local in spark.ml, with a few changes:
* Renamed fields to match numpy, scipy: mu => mean, sigma => cov

This PR then uses the spark.ml MultivariateGaussian in the spark.ml GaussianMixtureModel, which involves:
* Modifying the constructor
* Adding a computeProbabilities method

Also:
* Added EPSILON to mllib-local for use in MultivariateGaussian

## How was this patch tested?

Existing unit tests

Author: Joseph K. Bradley <joseph@databricks.com>

Closes #12593 from jkbradley/sparkml-gmm-fix.
parent 0c99c23b
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