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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 - MultivariateOnlineSummarizer.scala
 
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-  new MultivariateOnlineSummarizer()
 
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        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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        max: Vector
      
      
      
Maximum value of each dimension.
Maximum value of each dimension.
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        def
      
      
        mean: Vector
      
      
      
Sample mean of each dimension.
Sample mean of each dimension.
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        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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        min: Vector
      
      
      
Minimum value of each dimension.
Minimum value of each dimension.
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        def
      
      
        normL1: Vector
      
      
      
L1 norm of each dimension.
L1 norm of each dimension.
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        def
      
      
        normL2: Vector
      
      
      
L2 (Euclidean) norm of each dimension.
L2 (Euclidean) norm of each dimension.
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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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        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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        def
      
      
        weightSum: Double
      
      
      
Sum of weights.
Sum of weights.
- Definition Classes
 - MultivariateOnlineSummarizer → MultivariateStatisticalSummary