Source code for pyspark.mllib.stat
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"""
Python package for statistical functions in MLlib.
"""
from pyspark import RDD
from pyspark.mllib.common import callMLlibFunc, JavaModelWrapper
from pyspark.mllib.linalg import Matrix, _convert_to_vector
from pyspark.mllib.regression import LabeledPoint
__all__ = ['MultivariateStatisticalSummary', 'ChiSqTestResult', 'Statistics']
[docs]class MultivariateStatisticalSummary(JavaModelWrapper):
"""
Trait for multivariate statistical summary of a data matrix.
"""
[docs]class ChiSqTestResult(JavaModelWrapper):
"""
:: Experimental ::
Object containing the test results for the chi-squared hypothesis test.
"""
@property
@property
[docs] def pValue(self):
"""
The probability of obtaining a test statistic result at least as
extreme as the one that was actually observed, assuming that the
null hypothesis is true.
"""
return self._java_model.pValue()
@property
[docs] def degreesOfFreedom(self):
"""
Returns the degree(s) of freedom of the hypothesis test.
Return type should be Number(e.g. Int, Double) or tuples of Numbers.
"""
return self._java_model.degreesOfFreedom()
@property
@property
[docs] def nullHypothesis(self):
"""
Null hypothesis of the test.
"""
return self._java_model.nullHypothesis()
def __str__(self):
return self._java_model.toString()
[docs]class Statistics(object):
@staticmethod
[docs] def colStats(rdd):
"""
Computes column-wise summary statistics for the input RDD[Vector].
:param rdd: an RDD[Vector] for which column-wise summary statistics
are to be computed.
:return: :class:`MultivariateStatisticalSummary` object containing
column-wise summary statistics.
>>> from pyspark.mllib.linalg import Vectors
>>> rdd = sc.parallelize([Vectors.dense([2, 0, 0, -2]),
... Vectors.dense([4, 5, 0, 3]),
... Vectors.dense([6, 7, 0, 8])])
>>> cStats = Statistics.colStats(rdd)
>>> cStats.mean()
array([ 4., 4., 0., 3.])
>>> cStats.variance()
array([ 4., 13., 0., 25.])
>>> cStats.count()
3L
>>> cStats.numNonzeros()
array([ 3., 2., 0., 3.])
>>> cStats.max()
array([ 6., 7., 0., 8.])
>>> cStats.min()
array([ 2., 0., 0., -2.])
"""
cStats = callMLlibFunc("colStats", rdd.map(_convert_to_vector))
return MultivariateStatisticalSummary(cStats)
@staticmethod
[docs] def corr(x, y=None, method=None):
"""
Compute the correlation (matrix) for the input RDD(s) using the
specified method.
Methods currently supported: I{pearson (default), spearman}.
If a single RDD of Vectors is passed in, a correlation matrix
comparing the columns in the input RDD is returned. Use C{method=}
to specify the method to be used for single RDD inout.
If two RDDs of floats are passed in, a single float is returned.
:param x: an RDD of vector for which the correlation matrix is to be computed,
or an RDD of float of the same cardinality as y when y is specified.
:param y: an RDD of float of the same cardinality as x.
:param method: String specifying the method to use for computing correlation.
Supported: `pearson` (default), `spearman`
:return: Correlation matrix comparing columns in x.
>>> x = sc.parallelize([1.0, 0.0, -2.0], 2)
>>> y = sc.parallelize([4.0, 5.0, 3.0], 2)
>>> zeros = sc.parallelize([0.0, 0.0, 0.0], 2)
>>> abs(Statistics.corr(x, y) - 0.6546537) < 1e-7
True
>>> Statistics.corr(x, y) == Statistics.corr(x, y, "pearson")
True
>>> Statistics.corr(x, y, "spearman")
0.5
>>> from math import isnan
>>> isnan(Statistics.corr(x, zeros))
True
>>> from pyspark.mllib.linalg import Vectors
>>> rdd = sc.parallelize([Vectors.dense([1, 0, 0, -2]), Vectors.dense([4, 5, 0, 3]),
... Vectors.dense([6, 7, 0, 8]), Vectors.dense([9, 0, 0, 1])])
>>> pearsonCorr = Statistics.corr(rdd)
>>> print str(pearsonCorr).replace('nan', 'NaN')
[[ 1. 0.05564149 NaN 0.40047142]
[ 0.05564149 1. NaN 0.91359586]
[ NaN NaN 1. NaN]
[ 0.40047142 0.91359586 NaN 1. ]]
>>> spearmanCorr = Statistics.corr(rdd, method="spearman")
>>> print str(spearmanCorr).replace('nan', 'NaN')
[[ 1. 0.10540926 NaN 0.4 ]
[ 0.10540926 1. NaN 0.9486833 ]
[ NaN NaN 1. NaN]
[ 0.4 0.9486833 NaN 1. ]]
>>> try:
... Statistics.corr(rdd, "spearman")
... print "Method name as second argument without 'method=' shouldn't be allowed."
... except TypeError:
... pass
"""
# Check inputs to determine whether a single value or a matrix is needed for output.
# Since it's legal for users to use the method name as the second argument, we need to
# check if y is used to specify the method name instead.
if type(y) == str:
raise TypeError("Use 'method=' to specify method name.")
if not y:
return callMLlibFunc("corr", x.map(_convert_to_vector), method).toArray()
else:
return callMLlibFunc("corr", x.map(float), y.map(float), method)
@staticmethod
[docs] def chiSqTest(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.
>>> from pyspark.mllib.linalg import Vectors, Matrices
>>> observed = Vectors.dense([4, 6, 5])
>>> pearson = Statistics.chiSqTest(observed)
>>> print pearson.statistic
0.4
>>> pearson.degreesOfFreedom
2
>>> print round(pearson.pValue, 4)
0.8187
>>> pearson.method
u'pearson'
>>> pearson.nullHypothesis
u'observed follows the same distribution as expected.'
>>> observed = Vectors.dense([21, 38, 43, 80])
>>> expected = Vectors.dense([3, 5, 7, 20])
>>> pearson = Statistics.chiSqTest(observed, expected)
>>> print round(pearson.pValue, 4)
0.0027
>>> data = [40.0, 24.0, 29.0, 56.0, 32.0, 42.0, 31.0, 10.0, 0.0, 30.0, 15.0, 12.0]
>>> chi = Statistics.chiSqTest(Matrices.dense(3, 4, data))
>>> print round(chi.statistic, 4)
21.9958
>>> data = [LabeledPoint(0.0, Vectors.dense([0.5, 10.0])),
... LabeledPoint(0.0, Vectors.dense([1.5, 20.0])),
... LabeledPoint(1.0, Vectors.dense([1.5, 30.0])),
... LabeledPoint(0.0, Vectors.dense([3.5, 30.0])),
... LabeledPoint(0.0, Vectors.dense([3.5, 40.0])),
... LabeledPoint(1.0, Vectors.dense([3.5, 40.0])),]
>>> rdd = sc.parallelize(data, 4)
>>> chi = Statistics.chiSqTest(rdd)
>>> print chi[0].statistic
0.75
>>> print chi[1].statistic
1.5
"""
if isinstance(observed, RDD):
if not isinstance(observed.first(), LabeledPoint):
raise ValueError("observed should be an RDD of LabeledPoint")
jmodels = callMLlibFunc("chiSqTest", observed)
return [ChiSqTestResult(m) for m in jmodels]
if isinstance(observed, Matrix):
jmodel = callMLlibFunc("chiSqTest", observed)
else:
if expected and len(expected) != len(observed):
raise ValueError("`expected` should have same length with `observed`")
jmodel = callMLlibFunc("chiSqTest", _convert_to_vector(observed), expected)
return ChiSqTestResult(jmodel)
def _test():
import doctest
from pyspark import SparkContext
globs = globals().copy()
globs['sc'] = SparkContext('local[4]', 'PythonTest', batchSize=2)
(failure_count, test_count) = doctest.testmod(globs=globs, optionflags=doctest.ELLIPSIS)
globs['sc'].stop()
if failure_count:
exit(-1)
if __name__ == "__main__":
_test()
