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The Pearson Correlation computation in computePearsonCorrelationScore() uses a naive, one-pass, numerically unstable algorithm.
It should be updated to use a more stable algorithm such as the one presented here: http://prod.sandia.gov/techlib/access-control.cgi/2008/086212.pdf
The text was updated successfully, but these errors were encountered:
Implement numerically stable algorithm for computing the Pearson corr…
cde6dcc
…elation score in LocalDataSet.scala. Fixes: linkedin#50
6f4c874
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The Pearson Correlation computation in computePearsonCorrelationScore() uses a naive, one-pass, numerically unstable algorithm.
It should be updated to use a more stable algorithm such as the one presented here: http://prod.sandia.gov/techlib/access-control.cgi/2008/086212.pdf
The text was updated successfully, but these errors were encountered: