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[SPARK-7390] [SQL] Only merge other CovarianceCounter when its count …
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…is greater than zero

JIRA: https://issues.apache.org/jira/browse/SPARK-7390

Also fix a minor typo.

Author: Liang-Chi Hsieh <viirya@gmail.com>

Closes apache#5931 from viirya/fix_covariancecounter and squashes the following commits:

352eda6 [Liang-Chi Hsieh] Only merge other CovarianceCounter when its count is greater than zero.
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viirya authored and mengxr committed May 8, 2015
1 parent 5467c34 commit 90527f5
Showing 1 changed file with 12 additions and 10 deletions.
Original file line number Diff line number Diff line change
Expand Up @@ -38,7 +38,7 @@ private[sql] object StatFunctions extends Logging {
var yAvg = 0.0 // the mean of all examples seen so far in col2
var Ck = 0.0 // the co-moment after k examples
var MkX = 0.0 // sum of squares of differences from the (current) mean for col1
var MkY = 0.0 // sum of squares of differences from the (current) mean for col1
var MkY = 0.0 // sum of squares of differences from the (current) mean for col2
var count = 0L // count of observed examples
// add an example to the calculation
def add(x: Double, y: Double): this.type = {
Expand All @@ -55,15 +55,17 @@ private[sql] object StatFunctions extends Logging {
// merge counters from other partitions. Formula can be found at:
// http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
def merge(other: CovarianceCounter): this.type = {
val totalCount = count + other.count
val deltaX = xAvg - other.xAvg
val deltaY = yAvg - other.yAvg
Ck += other.Ck + deltaX * deltaY * count / totalCount * other.count
xAvg = (xAvg * count + other.xAvg * other.count) / totalCount
yAvg = (yAvg * count + other.yAvg * other.count) / totalCount
MkX += other.MkX + deltaX * deltaX * count / totalCount * other.count
MkY += other.MkY + deltaY * deltaY * count / totalCount * other.count
count = totalCount
if (other.count > 0) {
val totalCount = count + other.count
val deltaX = xAvg - other.xAvg
val deltaY = yAvg - other.yAvg
Ck += other.Ck + deltaX * deltaY * count / totalCount * other.count
xAvg = (xAvg * count + other.xAvg * other.count) / totalCount
yAvg = (yAvg * count + other.yAvg * other.count) / totalCount
MkX += other.MkX + deltaX * deltaX * count / totalCount * other.count
MkY += other.MkY + deltaY * deltaY * count / totalCount * other.count
count = totalCount
}
this
}
// return the sample covariance for the observed examples
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