[SPARK-21741][ML][PySpark] Python API for DataFrame-based multivariate summarizer

python/pyspark/ml/stat.py

@@ -19,7 +19,9 @@
 
 from pyspark import since, SparkContext
 from pyspark.ml.common import _java2py, _py2java
-from pyspark.ml.wrapper import _jvm
+from pyspark.ml.wrapper import JavaWrapper, _jvm
+from pyspark.sql.column import Column, _to_seq
+from pyspark.sql.functions import lit
 
 
 class ChiSquareTest(object):
@@ -195,6 +197,185 @@ def test(dataset, sampleCol, distName, *params):
                                              _jvm().PythonUtils.toSeq(params)))
 
 
+class Summarizer(object):
+    """
+    .. note:: Experimental
+
+    Tools for vectorized statistics on MLlib Vectors.
+    The methods in this package provide various statistics for Vectors contained inside DataFrames.
+    This class lets users pick the statistics they would like to extract for a given column.
+
+    >>> from pyspark.ml.stat import Summarizer
+    >>> from pyspark.sql import Row
+    >>> from pyspark.ml.linalg import Vectors
+    >>> summarizer = Summarizer.metrics("mean", "count")
+    >>> df = sc.parallelize([Row(weight=1.0, features=Vectors.dense(1.0, 1.0, 1.0)),
+    ...                      Row(weight=0.0, features=Vectors.dense(1.0, 2.0, 3.0))]).toDF()
+    >>> df.select(summarizer.summary(df.features, df.weight)).show(truncate=False)
+    +-----------------------------------+
+    |aggregate_metrics(features, weight)|
+    +-----------------------------------+
+    |[[1.0,1.0,1.0], 1]                 |
+    +-----------------------------------+
+    <BLANKLINE>
+    >>> df.select(summarizer.summary(df.features)).show(truncate=False)
+    +--------------------------------+
+    |aggregate_metrics(features, 1.0)|
+    +--------------------------------+
+    |[[1.0,1.5,2.0], 2]              |
+    +--------------------------------+
+    <BLANKLINE>
+    >>> df.select(Summarizer.mean(df.features, df.weight)).show(truncate=False)
+    +--------------+
+    |mean(features)|
+    +--------------+
+    |[1.0,1.0,1.0] |
+    +--------------+
+    <BLANKLINE>
+    >>> df.select(Summarizer.mean(df.features)).show(truncate=False)
+    +--------------+
+    |mean(features)|
+    +--------------+
+    |[1.0,1.5,2.0] |
+    +--------------+
+    <BLANKLINE>
+
+    .. versionadded:: 2.4.0
+
+    """
+    @staticmethod
+    @since("2.4.0")
+    def mean(col, weightCol=None):
+        """
+        return a column of mean summary
+        """
+        return Summarizer._get_single_metric(col, weightCol, "mean")
+
+    @staticmethod
+    @since("2.4.0")
+    def variance(col, weightCol=None):
+        """
+        return a column of variance summary
+        """
+        return Summarizer._get_single_metric(col, weightCol, "variance")
+
+    @staticmethod
+    @since("2.4.0")
+    def count(col, weightCol=None):
+        """
+        return a column of count summary
+        """
+        return Summarizer._get_single_metric(col, weightCol, "count")
+
+    @staticmethod
+    @since("2.4.0")
+    def numNonZeros(col, weightCol=None):
+        """
+        return a column of numNonZero summary
+        """
+        return Summarizer._get_single_metric(col, weightCol, "numNonZeros")
+
+    @staticmethod
+    @since("2.4.0")
+    def max(col, weightCol=None):
+        """
+        return a column of max summary
+        """
+        return Summarizer._get_single_metric(col, weightCol, "max")
+
+    @staticmethod
+    @since("2.4.0")
+    def min(col, weightCol=None):
+        """
+        return a column of min summary
+        """
+        return Summarizer._get_single_metric(col, weightCol, "min")
+
+    @staticmethod
+    @since("2.4.0")
+    def normL1(col, weightCol=None):
+        """
+        return a column of normL1 summary
+        """
+        return Summarizer._get_single_metric(col, weightCol, "normL1")
+
+    @staticmethod
+    @since("2.4.0")
+    def normL2(col, weightCol=None):
+        """
+        return a column of normL2 summary
+        """
+        return Summarizer._get_single_metric(col, weightCol, "normL2")
+
+    @staticmethod
+    def _check_param(featureCol, weightCol):
+        if weightCol is None:
+            weightCol = lit(1.0)
+        if not isinstance(featureCol, Column) or not isinstance(weightCol, Column):
+            raise TypeError("featureCol and weightCol should be a Column")
+        return featureCol, weightCol
+
+    @staticmethod
+    def _get_single_metric(col, weightCol, metric):
+        col, weightCol = Summarizer._check_param(col, weightCol)
+        return Column(JavaWrapper._new_java_obj("org.apache.spark.ml.stat.Summarizer." + metric,
+                                                col._jc, weightCol._jc))
+
+    @staticmethod
+    @since("2.4.0")
+    def metrics(*metrics):
+        """
+        Given a list of metrics, provides a builder that it turns computes metrics from a column.
+
+        See the documentation of [[Summarizer]] for an example.
+
+        The following metrics are accepted (case sensitive):
+         - mean: a vector that contains the coefficient-wise mean.
+         - variance: a vector tha contains the coefficient-wise variance.
+         - count: the count of all vectors seen.
+         - numNonzeros: a vector with the number of non-zeros for each coefficients
+         - max: the maximum for each coefficient.
+         - min: the minimum for each coefficient.
+         - normL2: the Euclidian norm for each coefficient.
+         - normL1: the L1 norm of each coefficient (sum of the absolute values).
+
+        :param metrics metrics that can be provided.
+        :return a Summarizer
+
+        Note: Currently, the performance of this interface is about 2x~3x slower then using the RDD
+        interface.
+        """
+        sc = SparkContext._active_spark_context
+        js = JavaWrapper._new_java_obj("org.apache.spark.ml.stat.Summarizer.metrics",
+                                       _to_seq(sc, metrics))
+        return SummarizerBuilder(js)
+
+
+class SummarizerBuilder(object):
+    """
+    .. note:: Experimental
+
+    A builder object that provides summary statistics about a given column.
+
+    Users should not directly create such builders, but instead use one of the methods in
+    :py:class:`pyspark.ml.stat.Summary`
+
+    .. versionadded:: 2.4.0
+
+    """
+    def __init__(self, js):
+        self._js = js
+
+    @since("2.4.0")
+    def summary(self, featureCol, weightCol=None):
+        """
+        Returns an aggregate object that contains the summary of the column with the requested
+        metrics.
+        """
+        featureCol, weightCol = Summarizer._check_param(featureCol, weightCol)
+        return Column(self._js.summary(featureCol._jc, weightCol._jc))
+
+
 if __name__ == "__main__":
     import doctest
     import pyspark.ml.stat