PySpark computing correlation

python apache-spark pyspark apache-spark-sql apache-spark-mllib
VJune picture VJune · Jun 3, 2016 · Viewed 19.3k times · Source

I want to use pyspark.mllib.stat.Statistics.corr function to compute correlation between two columns of pyspark.sql.dataframe.DataFrame object. corr function expects to take an rdd of Vectors objects. How do I translate a column of df['some_name'] to rdd of Vectors.dense object?

Answer

zero323 picture zero323 · Jun 3, 2016

There should be no need for that. For numerical you can compute correlation directly using DataFrameStatFunctions.corr:

df1 = sc.parallelize([(0.0, 1.0), (1.0, 0.0)]).toDF(["x", "y"])
df1.stat.corr("x", "y")
# -1.0

otherwise you can use VectorAssembler:

from pyspark.ml.feature import VectorAssembler

assembler = VectorAssembler(inputCols=df.columns, outputCol="features")
assembler.transform(df).select("features").flatMap(lambda x: x)

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