Affects Version/s: None
Fix Version/s: 1.3.0
Jian Wang has suggested that we add UDFs for entropy and weighted random sampling and has implementations for each of these ready.
In Jian's words:
"In the real world, there are occasions we need to calculate the entropy of discrete random variables, for instance, to calculate the mutual information between variable X and Y using its entropy-based formula(mutual information calculation could be found at http://en.wikipedia.org/wiki/Mutual_information#Relation_to_other_quantities). Would suggest to implement a UDF to calculate the entropy of given input samples, following the definition at http://en.wikipedia.org/wiki/Entropy_%28information_theory%29
This is the reference paper I use to learn about the weighted sampleing algorithm: http://utopia.duth.gr/~pefraimi/research/data/2007EncOfAlg.pdf
The present WeightedSample.java implements the Algorithm D.
We may try Algorithm A, A-res and A-expJ since they could be used in a data stream and distributed environment. These algorithms could be implemented based on ReservoirSample.java(inherit from this class?) since they also need a reservior to store the selected items."