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add Chinese Doc for colunm_expand and correlation
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# 列增加 | ||
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列增加模块用作基于用户提供的数值创建任意数量的变量列。该模块运行时新增的数据列被添加到原始数据上,而非添加到由FATE读取原始数据产生的数据变换上。 | ||
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<!-- mkdocs | ||
## Param | ||
::: federatedml.param.column_expand_param | ||
rendering: | ||
heading_level: 3 | ||
show_source: true | ||
show_root_heading: true | ||
show_root_toc_entry: false | ||
show_root_full_path: false | ||
--> |
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# 纵向皮尔逊相关系数 | ||
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## 模块介绍 | ||
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纵向皮尔逊相关系数模块用于计算特征列的皮尔逊相关系数。皮尔逊相关系数是两个变量$X$和$Y$的线性相关性的度量,定义如下: | ||
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$$\rho_{X,Y} = \frac{cov(X, Y)}{\sigma_X\sigma_Y} = \frac{E[(X-\mu_X)(Y-\mu_Y)]}{\sigma_X\sigma_Y} = E\left[\left(\frac{X-\mu_X}{\sigma_X}\cdot\frac{Y-\mu_Y}{\sigma_Y}\right)\right]$$ | ||
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令: | ||
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$$\tilde{X} = \frac{X-\mu_X}{\sigma_X}, \tilde{Y}=\frac{Y-\mu_Y}{\sigma_Y}$$ | ||
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则有: | ||
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$$\rho_{X, Y} = E[\tilde{X}\tilde{Y}]$$ | ||
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## 实现细节 | ||
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我们使用了名为SPDZ的多方安全计算协议实现纵向皮尔逊相关系数模块。要了解更多细节,请参考: [[here](secureprotol.md)] | ||
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<!-- mkdocs | ||
## Param | ||
::: federatedml.param.pearson_param | ||
rendering: | ||
heading_level: 3 | ||
show_source: true | ||
show_root_heading: true | ||
show_root_toc_entry: false | ||
show_root_full_path: false | ||
--> | ||
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## 如何使用 | ||
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部分参数 | ||
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- 列索引 | ||
- 该参数取值为-1,或者一个int型数值列表。如取值为-1,所有变量列都将参与皮尔逊相关系数的计算;如取值为一个int型数值列表,则索引编号与列表中数值对应的列参与计算。 | ||
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- 列名称 | ||
- 该参数取值为一个字符串型列表。列名出现在列表中的列将参与皮尔逊相关系数的计算。 | ||
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!!! 提示 | ||
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如果同时设置了上述两个参数,则两参数限定参与计算的列的合集,将作为最终参与皮尔逊相关系数计算的列。 | ||
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<!-- mkdocs | ||
## Examples | ||
{% include-examples "hetero_pearson" %} | ||
--> |