Skip to content
Open
Show file tree
Hide file tree
Changes from all commits
Commits
File filter

Filter by extension

Filter by extension

Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
16 changes: 16 additions & 0 deletions doc/federatedml_component/column_expand.zh.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,16 @@
# 列增加

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。


<!-- 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
-->
54 changes: 54 additions & 0 deletions doc/federatedml_component/correlation.zh.md
Original file line number Diff line number Diff line change
@@ -0,0 +1,54 @@
# 纵向皮尔逊相关系数

## 模块介绍

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:

$$\rho_{X,Y} = \frac{cov(X, Y)}{\sigma_X\sigma_Y} = \frac{E[(X-\mu_X)(Y-\mu_Y)]}{\sigma_X\sigma_Y} = E\left[\left(\frac{X-\mu_X}{\sigma_X}\cdot\frac{Y-\mu_Y}{\sigma_Y}\right)\right]$$

令:

$$\tilde{X} = \frac{X-\mu_X}{\sigma_X}, \tilde{Y}=\frac{Y-\mu_Y}{\sigma_Y}$$

则有:

$$\rho_{X, Y} = E[\tilde{X}\tilde{Y}]$$

## 实现细节

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)]

<!-- 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
-->

## 如何使用

部分参数


- 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。

- 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。



!!! 提示

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。

<!-- mkdocs
## Examples

{% include-examples "hetero_pearson" %}
-->