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From davies <...@git.apache.org>
Subject [GitHub] spark pull request: [SPARK-9297][SQL] Add covar_pop and covar_samp
Date Wed, 13 Jan 2016 08:34:23 GMT
Github user davies commented on a diff in the pull request:

    https://github.com/apache/spark/pull/10029#discussion_r49562322
  
    --- Diff: sql/catalyst/src/main/scala/org/apache/spark/sql/catalyst/expressions/aggregate/Covariance.scala
---
    @@ -0,0 +1,205 @@
    +/*
    + * Licensed to the Apache Software Foundation (ASF) under one or more
    + * contributor license agreements.  See the NOTICE file distributed with
    + * this work for additional information regarding copyright ownership.
    + * The ASF licenses this file to You under the Apache License, Version 2.0
    + * (the "License"); you may not use this file except in compliance with
    + * the License.  You may obtain a copy of the License at
    + *
    + *    http://www.apache.org/licenses/LICENSE-2.0
    + *
    + * Unless required by applicable law or agreed to in writing, software
    + * distributed under the License is distributed on an "AS IS" BASIS,
    + * WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
    + * See the License for the specific language governing permissions and
    + * limitations under the License.
    + */
    +
    +package org.apache.spark.sql.catalyst.expressions.aggregate
    +
    +import org.apache.spark.sql.catalyst.InternalRow
    +import org.apache.spark.sql.catalyst.analysis.TypeCheckResult
    +import org.apache.spark.sql.catalyst.expressions._
    +import org.apache.spark.sql.catalyst.util.TypeUtils
    +import org.apache.spark.sql.types._
    +
    +/**
    + * Compute the covariance between two expressions.
    + * When applied on empty data (i.e., count is zero), it returns NULL.
    + *
    + */
    +abstract class Covariance(
    +    left: Expression,
    +    right: Expression)
    +  extends ImperativeAggregate with Serializable {
    +  override def children: Seq[Expression] = Seq(left, right)
    +
    +  override def nullable: Boolean = true
    +
    +  override def dataType: DataType = DoubleType
    +
    +  override def inputTypes: Seq[AbstractDataType] = Seq(DoubleType, DoubleType)
    +
    +  override def checkInputDataTypes(): TypeCheckResult = {
    +    if (left.dataType.isInstanceOf[DoubleType] && right.dataType.isInstanceOf[DoubleType])
{
    +      TypeCheckResult.TypeCheckSuccess
    +    } else {
    +      TypeCheckResult.TypeCheckFailure(
    +        s"covariance requires that both arguments are double type, " +
    +          s"not (${left.dataType}, ${right.dataType}).")
    +    }
    +  }
    +
    +  override def aggBufferSchema: StructType = StructType.fromAttributes(aggBufferAttributes)
    +
    +  override def inputAggBufferAttributes: Seq[AttributeReference] = {
    +    aggBufferAttributes.map(_.newInstance())
    +  }
    +
    +  override val aggBufferAttributes: Seq[AttributeReference] = Seq(
    +    AttributeReference("xAvg", DoubleType)(),
    +    AttributeReference("yAvg", DoubleType)(),
    +    AttributeReference("Ck", DoubleType)(),
    +    AttributeReference("count", LongType)())
    +
    +  // Local cache of mutableAggBufferOffset(s) that will be used in update and merge
    +  val xAvgOffset = mutableAggBufferOffset
    +  val yAvgOffset = mutableAggBufferOffset + 1
    +  val CkOffset = mutableAggBufferOffset + 2
    +  val countOffset = mutableAggBufferOffset + 3
    +
    +  // Local cache of inputAggBufferOffset(s) that will be used in update and merge
    +  val inputXAvgOffset = inputAggBufferOffset
    +  val inputYAvgOffset = inputAggBufferOffset + 1
    +  val inputCkOffset = inputAggBufferOffset + 2
    +  val inputCountOffset = inputAggBufferOffset + 3
    +
    +  override def initialize(buffer: MutableRow): Unit = {
    +    buffer.setDouble(xAvgOffset, 0.0)
    +    buffer.setDouble(yAvgOffset, 0.0)
    +    buffer.setDouble(CkOffset, 0.0)
    +    buffer.setLong(countOffset, 0L)
    +  }
    +
    +  override def update(buffer: MutableRow, input: InternalRow): Unit = {
    +    val leftEval = left.eval(input)
    +    val rightEval = right.eval(input)
    +
    +    if (leftEval != null && rightEval != null) {
    +      val x = leftEval.asInstanceOf[Double]
    +      val y = rightEval.asInstanceOf[Double]
    +
    +      var xAvg = buffer.getDouble(xAvgOffset)
    +      var yAvg = buffer.getDouble(yAvgOffset)
    +      var Ck = buffer.getDouble(CkOffset)
    +      var count = buffer.getLong(countOffset)
    +
    +      val deltaX = x - xAvg
    +      val deltaY = y - yAvg
    +      count += 1
    +      xAvg += deltaX / count
    +      yAvg += deltaY / count
    +      Ck += deltaX * (y - yAvg)
    +
    +      buffer.setDouble(xAvgOffset, xAvg)
    +      buffer.setDouble(yAvgOffset, yAvg)
    +      buffer.setDouble(CkOffset, Ck)
    +      buffer.setLong(countOffset, count)
    +    }
    +  }
    +
    +  // Merge counters from other partitions. Formula can be found at:
    +  // http://en.wikipedia.org/wiki/Algorithms_for_calculating_variance
    +  override def merge(buffer1: MutableRow, buffer2: InternalRow): Unit = {
    +    val count2 = buffer2.getLong(inputCountOffset)
    +
    +    // We only go to merge two buffers if there is at least one record aggregated in
buffer2.
    +    // We don't need to check count in buffer1 because if count2 is more than zero, totalCount
    +    // is more than zero too, then we won't get a divide by zero exception.
    +    if (count2 > 0) {
    +      var xAvg = buffer1.getDouble(xAvgOffset)
    +      var yAvg = buffer1.getDouble(yAvgOffset)
    +      var Ck = buffer1.getDouble(CkOffset)
    +      var count = buffer1.getLong(countOffset)
    +
    +      val xAvg2 = buffer2.getDouble(inputXAvgOffset)
    +      val yAvg2 = buffer2.getDouble(inputYAvgOffset)
    +      val Ck2 = buffer2.getDouble(inputCkOffset)
    +
    +      val totalCount = count + count2
    +      val deltaX = xAvg - xAvg2
    +      val deltaY = yAvg - yAvg2
    +      Ck += Ck2 + deltaX * deltaY * count / totalCount * count2
    +      xAvg = (xAvg * count + xAvg2 * count2) / totalCount
    +      yAvg = (yAvg * count + yAvg2 * count2) / totalCount
    +      count = totalCount
    +
    +      buffer1.setDouble(xAvgOffset, xAvg)
    +      buffer1.setDouble(yAvgOffset, yAvg)
    +      buffer1.setDouble(CkOffset, Ck)
    +      buffer1.setLong(countOffset, count)
    +    }
    +  }
    +}
    +
    +case class CovSample(
    +    left: Expression,
    +    right: Expression,
    +    mutableAggBufferOffset: Int = 0,
    +    inputAggBufferOffset: Int = 0)
    +  extends Covariance(left, right) {
    +
    +  override def withNewMutableAggBufferOffset(newMutableAggBufferOffset: Int): ImperativeAggregate
=
    +    copy(mutableAggBufferOffset = newMutableAggBufferOffset)
    +
    +  override def withNewInputAggBufferOffset(newInputAggBufferOffset: Int): ImperativeAggregate
=
    +    copy(inputAggBufferOffset = newInputAggBufferOffset)
    +
    +  override def eval(buffer: InternalRow): Any = {
    +    val count = buffer.getLong(countOffset)
    +    if (count > 0) {
    +      if (count > 1) {
    +        val Ck = buffer.getDouble(CkOffset)
    +        val cov = Ck / (count - 1)
    +        if (cov.isNaN) {
    +          null
    +        } else {
    +          cov
    +        }
    +      } else {
    +        0.0
    +      }
    +    } else {
    +      null
    +    }
    +  }
    +}
    +
    +case class CovPopulation(
    +    left: Expression,
    +    right: Expression,
    +    mutableAggBufferOffset: Int = 0,
    +    inputAggBufferOffset: Int = 0)
    +  extends Covariance(left, right) {
    +
    +  override def withNewMutableAggBufferOffset(newMutableAggBufferOffset: Int): ImperativeAggregate
=
    +    copy(mutableAggBufferOffset = newMutableAggBufferOffset)
    +
    +  override def withNewInputAggBufferOffset(newInputAggBufferOffset: Int): ImperativeAggregate
=
    +    copy(inputAggBufferOffset = newInputAggBufferOffset)
    +
    +  override def eval(buffer: InternalRow): Any = {
    +    val count = buffer.getLong(countOffset)
    +    if (count > 0) {
    +      val Ck = buffer.getDouble(CkOffset)
    +      val cov = Ck / count
    --- End diff --
    
    I meant it make more sense to check `Ck` directly, because count > 0.


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