snleee commented on code in PR #9910:
URL: https://github.com/apache/pinot/pull/9910#discussion_r1041809590
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pinot-core/src/main/java/org/apache/pinot/core/common/ObjectSerDeUtils.java:
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@@ -123,7 +124,9 @@ public enum ObjectType {
FloatLongPair(29),
DoubleLongPair(30),
StringLongPair(31),
- CovarianceTuple(32);
+ CovarianceTuple(32),
Review Comment:
If I reuse the covariance implementation, then it will become `naive
algorithm` on
https://en.wikipedia.org/wiki/Algorithms_for_calculating_variance#Na%C3%AFve_algorithm
According to the documentation, directly computing `Var = (SumSq − (Sum ×
Sum) / n) / (n − 1)` is not numerically stable.
The existing implementation is being used by Hive and Presto and they look
to have separate implementation for covariance and variance.
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