alamb commented on code in PR #10372: URL: https://github.com/apache/datafusion/pull/10372#discussion_r1590308935
########## datafusion/functions-aggregate/src/covariance.rs: ########## @@ -0,0 +1,319 @@ +// 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. + +//! Defines the covariance aggregations. Review Comment: ```suggestion //! [`CovarianceSample`]: covariance aggregations. ``` ########## datafusion/physical-expr-common/src/aggregate/stats.rs: ########## @@ -0,0 +1,25 @@ +// Licensed to the Apache Software Foundation (ASF) under one Review Comment: I think the `StatsType` is only used for functions in defined in `datafusion-functions-aggregate` so this module could go in `datafusion-functions-aggregate` ########## datafusion/functions-aggregate/src/covariance.rs: ########## @@ -0,0 +1,319 @@ +// 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. + +//! Defines the covariance aggregations. + +use std::fmt::Debug; + +use arrow::{ + array::{ArrayRef, Float64Array, UInt64Array}, + compute::kernels::cast, + datatypes::{DataType, Field}, +}; + +use datafusion_common::{ + downcast_value, plan_err, unwrap_or_internal_err, DataFusionError, Result, + ScalarValue, +}; +use datafusion_expr::{ + function::AccumulatorArgs, type_coercion::aggregates::NUMERICS, + utils::format_state_name, Accumulator, AggregateUDFImpl, Signature, Volatility, +}; +use datafusion_physical_expr_common::aggregate::stats::StatsType; + +make_udaf_expr_and_func!( + CovarianceSample, + covar_samp, + y x, + "Computes the sample covariance.", + covar_samp_udaf +); + +pub struct CovarianceSample { + signature: Signature, + aliases: Vec<String>, +} + +impl Debug for CovarianceSample { + fn fmt(&self, f: &mut std::fmt::Formatter) -> std::fmt::Result { + f.debug_struct("CovarianceSample") + .field("name", &self.name()) + .field("signature", &self.signature) + .field("accumulator", &"<FUNC>") + .finish() + } +} + +impl Default for CovarianceSample { + fn default() -> Self { + Self::new() + } +} + +impl CovarianceSample { + pub fn new() -> Self { + Self { + aliases: vec![String::from("covar_samp")], + signature: Signature::uniform(2, NUMERICS.to_vec(), Volatility::Immutable), + } + } +} + +impl AggregateUDFImpl for CovarianceSample { + fn as_any(&self) -> &dyn std::any::Any { + self + } + + fn name(&self) -> &str { + "covar" Review Comment: A minor nitpick here is that the name of the struct is CovarianceSample but the name is `covar` (with alias `covar_samp`) It would be better in my opinion of `name()` and the struct name were consistent -- so `Covariance` or `name()` to return `"covariance_pop"` ########## datafusion/functions-aggregate/src/covariance.rs: ########## @@ -0,0 +1,319 @@ +// 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. + +//! Defines the covariance aggregations. + +use std::fmt::Debug; + +use arrow::{ + array::{ArrayRef, Float64Array, UInt64Array}, + compute::kernels::cast, + datatypes::{DataType, Field}, +}; + +use datafusion_common::{ + downcast_value, plan_err, unwrap_or_internal_err, DataFusionError, Result, + ScalarValue, +}; +use datafusion_expr::{ + function::AccumulatorArgs, type_coercion::aggregates::NUMERICS, + utils::format_state_name, Accumulator, AggregateUDFImpl, Signature, Volatility, +}; +use datafusion_physical_expr_common::aggregate::stats::StatsType; + +make_udaf_expr_and_func!( + CovarianceSample, + covar_samp, + y x, + "Computes the sample covariance.", + covar_samp_udaf +); + +pub struct CovarianceSample { + signature: Signature, + aliases: Vec<String>, +} + +impl Debug for CovarianceSample { + fn fmt(&self, f: &mut std::fmt::Formatter) -> std::fmt::Result { + f.debug_struct("CovarianceSample") + .field("name", &self.name()) + .field("signature", &self.signature) + .field("accumulator", &"<FUNC>") Review Comment: We probably don't need the `accumulator` field in the debug printoug as it doesn't exist in the structure ########## datafusion/functions-aggregate/src/covariance.rs: ########## @@ -0,0 +1,319 @@ +// 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. + +//! Defines the covariance aggregations. + +use std::fmt::Debug; + +use arrow::{ + array::{ArrayRef, Float64Array, UInt64Array}, + compute::kernels::cast, + datatypes::{DataType, Field}, +}; + +use datafusion_common::{ + downcast_value, plan_err, unwrap_or_internal_err, DataFusionError, Result, + ScalarValue, +}; +use datafusion_expr::{ + function::AccumulatorArgs, type_coercion::aggregates::NUMERICS, + utils::format_state_name, Accumulator, AggregateUDFImpl, Signature, Volatility, +}; +use datafusion_physical_expr_common::aggregate::stats::StatsType; + +make_udaf_expr_and_func!( + CovarianceSample, + covar_samp, + y x, + "Computes the sample covariance.", + covar_samp_udaf +); + +pub struct CovarianceSample { + signature: Signature, + aliases: Vec<String>, +} + +impl Debug for CovarianceSample { + fn fmt(&self, f: &mut std::fmt::Formatter) -> std::fmt::Result { + f.debug_struct("CovarianceSample") + .field("name", &self.name()) + .field("signature", &self.signature) + .field("accumulator", &"<FUNC>") + .finish() + } +} + +impl Default for CovarianceSample { + fn default() -> Self { + Self::new() + } +} + +impl CovarianceSample { + pub fn new() -> Self { + Self { + aliases: vec![String::from("covar_samp")], + signature: Signature::uniform(2, NUMERICS.to_vec(), Volatility::Immutable), + } + } +} + +impl AggregateUDFImpl for CovarianceSample { + fn as_any(&self) -> &dyn std::any::Any { + self + } + + fn name(&self) -> &str { + "covar" + } + + fn signature(&self) -> &Signature { + &self.signature + } + + fn return_type(&self, arg_types: &[DataType]) -> Result<DataType> { + if !arg_types[0].is_numeric() { + return plan_err!("Covariance requires numeric input types"); + } + + Ok(DataType::Float64) + } + + fn state_fields( + &self, + name: &str, + _value_type: DataType, + _ordering_fields: Vec<Field>, + ) -> Result<Vec<Field>> { + Ok(vec![ + Field::new(format_state_name(name, "count"), DataType::UInt64, true), + Field::new(format_state_name(name, "mean1"), DataType::Float64, true), + Field::new(format_state_name(name, "mean2"), DataType::Float64, true), + Field::new( + format_state_name(name, "algo_const"), + DataType::Float64, + true, + ), + ]) + } + + fn accumulator(&self, _acc_args: AccumulatorArgs) -> Result<Box<dyn Accumulator>> { + Ok(Box::new(CovarianceAccumulator::try_new(StatsType::Sample)?)) + } + + fn aliases(&self) -> &[String] { + &self.aliases + } +} + +/// An accumulator to compute covariance +/// The algrithm used is an online implementation and numerically stable. It is derived from the following paper Review Comment: ```suggestion /// The algorithm used is an online implementation and numerically stable. It is derived from the following paper ``` -- This is an automated message from the Apache Git Service. To respond to the message, please log on to GitHub and use the URL above to go to the specific comment. To unsubscribe, e-mail: [email protected] For queries about this service, please contact Infrastructure at: [email protected] --------------------------------------------------------------------- To unsubscribe, e-mail: [email protected] For additional commands, e-mail: [email protected]
