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https://issues.apache.org/jira/browse/MADLIB-986?page=com.atlassian.jira.plugin.system.issuetabpanels:comment-tabpanel&focusedCommentId=16049830#comment-16049830
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Orhan Kislal commented on MADLIB-986:
-------------------------------------
I think the pdl tools implementation could be ported for the without
replacement case. It uses the following 3 sql statements (assume v1 is the
source_table and id is the target_column):
Give a random label to every record:
{code}
CREATE TABLE __samp_aux_tab AS (
SELECT id,grp,random() AS __samp_out_label FROM v1
);
{code}
Find the cut-off point for the desired percentage:
{code}
CREATE TABLE __samp_thresh_tab AS (
SELECT grp,
percentile_disc(0.2) WITHIN GROUP (ORDER BY
__samp_out_label) AS __samp_out_label
FROM __samp_aux_tab GROUP BY grp
) ;
{code}
Select the records that fall into the sampled section:
{code}
CREATE TABLE out_tab AS (
SELECT id,__samp_thresh_tab.grp
FROM __samp_thresh_tab,__samp_aux_tab
WHERE __samp_thresh_tab.grp = __samp_aux_tab.grp
AND __samp_thresh_tab.__samp_out_label >=
__samp_aux_tab.__samp_out_label
);
{code}
I don't think we need a new table for the step 2 output since it is just a
single value for each group.
> Stratified sampling
> -------------------
>
> Key: MADLIB-986
> URL: https://issues.apache.org/jira/browse/MADLIB-986
> Project: Apache MADlib
> Issue Type: New Feature
> Components: Module: Sampling
> Reporter: Frank McQuillan
> Labels: starter
> Fix For: v1.12
>
>
> Story
> As a data scientist, I want to sample a data table in proportion to the
> number of rows in each group, so that I can do model building on the sampled
> data sets.
> The MVP for this story is:
> * sample proportion is global, i.e., single fractional value between 0 and 1
> * allow option to sample without replacement (default) and sample with
> replacement
> * allow option to output a subset of columns to the output table
> Proposed Interface
> {code}
> stratified_sample (
> source_table,
> output_table,
> proportion,
> grouping_col -- optional
> with_replacement, -- optional
> target_cols -- optional
> )
> source_table
> TEXT. The name of the table containing the input data.
> output_table
> TEXT. Name of output table that contains the sampled data.
> The output table contains all the columns present in the source table
> unless otherwise specified in the 'target_cols' parameter below.
> proportion
> FLOAT8 in the range (0,1). The size of the sample in each stratum will
> be taken in proportion to the size of the stratum.
> grouping_col (optional)
> TEXT, default: NULL. A single column or a list of comma-separated columns
> that defines how to stratify. When this parameter is NULL,
> no grouping is used so the sampling is non-stratified.
> with_replacement (optional)
> BOOLEAN, default FALSE. Determines whether to sample with replacement
> or without replacement (default).
> target_cols (optional)
> TEXT, default NULL. A comma-separated list of columns to appear in the
> 'output_table'.
> If NULL, all columns from the 'source_table' will appear in the
> 'output_table'.
> {code}
> Other notes
> PDL tools is one example implementation of stratified sampling to review [2].
>
> Please review existing MADlib sample functions [3] to see if these can be
> used as a basis, or built on, for this stratified sample story.
> References
> [2] PDL tools sampling modules incl stratified sampling
> http://pivotalsoftware.github.io/PDLTools/group__grp__sampling.html
> [3] Existing MADlib sample function
> http://madlib.incubator.apache.org/docs/latest/group__grp__sample.html
> [4] Pandas/Selecting Random Samples
> http://pandas.pydata.org/pandas-docs/stable/indexing.html#selecting-random-samples
> [5] General
> https://en.wikipedia.org/wiki/Stratified_sampling
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